Research classified by Journal of Economic Literature (JEL) codes

2024

• Knut Lehre Seip & Dan Zhang, 2024, "Scoring Six Detrending Methods on Timing, Lead-Lag Relations, and Cycle Periods: An Empirical Study of US and UK Recessions 1977–2020," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 5, pages 3087-3116, November, DOI: 10.1007/s10614-024-10548-x.
• Foued Hamouda & Imran Yousaf & Muhammad Abubakr Naeem, 2024, "Exploring the Dynamics of Equity and Cryptocurrency Markets: Fresh Evidence from the Russia–Ukraine War," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3555-3576, December, DOI: 10.1007/s10614-024-10573-w.
• Abdul Rahman & Muhammad Arshad Khan, 2024, "Role of consistent regime-specific policies in recovering the negative relationship between financial development and economic growth," Economic Change and Restructuring, Springer, volume 57, issue 4, pages 1-27, August, DOI: 10.1007/s10644-024-09722-w.
• Paulo Leite, 2024, "Performance and investment styles of international multi-asset funds during market crises," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 3, pages 783-805, August, DOI: 10.1007/s10663-024-09614-2.
• Pascal Böni & Heinz Zimmermann, 2024, "The Credit Suisse bailout in hindsight: not a bitter pill to swallow, but a case to follow," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 1, pages 1-35, March, DOI: 10.1007/s11408-023-00443-0.
• Jun Duanmu & Garrett A. McBrayer, 2024, "Structural Drivers of Credit Rating Uncertainty: An Examination of the Changes Imposed by Dodd-Frank," Journal of Financial Services Research, Springer;Western Finance Association, volume 65, issue 2, pages 243-267, June, DOI: 10.1007/s10693-023-00399-2.
• Barbara Casu & Laura Chiaramonte & Ettore Croci & Stefano Filomeni, 2024, "Access to Credit in a Market Downturn," Journal of Financial Services Research, Springer;Western Finance Association, volume 66, issue 2, pages 143-169, October, DOI: 10.1007/s10693-022-00388-x.
• Davide Castellani & Elisa Giaretta, 2024, "Multimarket Banks, Local Economic Shocks, and Lending Behavior: When the Effect is on Cost but not on the Amount of Deposit Fundings," Journal of Financial Services Research, Springer;Western Finance Association, volume 66, issue 2, pages 193-225, October, DOI: 10.1007/s10693-022-00395-y.
• Seda Peksevim & Metin Ercan, 2024, "Do pension funds provide financial stability? Evidence from European Union countries," Journal of Financial Services Research, Springer;Western Finance Association, volume 66, issue 3, pages 297-328, December, DOI: 10.1007/s10693-023-00408-4.
• Goodness C. Aye & Christina Christou & Rangan Gupta & Christis Hassapis, 2024, "High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests," The Journal of Real Estate Finance and Economics, Springer, volume 69, issue 2, pages 253-276, August, DOI: 10.1007/s11146-022-09919-8.
• Martin Hibbeln & Werner Osterkamp, 2024, "Simple is simply not enough—features versus labels of complex financial securities," Review of Derivatives Research, Springer, volume 27, issue 2, pages 113-150, July, DOI: 10.1007/s11147-024-09201-4.
• Stefano Filomeni, 2024, "The impact of the Paycheck Protection Program on the risk-taking behaviour of US banks," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 4, pages 1329-1353, May, DOI: 10.1007/s11156-023-01223-7.
• Stefano Filomeni, 2024, "Securitization and risk appetite: empirical evidence from US banks," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 2, pages 433-468, August, DOI: 10.1007/s11156-024-01261-9.
• David Aristei & Manuela Gallo, 2024, "Green management, access to credit, and firms’ vulnerability to the COVID-19 crisis," Small Business Economics, Springer, volume 62, issue 1, pages 179-211, January, DOI: 10.1007/s11187-023-00759-1.
• Sung Wook Joh & Seongjun Jeong, 2024, "Lending Behaviors of Prudent Banks around the 2008 Financial Crisis," Korean Economic Review, Korean Economic Association, volume 40, pages 107-148.
• Takeo Hori & Ryonghun Im & Hiroshi Nakaota, 2024, "Bubbly fundamentals," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 278, Sep, revised Mar 2025.
• Várkonyi, Patrik & Szücs, Tamás & Cziglerné, Erb Edina & Pasitka, Ármin, 2024, "A pénzügyi instrumentumok új számviteli standardja a Covid árnyékában
  [European banks implementation of IFRS 9 in the shadow of the pandemic]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 201-222, DOI: 10.18414/KSZ.2024.2.201.
• Yu-Ann Wang & Chia-Lin Chang, 2024, "Portfolio selection from risk transfer mechanisms in a time of crisis for renewable energy markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1108, Sep.
• Nikunj Patel & Aakruti Patel & Bhavesh Patel, 2024, "The Role of Institutional Investors in The Indian Stock Markets During the Pandemic," Capital Markets Review, Malaysian Finance Association, volume 32, issue 1, pages 75-99.
• Kee-Cheok Cheong & Rajah Rasiah & R. Thillainathan, 2024, "Comparing the Causes and Consequences of the Asian and Global Financial Crises on Southeast Asia," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 61, issue 1, pages 177-197, January, DOI: 10.22452/MJES.vol61no1.10.
• Riccardo De Bonis & Maurizio Trapanese, 2024, "The Four Ages of Banking Regulation: What to Do Today?," Banca Impresa Società, Società editrice il Mulino, issue 1, pages 51-80.
• Łukasz Sobora, 2024, "Nadzór bankowy i jego miejsce w krajach Unii Europejskiej," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 2, pages 163-180.
• Lyubov Klapkiv & Faruk Ulgen, 2024, "The dark side of financial dynamics: a Schumpeterian destructive creation process," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 5, pages 661-682.
• Marcin Kędzior & Wiktoria Słomiany, 2024, "Czynniki kształtujące strukturę kapitału banków w warunkach szoku zewnętrznego. Wyniki badań empirycznych z Europy Centralnej w okresie pandemii COVID-19," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 6, pages 759-784.
• Martin Kornejew & Chen Lian & Yueran Ma & Pablo Ottonello & Diego J. Perez, 2024, "Bankruptcy Resolution and Credit Cycles," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2024, volume 39".
• Jules H. van Binsbergen & Svetlana Bryzgalova & Mayukh Mukhopadhyay & Varun Sharma, 2024, "(Almost) 200 Years of News-Based Economic Sentiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 32026, Jan.
• Viral V. Acharya & V. Ravi Anshuman & S. Vish Viswanathan, 2024, "Bankruptcy Exemption of Repo Markets: Too Much Today for Too Little Tomorrow?," NBER Working Papers, National Bureau of Economic Research, Inc, number 32027, Jan.
• Charles W. Calomiris & Matthew S. Jaremski, 2024, "The Puzzling Persistence of Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 32213, Mar.
• Viral V. Acharya & Nicola Cetorelli & Bruce Tuckman, 2024, "Where Do Banks End and NBFIs Begin?," NBER Working Papers, National Bureau of Economic Research, Inc, number 32316, Apr.
• Manuel Amador & Javier Bianchi, 2024, "Bank Runs, Fragility, and Regulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 32341, Apr.
• Martin Kornejew & Chen Lian & Yueran Ma & Pablo Ottonello & Diego J. Perez, 2024, "Bankruptcy Resolution and Credit Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 32556, Jun.
• Clemens M. Graf von Luckner & Josefin Meyer & Carmen M. Reinhart & Christoph Trebesch, 2024, "Sovereign Haircuts: 200 Years of Creditor Losses," NBER Working Papers, National Bureau of Economic Research, Inc, number 32599, Jun.
• Jacob Boudoukh & Yukun Liu & Tobias J. Moskowitz & Matthew P. Richardson, 2024, "Identifying Shocks to Systematic Risk in Times of Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 32693, Jul.
• Anna Cieslak & Wenhao Li & Carolin Pflueger, 2024, "Inflation and Treasury Convenience," NBER Working Papers, National Bureau of Economic Research, Inc, number 32881, Aug.
• Sergio A. Correia & Stephan Luck & Emil Verner, 2024, "Failing Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 32907, Sep.
• Sebastian Horn & David Mihalyi & Philipp Nickol & César Sosa-Padilla, 2024, "Hidden Debt Revelations," NBER Working Papers, National Bureau of Economic Research, Inc, number 32947, Sep.
• Viral V. Acharya & Markus K. Brunnermeier & Diane Pierret, 2024, "Systemic Risk Measures: From the Panic of 1907 to the Banking Stress of 2023," NBER Working Papers, National Bureau of Economic Research, Inc, number 33211, Nov.
• Lars E.O. Svensson, 2024, "Is Swedish Household Debt Too High? Solvency, Liquidity, and Debt-Financed Overconsumption," NBER Working Papers, National Bureau of Economic Research, Inc, number 33222, Dec.
• Mathias Drehmann & Mikael Juselius & Sarah Quincy, 2024, "Aggregate Debt Servicing and the Limit on Private Credit," NBER Working Papers, National Bureau of Economic Research, Inc, number 33306, Dec.
• Spiros Bougheas & David I Harvey & Alan Kirman & Douglas Nelson, 2024, "Systemic risk in banking, fire sales, and macroeconomic disasters," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2024/02.
• Marcel Barmeier & David Liebeg & Sebastian Rötzer, 2024, "Systemic risks from commercial real estate lending of Austrian banks," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 48, pages 31-39.
• Mahlatse MABEBA, 2024, "Rationale Of Financial Stability In South Africa: Constructing A Financial Stress Index," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 9, issue 1, pages 133-143, March, DOI: http://doi.org/10.47535/1991ojbe188.
• Nicoleta Barbuta-Misu & Teodor Hada & Iulia Cristina Iuga & Dorin Wainberg, 2024, "Covid-19 Shock: The Short-Term Impact On The European And American Financial Markets," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 9, issue 2, pages 9-27, September, DOI: http://doi.org/10.47535/1991ojbe192.
• Kenneth Rogoff & Yuanchen Yang, 2024, "Rethinking China’s growth," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 39, issue 119, pages 517-548.
• Michiel N Daams & Philip McCann & Paolo Veneri & Richard Barkham & Dennis Schoenmaker, 2024, "Capital shocks and the great urban divide," Journal of Economic Geography, Oxford University Press, volume 24, issue 1, pages 1-21.
• Edoardo Rainone, 2024, "Real-Time Identification and High-Frequency Analysis of Deposits Outflows," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 868-907.
• Jesús Gil Jaime & Jose Olmo, 2024, "Measuring and Testing Systemic Risk from the Cross-Section of Stock Returns†," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1503-1531.
• Emmanuel Carré & Laurent Le Maux, 2024, "Bernanke and Kindleberger on financial crises, 1978–2003," Oxford Economic Papers, Oxford University Press, volume 76, issue 2, pages 314-329.
• Kentaro Asai, 2024, "Bank Lobbying as a Financial Safety Net: Evidence from the Postcrisis U.S. Banking Sector," The Review of Corporate Finance Studies, Society for Financial Studies, volume 13, issue 3, pages 739-774.
• Gabriel Chodorow-Reich & Adam M Guren & Timothy J McQuade, 2024, "The 2000s Housing Cycle with 2020 Hindsight: A Neo-Kindlebergerian View," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 2, pages 785-816.
• Andrea Ferrero & Richard Harrison & Benjamin Nelson, 2024, "House Price Dynamics, Optimal LTV Limits and the Liquidity Trap," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 2, pages 940-971.
• Karsten Müller & Emil Verner, 2024, "Credit Allocation and Macroeconomic Fluctuations," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 6, pages 3645-3676.
• Matthieu Chavaz & Pablo Slutzky, 2024, "Do Banks Worry about Attentive Depositors? Evidence from Multiple-Brand Banks," Review of Finance, European Finance Association, volume 28, issue 1, pages 353-388.
• Sylvain Carré & Damien Klossner, 2024, "Banks as Liquidity Multipliers," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 1, pages 265-307.
• José-Luis Peydró & Francesc Rodriguez-Tous & Jagdish Tripathy & Arzu Uluc, 2024, "Macroprudential Policy, Mortgage Cycles, and Distributional Effects: Evidence from the United Kingdom," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 3, pages 727-760.
• Eileen van Straelen, 2024, "Desperate House Sellers: Distress among Developers," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 3, pages 802-836.
• Liang Dai & Dan Luo & Ming Yang, 2024, "Disclosure of Bank-Specific Information and the Stability of Financial Systems," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 4, pages 1315-1367.
• Martina Jasova & Luc Laeven & Caterina Mendicino & José-Luis Peydró & Dominik Supera, 2024, "Systemic Risk and Monetary Policy: The Haircut Gap Channel of the Lender of Last Resort," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 7, pages 2191-2243.
• Michael J Fishman & Jonathan A Parker & Ludwig Straub, 2024, "A Dynamic Theory of Lending Standards," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 8, pages 2355-2402.
• Viral V Acharya & Robert Engle & Maximilian Jager & Sascha Steffen, 2024, "Why Did Bank Stocks Crash during COVID-19?," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 9, pages 2627-2684.
• Kristian Blickle & Markus Brunnermeier & Stephan Luck, 2024, "Who Can Tell Which Banks Will Fail?," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 9, pages 2685-2731.
• Dumitru-Florin Moise, 2024, "The Impact of the Financial Profile on the Resilience Capacity of the Agri-Business Companies in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 261-268, August.
• Alexandrina Brinza & Ioana Lazarescu & Doina Iacob, 2024, "Analysis of Non-Bank Loans in the Context of the Romanian Economy: Risks and Implications," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 581-588, August.
• Alexandra Danila & Irena Munteanu & Marian Adrian Burcea, 2024, "The Challenges of Banking in the Age of Artificial Intelligence," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 616-621, August.
• Rustam Jamilov & Tobias König & Karsten Müller & Farzad Saidi, 2024, "Two Centuries of Systemic Bank Runs," Economics Series Working Papers, University of Oxford, Department of Economics, number 1039, Mar.
• Simon Lloyd & Ed Manuel & Konstantin Panchev, 2024, "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 72, issue 1, pages 335-392, March, DOI: 10.1057/s41308-023-00199-7.
• Juan J. Cortina & Maria Soledad Martinez Peria & Sergio L. Schmukler & Jasmine Xiao, 2024, "The Internationalization of China’s Equity Markets," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 72, issue 2, pages 554-610, June, DOI: 10.1057/s41308-023-00207-w.
• Silviu Oprică & Claudia Schwarz, 2024, "Supervisory forward guidance: the effectiveness of the 2020 euro area supervisory capital relief on the bank credit supply channel," Journal of Banking Regulation, Palgrave Macmillan, volume 25, issue 1, pages 20-41, March, DOI: 10.1057/s41261-022-00212-5.
• Chris Magnis & Stephanos Papadamou & George Emmanuel Iatridis, 2024, "The impact of corporate governance mechanisms on mitigating banks’ propensity for risk-taking," Journal of Banking Regulation, Palgrave Macmillan, volume 25, issue 3, pages 234-255, September, DOI: 10.1057/s41261-023-00228-5.
• Anna Dobrzańska & Paweł Smaga, 2024, "Assessment of macroprudential strategy documents: Are they ready for the challenges ahead?," Journal of Banking Regulation, Palgrave Macmillan, volume 25, issue 4, pages 437-450, December, DOI: 10.1057/s41261-024-00239-w.
• Sáfi, Lilla Tünde & Kürthy, Gábor, 2024, "Analysis of the Liquidity Situation of the U.S. Banking System in Light of the 2023 Bank Failures," Public Finance Quarterly, Corvinus University of Budapest, volume 70, issue 4, pages 79-97, DOI: https://doi.org/10.35551/PFQ_2024_4.
• Ozili, Peterson K, 2024, "Causes and consequences of the 2023 banking crisis," MPRA Paper, University Library of Munich, Germany, number 120153.
• Cajas Guijarro, John, 2024, "Two Dynamic Models of Distributive and Financial Endogenous Cycles," MPRA Paper, University Library of Munich, Germany, number 121404, Jul.
• Ozili, Peterson K, 2024, "Vulnerable Group Theory of Financial Inclusion," MPRA Paper, University Library of Munich, Germany, number 123291.
• Roudari, Soheil, 2024, "Investigating the Dynamic Spillover among Exchange Rate, Stock Market Index, Housing Price and Inflation in Iran: Does the Severity of Sanctions Matter?," MPRA Paper, University Library of Munich, Germany, number 126829, Apr, revised 15 Sep 2024.
• Koponen, Heidi, 2024, "Constructing a composite indicator to assess cyclical systemic risks: An early warning approach," BoF Economics Review, Bank of Finland, number 3/2024.
• Pala, Melissa, 2024, "COVID-19 and the fragmentation of the European interbank market," Discussion Papers, Deutsche Bundesbank, number 07/2024.
• Körner, Tobias & Papageorgiou, Michael, 2024, "Doom loop, trilemma, and moral hazard: Which narrative of the banking union did stock market investors buy?," Discussion Papers, Deutsche Bundesbank, number 34/2024.
• Herbst, Tobias & Plaasch, Jannick & Stammwitz, Florian, 2024, "A price-at-risk approach for the German commercial real estate market," Technical Papers, Deutsche Bundesbank, number 08/2024.
• Mouré, Christopher, 2024, "Consolidation and Crisis in the US Banking Sector 1980-2022," Working Papers on Capital as Power, Capital As Power - Toward a New Cosmology of Capitalism, number 2024/03.
• Carl Heinz Daube & Alex Dulachyk & Leon Podinovic & Hendrik Ruschmeyer & Melissa Spiegeler, 2024, "Aviation Industry – Opportunities and Challenges for a Green Future," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 301357.
• Daube, Carl Heinz, 2024, "The possible takeover of Commerzbank by UniCredit," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 305808.
• Lavery, Paul & Spaliara, Marina-Eliza & Görg, Holger, 2024, "Private equity buyouts & firm exporting in crisis periods: Exploring a new channel," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 306864, DOI: 10.1016/j.jcorpfin.2024.102686.
• Joebges, Heike & Herr, Hansjörg & Kellermann, Christian, 2024, "Crypto assets as a threat to financial market stability," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 233/2024.
• Krause, Thomas & Sfrappini, Eleonora & Tonzer, Lena & Zgherea, Cristina, 2024, "How do EU banks' funding costs respond to the CRD IV? An assessment based on the Banking Union directives database," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 12/2024.
• Hong, Jong Soo, 2024, "Assessing the contributions of non-bank financial institutions (NBFI) and ELS issuance to systemic risk in Korea," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 46, issue 1, pages 21-51, DOI: 10.23895/kdijep.2024.46.1.21.
• Asimakopoulos, Ioannis G. & Tröger, Tobias, 2024, "Reform of the CMDI framework: Driving off with the breaks on," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 53, DOI: 10.2139/ssrn.4821398.
• Horn, Sebastian & Mihalyi, David & Nickol, Philipp & Sosa Padilla, César, 2024, "Hidden debt revelations," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1101, DOI: 10.4419/96973279.
• Asimakopoulos, Ioannis G. & Tröger, Tobias, 2024, "Reform of the CMDI framework: Driving off with the breaks on," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 418, DOI: 10.2139/ssrn.4821398.
• Barth, Andreas & Mansouri, Sasan & Wöbbeking, Fabian, 2024, "Market discipline in banking: the role of financial analysts," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302383.
• Enikolopov, Ruben & Kirschenmann, Karolin & Schoors, Koen & Sonin, Konstantin, 2024, "Crisis? What Crisis? Bank stability, financial development and propaganda," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 24-085.
• Braun, Matias & Riutort, Julio & Roche, Hervé, 2024, "Hedge fund fee structure and risk exposure," Economic Modelling, Elsevier, volume 132, issue C, DOI: 10.1016/j.econmod.2024.106646.
• Krenz, Johanna & Živanović, Jelena, 2024, "Macroprudential capital requirements, monetary policy, and financial crises," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106823.
• Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2024, "Decoding market reactions: The certification role of EU-wide stress tests," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106828.
• Sala, Hector & Trivin, Pedro, 2024, "Household finances, debt overhang and consumption patterns," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106836.
• Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel, 2024, "Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows: Evidence from Brazil and South Korea," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106913.
• Fu, Qi & So, Jacky Yuk-Chow & Li, Xiaotong, 2024, "Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102063.
• Kurter, Zeynep O., 2024, "How macroeconomic conditions affect systemic risk in the short and long-run?," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2024.102083.
• Bordo, Michael D. & Haubrich, Joseph G., 2024, "Low interest rates and the predictive content of the yield curve," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102081.
• Tang, Pan & Tang, Tiantian & Lu, Chennuo, 2024, "Predicting systemic financial risk with interpretable machine learning," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102088.
• Demmler, Michael & Fernández, Amilcar Orlian, 2024, "Explosive behavior in historic NASDAQ market prices," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102095.
• Xu, Danyang & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2024, "Green bonds and traditional and emerging investments: Understanding connectedness during crises," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102142.
• Zhang, Wenting & Liu, Tiantian & Zhang, Yulian & Hamori, Shigeyuki, 2024, "Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102149.
• Tang, Pan & Xu, Wei & Wang, Haosen, 2024, "Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102151.
• Yang, Xin & Wang, Xuya & Cao, Jie & Zhao, Lili & Huang, Chuangxia, 2024, "Cross-regional connectedness of financial market: Measurement and determinants," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102157.
• Lavín, Jaime F. & Valle, Mauricio A. & Magner, Nicolás S., 2024, "Stock market pattern recognition using symbol entropy analysis," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102161.
• Asano, Koji, 2024, "Ignorant experts and financial fragility," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102200.
• Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao, 2024, "Dynamic impact of the US yield curve on green bonds: Navigating through recent crises," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102223.
• Wang, Mei-Chih & Chang, Tsangyao & Mikhaylov, Alexey & Linyu, Jia, 2024, "A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102232.
• Yang, Xin & Ao, Xuan & Cao, Jie & Huang, Chuangxia, 2024, "Does liquidity connectedness affect stock price crash risk? Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102238.
• Ren, Tingting & Li, Shaofang & Zhang, Siying, 2024, "Stock market extreme risk prediction based on machine learning: Evidence from the American market," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102241.
• Machokoto, Michael, 2024, "The impact of cultural orientation towards secrecy on innovation," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111509.
• Stolbov, Mikhail & Shchepeleva, Maria & Parfenov, Daniil, 2024, "The systemic risk-uncertainty-real economic activity nexus: What is beyond median estimation?," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111550.
• Fung, Simon Yu Kit & Jain, Ankit & Tiwari, Moumita, 2024, "Is more always better? Information acquisition and stock price crash risk," Economics Letters, Elsevier, volume 236, issue C, DOI: 10.1016/j.econlet.2024.111574.
• Lucchetta, Marcella, 2024, "International aggregate risk: Effects on financial stability," Economics Letters, Elsevier, volume 240, issue C, DOI: 10.1016/j.econlet.2024.111773.
• Meng, Weizhen & Li, Shilin & Yang, Jinqiang, 2024, "Mitigating disaster risks caused by carbon emissions," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111817.
• Miller, Stephen Matteo, 2024, "Synthetic unlimited liability," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111821.
• Chen, Yilin & Sun, Chentong, 2024, "A new method for measuring financial resilience," Economics Letters, Elsevier, volume 242, issue C, DOI: 10.1016/j.econlet.2024.111883.
• Pang, Congyuan & Fan, Hong, 2024, "Risk amplification effect of multilayer financial networks: Feedback mechanism or cyclic structure?," Economics Letters, Elsevier, volume 242, issue C, DOI: 10.1016/j.econlet.2024.111887.
• Rai, Varun Kumar & Bruna, Maria Giuseppina & Hunjra, Ahmed Imran & Pandey, Dharen Kumar & Lal, Madan, 2024, "COVID-19 literature in Elsevier finance journal ecosystem," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111905.
• Hu, Lei & Zhu, Ziyan & Dong, Liang, 2024, "Can financial technology enhance corporate investment efficiency? Evidence from the COVID-19 pandemic," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111911.
• Graham, John R. & Ikeda, Naoshi & Inoue, Kotaro & Yamasaki, Takashi, 2024, "Uncertainty, corporate investment, and hiring: The case of COVID-19," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.112025.
• Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024, "Robust testing for explosive behavior with strongly dependent errors," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105626.
• Boswijk, H. Peter & Laeven, Roger J.A. & Vladimirov, Evgenii, 2024, "Estimating option pricing models using a characteristic function-based linear state space representation," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105864.
• Morana, Claudio, 2024, "A new macro-financial condition index for the euro area," Econometrics and Statistics, Elsevier, volume 29, issue C, pages 64-87, DOI: 10.1016/j.ecosta.2021.09.005.
• Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024, "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 60-75, DOI: 10.1016/j.ecosta.2021.10.004.
• Mendicino, Caterina, 2024, "Wall street QE vs. main street lending: A comment," European Economic Review, Elsevier, volume 161, issue C, DOI: 10.1016/j.euroecorev.2023.104569.
• Barbiero, Francesca & Burlon, Lorenzo & Dimou, Maria & Toczynski, Jan, 2024, "Targeted monetary policy, dual rates, and bank risk-taking," European Economic Review, Elsevier, volume 170, issue C, DOI: 10.1016/j.euroecorev.2024.104889.
• Kang, Yong Joo & Park, Dojoon & Eom, Young Ho, 2024, "Global contagion of US COVID-19 panic news," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2024.101116.
• Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara & Marfo-Yiadom, Edward, 2024, "Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?," Emerging Markets Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.ememar.2024.101160.
• Montañez-Enríquez, Ricardo & Ossandon Busch, Matias & Ramos-Francia, Manuel, 2024, "Untangling the finance-growth nexus: The dual role of financial development in the transmission of shocks," Emerging Markets Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.ememar.2024.101192.
• Lawrence, Babatunde & Obalade, Adefemi A. & Tita, Anthanasius F. & French, Joseph J., 2024, "Stock market connectedness during an energy crisis: Evidence from South Africa," Emerging Markets Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.ememar.2024.101194.
• Candia, Claudio & Herrera, Rodrigo, 2024, "An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101488.
• Zhang, Xuan & Zhang, Zhekai & Xu, Liao & Zhou, Zhiping, 2024, "In search of distress premium in the Chinese energy sector," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107246.
• Kyriazis, Nikolaos & Corbet, Shaen, 2024, "Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107329.
• Huang, Shoujun & Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2024, "International transmission of shocks and African forex markets," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107382.
• Sevillano, María Caridad & Jareño, Francisco & López, Raquel & Esparcia, Carlos, 2024, "Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107398.
• Huang, Shoujun & Gubareva, Mariya & Teplova, Tamara & Bossman, Ahmed, 2024, "African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107679.
• Wang, Kangsheng & Wen, Fenghua & Gong, Xu, 2024, "Oil prices and systemic financial risk: A complex network analysis," Energy, Elsevier, volume 293, issue C, DOI: 10.1016/j.energy.2024.130672.
• Marodin, Fabrizio Almeida & Mitchener, Kris James & Richardson, Gary, 2024, "Contagion of fear: Panics, money, and the Great Depression," Explorations in Economic History, Elsevier, volume 93, issue C, DOI: 10.1016/j.eeh.2024.101589.
• del Angel, Marco & Richardson, Gary & Gou, Michael, 2024, "Bank failures and economic activity: Evidence from the Progressive Era," Explorations in Economic History, Elsevier, volume 94, issue C, DOI: 10.1016/j.eeh.2024.101616.
• Gupta, Jairaj & Srivastava, Anup & Alzugaiby, Basim, 2024, "Schumpeterian creative destruction and temporal changes in business models of US banks," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102951.
• Palmieri, Egidio & Ferilli, Greta Benedetta & Altunbas, Yener & Stefanelli, Valeria & Geretto, Enrico Fioravante, 2024, "Business model and ESG pillars: The impacts on banking default risk," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102978.
• Ahmad, Sardar & Ullah, Subhan & Akbar, Saeed & Kodwani, Devendra & Brahma, Sanjukta, 2024, "The impact of compliance, board committees and insider CEOs on firm survival during crisis," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102979.
• Dottori, Davide & Micucci, Giacinto & Sigalotti, Laura, 2024, "Trade debts and bank lending in years of crisis," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103082.
• Eugster, Nicolas & Kowalewski, Oskar & Śpiewanowski, Piotr, 2024, "Internal governance mechanisms and corporate misconduct," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103109.
• Lang, Chunlin & Xu, Danyang & Corbet, Shaen & Hu, Yang & Goodell, John W., 2024, "Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103152.
• Zhou, Yang, 2024, "Benefits and costs: The impact of capital control on growth-at-risk in China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103161.
• Xie, Qichang & Fang, Tingwei & Rong, Xueyun & Xu, Xin, 2024, "Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103162.
• Albrecht, Peter & Kočenda, Evžen, 2024, "Volatility connectedness on the central European forex markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103179.
• Le, Anh-Tuan & Doan, Anh-Tuan & Lin, Kun-Li, 2024, "CEO overconfidence and the informativeness of bank stock prices," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103230.
• Ben Ameur, Hachmi & Ftiti, Zied & Louhichi, Waël & Yousfi, Mohamed, 2024, "Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103255.
• Esparcia, Carlos & Escribano, Ana & Jareño, Francisco, 2024, "Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103287.
• Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2024, "Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103323.
• Hoang, Lai T. & Tan, Eric K.M. & Yang, Joey W., 2024, "The investment behavior of China-connected mutual funds in the pandemic: Information advantage through operational link," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103309.
• Elamer, Ahmed A. & Utham, Vinay, 2024, "Cash is queen? Impact of gender-diverse boards on firms' cash holdings during COVID-19," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103490.
• Dickinson, David & Han, Xuyuan & Liu, Zhenya & Zhan, Yaosong, 2024, "Fee structure and equity fund manager’s optimal locking in profits strategy," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103611.
• Nguyen, Hoang & Virbickaitė, Audronė & Ausín, M. Concepción & Galeano, Pedro, 2024, "Structured factor copulas for modeling the systemic risk of European and United States banks," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103621.
• Liu, Peng & Yuan, Ying, 2024, "Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103663.
• Ojea-Ferreiro, Javier & Reboredo, Juan C. & Ugolini, Andrea, 2024, "Systemic risk effects of climate transition on financial stability," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103722.
• Baek, Chaeyoon & Baek, Seungho & Glambosky, Mina, 2024, "Macroeconomic impact and stock returns' vulnerability by size, solvency, and financial distress," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104718.
• Bruno, Elena & Iacoviello, Giuseppina & Giannetti, Caterina, 2024, "Bank credit loss and ESG performance," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104719.
• Nguyen, Thanh Cong & Castro, Vítor & Wood, Justine, 2024, "Social protection spending and financial crises," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104753.
• Péran, Thomas & Sdiri, Hasna, 2024, "Comparing the performance of Qatari banks: Islamic versus conventional, amidst major shocks," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104776.
• Alonso, Irma & Serrano, Pedro & Vaello-Sebastià, Antoni, 2024, "The global spillovers of unconventional monetary policies on tail risks," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104820.
• González, Oliver & Keddad, Benjamin, 2024, "The Piggy Bank Index: An intuitive risk measure to assess liquidity and capital adequacy in banks," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104846.
• Guinea, Laurentiu & Pérez, Rafaela & Ruiz, Jesús, 2024, "Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104938.
• Lu, Tong & Ruan, Lijun, 2024, "Coordination and Conservatism," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105035.
• Galvani, Valentina, 2024, "Frog in the Pan and the market-state effect on momentum," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105374.
• Capelli, Paolo & Ielasi, Federica & Russo, Angeloantonio, 2024, "Measuring ESG risks in multi-asset portfolios: Decomposing VaRESG into CVaRESG," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105692.
• Cowling, Marc & Wilson, Nick & Liu, Weixi, 2024, "How does a small firm end up with a more expensive loan guarantee when a cheaper and safer one was on offer? The intriguing case of two UK Covid-19 guarantee schemes," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105827.
• Di Serio, Mario, 2024, "Public debt determinants: A time-varying analysis of core and peripheral Euro area countries," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106101.
• Walker, Thomas & Fernandes, Alisha & Karami, Moein, 2024, "Corporate resilience during crises and the role of ESG factors: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106168.
• Chen, Weihua & Huang, Jennifer & Shi, Donghui & Song, Zhongzhi, 2024, "Can stock trading suspension calm down investors during market crises?," Journal of Financial Markets, Elsevier, volume 71, issue C, DOI: 10.1016/j.finmar.2024.100934.
• Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard Anna Maria, 2024, "How does the repo market behave under stress? Evidence from the COVID-19 crisis," Journal of Financial Stability, Elsevier, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101193.
• Chen, Ren-Raw & Zhang, Xiaohu, 2024, "From liquidity risk to systemic risk: A use of knowledge graph," Journal of Financial Stability, Elsevier, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101195.
• Danisman, Gamze Ozturk & Tarazi, Amine, 2024, "ESG activity and bank lending during financial crises," Journal of Financial Stability, Elsevier, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101206.
• Ristolainen, Kim & Roukka, Tomi & Nyberg, Henri, 2024, "A thousand words tell more than just numbers: Financial crises and historical headlines," Journal of Financial Stability, Elsevier, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101209.
• Samarakoon, Lalith P., 2024, "What broke the pearl of the Indian ocean? The causes of the Sri Lankan economic crisis and its policy implications," Journal of Financial Stability, Elsevier, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101213.
• Celani, Alessandro & Cerchiello, Paola & Pagnottoni, Paolo, 2024, "The topological structure of panel variance decomposition networks," Journal of Financial Stability, Elsevier, volume 71, issue C, DOI: 10.1016/j.jfs.2024.101222.
• Sigmund, Michael & Siebenbrunner, Christoph, 2024, "Do interbank markets price systemic risk?," Journal of Financial Stability, Elsevier, volume 71, issue C, DOI: 10.1016/j.jfs.2024.101223.
• Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024, "Temporal networks and financial contagion," Journal of Financial Stability, Elsevier, volume 71, issue C, DOI: 10.1016/j.jfs.2024.101224.
• Fukker, Gábor & Kok, Christoffer, 2024, "On the optimal control of interbank contagion in the euro area banking system," Journal of Financial Stability, Elsevier, volume 71, issue C, DOI: 10.1016/j.jfs.2024.101225.
• Carro, Adrian & Stupariu, Patricia, 2024, "Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market," Journal of Financial Stability, Elsevier, volume 71, issue C, DOI: 10.1016/j.jfs.2024.101226.
• Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Pawel & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2024, "Shock amplification in an interconnected financial system of banks and investment funds," Journal of Financial Stability, Elsevier, volume 71, issue C, DOI: 10.1016/j.jfs.2024.101234.
• Ikeda, Daisuke, 2024, "Bank runs, prudential tools and social welfare in a global game general equilibrium model," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101236.
• Apostolakis, George N. & Giannellis, Nikolaos, 2024, "International financial stress spillovers during times of unconventional monetary policy interventions," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101259.
• Pozo, Jorge, 2024, "Excessive bank risk-taking in an infinite horizon economy," Journal of Financial Stability, Elsevier, volume 73, issue C, DOI: 10.1016/j.jfs.2024.101263.
• Armanious, Amir, 2024, "Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system," Journal of Financial Stability, Elsevier, volume 73, issue C, DOI: 10.1016/j.jfs.2024.101273.
• Kim, Yeonghyeon & Lee, Junyong & Lee, Kyounghun & Oh, Frederick Dongchuhl, 2024, "Corporate disclosure behavior during financial crises: Evidence from Korea," Journal of Financial Stability, Elsevier, volume 73, issue C, DOI: 10.1016/j.jfs.2024.101298.
• Galán, Jorge E., 2024, "The benefits are at the tail: Uncovering the impact of macroprudential policy on growth-at-risk," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2020.100831.
• Acosta-Smith, Jonathan & Grill, Michael & Lang, Jan Hannes, 2024, "The leverage ratio, risk-taking and bank stability," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2020.100833.
• Kim, Hyeongwoo & Son, Jisoo, 2024, "What charge-off rates are predictable by macroeconomic latent factors?," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2024.101301.
• Cole, Rebel A. & Cowling, Marc & Liu, Weixi, 2024, "The effect of collateral on small business rationing of term loans and lines of credit," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2024.101320.
• Fecht, Falko & Reitz, Stefan & Weber, Patrick, 2024, "A dealer’s funding liquidity risk and its money market trades in the 2007/08 crisis," Journal of Financial Stability, Elsevier, volume 75, issue C, DOI: 10.1016/j.jfs.2024.101337.
• Matos, Tiago F.A. & Teixeira, João C.A. & Dutra, Tiago M., 2024, "Macroprudential regulation and bank risk: The role of shareholders' and creditors' rights," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100920.
• Pham, Son Duy & Nguyen, Thao Thac Thanh & Li, Xiao-Ming, 2024, "Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100923.