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

• 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.
• 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, C.E.P.R. Discussion Papers, number 15931, Mar.
• Gabaix, Xavier & Koijen, Ralph, 2021, "In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16290, Jun.
• Jank, Stephan & Moench, Emanuel & Schneider, Michael, 2022, "Safe asset scarcity, collateral reuse, and market functioning," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16439, Jun.
• Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16751, Nov.
• Hu, Grace Xing & Pan, Jun & Wang, Jiang, 2021, "Tri-Party Repo Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 1, pages 337-371, February.
• Jondeau, Eric & Zhang, Qunzi & Zhu, Xiaoneng, 2021, "When Are Stocks Less Volatile in the Long Run?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 4, pages 1228-1258, June.
• Emilio Gutierrez & David Jaume & Martín Tobal, 2021, "Do Credit Supply Shocks Affect Employment in Middle-Income Countries?," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0277, Apr.
• Masao Kumamoto & Juanjuan Zhuo, 2021, "Hedge and safe haven status of Bitcoin: copula-DCC approach," Economics Bulletin, AccessEcon, volume 41, issue 1, pages 125-136.
• Mert Topcu & Ibrahim Yagli & Furkan Emirmahmutoglu, 2021, "COVID-19 and stock market volatility: A time-varying perspective," Economics Bulletin, AccessEcon, volume 41, issue 3, pages 1681-1689.
• Claude Bergeron, 2021, "The three-factor model without a linear return generating process," Economics Bulletin, AccessEcon, volume 41, issue 3, pages 1763-1772.
• Máté Bors & Delong Li & Yiguo Sun, 2021, "Is the Yardstick ratio “a good yardstick†for stock market valuations?," Economics Bulletin, AccessEcon, volume 41, issue 3, pages 1444-1450.
• Mateus Portelinha & Carlos Heitor Campani & Raphael Roquete, 2021, "The impacts of cryptocurrencies in the performance of Brazilian stocks' portfolios," Economics Bulletin, AccessEcon, volume 41, issue 3, pages 1919-1931.
• Xiaoyang Wang & Peimin Chen & Jianhe Liu, 2021, "Economic activity and financial markets: the case of air travel in COVID-19 pandemic," Economics Bulletin, AccessEcon, volume 41, issue 3, pages 2116-2126.
• Cheah Siew-pong & Yiew Thian-hee & Ng Cheong-fatt & Foo Chuan-chew, 2021, "Revisiting the relation between stock price and exchange rate - An asymmetric panel ARDL analysis," Economics Bulletin, AccessEcon, volume 41, issue 4, pages 2517-2528.
• Sinda Hadhri, 2021, "Fear of the Coronavirus and Cryptocurrencies' returns," Economics Bulletin, AccessEcon, volume 41, issue 3, pages 2041-2054.
• Salvatore Caruso & Giuseppe Pernagallo, 2021, "On the efficiency of online soccer betting markets: a new methodology based on symbolic series," Economics Bulletin, AccessEcon, volume 41, issue 3, pages 1451-1460.
• Kok-tiong Lim & Kim-leng Goh & Kian-teng Kwek, 2021, "The influence of sovereign credit ratings on sovereign credit default swaps: do splits matter?," Economics Bulletin, AccessEcon, volume 41, issue 4, pages 2433-2444.
• F. Henrique Castro & Marcelo Guzella, 2021, "Individual investor attention and the predictability of stock market volatility and returns," Economics Bulletin, AccessEcon, volume 41, issue 3, pages 1418-1424.
• Mikhail Stolbov & Maria Shchepeleva & Gazi Salah Uddin, 2021, "Does global financial cycle drive systemic risk?," Economics Bulletin, AccessEcon, volume 41, issue 4, pages 2320-2329.
• Altavilla, Carlo & Bochmann, Paul & De Ryck, Jeroen & Dumitru, Ana-Maria & Grodzicki, Maciej & Kick, Heinrich & Fernandes, Cecilia Melo & Mosthaf, Jonas & O’Donnell, Charles & Palligkinis, Spyros, 2021, "Measuring the cost of equity of euro area banks," Occasional Paper Series, European Central Bank, number 254, Jan.
• Bindseil, Ulrich & Panetta, Fabio & Terol, Ignacio, 2021, "Central Bank Digital Currency: functional scope, pricing and controls," Occasional Paper Series, European Central Bank, number 286, Dec.
• Jiang, Zhengyang & Lustig, Heanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z., 2021, "Quantifying U.S. Treasury Investor Optimism," Research Papers, Stanford University, Graduate School of Business, number 3931, Jan.
• Md. Tahidur Rahman & Syed Zabid Hossain & Md. Anwarul Haque, 2021, "Timing, Recurrence, and Effects of Fixed Asset Revaluation: Evidence from Bangladesh," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 2, pages 67-75.
• Salem Alshihab, 2021, "Macroeconomic Determinants of Stock Market Returns in the Gulf Cooperation Council," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 2, pages 56-66.
• Rachida Ben Ahmed Daho, 2021, "The Relationship between Cryptocurrency Prices and Share Prices of Technology Companies in Light of Covid-19," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 5, pages 37-44.
• Abiola John Asaleye & Adedoyin Isola Lawal & Henry Egbezien Inegbedion & Adenike Omowumi Oladipo & Akinyomade O. Owolabi & Olayemi Moses Samuel & Chisaa Onyekachi Igbolekwu, 2021, "Electricity Consumption and Manufacturing Sector Performance: Evidence from Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 195-201.
• Yassin Denis Bouzzine & Rainer Lueg, 2021, "The Shareholder Value Effect of System Overloads: An Analysis of Investor Responses to the 2003 Blackout in the US," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 538-543.
• Ah Mand, Abdollah & Sifat, Imtiaz, 2021, "Static and regime-dependent herding behavior: An emerging market case study," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2021.100466.
• Papadamou, Stephanos & Kyriazis, Nikolaos A. & Tzeremes, Panayiotis & Corbet, Shaen, 2021, "Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100469.
• Durand, Robert B. & Patterson, Fernando M. & Shank, Corey A., 2021, "Behavioral biases in the NFL gambling market: Overreaction to news and the recency bias," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100522.
• Liu, Xia & Liu, Shanchun & Lu, Lei & Shi, Yongdong & Xiong, Xiong, 2021, "Voluntary information disclosure with heterogeneous beliefs," Journal of Economic Dynamics and Control, Elsevier, volume 124, issue C, DOI: 10.1016/j.jedc.2021.104081.
• Roncoroni, Alan & Battiston, Stefano & D’Errico, Marco & Hałaj, Grzegorz & Kok, Christoffer, 2021, "Interconnected banks and systemically important exposures," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104266.
• Harun, Cicilia A. & Taruna, Aditya Anta & Ramdani,, 2021, "Capturing the nonlinear impact in distress state: Enhancing scenario design of stress test," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 265-288, DOI: 10.1016/j.eap.2020.12.015.
• Nguyen, Dat Thanh & Phan, Dinh Hoang Bach & Ming, Tee Chwee & Nguyen, Van Ky Long, 2021, "An assessment of how COVID-19 changed the global equity market," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 480-491, DOI: 10.1016/j.eap.2021.01.003.
• Eslamloueyan, Karim & Fatemifar, Neda, 2021, "Does deeper financial integration lead to macroeconomic and financial instability in Asia?," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 437-451, DOI: 10.1016/j.eap.2021.03.012.
• Yang, Jianlei & Yang, Chunpeng, 2021, "The impact of mixed-frequency geopolitical risk on stock market returns," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 226-240, DOI: 10.1016/j.eap.2021.08.008.
• Chletsos, Michael & Sintos, Andreas, 2021, "The effect of financial fragility on employment," Economic Modelling, Elsevier, volume 94, issue C, pages 104-120, DOI: 10.1016/j.econmod.2020.09.017.
• Koo, Ja Eun & Lim, Byung Hwa, 2021, "Consumption and life insurance decisions under hyperbolic discounting and taxation," Economic Modelling, Elsevier, volume 94, issue C, pages 288-295, DOI: 10.1016/j.econmod.2020.10.003.
• Lastrapes, William D. & Wiesen, Thomas F.P., 2021, "The joint spillover index," Economic Modelling, Elsevier, volume 94, issue C, pages 681-691, DOI: 10.1016/j.econmod.2020.02.010.
• Wen, Zhuzhu & Gong, Xu & Ma, Diandian & Xu, Yahua, 2021, "Intraday momentum and return predictability: Evidence from the crude oil market," Economic Modelling, Elsevier, volume 95, issue C, pages 374-384, DOI: 10.1016/j.econmod.2020.03.004.
• Yang, Chunpeng & Hu, Xiaoyi, 2021, "Individual stock sentiment beta and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101306.
• Peng, Cheng & Li, Shuang & Zhao, Yanlong & Bao, Ying, 2021, "Sample average approximation of CVaR-based hedging problem with a deep-learning solution," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101325.
• Neto, David, 2021, "Are Google searches making the Bitcoin market run amok? A tail event analysis," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101454.
• Christou, Christina & Gupta, Rangan & Jawadi, Fredj, 2021, "Does inequality help in forecasting equity premium in a panel of G7 countries?," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101456.
• He, Yunwen, 2021, "Using your regular contacts as collateral: The information value of call logs," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101480.
• Ngene, Geoffrey M., 2021, "What drives dynamic connectedness of the U.S equity sectors during different business cycles?," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101493.
• McInish, Thomas & Neely, Christopher J. & Planchon, Jade, 2021, "Supply and demand shifts of shorts before Fed announcements during QE1–QE3," Economics Letters, Elsevier, volume 200, issue C, DOI: 10.1016/j.econlet.2020.109718.
• Lepomäki, Laura & Kanniainen, Juho & Hansen, Henri, 2021, "Retaliation in Bitcoin networks," Economics Letters, Elsevier, volume 203, issue C, DOI: 10.1016/j.econlet.2021.109822.
• Fry, John & Griguta, Vlad-Marius & Gerber, Luciano & Slater-Petty, Helen & Crockett, Keeley, 2021, "Modelling corporate bank accounts," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109924.
• Kollmann, Robert, 2021, "The real exchange rate and household consumption heterogeneity: Testing Kocherlakota and Pistaferri’s (2007) model," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110110.
• Liu, Wei, 2021, "Can HFT profit in Chinese stock market?," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110115.
• Andreou, Elena & Ghysels, Eric, 2021, "Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 366-398, DOI: 10.1016/j.jeconom.2020.04.006.
• Goliński, Adam, 2021, "Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet," European Economic Review, Elsevier, volume 131, issue C, DOI: 10.1016/j.euroecorev.2020.103613.
• Chkir, Imed & El Haj Hassan, Boushra & Rjiba, Hatem & Saadi, Samir, 2021, "Does corporate social responsibility influence corporate innovation? International evidence," Emerging Markets Review, Elsevier, volume 46, issue C, DOI: 10.1016/j.ememar.2020.100746.
• León, Ángel & Ñíguez, Trino-Manuel, 2021, "The transformed Gram Charlier distribution: Parametric properties and financial risk applications," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 323-349, DOI: 10.1016/j.jempfin.2021.07.004.
• Rebonato, Riccardo & Ronzani, Riccardo, 2021, "Is convexity efficiently priced? Evidence from international swap markets," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 392-413, DOI: 10.1016/j.jempfin.2021.07.011.
• Khalfaoui, Rabeh & Tiwari, Aviral Kumar & Kablan, Sandrine & Hammoudeh, Shawkat, 2021, "Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105421.
• Hadhri, Sinda, 2021, "The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105448.
• Limosani, Michele & Milasi, Monica & Scopelliti, Domenico, 2021, "Deregulated electricity market, a stochastic variational approach," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105493.
• Kuang, Wei, 2021, "Which clean energy sectors are attractive? A portfolio diversification perspective," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105644.
• Nguyen, Thi Thu Ha & Naeem, Muhammad Abubakr & Balli, Faruk & Balli, Hatice Ozer & Syed, Iqbal, 2021, "Information transmission between oil and housing markets," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105100.
• Pham, Linh, 2021, "Frequency connectedness and cross-quantile dependence between green bond and green equity markets," Energy Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105257.
• Köse, Nezir & Ünal, Emre, 2021, "The effects of the oil price and oil price volatility on inflation in Turkey," Energy, Elsevier, volume 226, issue C, DOI: 10.1016/j.energy.2021.120392.
• Moratis, George, 2021, "Quantifying the spillover effect in the cryptocurrency market," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101534.
• Fu, Junhui & Wu, Xiang & Liu, Yufang & Chen, Rongda, 2021, "Firm-specific investor sentiment and stock price crash risk," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101442.
• Baur, Dirk G. & Hoang, Lai T., 2021, "A crypto safe haven against Bitcoin," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101431.
• Galvani, Valentina, 2021, "The value premium during flights," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101606.
• Aloui, Chaker & Hamida, Hela ben & Yarovaya, Larisa, 2021, "Are Islamic gold-backed cryptocurrencies different?," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101615.
• Iqbal, Muhammad Sabeeh & Salih, Aslihan & Akdeniz, Levent, 2021, "The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101692.
• Burggraf, Tobias & Rudolf, Markus, 2021, "Cryptocurrencies and the low volatility anomaly," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101683.
• Bazán-Palomino, Walter, 2021, "How are Bitcoin forks related to Bitcoin?," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101723.
• Yang, Jianlei & Yang, Chunpeng & Hu, Xiaoyi, 2021, "Economic policy uncertainty dispersion and excess returns: Evidence from China," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101714.
• Chu, Tiankuo & Wei, Xu & Zhou, Yimin, 2021, "The pricing and efficiency of pre-Sale crowdfunding," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101793.
• Gubareva, Mariya, 2021, "The impact of Covid-19 on liquidity of emerging market bonds," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101826.
• Horváth, Dominik & Wang, Yung-Lin, 2021, "The examination of Fama-French Model during the Covid-19," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101848.
• Krieger, Kevin & Mauck, Nathan & Pruitt, Stephen W., 2021, "The impact of the COVID-19 pandemic on dividends," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101910.
• Farzami, Yasmine & Gregory-Allen, Russell & Molchanov, Alexander & Sehrish, Saba, 2021, "COVID-19 and the liquidity network," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101937.
• Maheu, John M. & McCurdy, Thomas H. & Song, Yong, 2021, "Bull and bear markets during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.102091.
• Jahanshahloo, Hossein & Spokeviciute, Laima, 2021, "Time weighted price contribution," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101947.
• Flori, Andrea & Pammolli, Fabio & Spelta, Alessandro, 2021, "Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions," Journal of Financial Stability, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfs.2021.100876.
• Baker, H. Kent & Kumar, Satish & Pandey, Nitesh, 2021, "Thirty years of the Global Finance Journal: A bibliometric analysis," Global Finance Journal, Elsevier, volume 47, issue C, DOI: 10.1016/j.gfj.2019.100492.
• Ang, James, 2021, "100 research ideas: extending the frontiers of research in corporate finance," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2019.100483.
• Pham, Linh & Nguyen, Canh Phuc, 2021, "Asymmetric tail dependence between green bonds and other asset classes," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2021.100669.
• Makariou, Despoina & Barrieu, Pauline & Chen, Yining, 2021, "A random forest based approach for predicting spreads in the primary catastrophe bond market," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 140-162, DOI: 10.1016/j.insmatheco.2021.07.003.
• Berstein, Solange & Morales, Marco, 2021, "The role of a longevity insurance for defined contribution pension systems," Insurance: Mathematics and Economics, Elsevier, volume 99, issue C, pages 233-240, DOI: 10.1016/j.insmatheco.2021.03.020.
• Fajeau, Maxime, 2021, "Too much finance or too many weak instruments?," International Economics, Elsevier, volume 165, issue C, pages 14-36, DOI: 10.1016/j.inteco.2020.10.003.
• Ehouman, Yao Axel, 2021, "Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a copula approach," International Economics, Elsevier, volume 168, issue C, pages 76-97, DOI: 10.1016/j.inteco.2021.08.003.
• Stenfors, Alexis & Susai, Masayuki, 2021, "Spoofing and pinging in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101278.
• Luo, Di & Mishra, Tapas & Yarovaya, Larisa & Zhang, Zhuang, 2021, "Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101362.
• Ibhagui, Oyakhilome, 2021, "Stock market and deviations from covered interest parity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101393.
• Ibhagui, Oyakhilome, 2021, "Real Output and Cross-Currency Basis Swap Spreads: Evidence from the Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101304.
• Wang, Xichen & Yan, Ji (Karena) & Yan, Cheng & Gozgor, Giray, 2021, "Emerging stock market exuberance and international short-term flows," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101417.
• Eguren Martin, Fernando & Meldrum, Andrew & Yan, Wen, 2021, "No-Arbitrage pricing of GDP-Linked bonds," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106075.
• Godspower-Akpomiemie, Euphemia & Ojah, Kalu, 2021, "Market discipline, regulation and banking effectiveness: Do measures matter?," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106249.
• Kong, Dongmin & Qin, Ni & Xiang, Junyi, 2021, "Minimum wage and entrepreneurship: Evidence from China," Journal of Economic Behavior & Organization, Elsevier, volume 189, issue C, pages 320-336, DOI: 10.1016/j.jebo.2021.06.047.
• Brown, Gregory & Harris, Robert & Hu, Wendy & Jenkinson, Tim & Kaplan, Steven N. & Robinson, David T., 2021, "Can investors time their exposure to private equity?," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 561-577, DOI: 10.1016/j.jfineco.2020.08.014.