Research classified by Journal of Economic Literature (JEL) codes

2023

• Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print, HAL, number hal-04325655, Dec, DOI: 10.1016/j.jeconom.2022.12.004.
• M. Akhtaruzzaman & A.K. Banerjee & S. Boubaker & F. Moussa, 2023, "Does Green Improve Portfolio Optimisation?," Post-Print, HAL, number hal-04435509, DOI: 10.1016/j.eneco.2023.106831.
• B. Li & S. Boubaker & Z. Liu & W. Louhichi & Y. Yao, 2023, "Exploring the Nonlinear Idiosyncratic Volatility Puzzle: Evidence from China," Post-Print, HAL, number hal-04435519, DOI: 10.1007/s10614-022-10265-3.
• Frédéric Cherbonnier & Christian Gollier, 2023, "Fixing Our Public Discounting Systems," Post-Print, HAL, number hal-04512435, Nov, DOI: 10.1146/annurev-financial-102921-11.
• Yang Hao, 2023, "Financial Market with Learning from Price under Knightian Uncertainty," Working Papers, HAL, number hal-03686748, Aug.
• José da Fonseca & Edem Dawui & Yannick Malevergne, 2023, "A Linear-Rational Multi-Curve Term Structure Model with Stochastic Spread," Working Papers, HAL, number hal-04012277, Mar, DOI: 10.2139/ssrn.4176102.
• David Lee, 2023, "Pricing and Hedging Guaranteed Equity Securities," Working Papers, HAL, number hal-04140384, Jun.
• Christophe Blot & Paul Hubert & Jérôme Creel & Caroline Bozou, 2023, "The conditionality of monetary policy instruments," Working Papers, HAL, number hal-04159848.
• David Lee, 2023, "Distance to Default and Credit Valuation Adjustment," Working Papers, HAL, number hal-04208831, Sep.
• Jean Lacroix & Kris Mitchener & Kim Oosterlinck, 2023, "Domino Secessions: Evidence from the US," Working Papers, HAL, number hal-04210430, Sep.
• Fjærvik, Thomas, 2023, "Crash risk in the Nordic Stock Market - a cross-sectional analysis," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2023/5, Apr.
• Aase, Knut K., 2023, "Optimal spending of a wealth fund in the discrete time life cycle model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2023/7, Jun.
• Aase, Knut K., 2023, "Intuitive probability of non-intuitive events," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2023/15, Sep.
• Valseth, Siri, 2023, "Repo market frictions and intermediation in electronic bond markets," UiS Working Papers in Economics and Finance, University of Stavanger, number 2023/1, Feb.
• Sergei Gurov, 2023, "Illiquidity Effects in the Russian Stock Market," HSE Economic Journal, National Research University Higher School of Economics, volume 27, issue 1, pages 78-102.
• 左三川, 郁子 & FUEDA-SAMIKAWA, Ikuko, 2023, "非伝統的金融政策としての日本銀行のETF買い入れ, Bank of Japan’s Exchange Traded Fund Purchases as Part of Japan’s Unconventional Monetary Policy," Economic Review, Hitotsubashi University, volume 74, issue 1-2, pages 1-1, October.
• Nataliia Savchenko, 2023, "Criteria for Determining Critical Imports in Ukraine," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 91-96, March, DOI: 10.33146/2307-9878-2023-1(99)-91-96.
• Collins C Ngwakwe, 2023, "Stock Market Price Effect of the Silicon Valley Bank Failure - A Pre and Within Analysis," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 75-82, June, DOI: 10.33146/2307-9878-2023-2(100)-75-8.
• Yusuf Olatunji Oyedeko & Olusola Segun Kolawole & Regina Samson & Olena Voloshyna, 2023, "Moderating Effect of Tactical Asset Allocation on the Risk-Return Relationship in the Nigerian Stock Market," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 83-91, June, DOI: 10.33146/2307-9878-2023-2(100)-83-9.
• Julius Marcus Reis & Leonard Grebe & Dirk Schiereck & Kerstin Hennig, 2023, "Is There Still a Day-of-the-Week Effect in the Real Estate Sector?," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 84-97, September, DOI: 10.33146/2307-9878-2023-3(101)-84-9.
• Nihal Touti & Asmâa Alaoui Taïb, 2023, "Bibliometric Analysis Of Shariah Compliant Capital Asset Pricing Models," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 9, issue 4, pages 725-750, December, DOI: https://doi.org/10.21098/jimf.v9i4..
• Olli-Matti Laine, 2023, "Monetary Policy and Stock Market Valuation," International Journal of Central Banking, International Journal of Central Banking, volume 19, issue 1, pages 365-416, March.
• Fabian Eser & Wolfgang Lemke & Ken Nyholm & Sören Radde & Andreea Liliana Vladu, 2023, "Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve," International Journal of Central Banking, International Journal of Central Banking, volume 19, issue 3, pages 359-422, August.
• Jieun Lee & Hosung Jung, 2023, "Demographic Shifts, Macroprudential Policies, and House Prices," International Journal of Central Banking, International Journal of Central Banking, volume 19, issue 5, pages 1-47, December.
• Takahiro Hattori & Jiro Yoshida, 2023, "Yield Curve Control," International Journal of Central Banking, International Journal of Central Banking, volume 19, issue 5, pages 403-438, December.
• Martina Hengge & Ugo Panizza & Mr. Richard Varghese, 2023, "Carbon Policy and Stock Returns: Signals from Financial Markets," IMF Working Papers, International Monetary Fund, number 2023/013, Jan.
• Mr. Tobias Adrian & Matthew DeHaven & Fernando Duarte & Tara Iyer, 2023, "The Market Price of Risk and Macro-Financial Dynamics," IMF Working Papers, International Monetary Fund, number 2023/199, Sep.
• Gerardo Estrada Sánchez & Federico Hernández Álvarez & Andrés Giovanni Camacho Ardila, 2023, "Detección de periodos de crisis del NASDAQ con EEMD -AE," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 18, issue 1, pages 1-26, Enero - M.
• Juan R. Hernández, 2023, "Explaining Apparent deviations from Covered Interest Parity: Evidence from Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 18, issue 1, pages 1-27, Enero - M.
• Karina Valencia Serpel & Fernando Cruz Aranda & Francisco Ortiz Arango, 2023, "Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 18, issue 2, pages 1-20, Abril - J.
• Rajeswari Sengupta & Harsh Vardhan, 2023, "Bankruptcy regime change and credit risk premium on corporate bonds: Evidence from the Indian economy," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2023-001, Feb.
• Joel Ede OWURU & Olabode Eric OLABISI, 2023, "Dynamic response of emerging market stock returns to exchange rate and oil price: a case of Nigeria," Romanian Journal of Economics, Institute of National Economy, volume 57, issue 2(66), pages 114-130, December.
• Eric M. Aldrich & Daniel Friedman, 2023, "Order Protection Through Delayed Messaging," Management Science, INFORMS, volume 69, issue 2, pages 774-790, February, DOI: 10.1287/mnsc.2022.4370.
• Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2023, "Implied Volatility Changes and Corporate Bond Returns," Management Science, INFORMS, volume 69, issue 3, pages 1375-1397, March, DOI: 10.1287/mnsc.2022.4379.
• Ilya Dergunov & Christoph Meinerding & Christian Schlag, 2023, "Extreme Inflation and Time-Varying Expected Consumption Growth," Management Science, INFORMS, volume 69, issue 5, pages 2972-3002, May, DOI: 10.1287/mnsc.2022.4451.
• Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2023, "Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202315, Nov, revised Nov 2023.
• Mercan Hatipoglu, 2023, "What Determined Stock Returns in Turkey from 1990 to 2022: Evidence from Structural Break Regression," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 73, issue 73-1, pages 185-202, June, DOI: 10.26650/ISTJECON2022-1161840.
• Idowu Bosede Fasola & Oluseun Paseda, 2023, "Earnings Announcement and Stock Prices of Quoted Deposit Money Banks in Nigeria in the Era of COVID-19 Pandemic," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 4, pages 123-154, Octoberâ€.
• Peng Liang & Xingnan Xue & Nan Hu & Ling Liu, 2023, "The Determinants of Insider Trading in the Credit Default Swap Market—A Network Perspective," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 1, pages 29-53, Januaryâ€.
• Uhunmwangho Monday, 2023, "Regulations, Bank Stability Measures and Stock Market," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 1, pages 87-103, Januaryâ€.
• Jochen Güntner & Benjamin Karner, 2023, "The bond agio premium," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2023-13, Sep.
• Qi Zhao & Alexandra Chronopoulou, 2023, "Delta-hedging in fractional volatility models," Annals of Finance, Springer, volume 19, issue 1, pages 119-140, March, DOI: 10.1007/s10436-022-00415-w.
• Dilip B. Madan & King Wang, 2023, "The valuation of corporations: a derivative pricing perspective," Annals of Finance, Springer, volume 19, issue 1, pages 1-21, March, DOI: 10.1007/s10436-023-00424-3.
• Dorsaf Cherif & Emmanuel Lépinette, 2023, "No-arbitrage conditions and pricing from discrete-time to continuous-time strategies," Annals of Finance, Springer, volume 19, issue 2, pages 141-168, June, DOI: 10.1007/s10436-023-00426-1.
• Immacolata Oliva & Ilaria Stefani, 2023, "Co-jumps and recursive preferences in portfolio choices," Annals of Finance, Springer, volume 19, issue 3, pages 291-324, September, DOI: 10.1007/s10436-023-00425-2.
• Robert A. Jarrow, 2023, "The no-arbitrage pricing of non-traded assets," Annals of Finance, Springer, volume 19, issue 3, pages 401-418, September, DOI: 10.1007/s10436-023-00434-1.
• Wolfgang Schadner & Sebastian Lang, 2023, "The value of expected return persistence," Annals of Finance, Springer, volume 19, issue 4, pages 449-476, December, DOI: 10.1007/s10436-023-00428-z.
• Marcin Pietrzak, 2023, "What can monetary policy tell us about Bitcoin?," Annals of Finance, Springer, volume 19, issue 4, pages 545-559, December, DOI: 10.1007/s10436-023-00432-3.
• Jan Matas & Jan Pospíšil, 2023, "Robustness and sensitivity analyses of rough Volterra stochastic volatility models," Annals of Finance, Springer, volume 19, issue 4, pages 523-543, December, DOI: 10.1007/s10436-023-00433-2.
• 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.
• Kai Hao Yang & Alexander K. Zentefis, 2023, "Monotone Function Intervals: Theory and Applications," Papers, arXiv.org, number 2302.03135, Feb, revised Apr 2024.
• Victor Olkhov, 2023, "Market-Based Probability of Stock Returns," Papers, arXiv.org, number 2302.07935, Feb, revised Feb 2026.
• 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.
• Frank Kleibergen & Lingwei Kong, 2023, "Identification Robust Inference for the Risk Premium in Term Structure Models," Papers, arXiv.org, number 2307.12628, Jul.
• 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.
• Bryan Kelly & Semyon Malamud & Lasse Heje Pedersen, 2023, "Principal Portfolios," Journal of Finance, American Finance Association, volume 78, issue 1, pages 347-387, February, DOI: 10.1111/jofi.13199.
• 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.
• Theis Ingerslev Jensen & Bryan Kelly & Lasse Heje Pedersen, 2023, "Is There a Replication Crisis in Finance?," Journal of Finance, American Finance Association, volume 78, issue 5, pages 2465-2518, October, DOI: 10.1111/jofi.13249.
• Hui Chen & Zhuo Chen & Zhiguo He & Jinyu Liu & Rengming Xie, 2023, "Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets," Journal of Finance, American Finance Association, volume 78, issue 5, pages 2563-2620, October, DOI: 10.1111/jofi.13266.
• Jonathan A. Parker & Antoinette Schoar & Yang Sun, 2023, "Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds," Journal of Finance, American Finance Association, volume 78, issue 5, pages 2673-2723, October, DOI: 10.1111/jofi.13258.
• Klakow Akepanidtaworn & Rick Di Mascio & Alex Imas & Lawrence D.W. Schmidt, 2023, "Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors," Journal of Finance, American Finance Association, volume 78, issue 6, pages 3055-3098, December, DOI: 10.1111/jofi.13271.
• Svetlana Bryzgalova & Anna Pavlova & Taisiya Sikorskaya, 2023, "Retail Trading in Options and the Rise of the Big Three Wholesalers," Journal of Finance, American Finance Association, volume 78, issue 6, pages 3465-3514, December, DOI: 10.1111/jofi.13285.
• Alexandre Corhay & Thilo Kind & Howard Kung & Gonzalo Morales, 2023, "Discount Rates, Debt Maturity, and the Fiscal Theory," Journal of Finance, American Finance Association, volume 78, issue 6, pages 3561-3620, December, DOI: 10.1111/jofi.13282.
• Patrick Bolton & Marcin Kacperczyk, 2023, "Global Pricing of Carbon‐Transition Risk," Journal of Finance, American Finance Association, volume 78, issue 6, pages 3677-3754, December, DOI: 10.1111/jofi.13272.
• 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 Staff Working Paper series, Bank of England, number 999, Jan.
• Gabor Pinter, 2023, "An anatomy of the 2022 gilt market crisis," Bank of England Staff Working Paper series, Bank of England, number 1019, Mar.
• Harkeerit Kalsi & Nicholas Vause & Nora Wegner, 2023, "Self-fulfilling fire sales and market backstops," Bank of England Staff Working Paper series, Bank of England, number 1020, Jun.
• Gabor Pinter & Semih Uslu, 2023, "Price formation in markets with trading delays," Bank of England Staff Working Paper series, 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 Staff Working Paper series, Bank of England, number 1026, Jun.
• Saleem Bahaj & Robert Czech & Sitong Ding & Ricardo Reis, 2023, "The market for inflation risk," Bank of England Staff Working Paper series, 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 Staff Working Paper series, Bank of England, number 1031, Jul.
• Rodrigo Barria & Gabor Pinter, 2023, "Mispricing in inflation markets," Bank of England Staff Working Paper series, 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 Staff Working Paper series, Bank of England, number 1045, Oct.
• Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023, "Relationship discounts in corporate bond trading," Bank of England Staff Working Paper series, Bank of England, number 1049, Nov.
• Edoardo Acabbi & Andrea Alati, 2023, "Defusing leverage: liquidity management and labor contracts," Bank of England Staff Working Paper series, 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.