Research classified by Journal of Economic Literature (JEL) codes

2024

• 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.
• Orlov, Alexei G. & Sharma, Rajiv, 2024, "Which witch is which? Deconstructing the foreign exchange markets activity," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100947.
• Abdullah, Mohammad & Sarker, Provash Kumer & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Rehman, Mohd Ziaur, 2024, "Tail risk intersection between tech-tokens and tech-stocks," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100989.
• Pham, Thach N. & Powell, Robert & Bannigidadmath, Deepa, 2024, "Tail risk network analysis of Asian banks," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101017.
• D’Erasmo, Pablo & Livshits, Igor & Schoors, Koen, 2024, "Banking regulation with risk of sovereign default," Journal of International Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.jinteco.2024.103917.
• Yu, Wenbo, 2024, "Consumption, exchange rate, and external adjustment during a crisis," Journal of International Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jinteco.2024.103964.
• Rogoff, Kenneth S. & Yang, Yuanchen, 2024, "A tale of tier 3 cities," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103989.
• De Novellis, G. & Musile Tanzi, P. & Ranalli, M.G. & Stanghellini, E., 2024, "Leveraged finance exposure in the banking system: Systemic risk and interconnectedness," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101890.
• O’Sullivan, Conall & Papavassiliou, Vassilios G. & Wafula, Ronald Wekesa & Boubaker, Sabri, 2024, "New insights into liquidity resiliency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101892.
• Dekker, Lennart & Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2024, "Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101909.
• Foglia, Matteo & Di Tommaso, Caterina & Wang, Gang-Jin & Pacelli, Vincenzo, 2024, "Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101942.
• Borsuk, Marcin & Kowalewski, Oskar & Pisany, Paweł, 2024, "State-owned banks and international shock transmission," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101947.
• Gupta, Juhi & Kashiramka, Smita, 2024, "Examining the impact of liquidity creation on bank stability in the Asia Pacific region: Do ESG disclosures play a moderating role?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101955.
• Aharon, David Y. & Baig, Ahmed S. & Jacoby, Gady & Wu, Zhenyu, 2024, "Greenhouse gas emissions and the stability of equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101952.
• Neupane, Suman & Fan, Zhebin & Yanes Sanchez, Daniel & Neupane, Biwesh, 2024, "Diverse investor reactions to the COVID-19 Pandemic: Insights from an emerging market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 93, issue C, DOI: 10.1016/j.intfin.2024.102000.
• Chiaramonte, Laura & Dreassi, Alberto & Girardone, Claudia & Piserà, Stefano, 2024, "Socially responsible banking: Weathering the Covid-19 storm," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 95, issue C, DOI: 10.1016/j.intfin.2024.102029.
• Husodo, Zaäfri A. & Raz, Arisyi F. & Danarsari, Dwi Nastiti, 2024, "The bind and the slack of Basel III liquidity regulations: Evidence from Indonesia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 96, issue C, DOI: 10.1016/j.intfin.2024.102046.
• D’Avino, Carmela, 2024, "Global banks and the picking order in internal capital markets: Do locational activity patterns matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 97, issue C, DOI: 10.1016/j.intfin.2024.102083.
• Berger, Allen N. & Li, Xinming & Saheruddin, Herman & Zhao, Daxuan, 2024, "Government guarantees and bank liquidity creation around the world," Journal of Banking & Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbankfin.2023.107048.
• Chiang, Chia-Chun & Niehaus, Greg, 2024, "Market discipline and policy loans," Journal of Banking & Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jbankfin.2023.107076.
• Braun, Matías & Marcet, Francisco & Raddatz, Claudio, 2024, "The good, the bad, and the not-so-ugly of credit booms?: capital allocation and financial constraints," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107098.
• Yavas, Abdullah & Zhu, Shuang, 2024, "Private mortgage securitization and adverse selection—New evidence from expected loan losses," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107120.
• Hibbeln, Martin & Osterkamp, Werner, 2024, "The Impact of Risk Retention on Moral Hazard in the Securitization Market," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107153.
• Khoo, Joye & Zheng, Chen & Pathan, Shams, 2024, "The beneficial effect of common ownership: Evidence from bank liquidity creation," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107172.
• Fatica, Serena & Panzica, Roberto, 2024, "Sustainable investing in times of crisis: Evidence from bond holdings and the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, volume 166, issue C, DOI: 10.1016/j.jbankfin.2024.107238.
• Breugem, Matthijs & Corvino, Raffaele & Marfè, Roberto & Schönleber, Lorenzo, 2024, "Pandemic tail risk," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107257.
• Barlevy, Gadi & Bird, Daniel & Fershtman, Daniel & Weiss, David, 2024, "Money under the mattress: Inflation and lending of last resort," Journal of Economic Theory, Elsevier, volume 217, issue C, DOI: 10.1016/j.jet.2024.105804.
• Huang, Wenqian & Zhu, Haoxiang, 2024, "CCP auction design," Journal of Economic Theory, Elsevier, volume 217, issue C, DOI: 10.1016/j.jet.2024.105826.
• Han, Leyla Jianyu & Kasa, Kenneth & Luo, Yulei, 2024, "Ambiguity, information processing, and financial intermediation," Journal of Economic Theory, Elsevier, volume 222, issue C, DOI: 10.1016/j.jet.2024.105922.
• Liu, Xuewen & Wang, Pengfei & Yang, Zhongchao, 2024, "Delayed crises and slow recoveries," Journal of Financial Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jfineco.2023.103757.
• Costello, Anna M. & Minnis, Michael & Rabinovich, Irina, 2024, "Discrimination in the payments chain," Journal of Financial Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.jfineco.2024.103872.
• Goldstein, Itay & Kopytov, Alexandr & Shen, Lin & Xiang, Haotian, 2024, "Bank heterogeneity and financial stability," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103934.
• Haslag, Peter & Srinivasan, Kandarp & Thakor, Anjan V., 2024, "Competition, Product differentiation and Crises: Evidence from 18 million securitized loans," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103947.
• Calomiris, Charles W. & Jaremski, Matthew, 2024, "The puzzling persistence of financial crises: A selective review of 2000 years of evidence," Journal of Financial Intermediation, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfi.2024.101090.
• Ma, Kebin & Vadasz, Tamas, 2024, "The informational impact of prudential regulations," Journal of Financial Intermediation, Elsevier, volume 59, issue C, DOI: 10.1016/j.jfi.2024.101091.
• Acharya, Viral V. & Plantin, Guillaume & Reggiani, Pietro & Yao, Iris, 2024, "Monetary easing, lack of investment and financial instability," Journal of Financial Intermediation, Elsevier, volume 59, issue C, DOI: 10.1016/j.jfi.2024.101100.
• Biguri, Kizkitza & Stahl, Jörg R., 2024, "Collateral requirements and corporate policy decisions," Journal of Financial Intermediation, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfi.2024.101104.
• König, Philipp J. & Mayer, Paul & Pothier, David, 2024, "Optimal timing of policy interventions in troubled banks," Journal of Financial Intermediation, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfi.2024.101116.
• Parlatore, Cecilia, 2024, "Transparency and bank runs," Journal of Financial Intermediation, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfi.2024.101120.
• Benoit, Sylvain, 2024, "Smart systemic-risk scores," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102968.
• Heo, Ye Jin, 2024, "The effect of trade credit on firm performance: Evidence from Korean firms during the Global Financial Crisis," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102987.
• Lyu, Yongjian & Zhang, Xinyu & Cao, Jin & Liu, Jiatao & Yang, Mo, 2024, "Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102989.
• Lee, Kwan Yong & Naknoi, Kanda, 2024, "Exchange rates, invoicing currencies and the margins of exports," Journal of International Money and Finance, Elsevier, volume 141, issue C, DOI: 10.1016/j.jimonfin.2024.103016.
• Roux, Sébastien & Savignac, Frédérique, 2024, "SMEs’ financing in the aftermath of the financial and sovereign debt crises: A comparison across euro area countries," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103020.
• Kwan, Simon H. & Ho, Kelvin & Hui, Cho-hoi & Wong, Eric T.C., 2024, "The international transmission of shocks through the lens of foreign banks in Hong Kong," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103027.
• Bochmann, Paul & Hiebert, Paul & Schüler, Yves & Segoviano, Miguel A., 2024, "Latent fragility: Conditioning banks' joint probability of default on the financial cycle," Journal of International Money and Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jimonfin.2024.103107.
• Chen, Hsien-Yi & Chen, Sheng-Syan & Chang, Chong-Chuo, 2024, "How do institutions affect output recovery after financial crises?," Journal of International Money and Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jimonfin.2024.103120.
• Chen, Yanghan & Lin, Juan, 2024, "Measuring systemic risk in Asian foreign exchange markets," Journal of International Money and Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jimonfin.2024.103135.
• Hu, Yushan & Zhang, Penglong, 2024, "International exposure and the transmission of financial shocks: Evidence from China," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103181.
• Xu, Hai-Chuan & Li, Tai-Min & Dai, Peng-Fei & Nguyen, Duc Khuong & Zhou, Wei-Xing, 2024, "Stress testing climate risk: A network-based analysis of the Chinese banking system," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103207.
• Fukuda, Shin-ichi & Tanaka, Mariko, 2024, "The effects of large-scale equity purchases during the coronavirus pandemic," Journal of the Japanese and International Economies, Elsevier, volume 71, issue C, DOI: 10.1016/j.jjie.2023.101303.
• Villalvazo, Sergio, 2024, "FDI flows and sudden stops in small open economies," Journal of Macroeconomics, Elsevier, volume 79, issue C, DOI: 10.1016/j.jmacro.2024.103586.
• Pinto-Ávalos, Francisco & Bowe, Michael & Hyde, Stuart, 2024, "Revisiting the pricing impact of commodity market spillovers on equity markets," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100369.
• Salah Uddin, Gazi & Lucey, Brian & Rahman, Md Lutfur & Stenvall, David, 2024, "Quantile coherency across bonds, commodities, currencies, and equities," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100379.
• Dammak, Wael & Frikha, Wajdi & Souissi, Mohamed Naceur, 2024, "Market turbulence and investor decision-making in currency option market," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00373.
• Rivera-Alonso, David & Iglesias, Emma M., 2024, "Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions?," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104778.
• Al-Nassar, Nassar S. & Assaf, Rima & Chaibi, Anis & Makram, Beljid, 2024, "The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises," Resources Policy, Elsevier, volume 96, issue C, DOI: 10.1016/j.resourpol.2024.105203.
• Gemmi, Luca, 2024, "Rational overoptimism and limited liability," Journal of Monetary Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.jmoneco.2023.11.002.
• Chang, Jin-Wook & Chuan, Grace, 2024, "Contagion in debt and collateral markets," Journal of Monetary Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.jmoneco.2024.103600.
• Serrano, Pedro & Vaello-Sebastià, Antoni & Vich-Llompart, M. Magdalena, 2024, "The international linkages of market risk perception," Journal of Multinational Financial Management, Elsevier, volume 72, issue C, DOI: 10.1016/j.mulfin.2023.100826.
• Jing, Rui & Zhu, Hongquan, 2024, "Are retail investors liquidity providers? Evidence from the STAR and ChiNext markets in China," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102223.
• Wang, Yizhong & Hou, Shuting & Wang, Ting & Li, Mengxuan, 2024, "Non-deposit liability and bank risk-taking: International evidence," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102312.
• Naeem, Muhammad Abubakr & Senthilkumar, Arunachalam & Arfaoui, Nadia & Mohnot, Rajesh, 2024, "Mapping fear in financial markets: Insights from dynamic networks and centrality measures," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102368.
• Issa, George & Jarnecic, Elvis, 2024, "Collateral reuse as a direct funding mechanism in repo markets," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102449.
• Liu, Yulin & Wang, Junbo & Wen, Fenghua & Wu, Chunchi, 2024, "Corporate responses to systemic risk: Talk and action," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102493.
• Tsuruta, Daisuke, 2024, "Bank credit to SMEs in Japan: Evidence from normal times, the global financial crisis, and the COVID-19 crisis," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102500.
• Huynh, Tran & Uebelmesser, Silke, 2024, "Early warning models for systemic banking crises: Can political indicators improve prediction?," European Journal of Political Economy, Elsevier, volume 81, issue C, DOI: 10.1016/j.ejpoleco.2023.102484.
• Kyriazis, Nikolaos & Corbet, Shaen, 2024, "The role of international currency spillovers in shaping exchange rate dynamics in Latin America," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 1-10, DOI: 10.1016/j.qref.2023.12.003.
• Okorie, David Iheke & Bouri, Elie & Mazur, Mieszko, 2024, "NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 126-151, DOI: 10.1016/j.qref.2024.03.001.
• Maroun, George & Fromentin, Vincent, 2024, "Financial instability in Lebanon: Do the liquidity creation and performance of banks matter?," The Quarterly Review of Economics and Finance, Elsevier, volume 96, issue C, DOI: 10.1016/j.qref.2024.05.001.
• Maghyereh, Aktham & Abdoh, Hussein, 2024, "Tail risk connectedness among GCC banks episodes from the Global Financial Crisis to COVID-19 pandemic," The Quarterly Review of Economics and Finance, Elsevier, volume 96, issue C, DOI: 10.1016/j.qref.2024.101869.
• Asano, Koji, 2024, "Liquidity policies with opacity," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101885.
• Tzomakas, Christos, 2024, "Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101895.
• M'bakob, Gilles Brice & Tchounga, Anatole, 2024, "CBDC and banking stability: Modeling cascading effects on reserves, lending, and liquidity," Research in Economics, Elsevier, volume 78, issue 4, DOI: 10.1016/j.rie.2024.101005.
• Hanif, Waqas & Andraz, Jorge Miguel & Gubareva, Mariya & Teplova, Tamara, 2024, "Are REITS hedge or safe haven against oil price fall?," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1-16, DOI: 10.1016/j.iref.2023.07.052.
• Park, Dojoon & Kang, Yong Joo & Eom, Young Ho, 2024, "Asset pricing tests for pandemic risk," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1314-1334, DOI: 10.1016/j.iref.2023.08.014.
• Garvin, Nicholas, 2024, "Emergency liquidity injections," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1496-1513, DOI: 10.1016/j.iref.2023.08.016.
• Cervera, Ignacio & Figuerola-Ferretti, Isabel, 2024, "Credit risk and bubble behavior of credit default swaps in the corporate energy sector," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 702-731, DOI: 10.1016/j.iref.2023.07.033.
• Moretto, Michele & Parigi, Bruno M., 2024, "Competitive runs on Government debt," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 131-158, DOI: 10.1016/j.iref.2023.10.002.
• Alaminos, David & Guillén-Pujadas, Miguel & Vizuete-Luciano, Emili & Merigó, José María, 2024, "What is going on with studies on financial speculation? Evidence from a bibliometric analysis," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 429-445, DOI: 10.1016/j.iref.2023.10.040.
• Tut, Daniel, 2024, "External financing, corporate governance and the value of cash holdings," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 156-179, DOI: 10.1016/j.iref.2024.01.008.
• Lopomo Beteto Wegner, Danilo, 2024, "Central bank intervention and financial bubbles," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1-19, DOI: 10.1016/j.iref.2024.01.051.
• Ali, Searat & Iqbal, Jamshed & Malik, Ihtisham & Rahman, Dewan, 2024, "Does managerial pay disparity influence BHC default risk?," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1250-1269, DOI: 10.1016/j.iref.2024.02.032.
• Li, Zhenghui & Chen, Bin & Lu, Siting & Liao, Gaoke, 2024, "The impact of financial institutions' cross-shareholdings on risk-taking," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1526-1544, DOI: 10.1016/j.iref.2024.02.080.
• Feng, Jingyu & Yuan, Ying & Jiang, Mingxuan, 2024, "Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 275-301, DOI: 10.1016/j.iref.2024.02.014.
• Hausken, Kjell & Welburn, Jonathan W., 2024, "Debt crises between a country and an international lender as a two-period game," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 704-723, DOI: 10.1016/j.iref.2024.02.034.
• Kim, Dongwoo, 2024, "Corporate loan duration, macroeconomic environments, and COVID-19," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 1088-1103, DOI: 10.1016/j.iref.2024.04.033.
• M'beirick, Abdallahi & Haddou, Samira, 2024, "The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 244-272, DOI: 10.1016/j.iref.2024.03.064.
• Lian, Yu-Min & Chen, Jun-Home, 2024, "Pricing vulnerable options under cross-asset markov-modulated jump-diffusion dynamics," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103392.
• Kim, Dohan & Sohn, Wook, 2024, "Loan growth and quality over the credit cycle," International Review of Economics & Finance, Elsevier, volume 95, issue C, DOI: 10.1016/j.iref.2024.103459.
• Chen, Yuxuan & Chiu, Junmao & Chung, Huimin & Lien, Donald, 2024, "Bitcoin market connectedness across political uncertainty," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103623.
• Becchetti, Leonardo & Bellucci, Davide & Pisani, Fabio, 2024, "The fittest survive: Regional resilience and exposure to financial crisis," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103652.
• Rehman, Obaid Ur & Wu, Kai & Liu, Jia, 2024, "COVID-19 exposure, financial flexibility, and corporate leverage adjustment," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103651.
• Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2024, "Term spread spillovers to Latin America and emergence of the ‘Twin Ds’," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103682.
• de França Carvalho, João Vinícius & Guimarães, Acássio Silva, 2024, "Systemic risk assessment using complex networks approach: Evidence from the Brazilian (re)insurance market," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102065.
• Cipollini, Fabrizio & Ielasi, Federica & Querci, Francesca, 2024, "Asset encumbrance in banks: Is systemic risk affected?," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102123.
• Tarchella, Salma & Khalfaoui, Rabeh & Hammoudeh, Shawkat, 2024, "The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102125.
• Huang, Wenli & Zhu, Yuanhao & Li, Shi & Xu, Yueling, 2024, "Institutional investor heterogeneity and systemic financial risk: Evidence from China," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102162.