Research classified by Journal of Economic Literature (JEL) codes

2023

• Juan Fernando Garrido Navia & Jesús-Ancizar Gómez, 2023, "Dividendo entre reputación y persistencia de ganancias
  [Dividend between reputation and earnings persistence]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 36, issue 1, pages 1-18, December, DOI: https://doi.org/10.46661/revmetodos.
• Genjis Alberto Ossa González & Miriam Rojas Domínguez, 2023, "Índice simple móvil por el método de la media geométrica para acciones del mercado de la construcción y su relación tendencial con los ICCP e ICCV durante el periodo 2015-2021
  [Simple moving averag," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 36, issue 1, pages 1-16, December, DOI: https://doi.org/10.46661/revmetodos.
• Scott Condie & Lars Stentoft & Marie-Louise Vierø, 2023, "Unawareness Premia," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2023-09, Sep.
• Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2023, "Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2023-03, Mar.
• Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2023, "Trend Breaks and the Persistence of Closed-End Fund Discounts," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2023-08, Sep.
• Anil K Kashyap & Natalia Kovrijnykh & Jian Li & Anna Pavlova, 2023, "Is There Too Much Benchmarking in Asset Management?," American Economic Review, American Economic Association, volume 113, issue 4, pages 1112-1141, April, DOI: 10.1257/aer.20210476.
• Valentin Lang & David Mihalyi & Andrea F. Presbitero, 2023, "Borrowing Costs after Sovereign Debt Relief," American Economic Journal: Economic Policy, American Economic Association, volume 15, issue 2, pages 331-358, May, DOI: 10.1257/pol.20210166.
• Ralph S. J. Koijen & Motohiro Yogo, 2023, "Understanding the Ownership Structure of Corporate Bonds," American Economic Review: Insights, American Economic Association, volume 5, issue 1, pages 73-92, March, DOI: 10.1257/aeri.20210550.
• Manuel Amador & Christopher Phelan, 2023, "Reputation and Partial Default," American Economic Review: Insights, American Economic Association, volume 5, issue 2, pages 158-172, June, DOI: 10.1257/aeri.20210739.
• Christopher Clayton & Antonio Coppola & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2023, "China in Tax Havens," AEA Papers and Proceedings, American Economic Association, volume 113, pages 114-119, May, DOI: 10.1257/pandp.20231001.
• Jason Choi & Duong Dang & Rishabh Kirpalani & Diego J. Perez, 2023, "The Secular Decrease in UK Safe Asset Market Power," AEA Papers and Proceedings, American Economic Association, volume 113, pages 120-124, May, DOI: 10.1257/pandp.20231002.
• Zhiguo He & Yuehan Wang & Xiaoquan Zhu, 2023, "The Stock Connect to China," AEA Papers and Proceedings, American Economic Association, volume 113, pages 125-130, May, DOI: 10.1257/pandp.20231003.
• Agostino Capponi & Ruizhe Jia & Ye Wang, 2023, "Blockchain Private Pools and Price Discovery," AEA Papers and Proceedings, American Economic Association, volume 113, pages 253-256, May, DOI: 10.1257/pandp.20231030.
• Ana Babus & Matias Marzani & Sara Moreira, 2023, "Innovation for Innovators: The Financing of Intangibles," AEA Papers and Proceedings, American Economic Association, volume 113, pages 268-273, May, DOI: 10.1257/pandp.20231023.
• Anil K Kashyap & Jeremy C. Stein, 2023, "Monetary Policy When the Central Bank Shapes Financial-Market Sentiment," Journal of Economic Perspectives, American Economic Association, volume 37, issue 1, pages 53-76, Winter, DOI: 10.1257/jep.37.1.53.
• Michael D. Bauer & Ben S. Bernanke & Eric Milstein, 2023, "Risk Appetite and the Risk-Taking Channel of Monetary Policy," Journal of Economic Perspectives, American Economic Association, volume 37, issue 1, pages 77-100, Winter, DOI: 10.1257/jep.37.1.77.
• Ugolini, Andrea & Reboredo, Juan Carlos & Ojea-Ferreiro, Javier, , "Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 330720, DOI: 10.22004/ag.econ.330720.
• Ovidiu-Constantin BUNGET & Georgiana-Iulia LAZEA (TRIFA), 2023, "Comparative Analysis Cryptocurrencies Versus Stocks," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 11, pages 49-65, November, DOI: 10.37945/cbr.2023.11.06.
• Dorina PLESCACI, 2023, "Entities Assessment Methods Based on the Notion of Goodwill," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 1, pages 10-18, January, DOI: 10.37945/cbr.2023.01.02.
• Elena Valentina ȚILICĂ & Radu CIOBANU, 2023, "Bonds – General Concepts and Assessment," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 8, pages 16-22, August, DOI: 10.37945/cbr.2023.08.03.
• Elena Valentina ȚILICĂ & Radu CIOBANU, 2023, "Shares – General Concepts and Assessment," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 9, pages 20-30, September, DOI: 10.37945/cbr.2023.09.03.
• Serkan Şengül, 2023, "The Effects of Common Macroeconomics Factors on U.S. Stock Returns," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 8, issue 3, pages 404-424, DOI: 10.30784/epfad.1298533.
• António Portugal Duarte & Fátima Sol Murta & Nuno Baetas da Silva & Beatriz Rodrigues Vieira, 2023, "Flip the Coin: Heads, Tails or Cryptocurrencies?," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 70, issue SI, pages 1-18, February.
• Maria O. Kakaulina & Alexander S. Wagner, 2023, "Collateralization of Artificially Inflated Stocks as a Way of Generating Profit – “Clean Cashback”," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 22, issue 3, pages 739-761, DOI: https://doi.org/10.15826/vestnik.20.
• Lassance, Nathan & Vrins, Frédéric, 2023, "Portfolio selection: A target-distribution approach," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023004, Jan, DOI: https://doi.org/10.1016/j.ejor.2023.
• Lassance, Nathan & Martín-Utrera, Alberto & Simaan, Majeed, 2023, "The Risk of Expected Utility under Parameter Uncertainty," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023011, Aug.
• Lassance, Nathan & Vanderveken, Rodolphe & Vrins, Frédéric, 2023, "On the Combination of Naive and Mean-Variance Portfolio Strategies," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023012, Aug.
• Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023, "The risk premium in New Keynesian DSGE models: The cost of inflation channel," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023013, Aug, DOI: https://doi.org/10.1016/j.jedc.2023.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023, "Mental Models of the Stock Market," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 259, Oct.
• Matthew Richardson, 2023, "Introduction to the ARFE Theme on Financial Economics and COVID-19," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 1-5, November, DOI: 10.1146/annurev-financial-060623-03.
• Frédéric Cherbonnier & Christian Gollier, 2023, "Fixing Our Public Discounting Systems," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 147-164, November, DOI: 10.1146/annurev-financial-102921-11.
• Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2023, "Fiscal Capacity: An Asset Pricing Perspective," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 197-219, November, DOI: 10.1146/annurev-financial-110921-10.
• Harrison Hong & Edward Shore, 2023, "Corporate Social Responsibility," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 327-350, November, DOI: 10.1146/annurev-financial-111021-09.
• Winston Wei Dou & Xiang Fang & Andrew W. Lo & Harald Uhlig, 2023, "Macro-Finance Models with Nonlinear Dynamics," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 407-432, November, DOI: 10.1146/annurev-financial-110921-11.
• Robert A. Jarrow & Yildiray Yildirim, 2023, "Inflation-Adjusted Bonds, Swaps, and Derivatives," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 449-471, November, DOI: 10.1146/annurev-financial-110921-11.
• Bruce Tuckman, 2023, "Short-Term Rate Benchmarks: The Post-LIBOR Regime," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 473-491, November, DOI: 10.1146/annurev-financial-110921-01.
• Riccardo Rebonato, 2023, "The Q-Measure Dynamics of Forward Rates," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 493-522, November, DOI: 10.1146/annurev-financial-110921-02.
• Niels J. Gormsen & Ralph S.J. Koijen, 2023, "Financial Markets and the COVID-19 Pandemic," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 69-89, November, DOI: 10.1146/annurev-financial-110821-02.
• Bartłomiej Lisicki, 2023, "Sektorowe zróżnicowanie efektu interwału akcji spółek z GPW w dobie pandemii COVID-19," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 2, pages 174-194.
• Tomas E. Caravello & John Driffill & Turalay Kenc & Martin Sola, 2023, "Risk Aversion and Changes in Regime," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 237, Apr.
• Victor Olkhov, 2023, "Market-Based Probability of Stock Returns," Papers, arXiv.org, number 2302.07935, Feb, revised Dec 2024.
• M. Raddant & T. Di Matteo, 2023, "A Look at Financial Dependencies by Means of Econophysics and Financial Economics," Papers, arXiv.org, number 2302.08208, Feb.
• Andrea Barbon & Angelo Ranaldo, 2023, "NFT Bubbles," Papers, arXiv.org, number 2303.06051, Mar.
• Tomohiro Hirano & Alexis Akira Toda, 2023, "Housing Bubbles with Phase Transitions," Papers, arXiv.org, number 2303.11365, Mar, revised May 2025.
• Victor Olkhov, 2023, "Market-Based "Actual" Returns of Investors," Papers, arXiv.org, number 2304.06466, Apr, revised Feb 2024.
• Tomohiro Hirano & Alexis Akira Toda, 2023, "Bubble Necessity Theorem," Papers, arXiv.org, number 2305.08268, May, revised Apr 2024.
• Aman Saggu & Lennart Ante, 2023, "The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis," Papers, arXiv.org, number 2305.12739, May.
• Jiti Gao & Bin Peng & Yayi Yan, 2023, "Time-Varying Vector Error-Correction Models: Estimation and Inference," Papers, arXiv.org, number 2305.17829, May.
• Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2023, "Latent Factor Analysis in Short Panels," Papers, arXiv.org, number 2306.14004, Jun, revised Oct 2025.
• Tomohiro Hirano & Alexis Akira Toda, 2023, "Unbalanced Growth and Land Overvaluation," Papers, arXiv.org, number 2307.00349, Jul, revised Nov 2024.
• Sabiou Inoua & Vernon Smith, 2023, "A Classical Model of Speculative Asset Price Dynamics," Papers, arXiv.org, number 2307.00410, Jul.
• Gianluca Cassese, 2023, "Subjective Expected Utility and Psychological Gambles," Papers, arXiv.org, number 2307.10328, Jul, revised Oct 2023.
• Christophe Gouel & Qingyin Ma & John Stachurski, 2023, "Interest Rate Dynamics and Commodity Prices," Papers, arXiv.org, number 2308.07577, Aug, revised Sep 2024.
• Dennis Kristensen & Young Jun Lee & Antonio Mele, 2023, "Closed-form approximations of moments and densities of continuous-time Markov models," Papers, arXiv.org, number 2308.09009, Aug.
• Victor Olkhov, 2023, "Theoretical Economics as Successive Approximations of Statistical Moments," Papers, arXiv.org, number 2310.05971, Sep, revised Apr 2024.
• Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2023, "Estimation and Inference for a Class of Generalized Hierarchical Models," Papers, arXiv.org, number 2311.02789, Nov, revised Apr 2024.
• Tomohiro Hirano & Alexis Akira Toda, 2023, "Bubble Economics," Papers, arXiv.org, number 2311.03638, Nov, revised Dec 2023.
• Josip Arneric & Marcela Sturmer, 2023, "Price Jumps Identification Using Integrated Variance Estimators," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 32, issue 1, pages 55-74, june, DOI: 10.17818/EMIP/2023/1.3.
• Lambrecht, Marco & Oechssler, Jörg & Weidenholzer, Simon, 2023, "On the benefits of robo-advice in financial markets," Working Papers, University of Heidelberg, Department of Economics, number 0734, Sep.
• Conrad, Christian & Schoelkopf, Julius Theodor & Tushteva, Nikoleta, 2023, "Long-Term Volatility Shapes the Stock Market’s Sensitivity to News," Working Papers, University of Heidelberg, Department of Economics, number 0739, Dec.
• Isaac Appiah-Otoo, 2023, "The Impact of the Russia-Ukraine War on the Cryptocurrency Market," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 4, issue 1, pages 1-5, DOI: 2023/03/09.
• Jamiu Badmus & Sodiq Bisiriyu & Oluwadamilola Alawode, 2023, "Modeling Oil shocks-Green Investments Nexus - A Global Evidence Based on Wavelet Coherence Technique," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 2, pages 1-5, DOI: 2023/06/13.
• Bruno Benevit & Daniel Uhr & João Vítor Paz Corrales & Júlia Gallego Ziero Uhr, 2023, "The Effect of 2021 Brazil’s “Proposal for Free Market Expansion of the Electricity Sector†on Short-Term Stock Prices and Volatility," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 2, pages 1-5, DOI: 2023/06/13.
• Ian Berk & Massimo Guidolin & Monia Magnani, 2023, "Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23202.
• Carlo A. Favero & Ruben Fernandez-Fuertes, 2023, "Monetary Policy in the COVID Era and Beyond: the Fed vs the ECB," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23209.
• Carlo A. Favero & Ruben Fernandez-Fuertes, 2023, "Modelling the Term Structure with Trends in Yields and Cycles in Excess Returns," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23210.
• Olena Tomchuk, 2023, "Analytical Provision Of Computational Operations And Directions For Their Improvement," Green, Blue & Digital Economy Journal, Publishing house "Baltija Publishing", volume 4, issue 1, DOI: 10.30525/2661-5169/2023-1-8.
• Aysenur Tarakcioglu Altinay & Mesut Dogan & Bilge Leyli Demirel Ergun & Sevdie Alshiqi, 2023, "The Fama-French Five-Factor Asset Pricing Model: A Research on Borsa Istanbul," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 3-21.
• Bo Young Chang, 2023, "Estimating the Slope of the Demand Function at Auctions for Government of Canada Bonds," Discussion Papers, Bank of Canada, number 2023-12, Jun, DOI: 10.34989/sdp-2023-12.
• Cars Hommes & Stefanie J. Huber & Daria Minina & Isabelle Salle, 2023, "Learning in a Complex World: Insights from an OLG Lab Experiment," Staff Working Papers, Bank of Canada, number 23-13, Feb, DOI: 10.34989/swp-2023-13.
• John Duffy & Janet Hua Jiang & Huan Xie, 2023, "Pricing Indefinitely Lived Assets: Experimental Evidence," Staff Working Papers, Bank of Canada, number 23-25, Apr, DOI: 10.34989/swp-2023-25.
• Andrea Ugolini & Juan C. Reboredo & Javier Ojea Ferreiro, 2023, "Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps," Staff Working Papers, Bank of Canada, number 23-38, Jul, DOI: 10.34989/swp-2023-38.
• Bruno Feunou, 2023, "Generalized Autoregressive Gamma Processes," Staff Working Papers, Bank of Canada, number 23-40, Aug, DOI: 10.34989/swp-2023-40.
• Annick Demers & Tamara Gomes & Stephane Gignac, 2023, "Introducing the Bank of Canada’s Market Participants Survey," Staff Analytical Notes, Bank of Canada, number 2023-1, Jan, DOI: 10.34989/san-2023-1.
• Patrick Fève & Alban Moura, 2023, "Frictionless house-price momentum," BCL working papers, Central Bank of Luxembourg, number 177, Nov.
• Esther Cáceres & Matías Lamas, 2023, "Dividend Restrictions and Search for Income," Working Papers, Banco de España, number 2332, Oct, DOI: https://doi.org/10.53479/34644.
• Donato Ceci & Alessandro Montino & Sara Pinoli & Andrea Silvestrini, 2023, "Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 778, Jun.
• Fabrizio Ferriani & Andrea Gazzani, 2023, "The invasion of Ukraine and the energy crisis: comparative advantages in equity valuations," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 789, Jul.
• Maria Ludovica Drudi & Giulio Carlo Venturi, 2023, "Assessing the liquidity premium in the Italian bond market," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 795, Sep.
• Onofrio Panzarino, 2023, "Investor behavior under market stress:evidence from the Italian sovereign bond market," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 33, May.
• Simone Letta & Pasquale Mirante, 2023, "Investigating the determinants of corporate bond credit spreads in the euro area," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 36, Jun.
• Federico C. Nucera & Lucio Sarno & Gabriele Zinna, 2023, "Currency risk premiums redux?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1415, Jul.
• Andrea Fabiani & Fabio Massimo Piersanti, 2023, "Inflation, capital structure and firm value," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1434, Dec.
• Martha López & Eduardo Sarmiento G., 2023, "Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1243, Jun, DOI: 10.32468/be.1243.
• Wilmar Alexander Cabrera-Rodríguez & Daniela Rodríguez-Novoa & Camilo Eduardo Sánchez-Quinto, 2023, "A robust model for the term structure of interest rates: some applications in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1255, Oct, DOI: 10.32468/be.1255.
• Koresh Galil & Eva Varon, 2023, "National Culture and Banks' Stock Market Volatility," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 2307.
• Koresh Galil & Lior David-Pur & Mosi Rosenboim & Offer Moshe Shapir, 2023, "Shedding Light on the Dynamics of the Secured Overnight Financing Rate (SOFR)," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 2310.
• Sally Chen & Eric Tsang & Leanne Si Ying Zhang, 2023, "Global supply chain interdependence and shock amplification - evidence from Covid lockdowns," BIS Quarterly Review, Bank for International Settlements, March.
• Raphael Auer & Bernhard Haslhofer & Stefan Kitzler & Pietro Saggese & Friedhelm Victor, 2023, "The Technology of Decentralized Finance (DeFi)," BIS Working Papers, Bank for International Settlements, number 1066, Jan.
• Xiaoxi Liu & Jinming Xie, 2023, "Forecasting swap rate volatility with information from swaptions," BIS Working Papers, Bank for International Settlements, number 1068, Jan.
• Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2023, "Constrained liquidity provision in currency markets," BIS Working Papers, Bank for International Settlements, number 1073, Feb.
• Sonya Zhu, 2023, "Volume dynamics around FOMC announcements," BIS Working Papers, Bank for International Settlements, number 1079, Mar.
• Maik Schmeling & Andreas Schrimpf & Karamfil Todorov, 2023, "Crypto carry," BIS Working Papers, Bank for International Settlements, number 1087, Apr.
• Sebastian Doerr & Sebastian Egemen Eren & Semyon Malamud, 2023, "Money market funds and the pricing of near-money assets," BIS Working Papers, Bank for International Settlements, number 1096, May.
• Koji Takahashi & Sumiko Takaoka, 2023, "How much do firms need to satisfy employees? - Evidence from credit spreads and online employee reviews," BIS Working Papers, Bank for International Settlements, number 1111, Jul.
• Mitsuru Katagiri & Junnosuke Shino & Koji Takahashi, 2023, "To lend or not to lend: the Bank of Japan's ETF purchase program and securities lending," BIS Working Papers, Bank for International Settlements, number 1113, Aug.
• Sally Chen & Eric Tsang & Leanne Si Ying Zhang, 2023, "Global supply chain interdependence and shock amplification – evidence from Covid lockdowns," BIS Working Papers, Bank for International Settlements, number 1123, Sep.
• Gong Cheng & Eric Jondeau & Benoit Mojon & Dimitri Vayanos, 2023, "The impact of green investors on stock prices," BIS Working Papers, Bank for International Settlements, number 1127, Sep.
• Albert S. (Pete) & Karamfil Todorov, 2023, "The cumulant risk premium," BIS Working Papers, Bank for International Settlements, number 1128, Oct.
• Darrell Duffie & Michael Fleming & Frank Keane & Claire Nelson & Or Shachar & Peter Van Tassel, 2023, "Dealer capacity and US Treasury market functionality," BIS Working Papers, Bank for International Settlements, number 1138, Oct.
• Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023, "Relationship discounts incorporate bond trading," BIS Working Papers, Bank for International Settlements, number 1140, Nov.
• Jieun Lee, 2023, "Dollar and government bond liquidity: evidence from Korea," BIS Working Papers, Bank for International Settlements, number 1145, Nov.
• Ahmed Ahmed & Boris Hofmann & Martin Schmitz, 2023, "Foreign institutional investors, monetary policy, and reaching for yield," BIS Working Papers, Bank for International Settlements, number 1153, Dec.
• Evgeny Danilov, 2023, "Impact of Market Changes and Regulatory Measures on Accuracy of Bond Valuation in Portfolios of Russian Credit Institutions," Russian Journal of Money and Finance, Bank of Russia, volume 82, issue 4, pages 108-125, December.
• Richard Finlay & Dmitry Titkov & Michelle Xiang, 2023, "The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases," The Economic Record, The Economic Society of Australia, volume 99, issue 326, pages 359-384, September, DOI: 10.1111/1475-4932.12734.
• Bo Becker & Victoria Ivashina, 2023, "Disruption and Credit Markets," Journal of Finance, American Finance Association, volume 78, issue 1, pages 105-139, February, DOI: 10.1111/jofi.13187.
• Mikhail Chernov & Drew Creal, 2023, "International Yield Curves and Currency Puzzles," Journal of Finance, American Finance Association, volume 78, issue 1, pages 209-245, February, DOI: 10.1111/jofi.13191.
• Svetlana Bryzgalova & Jiantao Huang & Christian Julliard, 2023, "Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models," Journal of Finance, American Finance Association, volume 78, issue 1, pages 487-557, February, DOI: 10.1111/jofi.13197.
• Mikhail Chernov & Magnus Dahlquist & Lars Lochstoer, 2023, "Pricing Currency Risks," Journal of Finance, American Finance Association, volume 78, issue 2, pages 693-730, April, DOI: 10.1111/jofi.13190.
• Mathieu Aubry & Roman Kräussl & Gustavo Manso & Christophe Spaenjers, 2023, "Biased Auctioneers," Journal of Finance, American Finance Association, volume 78, issue 2, pages 795-833, April, DOI: 10.1111/jofi.13203.
• Larry Cordell & Michael R. Roberts & Michael Schwert, 2023, "CLO Performance," Journal of Finance, American Finance Association, volume 78, issue 3, pages 1235-1278, June, DOI: 10.1111/jofi.13224.
• John Gathergood & David Hirshleifer & David Leake & Hiroaki Sakaguchi & Neil Stewart, 2023, "Naïve Buying Diversification and Narrow Framing by Individual Investors," Journal of Finance, American Finance Association, volume 78, issue 3, pages 1705-1741, June, DOI: 10.1111/jofi.13222.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2023, "Social media and price discovery: The case of cross‐listed firms," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 46, issue 1, pages 151-167, February, DOI: 10.1111/jfir.12310.
• Şenay Ağca & John R. Birge & Zi'ang Wang & Jing Wu, 2023, "The impact of COVID‐19 on supply chain credit risk," Production and Operations Management, Production and Operations Management Society, volume 32, issue 12, pages 4088-4113, December, DOI: 10.1111/poms.14079.
• AKEL Veli & CISSE Boubacar Amadou, 2023, "Test Of Arbitrage Pricing Theory On Stock Indices: An Empirical Study On Bist100," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 75, issue 1, pages 7-18, April, DOI: 10.56043/reveco-2023-0001.
• Sven Klingler & Olav Syrstad, 2023, "Does SOFR-linked debt cost borrowers more than LIBOR-linked debt?," Working Paper, Norges Bank, number 2023/7, May.
• Irem Erten & Ioana Neamtu & John Thanassoulis, 2023, "The ring-fencing bonus," Bank of England working papers, Bank of England, number 999, Jan.
• Gabor Pinter, 2023, "An anatomy of the 2022 gilt market crisis," Bank of England working papers, Bank of England, number 1019, Mar.
• Harkeerit Kalsi & Nicholas Vause & Nora Wegner, 2023, "Self-fulfilling fire sales and market backstops," Bank of England working papers, Bank of England, number 1020, Jun.
• Gabor Pinter & Semih Uslu, 2023, "Price formation in markets with trading delays," Bank of England working papers, Bank of England, number 1023, Jun.
• Yuliya Baranova & Eleanor Holbrook & David MacDonald & William Rawstorne & Nicholas Vause & Georgia Waddington, 2023, "The potential impact of broader central clearing on dealer balance sheet capacity: a case study of UK gilt and gilt repo markets," Bank of England working papers, Bank of England, number 1026, Jun.
• Saleem Bahaj & Robert Czech & Sitong Ding & Ricardo Reis, 2023, "The market for inflation risk," Bank of England working papers, Bank of England, number 1028, Jun.
• Umang Khetan & Ioana Neamțu & Ishita Sen, 2023, "The market for sharing interest rate risk: quantities behind prices," Bank of England working papers, Bank of England, number 1031, Jul.
• Rodrigo Barria & Gabor Pinter, 2023, "Mispricing in inflation markets," Bank of England working papers, Bank of England, number 1034, Aug.
• Rodrigo Guimaraes & Gabor Pinter & Jean-Charles Wijnandts, 2023, "The liquidity state-dependence of monetary policy transmission," Bank of England working papers, Bank of England, number 1045, Oct.
• Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023, "Relationship discounts in corporate bond trading," Bank of England working papers, Bank of England, number 1049, Nov.
• Edoardo Acabbi & Andrea Alati, 2023, "Defusing leverage: liquidity management and labor contracts," Bank of England working papers, Bank of England, number 1051, Nov.
• Marianthi Anastasatou & Hiona Balfoussia & Zacharias Bragoudakis & Dimitris Malliaropulos & Petros Migiakis & Dimitris Papageorgiou & Pavlos Petroulas, 2023, "Effects of a sovereign credit rating upgrade to investment grade on the Greek economy," Economic Bulletin, Bank of Greece, issue 58, pages 7-28, December, DOI: 10.52903/econbull20235801.
• Kota Watanabe & Kyosuke Hari & Natsu Sawada & Hidemi Bessho, 2023, "Developments in and Characteristics of Japan's FX Market: An Analysis Based on the 2022 BIS Triennial Central Bank Survey," Bank of Japan Review Series, Bank of Japan, number 23-E-4, May.
• Akitaka Tsuchiya & Kenichi Sakura, 2023, "Recent Characteristics of Long-Term Interest Rates and Stock Prices in the United States and Europe: with a Focus on the Effects of Increased Attention to Inflation Indicators," Bank of Japan Review Series, Bank of Japan, number 23-E-6, Sep.
• Naoki Matsuda & Juri Oyama & Rie Yamaoka & Hidemi Bessho, 2023, "Retail Foreign Exchange Margin Trading in Japan: An Analysis from the Developments in 2022," Bank of Japan Review Series, Bank of Japan, number 23-E-7, Sep.
• Kaori Ochi & Mitsuhiro Osada, 2023, "Developments in Corporate Bond Spreads at Issuance," Bank of Japan Review Series, Bank of Japan, number 23-E-8, Nov.
• Daisuke Miyakawa & Takemasa Oda & Taihei Sone, 2023, "Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-12, Aug.
• Christina Brinkmann, 2023, "Differentiation in Risk Profiles," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2023_444, Jul.
• Maximilian Jager & Frederick Zadow, 2023, "Clear(ed) Decision: The Effect of Central Clearing on Firms Financing Decision," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2023_445, Aug.
• Cevik Serhan & Naik Sadhna, 2023, "Don’t Look Up: House Prices in Emerging Europe," German Economic Review, De Gruyter, volume 24, issue 4, pages 411-436, December, DOI: 10.1515/ger-2023-0015.
• Hatzinikolaou Dimitris & Sarigiannidis Georgios, 2023, "A threshold model for the spread," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 1, pages 67-82, February, DOI: 10.1515/snde-2020-0007.
• Lux Thomas, 2023, "Approximate Bayesian inference for agent-based models in economics: a case study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 423-447, September, DOI: 10.1515/snde-2021-0052.
• Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garces, 2023, "Why Do Investors Buy Shares of Actively Managed Equity Mutual Funds? Considering the Correct Reference Portfolio from an Uninformed Investor’s Perspective," Finance, Presses universitaires de Grenoble, volume 44, issue 2, pages 69-111.
• Donia Aloui & Abderrazek Ben Maatoug, 2023, "Comment l'incertitude à l'égard de la politique économique peut-elle affecter le marché boursier français dans un environnement riche en données ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 275-288.
• Patozi, A., 2023, "Green Transmission: Monetary Policy in the Age of ESG," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2311, Jan.
• Simshauser, P., 2023, "The regulation of electricity transmission in Australia's National Electricity Market: user charges, investment and access," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2340, Dec.
• Simshauser, P., 2023, "On Static vs. Dynamic Line Ratings in Renewable Energy Zones," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2362, Dec.
• Simshauser, P. & Newbery, D., 2023, "Non-Firm vs. Priority Access: on the Long Run Average and Marginal Cost of Renewables in Australia," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2363, Dec.
• Warwick Anderson & Jędrzej Białkowski & Moritz Wagner, 2023, "The midterm election effect on US stock returns: Some practical considerations for investors," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 23/05, May.
• Pourpourides, Panayiotis, 2023, "Long-Term Nexus of Macroeconomic and Financial Fundamentals with Cryptocurrencies," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/23, Sep.
• Guglielmo Maria Caporale & Alex Plastun, 2023, "Seven Pitfalls of Technical Analysis," CESifo Working Paper Series, CESifo, number 10213.
• Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms, 2023, "Where Is the Carbon Premium? Global Performance of Green and Brown Stocks," CESifo Working Paper Series, CESifo, number 10246.
• Adam Michael Bauer & Cristian Proistosescu & Gernot Wagner, 2023, "Carbon Dioxide as a Risky Asset," CESifo Working Paper Series, CESifo, number 10278.
• Guglielmo Maria Caporale & Nicola Spagnolo, 2023, "US Municipal Green Bonds and Financial Integration," CESifo Working Paper Series, CESifo, number 10323.
• Raphael Auer & Marc Farag & Ulf Lewrick & Lovrenc Orazem & Markus Zoss & Raphael A. Auer, 2023, "Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies," CESifo Working Paper Series, CESifo, number 10355.
• Raphael Auer & Bruce Iwadate & Andreas Schrimpf & Alexander F. Wagner & Raphael A. Auer, 2023, "Global Production Linkages and Stock Market Comovement," CESifo Working Paper Series, CESifo, number 10492.
• Carlos Cañon & Eddie Gerba & Alberto Pambira & Evarist Stoja, 2023, "An Unconventional FX Tail Risk Story," CESifo Working Paper Series, CESifo, number 10629.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023, "Mental Models of the Stock Market," CESifo Working Paper Series, CESifo, number 10691.
• Felix Haase & Matthias Neuenkirch, 2023, "Macroeconomic Expectations and State-Dependent Factor Returns," CESifo Working Paper Series, CESifo, number 10720.
• Scott Alan Carson & Wael M. Al-Sawai & Scott A. Carson, 2023, "Partially Adaptive Econometric Methods and Vertically Integrated Majors in the Oil and Gas Industry," CESifo Working Paper Series, CESifo, number 10733.
• Sophie Zhou & Frederick van der Ploeg & Rick van der Ploeg, 2023, "Structural Change and the Climate Risk Premium during the Green Transition," CESifo Working Paper Series, CESifo, number 10840.
• Haroon Mumtaz & Roman Sustek, 2023, "Global house prices since 1950," Discussion Papers, Centre for Macroeconomics (CFM), number 2307, Feb.
• Ambrogio Cesa-Bianchi & Robert Czech & Fernando Eguren-Martin, 2023, "Dash for Dollars," Discussion Papers, Centre for Macroeconomics (CFM), number 2314, Apr.
• Tomohiro Hirano & Alexis Akira Toda, 2023, "Bubble Economics," Discussion Papers, Centre for Macroeconomics (CFM), number 2322, Nov.
• Lacroix, Jean & Mitchener, Kris James & Oosterlinck, Kim, 2023, "Domino Secessions: Evidence from the U.S," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 676.
• Sebastian Doerr & Egemen Eren & Semyon Malamud, 2023, "Money Market Funds and the Pricing of Near-Money Assets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-04, Jan.
• Ana Mão-de-Ferro & Stefano Ramelli, 2023, "Inflation, the Corporate Greed Narrative, and the Value of Corporate Social Responsibility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-06, Jan.
• Andreas G. F. Hoepner & Johannes Klausmann & Markus Leippold & Jordy Rillaerts, 2023, "Beyond Climate: The Impact of Biodiversity, Water, and Pollution on the CDS Term Structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-10, Feb, revised May 2023.
• John Y. Campbell & Can Gao & Ian Martin, 2023, "Debt and Deficits: Fiscal Analysis with Stationary Ratios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-101, Nov.
• Johannes Breckenfelder & Pierre Collin-Dufresne & Stefano Corradin, 2023, "Is the Bond Market Competitive? Evidence From the ECB's Asset Purchase Programme," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-104, Nov.
• Turan G. Bali & Heiner Beckmeyer & Amit Goyal, 2023, "A Joint Factor Model for Bonds, Stocks, and Options," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-106, Nov.
• Amit Goyal & Sunil Wahal, 2023, "R&D, Innovation, and the Stock Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-107, Nov.
• Marco Di Maggio & Francesco A. Franzoni & Shimon Kogan & Ran Xing, 2023, "Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-108, Nov.
• Antoine Didisheim & Shikun Ke & Bryan T. Kelly & Semyon Malamud, 2023, "Complexity in Factor Pricing Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-19, Mar.
• Andrea Barbon & Angelo Ranaldo, 2023, "NFT Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-20, Mar.
• Markus Leippold & Tingyu Yu, 2023, "The Green Innovation Premium: Evidence from U.S. Patents and the Stock Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-21, Mar.
• Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2023, "Foreign Exchange Swap Liquidity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-22, Mar.
• Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander F. Wagner, 2023, "Do Investors Care About Biodiversity?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-24, Mar.
• Marlon Azinovic & Harold L. Cole & Felix Kübler, 2023, "Asset Pricing in a Low Rate Environment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-31, May.
• Marc Arnold & Nicola Kollman & Angel Tengulov, 2023, "Creditor Control Rights and the Pricing of Corporate Loans," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-35, Feb, revised Jun 2023.
• Li Lin & Didier Sornette, 2023, "A Parsimonious Inverse Cox-Ingersoll-Ross Process for Financial Price Modeling," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-41, Feb.
• Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2023, "Latent Factor Analysis in Short Panels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-44, Jun.
• Pierre Collin-Dufresne & Julien Hugonnier & Elena Perazzi, 2023, "Admissible Surplus Dynamics and the Government Debt Puzzle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-45, Jun.
• Stefan Pohl & Vesa Pursiainen, 2023, "The Role of Stock Indices in Analyst Career Outcomes and Stock Recommendations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-50, Jun.
• Thorsten Hens & Ester Trutwin, 2023, "Modelling Sustainable Investing in the CAPM," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-56, Jun.
• Francesco D'Ercole & Alexander F. Wagner, 2023, "Green Stocks and the 2023 Banking Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-58, Jul.
• Joshua Traut & Wolfgang Schadner, 2023, "Which is Worse: Heavy Tails or Volatility Clusters?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-61, Aug.
• Crocker Herbert Liu & Charles Trzcinka & Ziwei Zhao, 2023, "Trading Halts and Price Informativeness," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-62, Aug.
• Crocker Franklin Allen & Marlene Haas & Matteo Pirovano & Angel Tengulov, 2023, "How Prevalent Are Short Squeezes? Evidence From the US and Europe," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-63, Aug.
• Florent Gallien & Sergei Glebkin & Serge Kassibrakis & Semyon Malamud & Alberto Teguia, 2023, "Price Formation in the Foreign Exchange Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-68, Aug.
• Martin Hoesli & Richard Malle, 2023, "Commercial Real Estate Prices in Europe After COVID-19," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-73, Aug.
• Alberto Quaini & Fabio Trojani & Ming Yuan, 2023, "Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-81, Sep.
• Friedrich Baumann & Ali Kakhbod & Dmitry Livdan & Abdolreza Nazemi & Norman Schürhoff, 2023, "Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-85, Sep.
• Nicolas Camenzind & Damir Filipović, 2023, "Stripping the Swiss Discount Curve," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-97, Oct.
• Christophe Gouel & Qingyin Ma & John Stachurski, 2023, "Interest Rate Dynamics and Commodity Prices," Working Papers, CEPII research center, number 2023-21, Oct.
• Julio César Rodríguez-Burgos & Gerardo Hernández-del-Valle & Héctor Jasso-Fuentes, 2023, "Explicit formulae for the valuation of European options with price impacts," CEMLA Working Paper Series, CEMLA, number 04/2023, Apr.
• Simona Malovana & Dominika Ehrenbergerova & Zuzana Gric, 2023, "What Do Economists Think About the Green Transition? Exploring the Impact of Environmental Awareness," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/6, May.