Research classified by Journal of Economic Literature (JEL) codes

2021

• Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara, 2021, "The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102164.
• Shah, Adil Ahmad & Dar, Arif Billah & Bhanumurthy, N.R., 2021, "Are precious metals and equities immune to monetary and fiscal policy uncertainties?," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102260.
• Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021, "How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102273.
• Boateng, Ebenezer & Adam, Anokye M. & Junior, Peterson Owusu, 2021, "Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102389.
• Figueroa, Nicolás & Leukhina, Oksana & Ramírez, Carlos, 2021, "Imperfect information transmission from banks to investors: Macroeconomic implications," Journal of Monetary Economics, Elsevier, volume 118, issue C, pages 87-98, DOI: 10.1016/j.jmoneco.2019.12.002.
• Gaballo, Gaetano & Marimon, Ramon, 2021, "Breaking the spell with credit-easing: Self-confirming credit crises in competitive search economies," Journal of Monetary Economics, Elsevier, volume 119, issue C, pages 1-20, DOI: 10.1016/j.jmoneco.2021.01.007.
• Bhattarai, Saroj & Schwartzman, Felipe & Yang, Choongryul, 2021, "Local scars of the US housing crisis," Journal of Monetary Economics, Elsevier, volume 119, issue C, pages 40-57, DOI: 10.1016/j.jmoneco.2021.02.001.
• Di, Li & Shaiban, Mohammed Sharaf & Hasanov, Akram Shavkatovich, 2021, "The power of investor sentiment in explaining bank stock performance: Listed conventional vs. Islamic banks," Pacific-Basin Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.pacfin.2021.101509.
• Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya, 2021, "Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101563.
• Umar, Zaghum & Gubareva, Mariya, 2021, "Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101571.
• Li, Zeguang & Hou, Keqiang & Zhang, Chao, 2021, "The impacts of circuit breakers on China's stock market," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2020.101343.
• Shabir, Mohsin & Jiang, Ping & Bakhsh, Satar & Zhao, Zhongxiu, 2021, "Economic policy uncertainty and bank stability: Threshold effect of institutional quality and competition," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101610.
• Rahman, Md Lutfur & Al Mamun, Mohammed Abdullah, 2021, "How resilient are the Asia Pacific financial markets against a global pandemic?," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101656.
• Ardila-Alvarez, Diego & Forro, Zalan & Sornette, Didier, 2021, "The acceleration effect and Gamma factor in asset pricing," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 569, issue C, DOI: 10.1016/j.physa.2020.125367.
• Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang, 2021, "Cojump risks and their impacts on option pricing," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 399-410, DOI: 10.1016/j.qref.2020.07.009.
• Previati, Daniele Angelo & Galloppo, Giuseppe & Aliano, Mauro & Paimanova, Viktoria, 2021, "Why do banks react differently to short-selling bans? Evidence from the Asia-Pacific area and the United States," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 144-158, DOI: 10.1016/j.qref.2021.01.015.
• Chamizo, Álvaro & Novales, Alfonso, 2021, "Evaluation of market risk associated with hedging a credit derivative portfolio," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 411-430, DOI: 10.1016/j.qref.2021.03.006.
• Sivec, Vasja & Volk, Matjaž, 2021, "Bank response to policy-related changes in capital requirements," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 868-877, DOI: 10.1016/j.qref.2019.04.013.
• Heinlein, Reinhold & Legrenzi, Gabriella D. & Mahadeo, Scott M.R., 2021, "Crude oil and stock markets in the COVID-19 crisis: Evidence from oil exporters and importers," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 223-229, DOI: 10.1016/j.qref.2021.09.007.
• Pradhan, Ashis Kumar & Tiwari, Aviral Kumar, 2021, "Estimating the market risk of clean energy technologies companies using the expected shortfall approach," Renewable Energy, Elsevier, volume 177, issue C, pages 95-100, DOI: 10.1016/j.renene.2021.05.134.
• Gerth, Florian & Temnov, Grigory, 2021, "New Ways of Modeling Loan-to-Income Distributions and their Evolution in Time - A Probability Copula Approach," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 217-236, DOI: 10.1016/j.iref.2020.08.022.
• Lian, Yu-Min & Chen, Jun-Home, 2021, "Pricing virtual currency-linked derivatives with time-inhomogeneity," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 424-439, DOI: 10.1016/j.iref.2020.09.015.
• Li, Yingqi & Mittoo, Usha R. & Yu, Xin & Zhang, Zhou, 2021, "The impact of global financial crisis on regulation S private debt market," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 231-248, DOI: 10.1016/j.iref.2021.01.001.
• Chen, Guojin & Chen, Lingling & Liu, Yanzhen & Qu, Yuxuan, 2021, "Stock price bubbles, leverage and systemic risk," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 405-417, DOI: 10.1016/j.iref.2021.03.017.
• Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021, "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 1-39, DOI: 10.1016/j.iref.2021.04.034.
• Kazinnik, Sophia & Papell, David H., 2021, "Monetary policy rules in practice: The case of Israel," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 308-320, DOI: 10.1016/j.iref.2021.06.012.
• Saini, Seema & Ahmad, Wasim & Bekiros, Stelios, 2021, "Understanding the credit cycle and business cycle dynamics in India," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 988-1006, DOI: 10.1016/j.iref.2021.08.006.
• Zaremba, Adam & Aharon, David Y. & Demir, Ender & Kizys, Renatas & Zawadka, Dariusz, 2021, "COVID-19, government policy responses, and stock market liquidity around the world: A note," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101359.
• Laborda, Ricardo & Olmo, Jose, 2021, "Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemic," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101402.
• Al Rababa’a, Abdel Razzaq & Alomari, Mohammad & McMillan, David, 2021, "Multiscale stock-bond correlation: Implications for risk management," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101435.
• Guo, Xiaochun & Lu, Fengbin & Wei, Yunjie, 2021, "Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101484.
• Anastasiou, Dimitrios & Bragoudakis, Zacharias & Giannoulakis, Stelios, 2021, "Perceived vs actual financial crisis and bank credit standards: Is there any indication of self-fulfilling prophecy?," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101486.
• Aharon, David Y. & Siev, Smadar, 2021, "COVID-19, government interventions and emerging capital markets performance," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101492.
• Gupta, Rangan & Sheng, Xin & Pierdzioch, Christian & Ji, Qiang, 2021, "Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101515.
• Mina, Andrea & Santoleri, Pietro, 2021, "The effect of the Great Recession on the employment growth of young vs. small firms in the Eurozone," Structural Change and Economic Dynamics, Elsevier, volume 56, issue C, pages 184-194, DOI: 10.1016/j.strueco.2020.11.002.
• Patella, Valeria & Tancioni, Massimiliano, 2021, "Confidence Swings and Sovereign Risk Dynamics," Structural Change and Economic Dynamics, Elsevier, volume 56, issue C, pages 195-206, DOI: 10.1016/j.strueco.2020.11.003.
• Balcilar, Mehmet & Berisha, Edmond & Gupta, Rangan & Pierdzioch, Christian, 2021, "Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality," Structural Change and Economic Dynamics, Elsevier, volume 57, issue C, pages 87-92, DOI: 10.1016/j.strueco.2021.02.002.
• Parui, Pintu, 2021, "Financialization and endogenous technological change: A post-Kaleckian perspective," Structural Change and Economic Dynamics, Elsevier, volume 58, issue C, pages 221-244, DOI: 10.1016/j.strueco.2021.05.004.
• Škare, Marinko & Soriano, Domingo Riberio & Porada-Rochoń, Małgorzata, 2021, "Impact of COVID-19 on the travel and tourism industry," Technological Forecasting and Social Change, Elsevier, volume 163, issue C, DOI: 10.1016/j.techfore.2020.120469.
• Boubaker, Sabri & Liu, Zhenya & Zhai, Ling, 2021, "Big data, news diversity and financial market crash," Technological Forecasting and Social Change, Elsevier, volume 168, issue C, DOI: 10.1016/j.techfore.2021.120755.
• Ergys Islamaj & M. Ayhan Kose, 2021, "What types of capital flows help improve international risk sharing?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-96, Nov.
• Trevor Evans, 2021, "The twilight of neoliberalism in the USA?," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 18, issue 2, pages 119–144-1, September.
• Bibow, Joerg, 2021, "¿Es la Teoría general una “teoría económica de la depresión”? Inestabilidad financiera y crisis en el pensamiento monetario de Keynes," El Trimestre Económico, Fondo de Cultura Económica, volume 88, issue 350, pages 585-652, abril-jun, DOI: https://doi.org/10.20430/ete.v88i35.
• Saji Thazhugal Govindan Nair, 2021, "Measuring volatility spillovers and asymmetric responses of Agri commodity prices: evidence from spices and rubber futures in India," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 14, issue 2, pages 242-267, June, DOI: 10.1108/IGDR-10-2020-0147.
• Bryane Michael & Simon Zhao, 2021, "Bubble economics: how big a shock to China’s real estate sector will throw the country into recession, and why does it matter?," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 14, issue 5, pages 1111-1128, February, DOI: 10.1108/IJHMA-01-2020-0003.
• Mohsin Khan & Rup Singh & Arvind Patel & Devendra Kumar Jain, 2021, "An examination of house price bubble in the real estate sector: the case of a small island economy – Fiji," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 14, issue 4, pages 745-758, February, DOI: 10.1108/IJHMA-05-2020-0056.
• Faisal Alqahtani & Besma Hamdi & Michael Skully, 2021, "Nonlinear linkages between bank asset quality and profitability: evidence from dynamic and quantile approaches using a global sample," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 3, pages 425-444, July, DOI: 10.1108/IJMF-06-2020-0301.
• Muhammad Munir Ahmad & Ahmed Imran Hunjra & Faridul Islam & Qasim Zureigat, 2021, "Does asymmetric information affect firm's financing decisions?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 9, pages 2718-2734, August, DOI: 10.1108/IJOEM-01-2021-0086.
• Maretno Agus Harjoto & Fabrizio Rossi, 2021, "Market reaction to the COVID-19 pandemic: evidence from emerging markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 1, pages 173-199, April, DOI: 10.1108/IJOEM-05-2020-0545.
• Trung Hai Le, 2021, "Systemic risk in ASEAN-6: a new empirical investigation," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 8, pages 2052-2083, February, DOI: 10.1108/IJOEM-05-2020-0567.
• Taicir Mezghani & Mouna Boujelbène-Abbes, 2021, "Financial stress effects on financial markets: dynamic connectedness and portfolio hedging," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 4064-4087, December, DOI: 10.1108/IJOEM-06-2020-0619.
• Muhammad Mushafiq, 2021, "Industry-level analysis of COVID-19’s impact in emerging markets – evidence from Pakistan," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 3437-3461, October, DOI: 10.1108/IJOEM-11-2020-1417.
• Manogna RL & Aswini Kumar Mishra, 2021, "Financialization of Indian agricultural commodities: the case of index investments," International Journal of Social Economics, Emerald Group Publishing Limited, volume 49, issue 1, pages 73-96, September, DOI: 10.1108/IJSE-05-2021-0254.
• Syed Moudud-Ul-Huq & Tanmay Biswas & Md. Abdul Halim & Miroslav Mateev & Imran Yousaf & Mohammad Zoynul Abedin, 2021, "The effects of bank competition, financial stability and ownership structure: evidence from the Middle East and North African (MENA) countries," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 4, pages 717-738, November, DOI: 10.1108/IMEFM-05-2020-0214.
• Dimitra Loukia Kolia & Simeon Papadopoulos, 2021, "Integration in banking efficiency: a comparative analysis of the European Union, the Eurozone, and the United States banks," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 6, issue 1, pages 48-70, November, DOI: 10.1108/JCMS-08-2021-0026.
• Qamar Uz Zaman & Waheed Akhter & Mariani Abdul-Majid & S. Iftikhar Ul Hassan & Muhammad Fahad Anwar, 2021, "Does bank affiliation affect firm capital structure? Evidence from a financial crisis," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 39, issue 1, pages 150-174, June, DOI: 10.1108/JEAS-11-2020-0193.
• Christos Floros & Maria Psillaki & Efstathios Karpouzis, 2021, "Layoffs and stock market performance during the COVID-19 pandemic: evidence from the US," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 2, pages 96-108, December, DOI: 10.1108/JES-05-2021-0224.
• Asif M. Ruman, 2021, "Stock market implications of Fed's balance sheet size," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 2, pages 259-273, February, DOI: 10.1108/JES-09-2020-0437.
• Nicolas Reigl & Lenno Uusküla, 2021, "Alternative frameworks for measuring credit gaps and setting countercyclical capital buffers," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 2, pages 161-179, February, DOI: 10.1108/JFEP-04-2019-0070.
• Moustapha Daouda Dala, 2021, "Bank stockholders’ vs bank bondholders’ market discipline during crisis time: an investigation based on supervisory stress test information disclosure," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 6, pages 772-809, February, DOI: 10.1108/JFEP-11-2019-0215.
• Juhi Gupta & Smita Kashiramka, 2021, "Identification of systemically important banks in India using SRISK," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 29, issue 4, pages 387-408, August, DOI: 10.1108/JFRC-07-2020-0067.
• Kolawole Ebire & Saif Ullah & Bosede Ngozi Adeleye & Muhammad Ibrahim Shah, 2021, "Effect of capital flows on financial stability in middle-income countries," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 29, issue 5, pages 491-513, August, DOI: 10.1108/JFRC-08-2020-0081.
• Anju Goswami, 2021, "Modelling NPLs and identifying convergence phenomenon of banks: a case of pre-during and immediate after the crisis years in India," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 30, issue 1, pages 1-125, August, DOI: 10.1108/JFRC-09-2020-0083.
• Oktofa Yudha Sudrajad, 2021, "The implication of banking regulation on bank business model: evidence from the ASEAN countries," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 29, issue 5, pages 580-603, August, DOI: 10.1108/JFRC-11-2020-0109.
• Mustapha Ishaq Akinlaso & Aroua Robbana & Nura Mohamed, 2021, "Volatility transmission within financial markets during the COVID-19 pandemic: are faith-based investors well off in Tunisia?," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 13, issue 1, pages 98-113, December, DOI: 10.1108/JIABR-12-2020-0388.
• Abdollah Ah Mand & Hawati Janor & Ruzita Abdul Rahim & Tamat Sarmidi, 2021, "Herding behavior and stock market conditions," PSU Research Review, Emerald Group Publishing Limited, volume 7, issue 2, pages 105-116, May, DOI: 10.1108/PRR-10-2020-0033.
• Nuno Silva, 2021, "Life-cycle asset allocation and the peso problem: does ambiguity aversion matter?," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 718-732, May, DOI: 10.1108/RBF-11-2020-0297.
• Sinem Guler Kangalli Uyar & Umut Uyar & Emrah Balkan, 2021, "The role of precious metals in extreme market conditions: evidence from stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 63-78, August, DOI: 10.1108/SEF-04-2021-0128.
• Ghulame Rubbaniy & Ali Awais Khalid & Muhammad Faisal Rizwan & Shoaib Ali, 2021, "Are ESG stocks safe-haven during COVID-19?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 2, pages 239-255, December, DOI: 10.1108/SEF-08-2021-0320.
• Yiyang Val Sun & Bin Liu & Tina Prodromou, 2021, "The determinants of the COVID-19 related stock price overreaction and volatility," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 125-149, October, DOI: 10.1108/SEF-08-2021-0330.
• Jens Klose, 2021, "Measuring redenomination risks in the Euro area – evidence from survey data," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 5, pages 964-986, August, DOI: 10.1108/SEF-11-2020-0476.
• Neda Assadollahzadehjafari & Bahar Hafezi & Seyed Mohsen Khalifehsoltani, 2021, "Evaluation of the Effect of Asset Market Fluctuations on the Financial Crisis of the Economy: An Application of Markov Switching," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 3, pages 191-203.
• Jan Kolesnik, 2021, "The Contagion Effect and its Mitigation in the Modern Banking System," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 1009-1024.
• Karolina Drela & Agnieszka Malkowska & Anna Bera & Anna Tokarz-Kocik, 2021, "Instruments for Managing the EU Labour Market in the Face of the COVID-19 Crisis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 984-998.
• Katerina Lyroudi & Sotirios Nikolopoulos, 2021, "Stock Market Reaction at the WHO’s Announcement of a Pandemic due to COVID-19 of the French Pharmaceuticals," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 482-496.
• Katarzyna Boratynska, 2021, "Determinants of Economic Fragility in Central and Eastern European Countries FsQCA Approach," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 827-837.
• Elzbieta Kacperska & Jakub Kraciuk, 2021, "The Effect of COVID-19 Pandemic on the Stock Market of Agri-food Companies in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 274-290.
• Vincent Bouvatier & Sofiane El Ouardi, 2021, "Credit gaps as banking crisis predictors: a different tune for middle- and low-income countries," Erudite Working Paper, Erudite, number 2021-15.
• Roman Garcia & Dimitri Lorenzani & Daniel Monteiro & Francesco Perticari & Bořek Vašíček & Lukas Vogel, 2021, "Financial Spillover and Contagion Risks in the Euro Area in 2007-2019," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 137, Jan.
• Louis Daumas, 2021, "Should we fear transition risks - A review of the applied literature," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2021.05, Apr.
• Deyan Radev, 2021, "Multinational Banks and the Drivers of Cross-Border Contagion," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 2, pages 119-143, October.
• Adam Geršl & Thomas Mitterling, 2021, "Forecast-Augmented Credit-to-GDP Gap as an Early Warning Indicator of Banking Crises," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 4, pages 323-351, December.
• Petr Jakubik & Saida Teleu, 2021, "Suspension of Insurers´ Dividends as a Response to the Covid-19 Crisis: Evidence from Equity Market," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/05, Mar, revised Mar 2021.
• Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021, "Optimal Bailouts in Banking and Sovereign Crises," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 406, Jan, revised 27 Feb 2024, DOI: 10.24149/gwp406r1.
• Arun Gupta, 2021, "The Internal Capital Markets of Global Dealer Banks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-036, Jun, DOI: 10.17016/FEDS.2021.036.
• Mathias S. Kruttli & Phillip J. Monin & Lubomir Petrasek & Sumudu W. Watugala, 2021, "Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-038, Jun, DOI: 10.17016/FEDS.2021.038.
• Eileen van Straelen, 2021, "Desperate House Sellers: Distress Among Developers," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-065, Oct, DOI: 10.17016/FEDS.2021.065.
• Juan M. Londono & Sai Ma & Beth Anne Wilson, 2021, "The Global Transmission of Real Economic Uncertainty," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1317, Apr, DOI: 10.17016/IFDP.2021.1317.
• Kieran Larkin, 2021, "Financial Shocks or Productivity Slowdown: Contrasting the Great Recession and Recovery in the United States and United Kingdom," Review, Federal Reserve Bank of St. Louis, volume 103, issue 1, pages 99-126, January, DOI: 10.20955/r.103.99-126.
• Manuel Amador & Javier Bianchi, 2021, "Bank Runs, Fragility, and Credit Easing," Working Papers, Federal Reserve Bank of Minneapolis, number 785, Oct, DOI: 10.21034/wp.785.
• Dean Parker & Moritz Schularick, 2021, "The Term Spread as a Predictor of Financial Instability," Liberty Street Economics, Federal Reserve Bank of New York, number 20211124, Nov.
• Kristian S. Blickle & Sarah Ngo Hamerling & Donald P. Morgan, 2021, "How Bad Are Weather Disasters for Banks?," Staff Reports, Federal Reserve Bank of New York, number 990, Nov.
• Adam Copeland & Antoine Martin, 2021, "Repo over the Financial Crisis," Staff Reports, Federal Reserve Bank of New York, number 996, Dec.
• Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2021, "The Federal Reserve’s Market Functioning Purchases," Staff Reports, Federal Reserve Bank of New York, number 998, Dec.
• Allen N. Berger & Christa H. S. Bouwman & Lars Norden & Raluca Roman & Gregory F. Udell, 2021, "Is a Friend in Need a Friend Indeed? How Relationship Borrowers Fare during the COVID-19 Crisis," Working Papers, Federal Reserve Bank of Philadelphia, number 21-13, Mar, DOI: 10.21799/frbp.wp.2021.13.
• Allen N. Berger & Christa H. S. Bouwman & Lars Norden & Raluca A. Roman & Gregory F. Udell & Teng Wang, 2021, "Piercing Through Opacity: Relationships and Credit Card Lending to Consumers and Small Businesses During Normal Times and the COVID-19 Crisis," Working Papers, Federal Reserve Bank of Philadelphia, number 21-19, May, DOI: 10.21799/frbp.wp.2021.19.
• Jose J. Canals-Cerda & Brian Jonghwan Lee, 2021, "COVID-19 and Auto Loan Origination Trends," Working Papers, Federal Reserve Bank of Philadelphia, number 21-28, Aug, DOI: 10.21799/frbp.wp.2021.28.
• Allen N. Berger & Onesime Epouhe & Raluca Roman, 2021, "A Tale of Two Bailouts: Effects of TARP and PPP on Subprime Consumer Debt," Working Papers, Federal Reserve Bank of Philadelphia, number 21-32, Sep, DOI: 10.21799/frbp.wp.2021.32.
• Sumit Agarwal & Slava Mikhed & Barry Scholnick & Man Zhang, 2022, "Reducing Strategic Default in a Financial Crisis," Working Papers, Federal Reserve Bank of Philadelphia, number 21-36, Aug, DOI: 10.21799/frbp.wp.2021.36.

2020

• Beaupain, Renaud & Girard, Alexandre, 2020, "The value of understanding central bank communication," Economic Modelling, Elsevier, volume 85, issue C, pages 154-165, DOI: 10.1016/j.econmod.2019.05.013.
• Charfeddine, Lanouar & Benlagha, Noureddine & Maouchi, Youcef, 2020, "Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors," Economic Modelling, Elsevier, volume 85, issue C, pages 198-217, DOI: 10.1016/j.econmod.2019.05.016.
• Ben Ameur, Hachmi & Le Fur, Eric, 2020, "Volatility transmission to the fine wine market," Economic Modelling, Elsevier, volume 85, issue C, pages 307-316, DOI: 10.1016/j.econmod.2019.10.017.
• Agosto, Arianna & Ahelegbey, Daniel Felix & Giudici, Paolo, 2020, "Tree networks to assess financial contagion," Economic Modelling, Elsevier, volume 85, issue C, pages 349-366, DOI: 10.1016/j.econmod.2019.11.005.
• Niţoi, Mihai & Pochea, Maria Miruna, 2020, "Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis," Economic Modelling, Elsevier, volume 86, issue C, pages 133-147, DOI: 10.1016/j.econmod.2019.06.007.
• Kim, Hyeongwoo & Ko, Kyunghwan, 2020, "Improving forecast accuracy of financial vulnerability: PLS factor model approach," Economic Modelling, Elsevier, volume 88, issue C, pages 341-355, DOI: 10.1016/j.econmod.2019.09.046.
• Keddad, Benjamin & Schalck, Christophe, 2020, "Evaluating sovereign risk spillovers on domestic banks during the European debt crisis," Economic Modelling, Elsevier, volume 88, issue C, pages 356-375, DOI: 10.1016/j.econmod.2019.09.047.
• Ge, Xinyu & Li, Xiao-Lin & Zheng, Ling, 2020, "The transmission of financial shocks in an estimated DSGE model with housing and banking," Economic Modelling, Elsevier, volume 89, issue C, pages 215-231, DOI: 10.1016/j.econmod.2019.09.056.
• Abosedra, Salah & Arayssi, Mahmoud & Ben Sita, Bernard & Mutshinda, Crispin, 2020, "Exploring GDP growth volatility spillovers across countries," Economic Modelling, Elsevier, volume 89, issue C, pages 577-589, DOI: 10.1016/j.econmod.2019.11.015.
• El-Shagi, Makram & Fidrmuc, Jarko & Yamarik, Steven, 2020, "Inequality and credit growth in Russian regions," Economic Modelling, Elsevier, volume 91, issue C, pages 550-558, DOI: 10.1016/j.econmod.2019.11.003.
• Nückles, Marc, 2020, "Interest rate policy and interbank market breakdown," Economic Modelling, Elsevier, volume 91, issue C, pages 779-789, DOI: 10.1016/j.econmod.2019.10.035.
• Zorgati, Imen & Lakhal, Faten, 2020, "Spatial contagion in the subprime crisis context: Adjusted correlation versus local correlation approaches," Economic Modelling, Elsevier, volume 92, issue C, pages 162-169, DOI: 10.1016/j.econmod.2019.12.015.
• Lian, Yu-Min & Chen, Jun-Home, 2020, "Joint dynamic modeling and option pricing in incomplete derivative-security market," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.003.
• González, Francisco, 2020, "Creditor rights, financial health, and corporate investment efficiency," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.11.002.
• Saif-Alyousfi, Abdulazeez Y.H. & Saha, Asish & Md-Rus, Rohani, 2020, "The impact of bank competition and concentration on bank risk-taking behavior and stability: Evidence from GCC countries," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.10.015.
• Teixeira, João C.A. & Matos, Tiago F.A. & da Costa, Gui L.P. & Fortuna, Mário J.A., 2020, "Investor protection, regulation and bank risk-taking behavior," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101051.
• Ordu-Akkaya, Beyza Mina & Soytas, Ugur, 2020, "Unconventional monetary policy and financialization of commodities," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.12.014.
• Tsuruta, Masaru, 2020, "Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101072.
• Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Gamboa-Arbelaez, Juliana, 2020, "Dynamic relations between oil and stock market returns: A multi-country study," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101082.
• Zhang, Xiong, 2020, "Convertible tranche in securitization," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101176.
• Lee, Jin-Ping & Lin, Edward M.H. & Lin, James Juichia & Zhao, Yang, 2020, "Bank systemic risk and CEO overconfidence," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.03.011.
• Do, A. & Powell, R. & Yong, J. & Singh, A., 2020, "Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101096.
• Wang, Peiwan & Zong, Lu, 2020, "Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101113.
• Fausch, Jürg & Sigonius, Markus, 2020, "Are speculative bubbles welfare improving? A note on Wang and Wen (2012)," Economics Letters, Elsevier, volume 190, issue C, DOI: 10.1016/j.econlet.2020.109076.
• Schüler, Yves S., 2020, "On the credit-to-GDP gap and spurious medium-term cycles," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109245.
• Hoffmann, Peter & Kremer, Manfred & Zaharia, Sonia, 2020, "Financial integration in Europe through the lens of composite indicators," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109344.
• Bakas, Dimitrios & Mendieta-Muñoz, Ivan, 2020, "Financial crises and economic recovery: Cross-country heterogeneity and cross-sectional dependence," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109435.
• Hanke, Michael & Kosolapova, Maria & Weissensteiner, Alex, 2020, "COVID-19 and market expectations: Evidence from option-implied densities," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109441.
• Demetriades, Panicos O. & Rewilak, Johan M., 2020, "Recovering the finance-growth nexus," Economics Letters, Elsevier, volume 196, issue C, DOI: 10.1016/j.econlet.2020.109563.
• Park, Yang-Ho, 2020, "Variance disparity and market frictions," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 326-348, DOI: 10.1016/j.jeconom.2019.07.005.
• Aït-Sahalia, Yacine & Kalnina, Ilze & Xiu, Dacheng, 2020, "High-frequency factor models and regressions," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 86-105, DOI: 10.1016/j.jeconom.2020.01.007.
• Nguyen, Giang & Engle, Robert & Fleming, Michael & Ghysels, Eric, 2020, "Liquidity and volatility in the U.S. Treasury market," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 207-229, DOI: 10.1016/j.jeconom.2019.12.002.
• Golosnoy, Vasyl & Schmid, Wolfgang & Seifert, Miriam Isabel & Lazariv, Taras, 2020, "Statistical inferences for realized portfolio weights," Econometrics and Statistics, Elsevier, volume 14, issue C, pages 49-62, DOI: 10.1016/j.ecosta.2018.08.003.
• Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen, 2020, "Firm survival in new EU member states," Economic Systems, Elsevier, volume 44, issue 1, DOI: 10.1016/j.ecosys.2020.100743.
• Mathonnat, Clément & Williams, Benjamin, 2020, "Does more finance mean more inequality in times of crisis?," Economic Systems, Elsevier, volume 44, issue 4, DOI: 10.1016/j.ecosys.2020.100818.
• Boeckx, Jef & de Sola Perea, Maite & Peersman, Gert, 2020, "The transmission mechanism of credit support policies in the euro area," European Economic Review, Elsevier, volume 124, issue C, DOI: 10.1016/j.euroecorev.2020.103403.
• Clymo, Alex, 2020, "Discounts, rationing, and unemployment," European Economic Review, Elsevier, volume 128, issue C, DOI: 10.1016/j.euroecorev.2020.103518.
• Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2020, "Mildly explosive dynamics in U.S. fixed income markets," European Journal of Operational Research, Elsevier, volume 287, issue 2, pages 712-724, DOI: 10.1016/j.ejor.2020.03.053.
• Cipollini, Fabrizio & Giannozzi, Alessandro & Menchetti, Fiammetta & Roggi, Oliviero, 2020, "The beauty contest between systemic and systematic risk measures: Assessing the empirical performance," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 316-332, DOI: 10.1016/j.jempfin.2020.06.005.
• Naeem, Muhammad Abubakr & Balli, Faruk & Shahzad, Syed Jawad Hussain & de Bruin, Anne, 2020, "Energy commodity uncertainties and the systematic risk of US industries," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104589.
• Tiwari, Aviral Kumar & Trabelsi, Nader & Alqahtani, Faisal & Raheem, Ibrahim D., 2020, "Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104646.
• Boako, Gideon & Alagidede, Imhotep Paul & Sjo, Bo & Uddin, Gazi Salah, 2020, "Commodities price cycles and their interdependence with equity markets," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104884.
• Chen, Zhongdong & Craig, Karen Ann & Karpovics, Mikhael, 2020, "Once bitten twice shy? Evidence from the U.S. banking industry during the crash of the energy market," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104981.
• Brülisauer, Marcel & Goette, Lorenz & Jiang, Zhengyi & Schmitz, Jan & Schubert, Renate, 2020, "Appliance-specific feedback and social comparisons: Evidence from a field experiment on energy conservation," Energy Policy, Elsevier, volume 145, issue C, DOI: 10.1016/j.enpol.2020.111742.
• Beladi, Hamid & Hu, May & Park, Jason & How, Janice, 2020, "Liquidity creation and funding ability during the interbank lending crunch," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101433.
• Chuliá, Helena & Koser, Christoph & Uribe, Jorge M., 2020, "Uncovering the time-varying relationship between commonality in liquidity and volatility," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101466.
• Trinh, Vu Quang & Aljughaiman, Abdullah A. & Cao, Ngan Duong, 2020, "Fetching better deals from creditors: Board busyness, agency relationships and the bank cost of debt," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101472.
• Tsuji, Chikashi, 2020, "Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2019.101392.
• Barrell, Ray & Nahhas, Abdulkader, 2020, "The role of lender country factors in cross border bank lending," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2019.01.008.
• Samitas, Aristeidis & Kampouris, Elias & Kenourgios, Dimitris, 2020, "Machine learning as an early warning system to predict financial crisis," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101507.
• Kanas, Angelos & Molyneux, Philip, 2020, "Do measures of systemic risk predict U.S. corporate bond default rates?," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101553.
• Xing, Kai & Yang, Xiaoguang, 2020, "Predicting default rates by capturing critical transitions in the macroeconomic system," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.02.007.
• Zavadska, Miroslava & Morales, Lucía & Coughlan, Joseph, 2020, "Brent crude oil prices volatility during major crises," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.026.
• Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2020, "Not the usual suspects: Critical indicators in a dollarized country's Financial Stress Index," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.03.037.
• Grobys, Klaus & Ahmed, Shaker & Sapkota, Niranjan, 2020, "Technical trading rules in the cryptocurrency market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.101396.
• Baur, Dirk G. & Kuck, Konstantin, 2020, "The timing of the flight to gold: An intra-day analysis of gold and the S&P500," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.005.
• Brière, Marie & Szafarz, Ariane, 2020, "Good diversification is never wasted: How to tilt factor portfolios with sectors," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.015.
• Thornton, John & Tommaso, Caterina di, 2020, "Liquidity and capital in bank lending: Evidence from European banks," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.021.
• Ahmed, Shaker & Grobys, Klaus & Sapkota, Niranjan, 2020, "Profitability of technical trading rules among cryptocurrencies with privacy function," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101495.
• Zaremba, Adam & Kizys, Renatas & Aharon, David Y. & Demir, Ender, 2020, "Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101597.
• Li, Xiping & Tripe, David & Malone, Chris & Smith, David, 2020, "Measuring systemic risk contribution: The leave-one-out z-score method," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101316.
• Goodell, John W. & Huynh, Toan Luu Duc, 2020, "Did Congress trade ahead? Considering the reaction of US industries to COVID-19," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101578.
• Shehzad, Khurram & Xiaoxing, Liu & Kazouz, Hayfa, 2020, "COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101669.
• Rizwan, Muhammad Suhail & Ahmad, Ghufran & Ashraf, Dawood, 2020, "Systemic risk: The impact of COVID-19," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101682.
• Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš & Molnár, Peter, 2020, "Fear of the coronavirus and the stock markets," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101735.
• Schadner, Wolfgang, 2020, "An idea of risk-neutral momentum and market fear," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101347.
• Baek, Seungho & Mohanty, Sunil K. & Glambosky, Mina, 2020, "COVID-19 and stock market volatility: An industry level analysis," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101748.
• Sakurai, Yuji & Kurosaki, Tetsuo, 2020, "How has the relationship between oil and the US stock market changed after the Covid-19 crisis?," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101773.
• Rainone, Edoardo, 2020, "The network nature of over-the-counter interest rates," Journal of Financial Markets, Elsevier, volume 47, issue C, DOI: 10.1016/j.finmar.2019.100525.
• Kedar-Levy, Haim, 2020, "Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.08.001.
• Finta, Marinela Adriana & Aboura, Sofiane, 2020, "Risk premium spillovers among stock markets: Evidence from higher-order moments," Journal of Financial Markets, Elsevier, volume 49, issue C, DOI: 10.1016/j.finmar.2020.100533.
• Ahn, Dong-Hyun & Kim, Soohun & Seo, Kyoungwon, 2020, "Self-fulfilling arbitrages necessitate crash risk," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2020.100547.
• Saunders, Anthony & Schmid, Markus & Walter, Ingo, 2020, "Strategic scope and bank performance," Journal of Financial Stability, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfs.2019.100715.
• Drago, Danilo & Gallo, Raffaele, 2020, "The impact of financial crises on the syndicated loan spreads applied to public and private firms," Journal of Financial Stability, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfs.2019.100718.
• Lin, Chih-Yung & Bui, Dien Giau & Lin, Tse-Chun, 2020, "Do short sellers exploit risky business models of banks? Evidence from two banking crises," Journal of Financial Stability, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfs.2019.100719.
• Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2020, "Systemic risk and financial stability dynamics during the Eurozone debt crisis," Journal of Financial Stability, Elsevier, volume 47, issue C, DOI: 10.1016/j.jfs.2020.100723.
• Chau, Michael & Lin, Chih-Yung & Lin, Tse-Chun, 2020, "Wisdom of crowds before the 2007–2009 global financial crisis," Journal of Financial Stability, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfs.2020.100741.
• Gorton, Gary & Laarits, Toomas & Metrick, Andrew, 2020, "The run on repo and the Fed’s response," Journal of Financial Stability, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfs.2020.100744.
• Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020, "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, volume 50, issue C, DOI: 10.1016/j.jfs.2020.100772.