Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

2023

• Vithessonthi, Chaiporn, 2023, "The consequences of bank loan growth: Evidence from Asia," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 252-270, DOI: 10.1016/j.iref.2022.08.025.
• Kabderian Dreyer, Johannes & Sharma, Vivek & Smith, William, 2023, "Warm-glow investment and the underperformance of green stocks," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 546-570, DOI: 10.1016/j.iref.2022.10.006.
• Iqbal, Muhammad Sabeeh & Salih, Aslihan & Akdeniz, Levent, 2023, "Institutions and the book-to-market effect: The role of investment horizon," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 140-153, DOI: 10.1016/j.iref.2022.10.017.
• Chu, Jeffrey & Chan, Stephen & Zhang, Yuanyuan, 2023, "An analysis of the return–volume relationship in decentralised finance (DeFi)," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 236-254, DOI: 10.1016/j.iref.2023.01.006.
• Das, Kuntal K. & Donald, Logan J. & Guender, Alfred V., 2023, "Debt finance and economic activity in the euro-area: evidence on asymmetric and maturity effects," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 448-472, DOI: 10.1016/j.iref.2023.02.002.
• Paltrinieri, Andrea & Hassan, Mohammad Kabir & Bahoo, Salman & Khan, Ashraf, 2023, "A bibliometric review of sukuk literature," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 897-918, DOI: 10.1016/j.iref.2019.04.004.
• Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic & Wong, Wing-Keung, 2023, "Are Islamic stocks immune from financial crises? Evidence from contagion tests," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 919-948, DOI: 10.1016/j.iref.2020.08.004.
• Miyakoshi, Tatsuyoshi & Shimada, Junji & Li, Kui-Wai, 2023, "A network analysis on country and financial center attractiveness: Evidence from Asian economies, 2001–2018," International Review of Economics & Finance, Elsevier, volume 87, issue C, pages 418-432, DOI: 10.1016/j.iref.2023.04.011.
• Khaki, Audil & Prasad, Mason & Al-Mohamad, Somar & Bakry, Walid & Vo, Xuan Vinh, 2023, "Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101823.
• Tata, Fidelio, 2023, "Proposing an interval design feature to Central Bank Digital Currencies," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101898.
• Ding, Haoyuan & Pu, Bo & Ying, Jiezhou, 2023, "Direct and spillover portfolio effects of COVID-19," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101932.
• Umar, Zaghum & Usman, Muhammad & Choi, Sun-Yong & Rice, John, 2023, "Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101957.
• Tan, Yeng-May & Szulczyk, Kenneth & Sii, Yew-Hei, 2023, "Performance of ESG-integrated smart beta strategies in Asia-Pacific stock markets," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102008.
• Polyzos, Efstathios, 2023, "Inflation and the war in Ukraine: Evidence using impulse response functions on economic indicators and Twitter sentiment," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102044.
• Kuntal K Das & Logan J Donald & Alfred V Guender, 2023, "Debt Finance and Economic Activity in the Euro-Area: Evidence on Asymmetric and Maturity Effects," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-08, Feb.
• Tasruma Sharmeen Chowdhury & S.M. Kalbin Salema, 2023, "Factors influencing the individual investors of Bangladesh to opt for investment inṣukūk," Islamic Economic Studies, Emerald Group Publishing Limited, volume 31, issue 1/2, pages 88-107, September, DOI: 10.1108/IES-01-2023-0002.
• Rohit Prasad, 2023, "A critique of the national asset reconstruction company, India’s bad bank," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 16, issue 3, pages 217-229, September, DOI: 10.1108/IGDR-03-2023-0028.
• Keunbae Ahn & Gerhard Hambusch & Kihoon Hong & Marco Navone, 2023, "Investing in a leveraged world," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 20, issue 4, pages 998-1020, December, DOI: 10.1108/IJMF-12-2022-0538.
• Shabeer Khan, 2023, "The impacts of Sukuk on financial inclusion in selected Sukuk markets: an empirical investigation based on generalized method of moments (GMM) analysis," International Journal of Social Economics, Emerald Group Publishing Limited, volume 50, issue 8, pages 1153-1168, March, DOI: 10.1108/IJSE-06-2022-0424.
• Parichat Sinlapates & Thawaree Chinnasaeng, 2023, "Zero-investment Portfolio Strategy and Excess Returns in ESG100 Stocks," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Comparative Analysis of Trade and Finance in Emerging Economies", DOI: 10.1108/S1571-038620230000031007.
• Ezra Valentino Purba & Zaäfri Ananto Husodo, 2023, "Business-Specific Risks and Stock Market Volatility as Indonesian Macroeconomic Risk Estimators," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Risk and Growth in the Southeast Asian Countries: Insight from Indonesia", DOI: 10.1108/S1571-03862023000033A001.
• Diyan Lestari & Andi Nurhikmah Daeng Cora & Edwin Arojado Balila, 2023, "How Bank Market Power and Diversification Affect Bank Stability? Evidence From Indonesia," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Risk and Growth in the Southeast Asian Countries: Insight from Indonesia", DOI: 10.1108/S1571-03862023000033A004.
• Ernie Hendrawaty & Rialdi Azhar & Fajrin Satria Dwi Kesumah, 2023, "The Prospect and Volatility of Stock Prices in Aviation Business," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Risk and Growth in the Southeast Asian Countries: Insight from SEA", DOI: 10.1108/S1571-03862023000033B004.
• Firda Nosita & Rifqi Amrulloh, 2023, "Investor Behaviour During COVID-19 Pandemic: Do They Herding?," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Risk and Growth in the Southeast Asian Countries: Insight from SEA", DOI: 10.1108/S1571-03862023000033B008.
• Amit Pandey & Anil Kumar Sharma, 2023, "Indian institutional investor's portfolio concentration decision: skill and performance," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 21, issue 1, pages 66-95, December, DOI: 10.1108/JAMR-05-2023-0134.
• Youssef El-Khatib & Abdulnasser Hatemi-J, 2023, "On a regime switching illiquid high volatile prediction model for cryptocurrencies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 2, pages 485-498, July, DOI: 10.1108/JES-03-2023-0134.
• Emmanuel Mamatzakis & Mike G. Tsionas & Steven Ongena, 2023, "Why do households repay their debt in UK during the COVID-19 crisis?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 8, pages 1789-1823, April, DOI: 10.1108/JES-10-2022-0540.
• Baah Aye Kusi, 2023, "Exploring the nonlinear effect of shadow economies on sustainable development in Africa: does the level of financial market development matter?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 15, issue 6, pages 551-572, October, DOI: 10.1108/JFEP-06-2023-0146.
• Ezekiel Olamide Abanikanda & James Temitope Dada, 2023, "External shocks and macroeconomic volatility in Nigeria: does financial development moderate the effect?," PSU Research Review, Emerald Group Publishing Limited, volume 8, issue 3, pages 828-844, November, DOI: 10.1108/PRR-07-2022-0094.
• Johannes Kabderian Dreyer & Mateus Moreira & William T. Smith & Vivek Sharma, 2023, "Do environmental, social and governance practices affect portfolio returns? Evidence from the US stock market from 2002 to 2020," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 22, issue 1, pages 37-61, January, DOI: 10.1108/RAF-02-2022-0046.
• Florin Aliu & Vincenzo Asero & Alban Asllani & Jiří Kučera, 2023, "Spillover effects and transmission of shocks in Visegrad equity markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 2, pages 312-334, December, DOI: 10.1108/SEF-07-2023-0395.
• Panos Fousekis, 2023, "How does fear spread across asset classes? Evidence from quantile connectedness," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 2, pages 365-388, September, DOI: 10.1108/SEF-07-2023-0408.
• Ujjawal Sawarn & Pradyumna Dash, 2023, "Time and frequency uncertainty spillover among macro uncertainty, financial stress and asset markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 3, pages 500-526, January, DOI: 10.1108/SEF-11-2022-0518.
• Panos Fousekis, 2023, "Contemporaneous dependence between euro, crude oil, and gold returns and their respective implied volatility changes. Evidence from the local Gaussian correlation approach," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 5, pages 795-813, April, DOI: 10.1108/SEF-11-2022-0531.
• Aryan Kasera, 2023, "Analysis and Risk Assessment of FAAMG Stocks," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 13, issue 2, pages 86-104.
• Raúl de Jesús-Gutiérrez, 2023, "El uso de la volatilidad implícita en el modelado de la varianza condicional puede mejorar la predicción de la volatilidad y la estimación del var y cvar," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 58, issue 1, pages 173-198, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/582023/Jesus.
• Nezir Köse & Emre Ünal, 2023, "The Asymmetric Effects of the Interest Rate on the Bitcoin Price," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 73, issue 2, pages 189-217, June.
• Juan M. Londono & Mehrdad Samadi, 2023, "The Price of Macroeconomic Uncertainty: Evidence from Daily Options," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1376, Jun, DOI: 10.17016/IFDP.2023.1376.
• Miguel Faria-e-Castro & Samuel Jordan-Wood, 2024, "Pandemic Labor Force Participation and Net Worth Fluctuations," Review, Federal Reserve Bank of St. Louis, volume 106, issue 1, pages 40-58, January, DOI: 10.20955/r.106.40-58.
• Wenxin Du & Benjamin Hébert & Wenhao Li, 2023, "Understanding the “Inconvenience” of U.S. Treasury Bonds," Liberty Street Economics, Federal Reserve Bank of New York, number 20230206, Feb.
• Nina Boyarchenko & Richard K. Crump & Leonardo Elias & Ignacio Lopez Gaffney, 2023, "What Is “Outlook-at-Risk?”," Liberty Street Economics, Federal Reserve Bank of New York, number 20230215, Feb.
• Gara Afonso & Catherine Huang & Marco Cipriani & Abduelwahab Hussein & Gabriele La Spada, 2023, "Monetary Policy Transmission and the Size of the Money Market Fund Industry: An Update," Liberty Street Economics, Federal Reserve Bank of New York, number 20230403, Apr.
• Michael J. Fleming & Or Shachar & Peter Van Tassel, 2023, "The 2022 Spike in Corporate Security Settlement Fails," Liberty Street Economics, Federal Reserve Bank of New York, number 20230410, Apr.
• Nicola Cetorelli & Debashish Sarkar, 2023, "Enhancing Monitoring of NBFI Exposure: The Case of Open-End Funds," Liberty Street Economics, Federal Reserve Bank of New York, number 20230418a, Apr.
• Nicola Cetorelli & Mattia Landoni & Lina Lu, 2023, "Monitoring Banks’ Exposure to Nonbanks: The Network of Interconnections Matters," Liberty Street Economics, Federal Reserve Bank of New York, number 20230418b, Apr.
• Hyeyoon Jung, 2023, "CRISK: Measuring the Climate Risk Exposure of the Financial System," Liberty Street Economics, Federal Reserve Bank of New York, number 20230420a, Apr.
• Adam Copeland & Frank M. Keane & Jenny Phan, 2023, "Are There Too Many Ways to Clear and Settle Secured Financing Transactions?," Liberty Street Economics, Federal Reserve Bank of New York, number 20230508, May.
• Nina Boyarchenko & Richard K. Crump & Leonardo Elias & Ignacio Lopez Gaffney, 2023, "Look Out for Outlook-at-Risk," Liberty Street Economics, Federal Reserve Bank of New York, number 20230517, May.
• Gara Afonso & Catherine Huang & Marco Cipriani & Gabriele La Spada, 2023, "Banks’ Balance-Sheet Costs and ON RRP Investment," Liberty Street Economics, Federal Reserve Bank of New York, number 20230518, May.
• Ozge Akinci & Gianluca Benigno & Marco Del Negro & Ethan Nourbash & Albert Queraltó, 2023, "Measuring the Financial Stability Real Interest Rate, r*," Liberty Street Economics, Federal Reserve Bank of New York, number 20230524, May.
• Anders Brownworth & Jon Durfee & Michael Junho Lee & Antoine Martin, 2023, "What Makes Cryptocurrencies Different?," Liberty Street Economics, Federal Reserve Bank of New York, number 20230816, Aug.
• Doruk Cetemen & Gonzalo Cisternas & Aaron Kolb & S Viswanathan, 2023, "Leader-Follower Dynamics in Shareholder Activism," Liberty Street Economics, Federal Reserve Bank of New York, number 20230906, Sep.
• William Diamond & Jules van Binsbergen & Peter Van Tassel, 2023, "Options for Calculating Risk-Free Rate," Liberty Street Economics, Federal Reserve Bank of New York, number 20231002, Oct.
• William Diamond & Peter Van Tassel, 2023, "A Look at Convenience Yields around the World," Liberty Street Economics, Federal Reserve Bank of New York, number 20231003, Oct.
• Gara Afonso & Gonzalo Cisternas & Brian Gowen & Jason Miu & Josh Younger, 2023, "Who’s Borrowing and Lending in the Fed Funds Market Today?," Liberty Street Economics, Federal Reserve Bank of New York, number 20231010, Oct.
• Michael J. Fleming, 2023, "How Has Treasury Market Liquidity Evolved in 2023?," Liberty Street Economics, Federal Reserve Bank of New York, number 20231017, Oct.
• Gianluca Benigno & Carlo Rosa, 2023, "The Bitcoin–Macro Disconnect," Staff Reports, Federal Reserve Bank of New York, number 1052, Feb.
• Viral V. Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023, "Climate Stress Testing," Staff Reports, Federal Reserve Bank of New York, number 1059, Apr.
• Robert Engle & Shan Ge & Hyeyoon Jung & Xuran Zeng, 2023, "Physical Climate Risk Factors and an Application to Measuring Insurers’ Climate Risk Exposure," Staff Reports, Federal Reserve Bank of New York, number 1066, Jul.
• Darrell Duffie & Michael J. Fleming & Frank M. Keane & Claire Nelson & Or Shachar & Peter Van Tassel, 2023, "Dealer Capacity and U.S. Treasury Market Functionality," Staff Reports, Federal Reserve Bank of New York, number 1070, Aug, DOI: 10.59576/sr.1070.
• Ciel Man, 2023, "Crypto and digital currencies - will governments allow these forms of new payments?," Journal of Financial Studies, Institute of Financial Studies, volume 14, issue 8, pages 54-67, May, DOI: 10.55654/JFS.2023.8.14.4.
• Yitao Zhao & Xin Lv & Xin Shen & Gang Wang & Zhao Li & Pinqin Yu & Zhao Luo, 2023, "Determination of Weights for the Integrated Energy System Assessment Index with Electrical Energy Substitution in the Dual Carbon Context," Energies, MDPI, volume 16, issue 4, pages 1-15, February.

2022

• VDMV Lakshmi, 2022, "Do Exchange Traded Funds in India Have Tracking and Pricing Efficiency?," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue 2, pages 1-25, June.
• Janani Ravinagarajan & Sharon Sophia, 2022, "Empirical Significance of Movements in Stock Trading Platforms in NSE Market Structure," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue 3, pages 99-122, September.
• Azam Ali & Muhamed Zulkhibri & Tanveer Kishwar, 2022, "IFSB Standards Adoption and Its Impact on Islamic Banking Practices: Evidence from Pakistan اعتماد معايير مجلس الخدمات المالية الإسلامية وأثره على الممارسات المصرفية الإسلامية: أدلة من باكستان," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 35, issue 2, pages 54-75, July, DOI: 10.4197/Islec.35-2.4.
• Güzhan Gülay & Veclal Gündüz & Erdem Öncü & Hüseyin Karşılı, 2022, "BIST Corporate Governance Index Price Prediction With a Facebook Prophet Analysis Method," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 37, issue 117, pages 215-232, April, DOI: https://doi.org/10.33203/mfy.108190.
• Federico Favata & Martin Segovia, 2022, "Estimación del Valor a Riesgo del mercado accionario argentino mediante modelos GARCH," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4562, Nov.
• Samuel Federico Kaplan & Arin Kerim Peren & Polyzos Efstathios & Spagnolo Nicola, 2022, "Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4571, Nov.
• Kei-Ichiro Inaba & Daisuke Maruyama, 2022, "Cross-Border Portfolio Investment Inflows to Emerging Countries: Enhanced Dominance of Local Factors amid the COVID-19 Pandemic," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 12, issue 2, pages 18-26.
• Bocart, Fabian Y.R.P. & Hafner, Christian M. & Kasperskaya, Yulia & Sagarra, Marti, 2022, "Investing in superheroes? Comic art as a new alternative investment," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022032, Jun, DOI: https://doi.org/10.3905/jai.2022.1..
• Eric Budish & Peter Cramton & Albert S. Kyle & Jeongmin Lee & David Malec, 2022, "Flow Trading," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 146, Feb.
• Pavel Chakraborty & Nirvana Mitra, 2022, "Banking Reforms, Access to Credit and Misallocation," Working Papers, Shiv Nadar University, Department of Economics, number 2022-01, Jan.
• Stefano Giglio & Bryan Kelly & Dacheng Xiu, 2022, "Factor Models, Machine Learning, and Asset Pricing," Annual Review of Financial Economics, Annual Reviews, volume 14, issue 1, pages 337-368, November, DOI: 10.1146/annurev-financial-101521-10.
• Reza Bradrania & Davood Pirayesh Neghab, 2022, "State-dependent Asset Allocation Using Neural Networks," Papers, arXiv.org, number 2211.00871, Nov.
• Francis X. Diebold & Kamil Yilmaz, 2022, "On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness," Papers, arXiv.org, number 2211.04184, Nov, revised Jan 2023.
• Jaqueson Galimberti & Lydia Cheung & Philip Vermeulen, 2022, "Evidence on the variation of idiosyncratic risk in house price appreciation," Working Papers, Auckland University of Technology, Department of Economics, number 2022-05, Nov.
• Amina Bayramova, 2022, "New Green Corridors of Finance: Benefits of Green Loans," The Scientific-Analytical Journal "Economic Reforms", Center for Analysis of Economic Reforms and Communication of the Republic of Azerbaijan, volume 2022, issue 1, pages 56-61, March.
• K. Riyazahmed, 2022, "Volatility Spillover and Pandemic - Analysis of Selected Sectoral Indices in India," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 655-670.
• Kun Mo & Michel Soudan, 2022, "Financial Constraints and Corporate Investment in China," Discussion Papers, Bank of Canada, number 2022-22, Dec, DOI: 10.34989/sdp-2022-22.
• Hossein Hosseini & Craig Johnston & Craig Logan & Miguel Molico & Xiangjin Shen & Marie-Christine Tremblay, 2022, "Assessing Climate-Related Financial Risk: Guide to Implementation of Methods," Technical Reports, Bank of Canada, number 120, DOI: 10.34989/tr-120.
• David Beers & Elliot Jones & Karim McDaniels & Zacharie Quiviger, 2022, "BoC–BoE Sovereign Default Database: What’s new in 2022?," Staff Analytical Notes, Bank of Canada, number 2022-11, Aug, DOI: 10.34989/san-2022-11.
• Andisheh (Andy) Danaee & Harsimran Grewal & Brad Howell & Guillaume Ouellet Leblanc & Xuezhi Liu & Xiangjin Shen & Mayur Patel, 2022, "How well can large banks in Canada withstand a severe economic downturn?," Staff Analytical Notes, Bank of Canada, number 2022-6, May, DOI: 10.34989/san-2022-6.
• Jessie Ziqing Chen & Johannes Chen & Shamarthi Ghosh & Manu Pandey & Adrian Walton, 2022, "Potential netting benefits from expanded central clearing in Canada’s fixed-income market," Staff Analytical Notes, Bank of Canada, number 2022-8, Jun, DOI: 10.34989/san-2022-8.
• David Cimon & Adrian Walton, 2022, "Fixed-income dealing and central bank interventions," Staff Analytical Notes, Bank of Canada, number 2022-9, Jun, DOI: 10.34989/san-2022-9.
• Barry Eichengreen, 2022, "In Defense of Public Debt," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 79, pages 111-118, May.
• María T. Gonzalez-Perez, 2022, "Un índice de volatilidad para el sector bancario español," Boletín Económico, Banco de España, issue 3/2022.
• Maria T. Gonzalez-Perez, 2022, "A volatility index for the Spanish banking sector," Economic Bulletin, Banco de España, issue 3/2022.
• Francesco Columba & Tommaso Orlando & Francesco Palazzo & Fabio Parlapiano, 2022, "The features of equity capital increases by Italian corporates," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 709, Jul.
• Sara Ariza-Murillo & Ittza Alejandra Barreto-Ramírez & Diego Alejandro Martínez-Cruz & Cristhian Hernando Ruiz-Cardozo, 2022, "Caracterización del mercado de contado y forward peso-dólar en Colombia: un análisis de la microestructura del mercado durante el periodo 2013 a 2020," Borradores de Economia, Banco de la Republica de Colombia, number 1203, Jun, DOI: 10.32468/be.1203.
• Boris Hofmann & Nikhil Patel & Steve Pak Yeung Wu, 2022, "Original sin redux: a model-based evaluation," BIS Working Papers, Bank for International Settlements, number 1004, Feb.
• Alfred Lehar & Christine A Parlour, 2022, "Systemic fragility in decentralised markets," BIS Working Papers, Bank for International Settlements, number 1062, Dec.
• Tatiana Cesaroni, 2022, "Average time to sell a property and credit conditions: Evidence from the Italian housing market survey," Bulletin of Economic Research, Wiley Blackwell, volume 74, issue 1, pages 49-68, January, DOI: 10.1111/boer.12284.
• Michael Gurkov & Osnat Zohar, 2022, "Growth at Risk: Forecast Distribution of GDP Growth in Israel," Bank of Israel Working Papers, Bank of Israel, number 2022.08, Feb.
• Diptes C. P. Bhimjee, 2022, "Adaptive Early Warning Systems: An Axiomatic Approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 11, issue 2, pages 145-164.
• Thorsten Hens & Fatemeh Naebi, 2022, "Behavioral Heterogeneity in the CAPM with Evolutionary Dynamics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-06, Jan.
• Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
• Cary Deck & Tae In Jun & Laura Razzolini & Tavoy Reid, 2022, "Information Aggregation with Heterogeneous Traders," Working Papers, Chapman University, Economic Science Institute, number 22-13.
• Gyu Hyun Kim & Hoffmann Kim, 2022, "Non-fundamental home bias in international equity markets," International Economics, CEPII research center, issue 170, pages 213-234.
• Juan Camilo Galvis Ciro & Guillermo David Hincapi� V�lez & Claudio Oliveira de Moraes & Jaime Garc�a Lopera, 2022, "El spread de las tasas de interés en Colombia para el período 2010-2020," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 97, pages 45-78.
• Miriam Sosa & Edgar Ortiz Calisto & Alejandra Cabello, 2022, "The Impact of Economic Policy Uncertainty on Mexican Economic Activity and Stock and Currency Markets: A DCC Approach," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 98, pages 29-55.
• Eduart Villanueva & Mar�a Antonia Nu�ez & Izaias Martins, 2022, "Impact Of Risk Governance, Associated Practices and Tools on Enterprise Risk Management: Some Evidence from Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 14, issue 1, pages 187-206.
• Beck, Thorsten & Silva-Buston, Consuelo & Wagner, Wolf, 2022, ""Cooperation externalities": Supranational supervision and regulatory arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16978, Jan.
• Bloise, Gaetano & Reichlin, Pietro, 2022, "Low Safe Rates: A case for Dynamic Inefficiency?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17651, Nov.
• Baghai, Ramin P. & Giannetti, Mariassunta & Jäger, Ivika, 2022, "Liability Structure and Risk Taking: Evidence from the Money Market Fund Industry," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 5, pages 1771-1804, August.
• Gonçalo Pina, 2022, "State-Contingent Government Debt: a New Database," Credit and Capital Markets – Kredit und Kapital, Duncker & Humblot, Berlin, volume 55, issue 1, pages 35-66, DOI: 10.3790/ccm.55.1.35.
• Ravi Kumar & Babli Dhiman, 2022, "Spillover Effects Between Indochina Metal Futures Markets," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 5-17.
• Josefin Meyer & Carmen M. Reinhart & Christoph Trebesch, 2022, "Sovereign Bonds since Waterloo," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1993.
• Tiffany Tsz Kwan Tse & Nobuyuki Hanaki & Bolin Mao, 2022, "Beware the Performance of an Algorithm Before Relying on it: Evidence from a Stock Price Forecasting Experiment," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1194, Oct.
• Tiffany Tsz Kwan TSE & Nobuyuki HANAKI & Bolin MAO, 2022, "Beware the performance of an algorithm before relying on it: Evidence from a stock price forecasting experiment," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1194r, Oct, revised Mar 2024.
• Bao Doan & Duc Hong Vo, 2022, "Does the market pressure increase during the Covid-19 in Vietnam? Evaluating the impacts from government responses," Economics Bulletin, AccessEcon, volume 42, issue 2, pages 388-399.
• David Roubaud, 2022, "A real option to divest with two correlated sources of ambiguity," Economics Bulletin, AccessEcon, volume 42, issue 2, pages 591-602.
• Noureddine Kouaissah & Amin Hocine, 2022, "Robust drawdown-based performance measures," Economics Bulletin, AccessEcon, volume 42, issue 2, pages 513-522.
• Kazuki Okamoto & Mototsugu Fukushige, 2022, "Favourite–longshot biases in a pari-mutuel system without cross arbitrage," Economics Bulletin, AccessEcon, volume 42, issue 1, pages 203-207.
• Ngo Thai Hung, 2022, "The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis," Economics Bulletin, AccessEcon, volume 42, issue 1, pages 109-123.
• Seyed Alireza Athari, 2022, "Financial Inclusion, Political Risk, and Banking Sector Stability: Evidence from Different Geographical Regions," Economics Bulletin, AccessEcon, volume 42, issue 1, pages 99-108.
• Andrei Shynkevich, 2022, "Informational efficiency of football transfer market," Economics Bulletin, AccessEcon, volume 42, issue 2, pages 1032-1039.
• Antonio Marsi, 2022, "Quantitative Easing in a fragmented Bond Market: core and periphery transmission channels," Economics Bulletin, AccessEcon, volume 42, issue 3, pages 1474-1485.
• Yassine Kirat & Djamel Kirat, 2022, "Impact assessment of the COVID-19 pandemic on financial markets," Economics Bulletin, AccessEcon, volume 42, issue 2, pages 667-677.
• Graziano Moramarco, 2022, "Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach," Economics Bulletin, AccessEcon, volume 42, issue 2, pages 494-512.
• Munawar Sayyad & Pat Obi & Kaushik Bhattacharjee, 2022, "International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil," Economics Bulletin, AccessEcon, volume 42, issue 1, pages 69-82.
• Rupika Khanna & Chandan Sharma, 2022, "COVID-19 and volatility in the tourism sector's stocks," Economics Bulletin, AccessEcon, volume 42, issue 4, pages 2184-2192.
• Huachen Li, 2022, "Tether points, price stability, and arbitrage efficiency," Economics Bulletin, AccessEcon, volume 42, issue 4, pages 2193-2199.
• Houssam Bouzgarrou & Zied Ftiti & Majdi Houcine & Wael Louhichi, 2022, "Family ownership and corporate social responsibility: the moderating effect of institutional ownership," Economics Bulletin, AccessEcon, volume 42, issue 2, pages 1135-1152.
• Refk Selmi, 2022, "A war in a pandemic- The recent spike in economic uncertainty and the hedging abilities of Bitcoin," Economics Bulletin, AccessEcon, volume 42, issue 3, pages 1422-1431.
• Akihiko Noda, 2022, "Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic," Economics Bulletin, AccessEcon, volume 42, issue 2, pages 653-661.
• Ibrahim Yagli & Ozkan Haykir & Emin Huseyin Cetenak, 2022, "Herding behavior in the European banking sector during the COVID-19 outbreak: The role of short-selling restrictions," Economics Bulletin, AccessEcon, volume 42, issue 3, pages 1486-1497.
• Paulo Matos & Cristiano Da Silva & Antonio Costa, 2022, "On the relationship between COVID-19 and G7 banking co-movements," Economics Bulletin, AccessEcon, volume 42, issue 2, pages 793-801.
• Xiaojie Xu & Yun Zhang, 2022, "Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network," Economics Bulletin, AccessEcon, volume 42, issue 3, pages 1266-1279.
• Wenwen Zhang, 2022, "Stock Market Co-movements in RCEP Participating Countries," Economics Bulletin, AccessEcon, volume 42, issue 2, pages 1180-1191.
• Alexander Traugutt & Jarid Morton, 2022, "Is herding efficient? Evidence from the college football point spread market," Economics Bulletin, AccessEcon, volume 42, issue 3, pages 1673-1680.
• William T. Smith, 2022, "The optimal hedge ratio: A solution, a conjecture, and a challenge," Economics Bulletin, AccessEcon, volume 42, issue 2, pages 877-888.
• Guglielmo Maria Caporale & Luis A Gil-Alana & Olaoluwa Simon Yaya, 2022, "Modeling persistence and non-linearities in the US treasury 10-year bond yields," Economics Bulletin, AccessEcon, volume 42, issue 3, pages 1221-1229.
• Hyungkee Young Baek & David D. Cho, 2022, "Overconfidence and risky investment choices," Economics Bulletin, AccessEcon, volume 42, issue 4, pages 2267-2278.
• Michele Dell´Era, 2022, "Financial transaction taxes and expert advice," Economics Bulletin, AccessEcon, volume 42, issue 4, pages 2024-2033.
• Nadia Dridi & Fathi Ayachi, 2022, "The determinants of EURO/TND exchange rate volatility in Tunisia," Economics Bulletin, AccessEcon, volume 42, issue 4, pages 1981-1997.
• Whelsy Boungou & Alhonita YATIE, 2022, "Climate change and global stock market returns," Economics Bulletin, AccessEcon, volume 42, issue 4, pages 1888-1900.
• Aghion, Philippe & Boneva, Lena & Breckenfelder, Johannes & Laeven, Luc & Olovsson, Conny & Popov, Alexander & Rancoita, Elena, 2022, "Financial Markets and Green Innovation," Working Paper Series, European Central Bank, number 2686, Jul.
• Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022, "Monetary policy transmission in segmented markets," Working Paper Series, European Central Bank, number 2706, Aug.
• Akila Rubaiyath & Raad Mozib Lalon, 2022, "Investigating the Impact of Bank-specific Determinants on Stock Price of Listed Commercial Banks: Evidence from Emerging Economy," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 4, pages 134-142, July.
• Bharat Kumar Meher & Iqbal Thonse Hawaldar & Santosh Kumar & Abhishek Kumar Gupta, 2022, "Modelling Market Indices, Commodity Market Prices and Stock Prices of Energy Sector using VAR with Variance Decomposition Model," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 4, pages 122-130, July.
• Niu, Jing & Ma, Chao & Wang, Yunpeng & Chang, Chun-Ping & Wang, Haijie, 2022, "The pricing of China stock index options based on monetary policy uncertainty," Journal of Asian Economics, Elsevier, volume 81, issue C, DOI: 10.1016/j.asieco.2022.101504.
• Shank, Corey A., 2022, "Information asymmetry in the NFL gambling market: Inside information versus informed bettors," Journal of Behavioral and Experimental Finance, Elsevier, volume 36, issue C, DOI: 10.1016/j.jbef.2022.100758.
• Vogl, Markus, 2022, "Controversy in financial chaos research and nonlinear dynamics: A short literature review," Chaos, Solitons & Fractals, Elsevier, volume 162, issue C, DOI: 10.1016/j.chaos.2022.112444.
• Görtz, Christoph & Yeromonahos, Mallory, 2022, "Asymmetries in risk premia, macroeconomic uncertainty and business cycles," Journal of Economic Dynamics and Control, Elsevier, volume 137, issue C, DOI: 10.1016/j.jedc.2022.104330.
• Huang, Shao’an & Qiu, Zhigang & Wang, Gaowang & Wang, Xiaodan, 2022, "Government intervention through informed trading in financial markets," Journal of Economic Dynamics and Control, Elsevier, volume 141, issue C, DOI: 10.1016/j.jedc.2022.104379.
• Kang, Junqing, 2022, "Comments on “Government intervention through informed trading in financial markets” by Shao’an Huang, Zhigang Qiu, Gaowang Wang and Xiaodan Wang," Journal of Economic Dynamics and Control, Elsevier, volume 141, issue C, DOI: 10.1016/j.jedc.2022.104380.
• Pineda, Julián & Cortés, Lina M. & Perote, Javier, 2022, "Financial contagion drivers during recent global crises," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106067.
• Wen, Zhuzhu & Bouri, Elie & Xu, Yahua & Zhao, Yang, 2022, "Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101733.
• Zou, Gaofeng & Du, Shuchang & Yang, Yulong & Huang, Zuo, 2022, "The effect of realized future growth opportunities on insider trading," Economics Letters, Elsevier, volume 210, issue C, DOI: 10.1016/j.econlet.2021.110154.
• Milunovich, George, 2022, "Assessing the connectedness between Proof of Work and Proof of Stake/Other digital coins," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110243.
• Neto, David, 2022, "Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story," Economics Letters, Elsevier, volume 214, issue C, DOI: 10.1016/j.econlet.2022.110460.
• Cui, Xiangyu & Guan, Zheng, 2022, "On the pricing of expected idiosyncratic skewness," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110578.
• Leblang, David & Smith, Michael D. & Wesselbaum, Dennis, 2022, "The effect of trust on economic performance and financial access," Economics Letters, Elsevier, volume 220, issue C, DOI: 10.1016/j.econlet.2022.110884.
• Gardner, Ben & Scotti, Chiara & Vega, Clara, 2022, "Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 387-409, DOI: 10.1016/j.jeconom.2021.07.014.
• Albaity, Mohamed & Noman, Abu Hanifa Md. & Saadaoui Mallek, Ray & Al-Shboul, Mohammad, 2022, "Cyclicality of bank credit growth: Conventional vs Islamic banks in the GCC," Economic Systems, Elsevier, volume 46, issue 1, DOI: 10.1016/j.ecosys.2021.100884.
• De Santis, Roberto A. & Zimic, Srečko, 2022, "Interest rates and foreign spillovers," European Economic Review, Elsevier, volume 144, issue C, DOI: 10.1016/j.euroecorev.2022.104043.
• Asif, Raheel & Frömmel, Michael, 2022, "Exchange rate exposure for exporting and domestic firms in central and Eastern Europe," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100863.
• Luo, Keyu & Guo, Qiang & Li, Xiafei, 2022, "Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105947.
• Pham, Linh & Do, Hung Xuan, 2022, "Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106106.
• Das, Debojyoti & Maitra, Debasish & Dutta, Anupam & Basu, Sankarshan, 2022, "Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106388.
• Ayadi, Mohamed A. & Ben Omrane, Walid & Wang, Jiayu & Welch, Robert, 2022, "Senior official speech attributes and foreign exchange risk around business cycles," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2021.102011.
• Asif, Raheel & Frömmel, Michael & Mende, Alexander, 2022, "The crisis alpha of managed futures: Myth or reality?," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102045.
• Ma, Tianyi & Tee, Kai-Hong & Li, Baibing, 2022, "Timing the volatility risk of beta anomaly: Evidence from hedge fund strategies," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102095.
• Hsu, Yu-Lin & Tang, Leilei, 2022, "Effects of investor sentiment and country governance on unexpected conditional volatility during the COVID-19 pandemic: Evidence from global stock markets," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102186.
• Pham, Linh & Nguyen, Canh Phuc, 2022, "How do stock, oil, and economic policy uncertainty influence the green bond market?," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102128.
• Fang, Yan & Yuan, Jie & Yang, J. Jimmy & Ying, Shangjun, 2022, "Crash-based quantitative trading strategies: Perspective of behavioral finance," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102185.
• Sanford, Anthony, 2022, "Optimized portfolio using a forward-looking expected tail loss," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102421.
• Ali, Heba, 2022, "Corporate dividend policy in the time of COVID-19: Evidence from the G-12 countries," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102493.
• Wu, Xiang & Zhang, Bing & Fu, Junhui & Liu, Yufang, 2022, "IPO over-financing and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102555.
• Baur, Dirk G. & Oll, Josua, 2022, "Bitcoin investments and climate change: A financial and carbon intensity perspective," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102575.
• Rubbaniy, Ghulame & Tee, Kienpin & Iren, Perihan & Abdennadher, Sonia, 2022, "Investors’ mood and herd investing: A quantile-on-quantile regression explanation from crypto market," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102585.
• Pan, Zhiyuan & Xiao, Dongli & Dong, Qingma & Liu, Li, 2022, "Structural breaks, macroeconomic fundamentals and cross hedge ratio," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102633.
• Luo, Xin & Tao, Yunqing & Zou, Kai, 2022, "A new measure of realized volatility: Inertial and reverse realized semivariance," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102658.
• Duan, Jiangjiao & Lin, Jingjing, 2022, "Information disclosure of COVID-19 specific medicine and stock price crash risk in China," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102890.
• Jarrow, Robert A., 2022, "High frequency trading and standard asset pricing models," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103119.
• Smyth, William & Broby, Daniel, 2022, "An enhanced Gerber statistic for portfolio optimization," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103229.
• Lo, Gaye-Del & Marcelin, Isaac & Bassène, Théophile & Sène, Babacar, 2022, "The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103194.
• Lin, Shu & Tian, Shu & Zheng, Lu, 2022, "Friend or foe: On a common shareholder relationship between mutual funds and public companies," Journal of Financial Markets, Elsevier, volume 58, issue C, DOI: 10.1016/j.finmar.2021.100673.
• Ince, Baris, 2022, "Liquidity components: Commonality in liquidity, underreaction, and equity returns," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100730.
• Kabundi, Alain & De Simone, Francisco Nadal, 2022, "Euro area banking and monetary policy shocks in the QE era," Journal of Financial Stability, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfs.2022.101062.
• Frankovic, Jozo & Liu, Bin & Suardi, Sandy, 2022, "On spillover effects between cryptocurrency-linked stocks and the cryptocurrency market: Evidence from Australia," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2021.100642.
• Kim, Gyu Hyun & Kim, Hoffmann, 2022, "Non-fundamental home bias in international equity markets," International Economics, Elsevier, volume 170, issue C, pages 213-234, DOI: 10.1016/j.inteco.2022.04.004.
• Katsiampa, Paraskevi & Yarovaya, Larisa & Zięba, Damian, 2022, "High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101578.
• Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Masih, Mansur, 2022, "COVID-19 government interventions and cryptocurrency market: Is there any optimum portfolio diversification?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101691.
• Fafaliou, Irene & Giaka, Maria & Konstantios, Dimitrios & Polemis, Michael, 2022, "Firms’ ESG reputational risk and market longevity: A firm-level analysis for the United States," Journal of Business Research, Elsevier, volume 149, issue C, pages 161-177, DOI: 10.1016/j.jbusres.2022.05.010.
• Füllbrunn, Sascha & Neugebauer, Tibor, 2022, "Testing market regulations in experimental asset markets – The case of margin purchases," Journal of Economic Behavior & Organization, Elsevier, volume 200, issue C, pages 1160-1183, DOI: 10.1016/j.jebo.2020.09.022.
• Deng, Tianjie & Xu, Tracy & Lee, Young Jin, 2022, "Policy responses to COVID-19 and stock market reactions - An international evidence," Journal of Economics and Business, Elsevier, volume 119, issue C, DOI: 10.1016/j.jeconbus.2021.106043.
• Han, Zhao & Tan, Fei & Wu, Jieran, 2022, "Analytic policy function iteration," Journal of Economic Theory, Elsevier, volume 200, issue C, DOI: 10.1016/j.jet.2021.105395.
• Cong, Lin William & Li, Ye & Wang, Neng, 2022, "Token-based platform finance," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 972-991, DOI: 10.1016/j.jfineco.2021.10.002.
• Leippold, Markus & Wang, Qian & Zhou, Wenyu, 2022, "Machine learning in the Chinese stock market," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 64-82, DOI: 10.1016/j.jfineco.2021.08.017.
• Bernstein, Asaf & Billings, Stephen B. & Gustafson, Matthew T. & Lewis, Ryan, 2022, "Partisan residential sorting on climate change risk," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 989-1015, DOI: 10.1016/j.jfineco.2022.03.004.
• Clark, Andrew, 2022, "Causality in the aluminum market," Journal of Commodity Markets, Elsevier, volume 27, issue C, DOI: 10.1016/j.jcomm.2021.100220.
• Costola, Michele & Lorusso, Marco, 2022, "Spillovers among energy commodities and the Russian stock market," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100249.
• M, Ramachandran & Maheswari, D., 2022, "Asymmetry in forex market intervention: Does it reflect fear of reserve inadequacy?," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2021.e00236.
• Neto, David, 2022, "Revisiting spillovers between investor attention and cryptocurrency markets using noisy independent component analysis and transfer entropy," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00269.