Research classified by Journal of Economic Literature (JEL) codes

2024

• Bongiovanni, Alessio & Fiandrino, Simona, 2024, "Does firm environmental performance mitigate the market reaction to COVID-19 uncertainty?," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102193.
• Zhou, Bole & Ma, Lili & Yang, Shenghao, 2024, "Catering behaviors in corporate digitization disclosures: Identification and analyst forecast accuracy loss," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102201.
• Staněk Gyönyör, Lucie & Horváth, Matúš, 2024, "Does ESG affect stock market dependence? An empirical exploration of S&P 1200 companies shows the divergent nature of E–S–G pillars," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102230.
• Li, Xiao & Wu, Ruoxi & Wang, Chen, 2024, "Impacts of bitcoin on monetary system: Is China's bitcoin ban necessary?," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102237.
• Pan, Zhigang & Bai, Zhihong & Xing, Xiaochao & Wang, Zhufeng, 2024, "US inflation and global commodity prices: Asymmetric interdependence," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102245.
• Dong, Liang & Yu, Bo & Qin, Zhenjiang & Lam, Keith S.K., 2024, "Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102247.
• del Río, Cristina & Ferrer, Elena & López-Arceiz, Francisco J., 2024, "Analyst optimism and market sentiment: Evidence from European corporate sustainability reporters," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102253.
• Ma, Yao & Yang, Baochen & Ye, Tao, 2024, "Quality acceleration and cross-sectional returns: Empirical evidence," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102269.
• Ha, Le Thanh & Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024, "Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102278.
• Cheng, Xiao & Huang, Ying Sophie & Wang, Tao, 2024, "Global de-diversification and stock returns," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102292.
• Bampinas, Georgios & Panagiotidis, Theodore, 2024, "How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102272.
• Wang, Hanying & Qi, Ju & Li, Zhuohua & Sensoy, Ahmet & Xing, Hongwei, 2024, "Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102295.
• Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang, 2024, "Price effects after one-day abnormal returns and crises in the stock markets," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102308.
• Saggu, Aman & Ante, Lennart & Demir, Ender, 2024, "Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102333.
• Fung, Michael K. & Cheng, Louis T.W. & Shen, Jianfu, 2024, "Do media message receivers asymmetrically react to non-strategic and strategic media coverage? Evidence from Hong Kong," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102335.
• Hong, Zhiwu & Wang, Zhenhan & Li, Xinda, 2024, "Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102369.
• Ugolini, Andrea & Reboredo, Juan C. & Ojea-Ferreiro, Javier, 2024, "Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102372.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2024, "Evaluating asset pricing anomalies: Evidence from Latin America," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102381.
• Hamza, Taher & Ben Haj Hamida, Hayet & Mili, Mehdi & Sami, Mina, 2024, "High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102384.
• Ye, Yanyi & Wang, Hongping & Tian, Kailan & Li, Meng, 2024, "Supply chain risks and the cost of debt: Evidence from the COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102399.
• Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2024, "Global macroeconomic factors and the connectedness among NFTs and (un)conventional assets," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102429.
• Grau-Vera, David & Rubio, Gonzalo, 2024, "Risk-adjusted performance of new economy indices and thematic sectors," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102438.
• Arenas, Laura & Vizuete-Luciano, Emili & Gil-Lafuente, Anna María, 2024, "Banking FinTech and stock market volatility? The BIZUM case," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102439.
• Duanmu, Jun & Hur, Jungshik & Li, Yongjia, 2024, "Diversification and idiosyncratic volatility puzzle: Evidence from ETFs," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102443.
• Wang, Jingya & Taylor, Alex P., 2024, "Predicting consumption-wealth ratio changes and stock market returns," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102474.
• Galloppo, Giuseppe & Guida, Roberto & Paimanova, Viktoriia, 2024, "Mutual fund flows and returns dynamics: Investor preferences and performance persistence," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102485.
• Wu, Yanran & Wu, Shan & Xu, Fujia & Jiang, Jie, 2024, "Wisdom of crowds or awkward squad? Social interaction and the information efficiency of the Chinese capital market," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102486.
• Aslanidis, Nektarios & Bariviera, Aurelio F. & Savva, Christos S., 2024, "Do online attention and sentiment affect cryptocurrencies’ correlations?," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102488.
• Xiaoyang, Xu & Ali, Shoaib & Naveed, Muhammad, 2024, "Artificial intelligence and big data tokens: Where cognition unites, herding patterns take flight," Research in International Business and Finance, Elsevier, volume 72, issue PA, DOI: 10.1016/j.ribaf.2024.102506.
• Jacob-Leal, Sandrine & Hanaki, Nobuyuki, 2024, "Algorithmic trading, what if it is just an illusion? Evidence from experimental asset markets," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 112, issue C, DOI: 10.1016/j.socec.2024.102240.
• Sui, Cong & Wang, Shuhan & Zheng, Wei, 2024, "Sentiment as a shipping market predictor: Testing market-specific language models," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 189, issue C, DOI: 10.1016/j.tre.2024.103651.
• Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024, "Technological Synergies, Heterogeneous Firms and Idiosyncratic Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-22, Mar.
• Enrico Campos de Mira & Wilfredo Fernado Leiva Maldonado, 2024, "Detecting Bubbles in the Brazilian Commercial Real Estate Market: 2012-2023," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-29, May.
• Dimiter Nenkov, 2024, "“The Magnificent Seven” Technology Stocks and Their Impact on the S&P 500: A Review 4 Years Later," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 6, issue 2, pages 180-195, December.
• Jeko Milev & Kremena Choutilova-Yochkolovska, 2024, "The Multifund System – Is It an Option for Raising the Sustainability of The Bulgarian Pension System?," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 6, issue 2, pages 206-216, December.
• Rava Azeredo da Silveira & Yeji Sung & Michael Woodford, 2024, "Optimally Imprecise Memory and Biased Forecasts," American Economic Review, American Economic Association, volume 114, issue 10, pages 3075-3118, October, DOI: 10.1257/aer.20201806.
• Tim Bollerslev & Jia Li & Yuexuan Ren, 2024, "Optimal Inference for Spot Regressions," American Economic Review, American Economic Association, volume 114, issue 3, pages 678-708, March, DOI: 10.1257/aer.20221338.
• Kai Hao Yang & Alexander K. Zentefis, 2024, "Monotone Function Intervals: Theory and Applications," American Economic Review, American Economic Association, volume 114, issue 8, pages 2239-2270, August, DOI: 10.1257/aer.20230330.
• Zhiguo He & Maggie Hu & Zhenping Wang & Vincent Yao, 2024, "Valuing Long-Term Property Rights with Anticipated Political Regime Shifts," American Economic Review, American Economic Association, volume 114, issue 9, pages 2701-2747, September, DOI: 10.1257/aer.20211242.
• Nathan Foley-Fisher & Gary Gorton & Stéphane Verani, 2024, "Adverse Selection Dynamics in Privately Produced Safe Debt Markets," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 1, pages 441-468, January, DOI: 10.1257/mac.20210383.
• Marzena Rostek & Ji Hee Yoon, 2024, "Innovation in Decentralized Markets: Technology versus Synthetic Products," American Economic Journal: Microeconomics, American Economic Association, volume 16, issue 1, pages 63-109, February, DOI: 10.1257/mic.20220138.
• Alan D. Crane & Andrew Koch & Leming Lin, 2024, "Real Effects of Markets on Politics: Evidence from US Presidential Elections," American Economic Review: Insights, American Economic Association, volume 6, issue 1, pages 73-88, March, DOI: 10.1257/aeri.20220240.
• Whelsy Boungou & Alhonita Yatie, 2024, "Crypto-assets, Uncertainties, and Geopolitical Risks," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 14, issue 2, pages 55-64.
• Muhammad Muddasir & Gülşah Kulalı, 2024, "The Validity of CAPM and ICAPM in the Istanbul Stock Exchange," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 1, pages 26-42, DOI: 10.30784/epfad.1383837.
• Selçuk Yalçın, 2024, "Piyasa Çarpanları ile Portföy Oluşturma: BİST’te Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 3, pages 610-627, DOI: 10.30784/epfad.1477190.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2024, "Rational bubbles on assets with a fundamental value," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2408, Mar.
• Cojocaru Maxim, MS Student, 2024, "Correlation Between Financial Performance And Stock Market Performance," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 42, pages 70-77, April.
• Dumitru CINCIULESCU, 2024, "The Impact Of Tail Risk And Black Swan Events On Modern Portfolio Theory. A Reassessment Of Risk Assumptions In Extreme Market Conditions," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 43, pages 83-96, November.
• Elena-Carmen NICULA FULGA, 2024, "Exploring The Dynamics Of Derivative Markets. A Comprehensive Study On Futures, Options, And Swaps In Modern Finance," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 43, pages 97-108, November.
• Mirzat Ullah, 2024, "Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 1, pages 110-135, DOI: https://doi.org/10.15826/vestnik.20.
• Vanderveken, Rodolphe & Lassance, Nathan & Vrins, Frédéric, 2024, "Optimal Portfolio Size under Parameter Uncertainty," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024004, Jul.
• Boulier, Jean-François & D’Hondt, Catherine & Jawadi, Fredj & Prat, Georges & Rozin, Philippe & Taffler, Richard, 2024, "How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024001, Feb.
• Vrins, Frédéric & Wang, Linqi, 2024, "Asymmetric short-rate model without lower bound," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024005, Jan, DOI: https://doi.org/10.1080/14697688.20.
• Ozge Camalan & Sahika Gokmen & Sibel Atan, 2024, "Using Advanced Machine Learning Techniques to Predict the Sales Volume of Non-Fungible Tokens," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 10, issue 1, pages 17-27, June, DOI: 10.22440/wjae.10.1.2.
• Lars Peter Hansen & Paymon Khorrami & Fabrice Tourre, 2024, "Comparative Valuation Dynamics in Production Economies: Long-Run Uncertainty, Heterogeneity, and Market Frictions," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 1-38, November, DOI: 10.1146/annurev-financial-082123-10.
• Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2024, "Supply and Demand and the Term Structure of Interest Rates," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 115-151, November, DOI: 10.1146/annurev-financial-082123-11.
• Zhuo Chen & Zhiguo He & Wei Wei, 2024, "Margin Rules and Margin Trading: Past, Present, and Implications," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 153-177, November, DOI: 10.1146/annurev-financial-110921-10.
• Ricardo J. Caballero & Alp Simsek, 2024, "Central Banks, Stock Markets, and the Real Economy," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 179-205, November, DOI: 10.1146/annurev-financial-082123-10.
• Ian Dew-Becker & Stefano Giglio, 2024, "Recent Developments in Financial Risk and the Real Economy," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 39-60, November, DOI: 10.1146/annurev-financial-082123-10.
• David Chambers & Elroy Dimson & Antti Ilmanen & Paul Rintamäki, 2024, "Long-Run Asset Returns," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 435-458, November, DOI: 10.1146/annurev-financial-082123-10.
• Lin Tan & Xiaoyan Zhang & Xinran Zhang, 2024, "Retail and Institutional Investor Trading Behaviors: Evidence from China," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 459-483, November, DOI: 10.1146/annurev-financial-082123-11.
• Kent Daniel & Alexander Klos & Simon Rottke, 2024, "Optimists, Pessimists, and Stock Prices," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 61-87, November, DOI: 10.1146/annurev-financial-082123-10.
• Mohammed EL MASSAADI & Hajar BOUDRAINE & Hamid AIT LEMQEDDEM, 2024, "Utilisation des modèles de l’IA dans la prédiction des cours boursiers : Cas du marché boursier marocain," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 5, issue 11, pages 568-583.
• Nabil EL MALIH, 2024, "Détection des bulles financières sur le marché boursier marocain : une application du test augmente de dickey-fuller," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 5, issue 12, pages 162-181.
• Nabila SABIR & Sidi Mohamed RIGAR, 2024, "Modèles et dynamiques de sous-évaluation dans les introductions en bourse : une analyse multifactorielle," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 5, issue 2, pages 302-316.
• Яндиев М. // Yandiyev М., 2024, "Феномен недооценки при первичном размещении акций объясняется алчностью финансовых спекулянтов // The Phenomenon of Underpricing during Initial Public Offering is Explained by the Greed of Financial Speculators," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 65-85.
• Шамар Бауыржан // Shamar Bauyrzhan, 2024, "Декомпозиция кривой доходности ГЦБ // Decomposition of the government securities yield curve," Working Papers, National Bank of Kazakhstan, number #2024-3.
• Yulia V. Vymyatnina & Aleksandr A. Chernykh, 2024, "Green bonds in the Russian market: Assessing environmental influence on returns," Russian Journal of Economics, ARPHA Platform, volume 10, issue 3, pages 211-228, October, DOI: 10.32609/j.ruje.10.121967.
• B. N. Kausik, 2024, "Equity Premium in Efficient Markets," Papers, arXiv.org, number 2401.09265, Jan.
• Bryan Kelly & Boris Kuznetsov & Semyon Malamud & Yuan Zhang, 2024, "Large and Deep Factor Models," Papers, arXiv.org, number 2402.06635, Jan, revised Jun 2026.
• Moshe A. Milevsky & Thomas S. Salisbury, 2024, "The Riccati Tontine: How to Satisfy Regulators on Average," Papers, arXiv.org, number 2402.14555, Feb.
• Degui Li & Oliver Linton & Haoxuan Zhang, 2024, "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Papers, arXiv.org, number 2403.06246, Mar.
• Tomohiro Hirano & Alexis Akira Toda, 2024, "On Equilibrium Determinacy in Overlapping Generations Models with Money," Papers, arXiv.org, number 2403.13222, Mar.
• Aman Saggu & Lennart Ante & Ender Demir, 2024, "Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup," Papers, arXiv.org, number 2403.15810, Mar.
• Elham Daadmehr, 2024, "Workplace sustainability or financial resilience? Composite-financial resilience index," Papers, arXiv.org, number 2403.16296, Mar.
• Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2024, "One Factor to Bind the Cross-Section of Returns," Papers, arXiv.org, number 2404.08129, Apr.
• Abdulnasser Hatemi-J, 2024, "An Asymmetric Capital Asset Pricing Model," Papers, arXiv.org, number 2404.14137, Apr, revised May 2024.
• Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024, "Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching," Papers, arXiv.org, number 2408.12863, Aug, revised May 2025.
• Abdoulaye Ndiaye, 2024, "Parallel Execution Fee Mechanisms," Papers, arXiv.org, number 2410.09555, Oct, revised Feb 2025.
• Aman Saggu & Lennart Ante & Kaja Kopiec, 2024, "Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets," Papers, arXiv.org, number 2412.02452, Dec.
• Victor Olkhov, 2024, "Expressions of Market-Based Correlations Between Prices and Returns of Two Assets," Papers, arXiv.org, number 2412.13172, Dec.
• Kemal Kirtac & Guido Germano, 2024, "Sentiment trading with large language models," Papers, arXiv.org, number 2412.19245, Dec.
• Daneshmand, Arian & Mazyaki, Ali & Gheidari, Mohammad Javad, 2024, "The Effects of Income Support Policy on Covid-19 Related Mortality: A Cross-Country Study (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 29, issue 1, pages 21-50, May.
• Feghhi Kashani, Mohammad & ziyaee, zahra, 2024, "Supply Side Implications of Ambiguity Aversion for Risk Premium and Risk-Free Rate Puzzles (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 29, issue 1, pages 51-78, May.
• Josko Maric & Mislav Sagovac & Luka Sikic, 2024, "The Effects Of Momentum And Contrarian Strategies On The Croatian Capital Market," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 33, issue 1, pages 149-175, june, DOI: 10.17818/EMIP/2024/1.8.
• Nuruddeen Usman & Chinecherem Dionne Okoronkwo, 2024, "The Epidemic of COVID-19 and the Persistence of MINT Stock Prices," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 5, issue 1, pages 1-6, DOI: 2024/07/01.
• Javed Bin Kamal & Mark Wohar & Khaled Bin Kamal, 2024, "On the Potential Hedging Instruments Against Central Bank Digital Currency Uncertainty and Attention Indices," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-7, DOI: 2024/06/28.
• Seyed Alireza Athari & Ali Awais Khalid & Qasim Raza Syed, 2024, "Twitter-Based Economic Uncertainty and US Energy Market - An Investigation Using Wavelet Coherence," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 5, issue 1, pages 1-7, DOI: 2024/07/10.
• Matias Cattaneo & Richard K. Crump & Weining Wang, 2024, "Beta-sorted portfolios," CeMMAP working papers, Institute for Fiscal Studies, number 20/24, Nov, DOI: 10.47004/wp.cem.2024.2024.
• Massimo Guidolin & Monia Magnani, 2024, "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24220.
• Pietro Munari, 2024, "The Impact of Market Sentiment and Macroeconomic Fundamentals on Government Bond (Mis)-pricing," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24228.
• Monia Magnani, 2024, "Can Monetary Policies Inflate a Stock Market Bubble? A Regime Switching Model of Periodically Collapsing Bubbles," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24231.
• Monia Magnani, 2024, "Does Macroeconomic Predictability Enhance the Economic Value of Hedge Funds to Risk-Averse Investors?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24232.
• Dejan Zivkov & Boris Kuzman & Natasa Papic-Blagojevic, 2024, "Multiscale non-linear tale risk spillover effect from oil to stocks – The case of East European emerging markets," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 27, issue 3, pages 186-200, September, DOI: 10.15240/tul/001/2024-5-015.
• Bruno Feunou & Zabi Tarshi, 2024, "Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada," Discussion Papers, Bank of Canada, number 2024-09, Jul, DOI: 10.34989/sdp-2024-9.
• Yuteng Cheng & Roberto Robatto, 2024, "Fire Sales and Liquidity Requirements," Staff Working Papers, Bank of Canada, number 24-18, May, DOI: 10.34989/swp-2024-18.
• Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2024, "Entry and Exit in Treasury Auctions," Staff Working Papers, Bank of Canada, number 24-29, Jul, DOI: 10.34989/swp-2024-29.
• Antonio Diez de los Rios, 2024, "Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program," Staff Working Papers, Bank of Canada, number 24-34, Oct, DOI: 10.34989/swp-2024-34.
• Andreas Uthemann & Rishi Vala, 2024, "How big is cash-futures basis trading in Canada’s government bond market?," Staff Analytical Notes, Bank of Canada, number 2024-16, Jun, DOI: 10.34989/san-2024-16.
• Andreas Uthemann & Rishi Vala, 2024, "Quelle est la part de l’arbitrage comptant-terme sur le marché canadien des obligations d’État?," Staff Analytical Notes, Bank of Canada, number 2024-16fr, Jun, DOI: 10.34989/san-2024-16.
• Jabir Sandhu & Rishi Vala, 2024, "Could all-to-all trading improve liquidity in the Government of Canada bond market?," Staff Analytical Notes, Bank of Canada, number 2024-17, Jul, DOI: 10.34989/san-2024-17.
• Jabir Sandhu & Rishi Vala, 2024, "La négociation ouverte à tous les acteurs pourrait-elle améliorer la liquidité du marché des obligations du gouvernement du Canada?," Staff Analytical Notes, Bank of Canada, number 2024-17fr, Jul, DOI: 10.34989/san-2024-17.
• Ingomar Krohn & Mariel Maguiña, 2024, "Foreign Exchange Risk Premiums and Global Currency Factors," Staff Analytical Notes, Bank of Canada, number 2024-20, Jul, DOI: 10.34989/san-2024-20.
• Boran Plong & Neil Maru, 2024, "CORRA: Explaining the rise in volumes and resulting upward pressure," Staff Analytical Notes, Bank of Canada, number 2024-21, Aug, DOI: 10.34989/san-2024-21.
• Antonio Diez de los Rios, 2024, "Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve," Staff Analytical Notes, Bank of Canada, number 2024-22, Oct, DOI: 10.34989/san-2024-22.
• Antonio Diez de los Rios, 2024, "Évaluation des effets de portefeuille du Programme d’achat d’obligations du gouvernement du Canada sur la courbe de rendement canadienne," Staff Analytical Notes, Bank of Canada, number 2024-22fr, Oct, DOI: 10.34989/san-2024-22.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024, "How foreign central banks can affect liquidity in the Government of Canada bond market," Staff Analytical Notes, Bank of Canada, number 2024-26, Dec, DOI: 10.34989/san-2024-26.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024, "Le rôle des banques centrales étrangères sur la liquidité du marché des obligations du gouvernement du Canada," Staff Analytical Notes, Bank of Canada, number 2024-26fr, Dec, DOI: 10.34989/san-2024-26.
• Boran Plong & Neil Maru, 2024, "What has been putting upward pressure on CORRA?," Staff Analytical Notes, Bank of Canada, number 2024-4, Mar, DOI: 10.34989/san-2024-4.
• Patrick Aldridge & Stephane Gignac & Rishi Vala & Adrian Walton, 2024, "Comment les sociétés d’assurance vie canadiennes gèrent leurs risques de liquidité," Staff Analytical Notes, Bank of Canada, number 2024-7fr, Apr, DOI: 10.34989/san-2024-7.
• Ricardo Barahona & María Rodríguez-Moreno, 2024, "Estimating the OIS term premium with analyst expectation surveys," Occasional Papers, Banco de España, number 2410, Mar, DOI: https://doi.org/10.53479/36253.
• Arturo Pablo Macías Fernández & Ignacio de la Peña Leal, 2024, "Sensibilidad a los tipos de interés soberanos de la cartera de colateral elegible para los préstamos de política monetaria," Occasional Papers, Banco de España, number 2417, May, DOI: https://doi.org/10.53479/36612.
• Alicia Aguilar & Ricardo Gimeno, 2024, "Discrete Probability Forecasts: What to expect when you are expecting a monetary policy decision," Working Papers, Banco de España, number 2438, Oct, DOI: https://doi.org/10.53479/37893.
• Danilo Liberati & Giuseppe Marinelli, 2024, "Was Covid-19 a wake-up call on climate risks? Evidence from the greenium," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 832, Mar.
• Fabrizio Ferriani & Marcello Pericoli, 2024, "ESG risks and corporate viability: insights from default probability term structure analysis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 892, Nov.
• Stefano Nobili & Mattia Persico & Rosario Romeo, 2024, "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 52, Oct.
• Alessandro Moro & Andrea Zaghini, 2024, "The green sin: how exchange rate volatility and financial openness affect green premia," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1447, Mar.
• Valère Fourel & Alice Schwenninger, 2024, "The Impact of the PEPP on the Corporate Commercial Paper Market," Working papers, Banque de France, number 946.
• Jens Christensen & Sarah Mouabbi, 2024, "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working papers, Banque de France, number 948.
• Stéphane Lhuissier & Aymeric Ortmans & Fabien Tripier, 2024, "The Risk of Inflation Dispersion in the Euro Area," Working papers, Banque de France, number 954.
• José Manuel Carbó Martinez & Sergio Gorjón Rivas, 2024, "Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Granular data: new horizons and challenges".
• Gaston Gelos & Pietro Patelli & Ilhyock Shim, 2024, "The US dollar and capital flows to EMEs," BIS Quarterly Review, Bank for International Settlements, September.
• James Costain & Galo Nuño Barrau & Carlos Thomas, 2024, "The term structure of interest rates in a heterogeneous monetary union," BIS Working Papers, Bank for International Settlements, number 1165, Feb.
• Lioba Heimbach & Wenqian Huang, 2024, "DeFi leverage," BIS Working Papers, Bank for International Settlements, number 1171, Mar.
• Tobias Adrian & Gaston Gelos & Nora Lamersdorf & Emanuel Moench, 2024, "The asymmetric and persistent effects of Fed policy on global bond yields," BIS Working Papers, Bank for International Settlements, number 1195, Jul.
• Rodney Garratt & Maarten RC van Oordt, 2024, "Crypto Exchange Tokens," BIS Working Papers, Bank for International Settlements, number 1201, Jul.
• Phạm Thu Hương & Hoàng Mạnh Hùng & Lê Đạt Chí, 2024, "Ứng dụng mô hình F-SCORE cho chiến lược đầu tư cổ phiếu tại Sở Giao dịch Chứng khoán Thành phố Hồ Chí Minh," Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh, Ho Chi Minh City Open University Journal of Science, Ho Chi Minh City Open University, volume 19, issue 5, pages 46-58, DOI: 10.46223/HCMCOUJS.econ.vi.19.5.2968.
• Trịnh Hữu Lực & Lê Huỳnh Như, 2024, "Vai trò trung gian của kế toán quản trị môi trường trong mối quan hệ giữa chiến lược và thành quả môi trường," Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh, Ho Chi Minh City Open University Journal of Science, Ho Chi Minh City Open University, volume 19, issue 7, pages 61-71, DOI: 10.46223/HCMCOUJS.econ.vi.19.7.3053.
• Phạm Đình Hân & Lê Thị Diệu Huyên & Vũ Quốc Quý, 2024, "Áp dụng mở rộng lý thuyết hành vi có kế hoạch để dự đoán ý định mua căn hộ chung cư của người tiêu dùng," Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh, Ho Chi Minh City Open University Journal of Science, Ho Chi Minh City Open University, volume 19, issue 8, pages 94-111, DOI: 10.46223/HCMCOUJS.econ.vi.19.8.2986.
• Richard Mawulawoe Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2024, "COVID‐19, Mobility Restriction Policies and Stock Market Volatility: A Cross‐Country Empirical Study," Economic Papers, The Economic Society of Australia, volume 43, issue 2, pages 184-203, June, DOI: 10.1111/1759-3441.12414.
• Michael Bauer & Mikhail Chernov, 2024, "Interest Rate Skewness and Biased Beliefs," Journal of Finance, American Finance Association, volume 79, issue 1, pages 173-217, February, DOI: 10.1111/jofi.13276.
• Lin William Cong & Yizhou Xiao, 2024, "Information Cascades and Threshold Implementation: Theory and an Application to Crowdfunding," Journal of Finance, American Finance Association, volume 79, issue 1, pages 579-629, February, DOI: 10.1111/jofi.13294.
• Francesca Barbiero & Glenn Schepens & Jean‐David Sigaux, 2024, "Liquidation Value and Loan Pricing," Journal of Finance, American Finance Association, volume 79, issue 1, pages 95-128, February, DOI: 10.1111/jofi.13291.
• David O. Lucca & Jonathan H. Wright, 2024, "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Journal of Finance, American Finance Association, volume 79, issue 2, pages 1055-1085, April, DOI: 10.1111/jofi.13307.
• Hui Chen & Winston Wei Dou & Leonid Kogan, 2024, "Measuring “Dark Matter” in Asset Pricing Models," Journal of Finance, American Finance Association, volume 79, issue 2, pages 843-902, April, DOI: 10.1111/jofi.13317.
• Ricardo J. Caballero & Alp Simsek, 2024, "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," Journal of Finance, American Finance Association, volume 79, issue 3, pages 1719-1753, June, DOI: 10.1111/jofi.13343.
• Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2024, "The Term Structure of Covered Interest Rate Parity Violations," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2077-2114, June, DOI: 10.1111/jofi.13336.
• Thummim Cho & Christopher Polk, 2024, "Putting the Price in Asset Pricing," Journal of Finance, American Finance Association, volume 79, issue 6, pages 3943-3984, December, DOI: 10.1111/jofi.13391.
• Clemens Sialm & Qifei Zhu, 2024, "Currency Management by International Fixed‐Income Mutual Funds," Journal of Finance, American Finance Association, volume 79, issue 6, pages 4037-4081, December, DOI: 10.1111/jofi.13381.
• Stefano Giglio & Bryan Kelly & Serhiy Kozak, 2024, "Equity Term Structures without Dividend Strips Data," Journal of Finance, American Finance Association, volume 79, issue 6, pages 4143-4196, December, DOI: 10.1111/jofi.13394.
• María Eugenia Carmona Morales, 2024, "Descomposición de los componentes de las tasas de interés de largo plazo: caso Bolivia," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2024/02, Dec.
• Robert Eccles & Shiva Rajgopal & Jing Xie, 2024, "Does ESG negative screening work?," Working Papers, University of Macau, Faculty of Business Administration, number 202404, Jun.
• Allaudeen Hameed & Jing Xie & Yuxiang Zhong, 2024, "Preferences for dividends and stock returns around the world," Working Papers, University of Macau, Faculty of Business Administration, number 202405, Jun.
• Carlos Cañon & Eddie Gerba & Alberto Pambira & Evarist Stoja, 2024, "An unconventional FX tail risk story," Bank of England Staff Working Paper series, Bank of England, number 1068, Apr.
• Rhys Bidder & Jamie Coen & Caterina Lepore & Laura Silvestri, 2024, "Whose asset sales matter?," Bank of England Staff Working Paper series, Bank of England, number 1088, Aug.
• Gabor Pinter & Emil Siriwardane & Danny Walker, 2024, "Fire sales of safe assets," Bank of England Staff Working Paper series, Bank of England, number 1089, Aug.
• Michael Joyce & Andras Lengyel, 2024, "The yield curve impact of government debt issuance surprises and the implications for QT," Bank of England Staff Working Paper series, Bank of England, number 1097, Nov.
• Haris Giannakidis & Louis Karathanos & Athanasios Kontinopoulos & Athanasios Lampousis & Petros Migiakis, 2024, "The investment grade and funds’ portfolio allocation in Greek assets," Economic Bulletin, Bank of Greece, issue 59, pages 7-24, July, DOI: 10.52903/econbull20245901.
• Ari Kutai & Daniel Nathan & Milena Wittwer, 2024, "Exchanges for government bonds? Evidence during COVID-19," Bank of Israel Working Papers, Bank of Israel, number 2024.03, Mar.
• Akihito Yoneyama & Akitaka Tsuchiya & Noritaka Fukuma, 2024, "Changes in Risk Perceptions on Yen Interest Rates and Exchange Rates Observed in Options Markets: Developments in Implied Probability Distributions amid Rate Hikes in the United States and Europe from 2022 to 2023," Bank of Japan Review Series, Bank of Japan, number 24-E-8, Aug.
• Noritaka Fukuma & Tomiyuki Kitamura & Kohei Maehashi & Naoki Matsuda & Keita Takemura & Kota Watanabe, 2024, "The Impact of Quantitative and Qualitative Easing and Yield Curve Control on the Functioning of the Japanese Government Bond Market," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-9, Aug.
• Takashi Nakazawa & Mitsuhiro Osada, 2024, "The Bank of Japan's Large-Scale Government Bond Purchases and the Formation of Long-Term Interest Rates," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-10, Sep.
• Kohei Maehashi & Daisuke Miyakawa & Kana Sasamoto, 2024, "Pricing Implications of Centrality in an OTC Derivative Market: An Empirical Analysis Using Transaction-Level CDS Data," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-11, Sep.
• Liyan Han & Lei Li & Huiyi Liao & Libo Yin, 2024, "Hedging Along the Global Value Chain: Trade War and Firm Value," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_531, Apr.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024, "Mental Models of the Stock Market," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_611, Nov.
• Kim Jeong-Yoo, 2024, "Comments on the Signaling Theory of IPO Underpricing and Investor Protection Laws," Asian Journal of Law and Economics, De Gruyter, volume 15, issue 1, pages 151-165, April, DOI: 10.1515/ajle-2023-0153.
• Horie Tetsushi & Yamamoto Yohei, 2024, "Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices," Journal of Econometric Methods, De Gruyter, volume 13, issue 1, pages 1-27, January, DOI: 10.1515/jem-2022-0017.
• Burda Martin & Schroeder Adrian K., 2024, "Recurrent Neural Network GO-GARCH Model for Portfolio Selection," Journal of Time Series Econometrics, De Gruyter, volume 16, issue 2, pages 67-81, DOI: 10.1515/jtse-2023-0012.
• Baltodano López Ovielt & Bulfone Giacomo & Casarin Roberto & Ravazzolo Francesco, 2024, "Modeling Corporate CDS Spreads Using Markov Switching Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 271-292, April, DOI: 10.1515/snde-2022-0106.
• Koval Borys & Frühwirth-Schnatter Sylvia & Sögner Leopold, 2024, "Bayesian Reconciliation of Return Predictability," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 337-378, April, DOI: 10.1515/snde-2022-0110.
• Yin Haiyuan & Yang Qingsong, 2024, "Investor Sentiment Mining Based on Bi-LSTM Model and its Impact on Stock Price Bubbles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 5, pages 703-724, DOI: 10.1515/snde-2022-0028.
• Lenhard, Gregor, 2024, "Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets," Working papers, Faculty of Business and Economics - University of Basel, number 2024/01, Mar.
• Simshauser, P. & Gohde, N., 2024, "3-Party Covenant Financing of 'Semi-Regulated' Pumped Hydro Assets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2425, May.
• Zhao, X. & Hong, S. Y. & Linton, O. B., 2024, "Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2449, Sep.
• Simshauser, P. & Gilmore, J., 2024, "Demand Shocks from the Gas Turbine Fleet in Australia's National Electricity Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2452, Sep.
• Li, D. & Linton, O. B. & Zhang, H., 2024, "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2454, Sep.
• Kagerer, B., 2024, "Geopolitics and corporate risk: Evidence from EU-Russia conflict shocks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2471, Dec.
• Simshauser, P., 2024, "Competition vs. Coordination: Optimising Wind, Solar and Batteries in Renewable Energy Zones," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2475, Dec.
• Matthijs Breugem & Stefano Colonnello & Roberto Marfe & Francesca Zucchi, 2024, "Dynamic Equity Slope," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 713 JEL Classification: D.
• Matthijs Breugem & Raffaele Corvino & Roberto Marfe & Lorenzo Schonleber, 2024, "Pandemic Tail Risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 714 JEL Classification: C.
• Roberto Marfe & Julien Penasse, 2024, "Measuring Macroeconomic Tail Risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 715 JEL Classification: E.
• Stefano Colonnello & Roberto Marfè & Qizhou Xiong, 2024, "Housing Yields," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 716 JEL Classification: G.
• Changhyun Lee, 2024, "The outside option channel of central bank asset purchase programs: A tale of two crises," Working Papers, University of California, Davis, Department of Economics, number 363, Jun.
• Athanasios Geromichalos & Lucas Herrenbrueck & Changhyun Lee & Sukjoon Lee, 2024, "What’s so Inconvenient About TIPS?," Working Papers, University of California, Davis, Department of Economics, number 364, Dec.
• Sudhir A. Shah, 2024, "Money-metric valuation of assets," Working papers, Centre for Development Economics, Delhi School of Economics, number 347, Apr.
• Lu, Chengyue & Paczos, Wojtek, 2024, "Impact of COVID-19 Vaccinations on UK Stock Market," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/10, Apr.
• Zhou, Peng & Jin, Shijie & Mazouz, Khelifa & Ding, Wenjie, 2024, "Choices and Effects of Different Green Labels in the EU Bond Market," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/21, Nov.
• Farmer, Leland E & Nakamura, Emi & Steinsson, Jón, 2024, "Learning about the Long Run," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt0tn1s1hp, Oct.
• Christian A. L. Hilber & Tracy M. Turner, 2024, "Land use regulation, homeownership and wealth inequality," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp2003, Jun.
• Yu Awaya & Kohei Iwasaki & Makoto Watanabe, 2024, "Money Is the Root of Asset Bubbles," CESifo Working Paper Series, CESifo, number 10923.
• Patrick Hirsch & Lars P. Feld & Ekkehard A. Köhler & Tobias Thomas, 2024, "“Whatever It Takes!” How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis," CESifo Working Paper Series, CESifo, number 10980.
• Jésus Fernández-Villaverde & Yang Yu & Francesco Zanetti, 2024, "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CESifo Working Paper Series, CESifo, number 11000.
• Nicolas Caramp & Dejanir H. Silva, 2024, "Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity," CESifo Working Paper Series, CESifo, number 11049.
• Marina Albanese & Guglielmo Maria Caporale & Ida Colella & Nicola Spagnolo, 2024, "The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence," CESifo Working Paper Series, CESifo, number 11184.
• Marina Albanese & Guglielmo Maria Caporale & Ida Colella & Nicola Spagnolo, 2024, "Climate Physical Risk and Asian Stock Market Returns," CESifo Working Paper Series, CESifo, number 11222.
• Ben Knox & Yannick Timmer, 2024, "Stagflationary Stock Returns," CESifo Working Paper Series, CESifo, number 11236.
• Stefan Nagel & Zhengyang Xu, 2024, "Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux," CESifo Working Paper Series, CESifo, number 11305.
• Leonardo Bortolan & Atreya Dey & Luca Taschini, 2024, "Volatile Temperatures and Their Effects on Equity Returns and Firm Performance," CESifo Working Paper Series, CESifo, number 11438.
• Woongchan Jeon & Lint Barrage & Kieran James Walsh, 2024, "Pricing Climate Risks: Evidence from Wildfires and Municipal Bonds," CESifo Working Paper Series, CESifo, number 11447.
• Abdoulaye Ndiaye, 2024, "Parallel Execution Fee Mechanisms," CESifo Working Paper Series, CESifo, number 11467.
• Scott Alan Carson, 2024, "Equity, Commodity, and Distillate Risks During Industrial Transformation: Innovation in the Oil & Gas Industry Using GARCH Difference-in-Decompositions," CESifo Working Paper Series, CESifo, number 11534.
• Kelly Shue & Richard Townsend & Chen Wang, 2024, "Categorical Thinking About Interest Rates," CESifo Working Paper Series, CESifo, number 11558.
• Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024, "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," Discussion Papers, Centre for Macroeconomics (CFM), number 2412, Mar.
• Lukas Schmid & Vytautas Valaitis & Alessandro T. Villa, 2024, "Government Debt Management and Inflation with Real and Nominal Bonds," Discussion Papers, Centre for Macroeconomics (CFM), number 2413, Mar.
• Tomohiro Hirano & Alexis Akira Toda, 2024, "Bubble Necessity Theorem," Discussion Papers, Centre for Macroeconomics (CFM), number 2421, Apr.
• Tomohiro Hirano & Alexis Akira Toda, 2024, "Housing Bubbles with Phase Transitions," Discussion Papers, Centre for Macroeconomics (CFM), number 2427, Jun.