Research classified by Journal of Economic Literature (JEL) codes

2022

• Juan Imbet & Javier Gil-Bazo, 2022, "Tweeting for Money: Social Media and Mutual Fund Flows," Working Papers, Barcelona School of Economics, number 1366, Oct.
• Laura Capota & Margherita Giuzio & Sujit Kapadia & Dilyara Salakhova, 2022, "Are ethical and green investment funds more resilient?," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Statistics for Sustainable Finance".
• Torsten Ehlers & Ulrike Elsenhuber & Anandakumar Jegarasasingam & Eric Jondeau, 2022, "Deconstructing ESG scores: how to invest with your own criteria," BIS Working Papers, Bank for International Settlements, number 1008, Mar.
• Gong Cheng & Eric Jondeau & Benoit Mojon, 2022, "Building portfolios of sovereign securities with decreasing carbon footprints," BIS Working Papers, Bank for International Settlements, number 1038, Sep.
• Nadezhda Ivanova & Henry Penikas & Svetlana Popova & Andrey Sinyakov & Natalia Turdyeva, 2022, "Review of the Bank of Russia - NES Workshop 'Transition to a Low-Carbon Economy: Costs and Risks for the Financial Sector'," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 3, pages 89-106, September.
• Anna Burova & Konstantin Egorov & Dmitry Mukhin, 2022, "Foreign Currency Debt and Exchange Rate Pass-Through," Bank of Russia Working Paper Series, Bank of Russia, number wps93, Feb.
• Christian Gollier & Sébastien Pouget, 2022, "Investment Strategies and Corporate Behaviour with Socially Responsible Investors: A Theory of Active Ownership," Economica, London School of Economics and Political Science, volume 89, issue 356, pages 997-1023, October, DOI: 10.1111/ecca.12436.
• Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2022, "Skill, Scale, and Value Creation in the Mutual Fund Industry," Journal of Finance, American Finance Association, volume 77, issue 1, pages 601-638, February, DOI: 10.1111/jofi.13096.
• Ivo Welch, 2022, "The Wisdom of the Robinhood Crowd," Journal of Finance, American Finance Association, volume 77, issue 3, pages 1489-1527, June, DOI: 10.1111/jofi.13128.
• Maarten Meeuwis & Jonathan A. Parker & Antoinette Schoar & Duncan Simester, 2022, "Belief Disagreement and Portfolio Choice," Journal of Finance, American Finance Association, volume 77, issue 6, pages 3191-3247, December, DOI: 10.1111/jofi.13179.
• Svetlana Pashchenko & Ponpoje Porapakkarm, 2022, "Value of life and annuity demand," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 89, issue 2, pages 371-396, June, DOI: 10.1111/jori.12370.
• Jakša Cvitanić & Julien Hugonnier, 2022, "Optimal fund menus," Mathematical Finance, Wiley Blackwell, volume 32, issue 2, pages 455-516, April, DOI: 10.1111/mafi.12341.
• Ying Fan & Charles Ka Yui Leung & Zan Yang, 2022, "Financial conditions, local competition, and local market leaders: The case of real estate developers," Pacific Economic Review, Wiley Blackwell, volume 27, issue 2, pages 131-193, May, DOI: 10.1111/1468-0106.12360.
• Tokuo Iwaisako & Arito Ono & Amane Saito & Hidenobu Tokuda, 2022, "Disentangling the effect of home ownership on household stockholdings: Evidence from Japanese micro data," Real Estate Economics, American Real Estate and Urban Economics Association, volume 50, issue 1, pages 268-295, March, DOI: 10.1111/1540-6229.12342.
• MOROSAN Adrian, 2022, "The Classic Form Of The Relative Strength Index (Rsi) And The Cryptocurrency Egld," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 74, issue 3, pages 82-87, October, DOI: 10.56043/reveco-2022-0027.
• Karolis Liaudinskas, 2022, "Human vs. Machine: Disposition Effect among Algorithmic and Human Day Traders," Working Paper, Norges Bank, number 2022/6, Jun.
• Gabor Pinter & Semih Uslu, 2022, "Comparing search and intermediation frictions across markets," Bank of England working papers, Bank of England, number 974, Apr.
• Gerardo Ferrara & Philippe Mueller & Ganesh Viswanath-Natraj & Junxuan Wang, 2022, "Central bank swap lines: micro-level evidence," Bank of England working papers, Bank of England, number 977, May.
• Maren Froemel & Michael Joyce & Iryna Kaminska, 2022, "The local supply channel of QE: evidence from the Bank of England’s gilt purchases," Bank of England working papers, Bank of England, number 980, May.
• Alex Kontoghiorghes, 2022, "Do personal taxes affect investment decisions and stock returns?," Bank of England working papers, Bank of England, number 988, Jul.
• Meena Sharma & Sunita, 2022, "Examining Asymmetric Volatility Dynamism of Returns in the Infrastructure Sector in India during Covid 19: - A application of GARCH Models," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 25, issue 2, pages 126-137, DOI: 10.32725/acta.2022.014.
• Yoshihiko Hogen & Yoshiyasu Koide & Yuji Shinozaki, 2022, "Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-14, Sep.
• Yoshiyasu Koide & Yoshihiko Hogen & Nao Sudo, 2022, "Increasing Portfolio Overlap of Japanese Regional Banks with Global Investment Funds and Its Financial Stability Implications," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-15, Sep.
• Tilman H. Drerup & Matthias Wibral & Christian Zimpelmann, 2022, "Skewness Expectations and Portfolio Choice," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_333, Feb.
• Fabian Brunner & Fabian Gamm & Wladislaw Mill, 2022, "MyPortfolio: The IKEA Effect in Financial Investment Decisions," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_349, Mar.
• Parada-Contzen Marcela, 2022, "Default Behavior and Risk Aversion in Defined Contribution Retirement Systems: Evidence from Chile," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 22, issue 4, pages 655-714, October, DOI: 10.1515/bejeap-2021-0388.
• Michail Nektarios A. & Melas Konstantinos D., 2022, "Geopolitical Risk and the LNG-LPG Trade," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 28, issue 3, pages 243-265, September, DOI: 10.1515/peps-2022-0007.
• Mba Jules Clement & Mwambetania Mwambi Sutene, 2022, "Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 173-190, April, DOI: 10.1515/snde-2020-0072.
• Abraham Oketooyin GBADEBO & Yusuf Olatunji OYEDEKO, 2022, "Effect Of Liquidity Risk On Low Volatility Anomaly In Nigerian Stock Market," Contemporary Economy Journal, Constantin Brancoveanu University, volume 7, issue 3, pages 25-42.
• Roméo Tédongap & Jules Tinang, 2022, "Portfolio Optimization and Asset Pricing Implications under Returns Non-Normality Concerns," Finance, Presses universitaires de Grenoble, volume 43, issue 1, pages 47-94.
• Georges Hübner & Thomas Lejeune, 2022, "Portfolio choice and mental accounts: A comparison with traditional approaches," Finance, Presses universitaires de Grenoble, volume 43, issue 1, pages 95-121.
• Philippe Bertrand & Jean-Luc Prigent, 2022, "Performance Participation Strategies: OBPP versus CPPP," Finance, Presses universitaires de Grenoble, volume 43, issue 1, pages 123-150.
• Laurence Bloch & Benjamin Favetto & Adrien Lagouge & Franck Sédillot, 2022, "Inégalités de rendements et de patrimoine en France en 2017," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 265-287.
• Tafirei Mashamba, 2022, "Liquidity Dynamics of Banks in Emerging Market Economies," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 11, issue 1, pages 179-206.
• Kuntal K. Das & Mona Yaghoubi, 2022, "Stock Liquidity and Firm-Level Political Risk," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 22/18, Nov.
• Xu, Yongdeng, 2022, "The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/5, Mar.
• Antonin Bergeaud & Jean Benoit Eymeoud & Thomas Garcia & Dorian Henricot, 2022, "Working from home and corporate real estate," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1831, Feb.
• Ante Sterc, 2022, "Limited Consideration in the Investment Fund Choice," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp729, Jun.
• Leonie Bräuer & Harald Hau, 2022, "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," CESifo Working Paper Series, CESifo, number 10065.
• Stefan Nagel & Zhen Yan, 2022, "Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows," CESifo Working Paper Series, CESifo, number 10118.
• Barry Eichengreen & Orkun Saka, 2022, "Cultural Stereotypes of Multinational Banks," CESifo Working Paper Series, CESifo, number 10123.
• Katarzyna Bilicka & Irem Güçeri & Evangelos Koumanakos & Katarzyna Anna Bilicka & Irem Guceri, 2022, "Dividend Taxation and Firm Performance with Heterogeneous Payout Responses," CESifo Working Paper Series, CESifo, number 10185.
• Francesco D'Acunto & Ulrike M. Malmendier & Michael Weber & Michael Weber, 2022, "What Do the Data Tell Us about Inflation Expectations?," CESifo Working Paper Series, CESifo, number 9602.
• António Afonso & Francisco Gomes Pereira, 2022, "Unconventional Monetary Policy in the Euro Area. Impacts on Loans, Employment, and Investment," CESifo Working Paper Series, CESifo, number 9610.
• Lars Hornuf & Gül Yüksel, 2022, "The Performance of Socially Responsible Investments: A Meta-Analysis," CESifo Working Paper Series, CESifo, number 9724.
• Sebastian Link & Manuel Menkhoff & Andreas Peichl & Paul Schüle & Lukas Menkhoff, 2022, "Downward Revision of Investment Decisions after Corporate Tax Hikes," CESifo Working Paper Series, CESifo, number 9786.
• Andreas Kick & Horst Rottmann, 2022, "Sustainable Stocks and the Russian War on Ukraine - An Event Study in Europe," CESifo Working Paper Series, CESifo, number 9798.
• Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022, "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series, CESifo, number 9950.
• António Afonso & Krzysztof Beck & Karen Jackson, 2022, "Determinants of Stock Market Correlation. Accounting for Model Uncertainty and Reverse Causality in a Large Panel Setting," CESifo Working Paper Series, CESifo, number 9956.
• Uluc Aysun & Karlia Clarke & Oronde Small, 2022, "Capital Outflow Restrictions and Dollar Drainage," Working Papers, University of Central Florida, Department of Economics, number 2022-02, Oct.
• Massimo Filippini & Markus Leippold & Tobias Wekhof, 2022, "Sustainable Finance Literacy and the Determinants of Sustainable Investing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-02, Jan.
• Michael Schnetzer & Thorsten Hens, 2022, "Evolutionary finance for multi-asset investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-05, Jan.
• Raphael Burkhardt & Urban Ulrych, 2022, "Sparse and Stable International Portfolio Optimization and Currency Risk Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-07, Jan.
• Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2022, "Tenant Industry Sector and European Listed Real Estate Performance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-08, Jan.
• Philippe Bacchetta & Eric van Wincoop & Eric R. Young, 2022, "Infrequent Random Portfolio Decisions in an Open Economy Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-10, Jan.
• Coralie Jaunin & Luciano Somoza & Tammaro Terracciano, 2023, "Are Green Funds for Real?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-19, Apr.
• Theodoros Evgeniou & Julien Hugonnier & Rodolfo Prieto, 2022, "Asset pricing with costly short sales," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-21, Mar.
• Torsten Ehlers & Ulrike Elsenhuber & Kumar Jegarasasingam & Eric Jondeau, 2022, "Deconstructing ESG Scores: How to Invest with Your own Criteria," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-23, Mar.
• Martina Fraschini & Andrea Maino & Luciano Somoza, 2022, "Can the Government Be an Effective Venture Capital Investor?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-39, Apr.
• Luciano Somoza & Antoine Didisheim, 2022, "The End of the Crypto-Diversification Myth," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-53, Jun.
• Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2022, "The Virtue of Complexity Everywhere," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-57, Jul.
• Cosimo Pancaro & Christoffer Kok & Carola Müller & Steven Ongena, 2022, "The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-59, Aug.
• Pascal St-Amour, 2022, "Valuing Life over the Life Cycle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-62, Aug.
• Theis Ingerslev Jensen & Bryan T. Kelly & Semyon Malamud & Lasse Heje Pedersen, 2022, "Machine Learning and the Implementable Efficient Frontier," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-63, Aug.
• Gong Cheng & Eric Jondeau & Benoît Mojon, 2022, "Building portfolios of sovereign securities with decreasing carbon footprints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-66, Sep.
• Philippe van der Beck, 2022, "On the Estimation of Demand-Based Asset Pricing Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-67, Jun.
• Leonie Bräuer & Harald Hau, 2022, "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-77, Oct.
• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2022, "Momentum Without Crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-87, Nov.
• Marc S. Paolella & Pawel Polak, 2022, "Density and Risk Prediction with Non-Gaussian COMFORT Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-88, Nov.
• Damir Filipović & Puneet Pasricha, 2022, "Empirical Asset Pricing via Ensemble Gaussian Process Regression," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-95, Dec.
• Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei, 2022, "Evolutionary finance: A model with endogenous asset payoffs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-96, Dec, revised May 2023.
• Vitaly Orlov & Stefano Ramelli & Alexander F. Wagner, 2022, "Revealed Beliefs about Responsible Investing: Evidence from Mutual Fund Managers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-98, Dec.
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Saglam, 2023, "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-38, Jun.
• Tomas Adam & Ales Michl & Michal Skoda, 2023, "Balancing Volatility and Returns in the Czech National Bank's Foreign Exchange Portfolio," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2023/01, Sep.
• Martin Hodula & Milan Szabo & Josef Bajzik, 2022, "Retail Fund Flows and Performance: Insights from Supervisory Data," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/10, Dec.
• Martin Vesely, 2022, "Application of Quantum Computers in Foreign Exchange Reserves Management," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/2, Mar.
• Milan Szabo, 2022, "Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/6, Jun.
• Ramiro Losada, 2022, "La información pública periódica de los fondos de inversión: como influyen en las decisiones de los inversores," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Guillermo Cambronero, Gloria Ruiz, 2022, "Análisis del comportamiento de los inversores minoristas en los mercados financieros durante la crisis del COVID-19," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Ramiro Losada, 2022, "Periodic public information on investment funds and how it influences investors´ decisions," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 7.
• Guillermo Cambronero Pérez, Gloria Ruiz Suarez, 2022, "Analysys of the behaviour of retail investors in the financial markets during the COVID-19 crisis," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 7.
• Eduardo Sandoval Álamos & Fernando Olea Rodr�guez, 2022, "Uso del endeudamiento y desempeno en los mercados accionarios. El caso de sociedades anónimas de Brasil, Chile, México y Perú," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 86, pages 129-157.
• Michael Demmler & Amilcar Orlian Fern�ndez Dom�nguez, 2022, "Speculative bubble tendencies in time series of Bitcoin market prices," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 86, pages 159-183.
• José Gabriel Astaiza Gómez & Camilo Andr�s P�rez Pacheco, 2022, "Equity Analyst Reports and Stock Prices," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 41, issue 73, pages 43-62.
• Yuly Andrea Franco Gómez & John Freddy Moreno Trujillo & Carlos Andres Zapata Quimbayo, 2022, "Selección óptima de portafolios usando el modelo Black-Litterman con views difusas," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 97, pages 369-393.
• Lóránth, Gyöngyi & Segura, Anatoli & Zeng, Jing, 2022, "Common Deposit Insurance, Cross-Border Banks and Welfare," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16893, Jan.
• Ten Bosch, Eline & Van Dijk, Mathijs & Schoenmaker, Dirk, 2022, "Do the SDGs affect sovereign bond spreads? First evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16898, Jan.
• Pavlova, Anna & Sikorskaya, Taisiya, 2022, "Benchmarking Intensity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16909, Jan.
• Gourier, Elise & Phalippou, Ludovic & Westerfield, Mark, 2022, "Capital Commitment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16910, Jan.
• Roche, Herve & Sahuguet, Nicolas, 2022, "Strategic Asset Allocation under Peer Group Benchmarks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17042, Feb.
• Fatouh, Mahmoud & Neamtu, Ioana & van Wijnbergen, Sweder, 2022, "Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17062, Feb.
• D'Acunto, Francesco & Malmendier, Ulrike M. & Weber, Michael, 2022, "What Do the Data Tell Us About Inflation Expectations?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17094, Mar.
• Evgeniou, Theodoros & Hugonnier, Julien & Prieto, Rodolfo, 2022, "Asset pricing with costly short sales," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17099, Mar.
• Beetsma, Roel & Busse, Matthias & Germinetti, Lorenzo & Giuliodori, Massimo & Larch, Martin, 2022, "Is the Road to Hell Paved with Good Intentions? An Empirical Analysis of Budgetary Follow-up in the EU," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17154, Mar.
• Anadu, Kenechukwu & Cipriani, Marco & La Spada, Gabriele, 2022, "The Money Market Mutual Fund Liquidity Facility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17161, Mar.
• Kelly, Bryan & Malamud, Semyon & Zhou, Kangying, 2022, "The Virtue of Complexity in Return Prediction," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17194, Apr.
• Boissel, Charles & Matray, Adrien, 2022, "Dividend Taxes and the Allocation of Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17228, Apr.
• Franzoni, Francesco & Obrycki, Daniel & Resendes, Rafael, 2022, "The Wealth Creation Effect in Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17251, Apr.
• Edmans, Alex & Levit, Doron & Schneemeier, Jan, 2022, "Socially Responsible Divestment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17262, Apr.
• Fang, Xiang & Hardy, Bryan & Lewis, Karen K., 2022, "Who Holds Sovereign Debt and Why It Matters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17338, May.
• Ek, Andreas & Gokmen, Gunes & Majlesi, Kaveh, 2022, "Cultural Origins of Investment Behavior," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17412, Jun.
• Happel, Jonas & Karabulut, Yigitcan & Schäfer, Larissa & Tuzel, Selale, 2022, "Shattered Housing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17420, Jul.
• Schlafmann, Kathrin & Setty, Ofer & Vestman, Roine, 2022, "Designing Pension Plans According to Consumption-Savings Theory," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17489, Jul.
• Abraham, Arpad & Gottardi, Piero & Hubmer, Joachim & Mayr, Lukas, 2022, "Tax Wedges, Financial Frictions and Misallocation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17526, Aug.
• Bartram, Söhnke & Grinblatt, Mark & Nozawa, Yoshio, 2022, "Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17592, Oct.
• Bryzgalova, Svetlana & Pavlova, Anna & Sikorskaya, Taisiya, 2022, "Retail Trading in Options and the Rise of the Big Three Wholesalers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17688, Nov.
• Nagel, Stefan & Yan, Zhen, 2022, "Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17695, Nov.
• Chari, Anusha & Dilts Stedman, Karlye & Lundblad, Christian, 2022, "Global Fund Flows and Emerging Market Tail Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17697, Nov.
• Chen, Damiaan & Beetsma, Roel & van Wijnbergen, Sweder, 2022, "Intergenerational Sharing of Unhedgeable Inflation Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17720, Dec.
• Gehrig, Thomas & Sögner, Leopold, 2022, "Extending the Demand System Approach to Asset Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17743, Dec.
• Zhang, Lu & Wolff, Christian, 2022, "Is Bitcoin a better safe-haven asset for individual investors than Gold? – Evidence from sanctioned Russia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17745, Dec.
• Eichengreen, Barry & Saka, Orkun, 2022, "Cultural Stereotypes of Multinational Banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17754, Dec.
• Kaniel, Ron & Wang, Pingle, 2022, "Unmasking Mutual Fund Derivative Use," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17755, Dec.
• Ahnert, Toni & Perotti, Enrico & Terovitis, Spyros, 2022, "Safety First: A Theory of Banking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17770, Dec.
• Deb, Rahul & Said, Maher & Pai, Mallesh, 2022, "Dynamic Incentives for Buy-Side Analysts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17772, Dec.
• Eichengreen, B. & Saka, O., 2022, "Cultural Stereotypes of Multinational Banks," Working Papers, Department of Economics, City St George's, University of London, number 10.2139/ssrn.4293623.
• Han, Bing & Hirshleifer, David & Walden, Johan, 2022, "Social Transmission Bias and Investor Behavior," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 1, pages 390-412, February.
• Ana Paula MARTINS, 2022, "The aggregate “portfolio”: Econometrics of economic rates of return with a Portuguese illustration," Journal of Economics Bibliography, EconSciences Journals, volume 9, issue 3, pages 99-136, September.
• Пламен Йорданов & Валентин Милинов & Маргарита Ив. Николова, 2022, "Особености На Инвестиционния Процес При Управление На Средствата На Фондовете За Допълнително Пенсионно Осигуряване В България," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 1-21.
• Hong-Wen Tsai & Hui-Chung Che, 2022, "Patent Claim's Impact on Stock Return Rate Based on China Stock Market's Empirical Study," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 1, pages 27-46, July.
• Jan Nokkala, 2022, "High and Low Credit Risk in SME Portfolios: Evidence from Regulatory Risk Grade Dissemination," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 2, pages 25-34, December.
• Catherine Georgiou, 2022, "Modifications on Book-Valued Ratios," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 3, pages 24-37, December.
• Fulton, Chad, 2022, "Choosing what to pay attention to," Theoretical Economics, Econometric Society, volume 17, issue 1, January.
• Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien, 2022, "Heterogeneity in decentralized asset markets," Theoretical Economics, Econometric Society, volume 17, issue 3, July.
• Mahmoud Fatouh & Ioana Neamtu & Sweder van Wijnbergen, 2022, "Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-017/IV, Feb.
• Daniel Dimitrov, 2022, "Intergenerational Risk Sharing with Market Liquidity Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-028/VI, Mar.
• Damiaan H.J. Chen & Roel M.W.J. Beetsma & Sweder J.G. van Wijnbergen, 2022, "Intergenerational Sharing ofUnhedgeable Inflation Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-088/IV, Dec.
• Stefanie Huber & Tobias Schmidt, 2022, "Nevertheless, they persist: Cross-Country Differences in Homeownership Behavior," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-009/II, Jan.
• Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2022, "Where is the carbon premium? Global performance of green and brown stocks," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6b117156-316d-440a-9fa5-b.
• Ma, X. & Noussair, C.N. & Renneboog, Luc, 2022, "Colors, emotions, and the auction value of paintings," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6e02bd92-e90d-4b93-a066-4.
• Compernolle, Tine & Kort, Peter M. & Thijssen, Jacco J. J., 2022, "The effectiveness of carbon pricing : The role of diversification in a firm's investment decision?," Other publications TiSEM, Tilburg University, School of Economics and Management, number abf6597c-1ba5-4816-a46e-8.
• Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2022, "Exchange Rate Reconnect," The Review of Economics and Statistics, MIT Press, volume 104, issue 4, pages 845-855, October, DOI: 10.1162/rest_a_00978.
• Jeppe Druedahl & Alessandro Martinello, 2022, "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," The Review of Economics and Statistics, MIT Press, volume 104, issue 5, pages 1079-1095, December, DOI: 10.1162/rest_a_01004.
• Bianchi, Milo & Liu, Zhengkai & Wang, Gang, 2022, "Are We Becoming Greener? Life-time Experiences and Responsible Investment," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1382, Apr.
• Gollier, Christian & Zheng, Jiakun & van der Ploeg, Frederick, 2022, "The Discounting Premium Puzzle: Survey evidence from professional economists," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1345, Jun.
• Rossetto, Silvia & Selmane, Nassima & Staglianò, Raffaele, 2022, "Ownership concentration and firm risk: The moderating role of mid-sized blockholders," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1346, Jul.
• Campanale Claudio & Fugazza Carolina, 2022, "Preference for Wealth and Life Cycle Portfolio Choice," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 075, Jun.
• Virgilio Gianluca P. M. & Nixon Luis Más Caro & Rolando Nolverthy Minga Sarmiento & Jhanely Dávila Rivera & à talo Reátegui Díaz, 2022, "Credit risk and profitability of short-term deposit at Savings and Credit Cooperatives. The case of Peru
  [Riesgo crediticio y rentabilidad de depósitos a corto plazo en las cooperativas de ahorro y crédito. El caso de Perú]," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 142, pages 84396-84396, DOI: 10.5209/REVE.84396.
• Yuriy Kleban & Tetiana Stasiuk, 2022, "Crypto Currency Price Forecast: Neural Network Perspectives," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 254, pages 29-42, DOI: 10.26531/vnbu2022.254.03.
• André Schmitt & Sandrine Spaeter, 2022, "Providing Pandemic Business Interruption Coverage with Double Trigger Cat Bonds," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2022-05.
• André Schmitt & Sandrine Spaeter, 2022, "Pandémie et couverture des pertes d’exploitation : l’investisseur aux côtés de l’assureur et de l’Etat," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2022-07.
• Urom, C. & Ndubuisi, Gideon & Guesmi, K., 2022, "Quantile return and volatility connectedness among Non-Fungible Tokens (NFTs) and (un)conventional asset," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2022-017, May.
• Shukina Polina, 2022, "Factors of formation of dividend payment strategies," Working Papers, Moscow State University, Faculty of Economics, number 0043, Nov.
• Javier Gil-Bazo & Juan F. Imbet, 2022, "Tweeting for money: Social media and mutual fund flows," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1846, Oct.
• Wenchao Li & Changcheng Song & Shu Xu & Junjian Yi, 2022, "High Sex Ratios and Household Portfolio Choice in China," Journal of Human Resources, University of Wisconsin Press, volume 57, issue 2, pages 465-490.
• Rinaldo Naci, 2022, "Market Participation:comparing the second generation of migrants fromEU countries and East Europe," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2022:06.
• Michael Curran & Patrick O'Sullivan & Ryan Zalla, 2022, "Can Volatility Solve the Naive Portfolio Puzzle?," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 52, Feb.
• László PáL, 2022, "Asset Allocation Strategies Using Covariance Matrix Estimators," Acta Universitatis Sapientiae, Economics and Business, Sciendo, volume 10, issue 1, pages 133-144, September, DOI: 10.2478/auseb-2022-0008.
• Kedžo Margareta Gardijan, 2022, "COVID-19 pandemic impact on investment prospective in selected CEE stock markets: A stochastic dominance approach," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 8, issue 2, pages 28-42, December, DOI: 10.2478/crebss-2022-0008.
• Barbu Teodora Cristina & Boitan Iustina Alina & Cepoi Cosmin-Octavian, 2022, "Are cryptocurrencies safe havens during the COVID-19 pandemic? A threshold regression perspective with pandemic-related benchmarks," Economics and Business Review, Sciendo, volume 8, issue 2, pages 29-49, July, DOI: 10.18559/ebr.2022.2.3.
• Marchewka-Bartkowiak Kamilla & Wiśniewski Marcin, 2022, "Energy tokens as digital instruments of financial investment," Economics and Business Review, Sciendo, volume 8, issue 3, pages 109-125, October, DOI: 10.18559/ebr.2022.3.6.
• Williams Zach, 2022, "The Materiality Challenge of ESG Ratings," Economics and Culture, Sciendo, volume 19, issue 2, pages 97-108, December, DOI: 10.2478/jec-2022-0019.
• Gibilaro Lucia & Mattarocci Gianluca, 2022, "Supply chain dynamics after the COVID-19 pandemic and stock market performance: Evidence from the US," Economics, Sciendo, volume 10, issue 2, pages 45-62, December, DOI: 10.2478/eoik-2022-0016.
• Daniluk Katarzyna, 2022, "Effectiveness of Investing in the Stocks of Renewable Energy Companies in Poland," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, volume 15, issue 1, pages 47-55, March, DOI: 10.2478/ers-2022-0004.
• Trzebiński Artur A., 2022, "Mutual Funds’ Cost Persistence," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 18, issue 2, pages 13-20, June, DOI: 10.2478/fiqf-2022-0009.
• Waliszewski Krzysztof, 2022, "The impact of the COVID-19 pandemic on the personal finance - a comparative analysis of Poles and Slovaks," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 18, issue 3, pages 80-87, September, DOI: 10.2478/fiqf-2022-0021.
• Adaramola Anthony Olugbenga & Oyedeko Yusuf Olatunji, 2022, "Effect of Drawdown Strategy on Risk and Return in Nigerian Stock Market," Financial Markets, Institutions and Risks, Sciendo, volume 6, issue 3, pages 71-82, September, DOI: 10.21272/fmir.63.71-82.2022.
• Jabłoński Bartłomiej & Kika Dorota, 2022, "The Impact of Macroeconomic Indicators on the Share Prices of Dividend Companies – A Comparative Analysis of Polish and US Issuers for the Period 2016–2020," Folia Oeconomica Stetinensia, Sciendo, volume 22, issue 2, pages 78-96, December, DOI: 10.2478/foli-2022-0020.
• Nuhiu Artor & Aliu Florin & Peci Bedri, 2022, "Assessing the diversification risk of a single equity market: evidence from the largest European stock indexes," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 58, issue 1, pages 3-16, March, DOI: 10.2478/ijme-2022-0001.
• Prusak Błażej & Potrykus Marcin, 2022, "Stock price reaction to an arrangement approval in restructuring proceedings – the case of Poland," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 58, issue 3, pages 279-298, September, DOI: 10.2478/ijme-2022-0014.
• Śliwiński Paweł & Ablewski Szymon & Gemra Kamil & Łukowski Michał, 2022, "Where is the missing value? Evidence from the game industry IPOs underpricing in Poland," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 58, issue 4, pages 335-350, December, DOI: 10.2478/ijme-2022-0024.
• Łęt Blanka & Sobański Konrad & Świder Wojciech & Włosik Katarzyna, 2022, "Is the cryptocurrency market efficient? Evidence from an analysis of fundamental factors for Bitcoin and Ethereum," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 58, issue 4, pages 351-370, December, DOI: 10.2478/ijme-2022-0030.
• Dumiter Florin Cornel & Turcaș Florin Marius, 2022, "Theoretical and empirical underpinnings regarding stock market forecasts and predictions," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 32, issue 1, pages 1-19, March, DOI: 10.2478/sues-2022-0001.
• Kuveždić Marko & Dedi Lidija, 2022, "Insider Trading at Zagreb Stock Exchange," Zagreb International Review of Economics and Business, Sciendo, volume 25, issue 1, pages 79-94, DOI: 10.2478/zireb-2022-0006.
• Malik Amina & Din Shahab Ud & Shafi Khuram & Butt Babar Zaheer & Aziz Haroon, 2022, "Accounting Discretion, Loan Loss Provision in Financial Distress: Evidence from Commercial Banks," Zagreb International Review of Economics and Business, Sciendo, volume 25, issue 2, pages 1-18, DOI: 10.2478/zireb-2022-0012.
• Kurnoga Nataša & Šimurina Nika & Fučkan Filip, 2022, "Performance Differences between ESG Indices and Conventional Market Indices: a Multivariate Analysis of Indices," Zagreb International Review of Economics and Business, Sciendo, volume 25, issue s1, pages 85-103, DOI: 10.2478/zireb-2022-0026.
• Maciej Wysocki & Paweł Sakowski, 2022, "Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-12.
• Szymon Lis, 2022, "Investor Sentiment in Asset Pricing Models: A Review," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-14.
• David Love & Gregory Phelan, 2022, "Sustainability in General Equilibrium," Department of Economics Working Papers, Department of Economics, Williams College, number 2022-08, Dec, DOI: 10.36934/wecon:2022-08.
• Treb Allen & David Atkin, 2022, "Volatility and the Gains From Trade," Econometrica, Econometric Society, volume 90, issue 5, pages 2053-2092, September, DOI: 10.3982/ECTA14411.
• Isaac Ehrlich & Yong Yin, 2022, "A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 39, issue 01, pages 5-49, March, DOI: 10.1142/S0116110522500044.
• Aktham Maghyereh & Hussein Abdoh, 2022, "Connectedness Between Crude Oil And Us Equities: The Impact Of The Covid-19 Pandemic," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-30, December, DOI: 10.1142/S2010495222500294.
• Yousaf Ali Khan & Muneeb Ahmad, 2022, "Application from South Korea on the decomposition of the strategic procedure of IPO proceeds," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 1-15, December, DOI: 10.1142/S2424786322500037.
• Dilip B. Madan & King Wang, 2022, "Option Surface Statistics With Applications," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 06, pages 1-16, September, DOI: 10.1142/S0219024922500248.
• Massimo Guidolin & Alexei G. Orlov, 2022, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 1-61, September, DOI: 10.1142/S2010139222500070.
• Greg Filbeck & Xin Zhao, 2022, "Glassdoor: Are the Top CEOs Representing the Best Investments," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 1-22, September, DOI: 10.1142/S2010139222500094.
• Jens H. E. Christensen & Signe Krogstrup, 2022, "A Portfolio Model of Quantitative Easing," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04, pages 1-39, December, DOI: 10.1142/S2010139222500112.
• Jaden Jonghyuk Kim & Jung Hoon Lee & Shyam Venkatesan, 2022, "Why do Funds Make More When They Trade More?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04, pages 1-52, December, DOI: 10.1142/S2010139222500148.
• Haim Levy, 2022, "Stocks, Bonds, and the Investment Horizon:Decision-Making for the Long Run," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12665, ISBN: ARRAY(0x645436b8).
• Yinglan Tan (ed.), 2022, "Backing the Bold:A Primer on Early-Stage Venture Capital in Southeast Asia," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13095, ISBN: ARRAY(0x6490b3b0).
• Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), 2022, "Modern Finance and Risk Management:Festschrift in Honour of Hermann Locarek-Junge," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0351, ISBN: ARRAY(0x64e56648).
• Richard D Bateson, 2022, "Quantitative Hedge Funds:Discretionary, Systematic, AI, ESG and Quantamental," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0358, ISBN: ARRAY(0x647b4300).
• Günter Bamberg & Sebastian Heiden, 2022, "Confounding the Return Notions Could Be Dangerous," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Ralf Trost & Alexander Fox, 2022, "Emotionally Involved Investors — Is There Any Finance Theory Fitting to Ethical, Crowdfunding and Fan Bond Investors?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Friedrich Thießen & Jörg Müller, 2022, "How Did Risk-Reduced Investment Strategies Perform During the Corona Crash? Lessons Learned from the Crisis for the Asset Management Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Susanne Homölle & Nikolas Höhnke & Ulf Hübenbecker & Philipp Winskowski, 2022, "The Growth of Social Banks, Investment Restrictions, and Excess Liquidity Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Ulrike Stopka, 2022, "Comparative Analysis of Determining the Risk-Adequate Cost of Capital for Regulated Network Operators in Network Industries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Benjamin Hammer & Nils Härtel & Suleiman Naiem & Bernhard Schwetzler, 2022, "Private Equity Investments and Value Creation in Small and Medium-Sized Enterprises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Steffi Höse & Stefan Huschens, 2022, "The Risk of the Unseen," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Kerstin Bergk & Mario Brandtner & Wolfgang Kürsten, 2022, "Tail Nonlinearly Transformed Risk Measure as a Capital Constraint — A Better Choice for Bank Regulation Than Conditional Value-at-Risk?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Lars Hengmith & Sophia Licht, 2022, "Objectification of Subjective Risk Assessments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Stefan Huschens & Gerhard Stahl, 2022, "Model Risk as Multiplicative Risk Factor," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Krzysztof Jajuga, 2022, "Model Risk in Option Pricing — Estimation Risk of Volatility Parameter," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Rainer Lasch & Karl Dietrich, 2022, "Reference Framework for Success Factors of Resilient Supply Chains and Practical Application on a Supply Chain Disruption," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Katarzyna Kuziak & Krzysztof Piontek, 2022, "Assessment of the Systemic Risk in the German Banking Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Harald Kinateder & Niklas Wagner, 2022, "Oil and Stock Market Returns: Direction, Volatility or Liquidity?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Sven Loßagk, 2022, "Risk Reduction by Law: An Assessment of the German Renewable Energy Sources Act," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Andreas Horsch & Steffen Hundt, 2022, "Corporate Risk Management with Power Purchase Agreements," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Thomas Burkhardt & Dominik Möhring, 2022, "The Christenson Gold Price Model Reconsidered," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".