Research classified by Journal of Economic Literature (JEL) codes

---

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

2022

• 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, Centre for Economic Policy Research, number 16978, Jan.
• Bloise, Gaetano & Reichlin, Pietro, 2022, "Low Safe Rates: A case for Dynamic Inefficiency?," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• Abuzayed, Bana & Al-Fayoumi, Nedal & Bouri, Elie, 2022, "Hedging UK stock portfolios with gold and oil: The impact of Brexit," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102434.
• Alqaralleh, Huthaifa & Canepa, Alessandra, 2022, "The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102532.
• Liu, Xiaoxing & Shehzad, Khurram & Kocak, Emrah & Zaman, Umer, 2022, "Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102985.
• Albanesi, Stefania & DeGiorgi, Giacomo & Nosal, Jaromir, 2022, "Credit growth and the financial crisis: A new narrative," Journal of Monetary Economics, Elsevier, volume 132, issue C, pages 118-139, DOI: 10.1016/j.jmoneco.2022.09.001.
• Cai, Yu & Wang, Qing, 2022, "Money funds manage returns," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101682.
• Yousaf, Imran & Beljid, Makram & Chaibi, Anis & Ajlouni, Ahmed AL, 2022, "Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101764.
• Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022, "Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework," Pacific-Basin Finance Journal, Elsevier, volume 76, issue C, DOI: 10.1016/j.pacfin.2022.101876.
• Nguyen, Quynh Nhu & Waters, George A., 2022, "Detecting periodically collapsing bubbles in the S&P 500," The Quarterly Review of Economics and Finance, Elsevier, volume 83, issue C, pages 83-91, DOI: 10.1016/j.qref.2021.11.005.
• Fuchs, Fabian U., 2022, "Macroeconomic determinants of foreign exchange rate exposure," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 77-102, DOI: 10.1016/j.qref.2020.10.022.
• Ruano, Fábio & Barros, Victor, 2022, "Commodities and portfolio diversification: Myth or fact?," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 281-295, DOI: 10.1016/j.qref.2022.08.003.
• Cagnazzo, Alberto, 2022, "Market-timing performance of mutual fund investors in Emerging Markets," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 378-394, DOI: 10.1016/j.iref.2021.10.004.
• Uddin, Gazi Salah & Yahya, Muhammad & Goswami, Gour Gobinda & Lucey, Brian & Ahmed, Ali, 2022, "Stock market contagion during the COVID-19 pandemic in emerging economies," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 302-309, DOI: 10.1016/j.iref.2022.02.028.
• Cañón, Carlos & Cortés, Edgar & Guerrero, Rodolfo, 2022, "Bank competition and the price of credit: Evidence using Mexican loan-level data," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 56-74, DOI: 10.1016/j.iref.2021.11.007.
• Pham, Linh & Cepni, Oguzhan, 2022, "Extreme directional spillovers between investor attention and green bond markets," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 186-210, DOI: 10.1016/j.iref.2022.02.069.
• Wu, Lingke & Liu, Dehong & Yuan, Jianglei & Huang, Zhenhuan, 2022, "Implied volatility information of Chinese SSE 50 ETF options," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 609-624, DOI: 10.1016/j.iref.2022.07.009.
• Ding, Mingfa & Shen, Mi & Suardi, Sandy, 2022, "Blockholders, tradability and information asymmetry: Evidence from Chinese listed firms," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101607.
• Morgan, Jamie, 2022, "Systemic stablecoin and the defensive case for Central Bank Digital Currency: A critique of the Bank of England’s framing," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101716.
• Elmawazini, Khaled & Chkir, Imed & Mrad, Fatma & Rjiba, Hatem, 2022, "Does green technology innovation matter to the cost of equity capital?," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101735.
• Husain, Shaiara & Sohag, Kazi & Wu, Yanrui, 2022, "The response of green energy and technology investment to climate policy uncertainty: An application of twin transitions strategy," Technology in Society, Elsevier, volume 71, issue C, DOI: 10.1016/j.techsoc.2022.102132.
• Sutap Kumar Ghosh & Md. Naiem Hossain & Hosneara Khatun, 2022, "The hedging role of US and Chinese stock markets against economic and trade policy uncertainty: lessons from recent turbulences," China Finance Review International, Emerald Group Publishing Limited, volume 13, issue 3, pages 444-470, December, DOI: 10.1108/CFRI-08-2022-0154.
• Muhammad Azam Khan & Niaz Ali & Himayatullah Khan & Lim Chia Yien, 2022, "Factors determining housing prices: empirical evidence from a developing country’s Pakistan," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 16, issue 5, pages 936-954, July, DOI: 10.1108/IJHMA-04-2022-0064.
• Ken-Yien Leong & Mohamed Ariff & Zarei Alireza & M. Ishaq Bhatti, 2022, "Bank stock valuation theories: do they explain prices based on theories?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 19, issue 2, pages 331-350, March, DOI: 10.1108/IJMF-06-2021-0278.
• Huson Ali Ahmed & Mohammad Badrul Muttakin & Arifur Khan, 2022, "Firm-level political risk and corporate innovation: evidence from US listed firms," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 19, issue 3, pages 519-538, May, DOI: 10.1108/IJMF-11-2021-0554.
• Mohamed Albaity & Ray Saadaoui Mallek & Hussein A. Hassan Al-Tamimi & Philip Molyneux, 2022, "Do trust and country governance affect credit growth in GCC countries?," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 16, issue 3, pages 516-538, November, DOI: 10.1108/IMEFM-07-2021-0293.
• Achraf Haddad, 2022, "Effect of board quality on the financial performance of conventional and Islamic banks: international comparative study after the Subprime crisis," Journal of Accounting in Emerging Economies, Emerald Group Publishing Limited, volume 13, issue 2, pages 399-449, June, DOI: 10.1108/JAEE-01-2021-0004.
• Mazhar Farid Chishti & Rizwana Bashir & Tanja Mancinelli & Rana Tanveer Hussain, 2022, "Humanoid psychological sentiments and enigma of investment," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 39, issue 4, pages 1260-1276, January, DOI: 10.1108/JEAS-05-2021-0100.
• Olivia Muszynski & Mine E. Cinar, 2022, "Practice Briefing China's commercial real estate recovery, REITs and tax policies," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 40, issue 2, pages 263-274, February, DOI: 10.1108/JPIF-03-2021-0024.
• Todd Feldman & Shuming Liu, 2022, "A new behavioral finance mean variance framework," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 3, pages 355-370, January, DOI: 10.1108/RBF-05-2021-0088.
• Antonis Ballis & Thanos Verousis, 2022, "Behavioural finance and cryptocurrencies," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 545-562, June, DOI: 10.1108/RBF-11-2021-0256.
• Tomáš Mrkvička & Martina Krásnická & Ludvík Friebel & Tomáš Volek & Ladislav Rolínek, 2022, "Backtesting the evaluation of Value-at-Risk methods for exchange rates," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 1, pages 175-191, May, DOI: 10.1108/SEF-06-2021-0248.
• Aktham Maghyereh & Hussein Abdoh, 2022, "Bubble contagion effect between the main precious metals," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 1, pages 43-63, March, DOI: 10.1108/SEF-08-2021-0345.
• Jan J. J. Groen & Adam I. Noble, 2022, "How Could Oil Price and Policy Rate Hikes Affect the Near-Term Inflation Outlook?," Liberty Street Economics, Federal Reserve Bank of New York, number 20220624, Jun.
• Jordan Barone & Alain P. Chaboud & Adam Copeland & Cullen Kavoussi & Frank M. Keane & Seth Searls, 2022, "The Global Dash for Cash in March 2020," Liberty Street Economics, Federal Reserve Bank of New York, number 20220712, Jul.
• Tobias Adrian & Michael J. Fleming, 2022, "The Bond Market Selloff in Historical Perspective," Liberty Street Economics, Federal Reserve Bank of New York, number 20220714, Jul.
• Thomas M. Eisenbach & Gregory Phelan, 2022, "How Can Safe Asset Markets Be Fragile?," Liberty Street Economics, Federal Reserve Bank of New York, number 20220908, Sep.
• Richard K. Crump & Charles Smith & Peter Van Tassel, 2022, "Short-Dated Term Premia and the Level of Inflation," Liberty Street Economics, Federal Reserve Bank of New York, number 20220928, Sep.
• Michael J. Fleming & Claire Nelson, 2022, "How Liquid Has the Treasury Market Been in 2022?," Liberty Street Economics, Federal Reserve Bank of New York, number 20221115a, Nov.
• Agostino Capponi & Nathan Kaplan & Asani Sarkar, 2022, "Can Decentralized Finance Provide More Protection for Crypto Investors?," Liberty Street Economics, Federal Reserve Bank of New York, number 20221221, Dec.
• David O. Lucca & Jonathan H. Wright, 2022, "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Staff Reports, Federal Reserve Bank of New York, number 1013, Apr.
• Thomas M. Eisenbach & Gregory Phelan, 2022, "Fragility of Safe Asset Markets," Staff Reports, Federal Reserve Bank of New York, number 1026, Jul.

2021

• Hidayet Beyhan & Burç Ülengin, 2021, "Modelling an Artificial Financial Market: Agent Based Approach," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 36, issue Special2, pages 71-96, January, DOI: https://doi.org/10.33203/mfy.849275.
• Yücel Ayrıçay & Meltem Kılıç, 2021, "The Sector Balance Sheet and Macroeconomic Indicators Influence on Liability Dolarization in Turkey," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 36, issue Special2, pages 97-112, January, DOI: https://doi.org/10.33203/mfy.843723.
• Sheilla Nyasha & Nicholas M. Odhiambo & Mercy T. Musakwa, 2021, "The Impact of Stock Market Development on Unemployment: Empirical Evidence from South Africa," Working Papers, African Economic and Social Research Institute (AESRI), number 2118, Jul.
• Euphemia Godspower-Akpomiemie & Kalu Ojah, 2021, "Competition and Market Discipline in the Banking Industry of Emerging Market Economies," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 11, issue 1, pages 1-25.
• Ionela BUTU & Petre BREZEANU, 2021, "The impact of corruption and poverty on VAT Gap in Central and Eastern Europe," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 23, pages 37-45, November.
• Stephen J. Brown & Philip H. Dybvig & William N. Goetzmann & Jonathan E. Ingersoll, 2021, "The Contributions of Stephen A. Ross to Financial Economics," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 1-14, November, DOI: 10.1146/annurev-financial-012921-05.
• Tarek A. Hassan & Tony Zhang, 2021, "The Economics of Currency Risk," Annual Review of Economics, Annual Reviews, volume 13, issue 1, pages 281-307, August, DOI: 10.1146/annurev-economics-092220-10.
• Gilles Boevi KOUMOU & Georges DIONNE, 2021, "Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation," Working Papers, Africa Institute for Research in Economics and Social Sciences, number 7, Jun.
• Mihai Copaciu & Joana Madjoska & Mite Miteski, 2021, "A DSGE Model with Partial Euroization: The Case of the Macedonian Economy," Economy, Business & Development: An International Journal, Ss. Cyril and Methodius University in Skopje, Faculty of Economics-Skopje, volume 2, issue 2, pages 57-118, November, DOI: 10.47063/ebd.00006.
• Victor Olkhov, 2021, "To VaR, or Not to VaR, That is the Question," Papers, arXiv.org, number 2101.08559, Jan, revised Apr 2024.
• Thomas Conlon & John Cotter & Iason Kynigakis, 2021, "Machine Learning and Factor-Based Portfolio Optimization," Papers, arXiv.org, number 2107.13866, Jul.
• Akihiko Noda, 2021, "Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic," Papers, arXiv.org, number 2109.02933, Sep, revised Sep 2021.
• Graziano Moramarco, 2021, "Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach," Papers, arXiv.org, number 2111.01078, Nov, revised Jan 2023.
• Qihui Chen & Nikolai Roussanov & Xiaoliang Wang, 2021, "Semiparametric Conditional Factor Models in Asset Pricing," Papers, arXiv.org, number 2112.07121, Dec, revised Apr 2025.
• Gkaitantzis Christos & Nikandrou Charalampos & Kyriazakou Eleni, 2021, "Impact of COVID-19 on Stock Markets," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 2, issue 2, pages 1-4, DOI: 2021/06/16.
• Erhan Mugaloglu & Ali Yavuz Polat & Abdullah Dogan & Hasan Tekin, 2021, "Oil Price Shocks During the COVID-19 Pandemic - Evidence From United Kingdom Energy Stocks," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 2, issue 1, pages 1-5, DOI: 2021/06/16.
• Sushant Acharya & Keshav Dogra, 2021, "The Side Effects of Safe Asset Creation," Staff Working Papers, Bank of Canada, number 21-34, Jul, DOI: 10.34989/swp-2021-34.
• Neville Arjani & Fuchun Li & Zhentong Lu, 2021, "Quantifying the Economic Benefits of Payments Modernization: the Case of the Large-Value Payment System," Staff Working Papers, Bank of Canada, number 21-64, Dec, DOI: 10.34989/swp-2021-64.
• David Beers & Elliot Jones & Zacharie Quiviger & John Walsh, 2021, "BoC–BoE Sovereign Default Database: What’s new in 2021?," Staff Analytical Notes, Bank of Canada, number 2021-15, Jul, DOI: 10.34989/san-2021-15.
• Ali CELÝK, 2021, "Volatility of BIST 100 Returns After 2020, Calendar Anomalies and COVID-19 Effect," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 15, issue 1, pages 61-81.
• María T. González-Pérez, 2021, "Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector," Working Papers, Banco de España, number 2128, Aug.
• Giorgio Meucci & Fabio Parlapiano, 2021, "Corporate bond financing of Italian non-financial firms," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 655, Nov.
• Rho Caterina & Fernández Raúl & Palma Brenda, 2021, "A Sentiment-based Risk Indicator for the Mexican Financial Sector," Working Papers, Banco de México, number 2021-04, May.
• Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
• Annette Vissing-Jørgensen, 2021, "The Treasury market in spring 2020 and the response of the Federal Reserve," BIS Working Papers, Bank for International Settlements, number 966, Oct.
• María Victoria Landaberry & Rodrigo Lluberas & Micaela Vidal, 2021, "Una aplicación de la metodología Growth at Risk a Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2021009.
• Ryan Chahrour & Vito Cormun & Pierre De Leo & Pablo Guerron-Quintana & Rosen Valchev, 2021, "Exchange Rate Disconnect Revisited," Boston College Working Papers in Economics, Boston College Department of Economics, number 1041, Nov, revised 12 May 2023.
• Lee Tae-Hwy & Mao Millie Yi & Ullah Aman, 2021, "Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility," Journal of Econometric Methods, De Gruyter, volume 10, issue 1, pages 1-19, January, DOI: 10.1515/jem-2019-0022.
• Dhaoui Abderrazak & Chevallier Julien & Ma Feng, 2021, "Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 2, pages 1-19, April, DOI: 10.1515/snde-2019-0066.
• Ștefan Constantin Radu & Beatrice Maria Poenaru, 2021, "Analyzing The Resilience Of The Central And Eastern European Stock Markets During The Covid-19 Pandemic," Management Strategies Journal, Constantin Brancoveanu University, volume 54, issue 4, pages 61-68.
• Lucélia Vaz & Rodrigo Raad, 2021, "Functional data analysis for brazilian term structure of interest rate," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 638, Dec.
• Amit Goyal & Ivo Welch & Athanasse Zafirov, 2021, "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-85, Sep.
• Maxime Fajeau, 2021, "Too much finance or too many weak instruments?," International Economics, CEPII research center, issue 165, pages 14-36.
• Yao Axel Ehouman, 2021, "Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a copula approach," International Economics, CEPII research center, issue 168, pages 76-97.
• Brandao-Marques, Luis & Harjes, Thomas & Sahay, Ratna & Xue, Yi & Gelos, Gaston, 2021, "Monetary Policy Transmission in Emerging Markets and Developing Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 15931, Mar.
• Gabaix, Xavier & Koijen, Ralph, 2021, "In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis," CEPR Discussion Papers, Centre for Economic Policy Research, number 16290, Jun.
• Jank, Stephan & Moench, Emanuel & Schneider, Michael, 2022, "Safe asset scarcity, collateral reuse, and market functioning," CEPR Discussion Papers, Centre for Economic Policy Research, number 16439, Jun.