Research classified by Journal of Economic Literature (JEL) codes

2022

• Lorant Kaszab & Ales Marsal & Katrin Rabitsch, 2022, "Asset Pricing with Free Entry and Exit of Firms," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp324, May.
• Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2022, "Asset Pricing with Free Entry and Exit of Firms," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 324, May.
• Ernest Liu & Atif Mian & Amir Sufi, 2022, "Low Interest Rates, Market Power, and Productivity Growth," Econometrica, Econometric Society, volume 90, issue 1, pages 193-221, January, DOI: 10.3982/ECTA17408.
• Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022, "Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," Econometrica, Econometric Society, volume 90, issue 2, pages 685-713, March, DOI: 10.3982/ECTA18506.
• Rohan Kekre & Moritz Lenel, 2022, "Monetary Policy, Redistribution, and Risk Premia," Econometrica, Econometric Society, volume 90, issue 5, pages 2249-2282, September, DOI: 10.3982/ECTA18014.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022, "A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 384-400, January, DOI: 10.1002/ijfe.2158.
• David Gabauer & Sowmya Subramaniam & Rangan Gupta, 2022, "On the transmission mechanism of Asia‐Pacific yield curve characteristics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 473-488, January, DOI: 10.1002/ijfe.2163.
• Giuliano Curatola & Michael Donadelli & Patrick Grüning, 2022, "Technology trade with asymmetric tax regimes and heterogeneous labour markets: Implications for macro quantities and asset prices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 4, pages 3805-3831, October, DOI: 10.1002/ijfe.2188.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022, "The role of investor sentiment in forecasting housing returns in China: A machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1725-1740, December, DOI: 10.1002/for.2893.
• J.J.M. Van Spronsen & R.M.W.J. Beetsma, 2022, "Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 1, pages 169-202, February, DOI: 10.1111/jmcb.12809.
• Kerstin Bernoth & Jürgen Von Hagen & Casper De Vries, 2022, "The Term Structure of Currency Futures' Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 1, pages 5-38, February, DOI: 10.1111/jmcb.12872.
• Anna Kovner & Peter Van Tassel, 2022, "Evaluating Regulatory Reform: Banks' Cost of Capital and Lending," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 5, pages 1313-1367, August, DOI: 10.1111/jmcb.12875.
• İshak Demi̇r & Burak A. Eroğlu & Seçi̇l Yildirim‐Karaman, 2022, "Heterogeneous Effects of Unconventional Monetary Policy on the Bond Yields across the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 5, pages 1425-1457, August, DOI: 10.1111/jmcb.12886.
• Juan Carlos Parra‐Alvarez & Olaf Posch & Andreas Schrimpf, 2022, "Peso problems in the estimation of the C‐CAPM," Quantitative Economics, Econometric Society, volume 13, issue 1, pages 259-313, January, DOI: 10.3982/QE1478.
• Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2022, "Valuation risk revalued," Quantitative Economics, Econometric Society, volume 13, issue 2, pages 723-759, May, DOI: 10.3982/QE1779.
• Gomes, Pedro & Kurter, Zeynep O. & Morita, Rubens, 2022, "European Sovereign Bond and Stock Market Granger Causality Dynamics," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1405.
• Filippo Gusella, 2022, "Detecting And Measuring Financial Cycles In Heterogeneous Agents Models: An Empirical Analysis," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 02n03, pages 1-22, March, DOI: 10.1142/S0219525922400021.
• Isaac Ehrlich & Yong Yin, 2022, "A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 39, issue 01, pages 5-49, March, DOI: 10.1142/S0116110522500044.
• Richard Lu & Jai-Jen Wang & Wing-Keung Wong, 2022, "Investment Based On Size, Value, Momentum And Income Measures: A Study In The Taiwan Stock Market," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-33, December, DOI: 10.1142/S2010495222500270.
• Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2022, "The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 39, issue 04, pages 1-11, August, DOI: 10.1142/S0217595920400242.
• Helena Glebocki Keefe & Sujata Saha, 2022, "Spillover Effects Of Quantitative Easing On Exports In Emerging Market Economies," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 01, pages 1-25, March, DOI: 10.1142/S2194565922500038.
• Dennis Ikpe & Yethu Sithole & Samuel Asante Gyamerah, 2022, "On a consistent state-space bond markets model for pricing long-maturity bonds," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 1-30, December, DOI: 10.1142/S2424786322500244.
• Kok-Leong Yap & Wee-Yeap Lau & Izlin Ismail, 2022, "Can exchange-traded funds be profitably traded with the trading range breakout technical trading rule?," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 1-21, December, DOI: 10.1142/S242478632250027X.
• Siyu Liu & Chaoyi Zhao & Lan Wu, 2022, "Order types and natural price change: Model and empirical study of the Chinese market," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 1-32, December, DOI: 10.1142/S2424786322500335.
• Dilip B. Madan & King Wang, 2022, "Option Surface Statistics With Applications," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 06, pages 1-16, September, DOI: 10.1142/S0219024922500248.
• Mike Derksen & Peter Spreij & Sweder Van Wijnbergen, 2022, "ACCOUNTING NOISE AND THE PRICING OF CoCos," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 07n08, pages 1-60, November, DOI: 10.1142/S0219024922500285.
• Victoria Dobrynskaya, 2022, "Does Momentum Trading Generate Extra Downside Risk?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 1-32, June, DOI: 10.1142/S201013922250001X.
• Robert Jarrow & Siguang Li, 2022, "Index Design: Hedging and Manipulation," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 1-36, June, DOI: 10.1142/S2010139222500057.
• Massimo Guidolin & Alexei G. Orlov, 2022, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 1-61, September, DOI: 10.1142/S2010139222500070.
• Alexander Barinov, 2022, "Stock Liquidity and Issuing Activity," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 1-43, September, DOI: 10.1142/S2010139222500100.
• Juan Pedro Gómez & Maxim Mironov, 2022, "Do Markets Price CEOs Health Hazards? Evidence from the COVID-19 Pandemic," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04, pages 1-46, December, DOI: 10.1142/S201013922250015X.
• Yin Yin Koay & Chee-Wooi Hooy, 2022, "The Role Of Implicit Determinants In A Highly Liberalized Emerging Market: Evidence From Malaysia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 67, issue 04, pages 1287-1305, June, DOI: 10.1142/S0217590820460054.
• Dorje Brody & Lane Hughston & Andrea Macrina (ed.), 2022, "Financial Informatics:An Information-Based Approach to Asset Pricing," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12533, ISBN: ARRAY(0x7a487718).
• Mats Persson (ed.), 2022, "Nobel Lectures in Economic Sciences (2011–2015)," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12551, ISBN: ARRAY(0x75815560).
• Charles-Albert Lehalle & Amine Raboun (ed.), 2022, "Financial Markets in Practice:From Post-Crisis Intermediation to FinTechs," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12731, ISBN: ARRAY(0x73dd2b40).
• Richard D Bateson, 2022, "Quantitative Hedge Funds:Discretionary, Systematic, AI, ESG and Quantamental," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0358, ISBN: ARRAY(0x73e56140).
• Richard D. Bateson, 2022, "Efficient Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Real Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Discretionary Adventures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Systematic Profits," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "The Factor Game," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "AI Again," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "ESG Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Towards Quantamental," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Appendices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022, "Beyond Hazard Rates: A New Framework for Credit-Risk Modelling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022, "Information-Based Asset Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022, "Dam rain and cumulative gain," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Dorje C. Brody & Mark H. A. Davis & Robyn L. Friedman & Lane P. Hughston, 2022, "Informed traders," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Dorje Brody & Robyn Friedman, 2022, "Information of interest," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022, "Credit Risk, Market Sentiment and Randomly-Timed Default," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Edward Hoylea & Lane P. Hughston & Andrea Macrina, 2022, "Lévy random bridges and the modelling of financial information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022, "Modelling Information Flows in Financial Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Jirô Akahori & Andrea Macrina, 2022, "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Dorje C. Brody & Lane P. Hughston, 2022, "Lévy information and the aggregation of risk aversion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Dorje C. Brody & Lane P. Hughston & Xun Yang, 2022, "Signal processing with Lévy information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Andrea Macrina, 2022, "Heat Kernel Models For Asset Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Andrea Macrina & Priyanka A. Parbhoo, 2022, "Randomised Mixture Models for Pricing Kernels," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Andrea Macrina & Jun Sekine, 2022, "Stochastic modelling with randomized Markov bridges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Edward Hoyle & Andrea Macrina & Levent Ali Menguturk, 2022, "Modulated Information Flows In Financial Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Lane P. Hughston & Leandro Sánchez-Betancourt, 2022, "Pricing with Variance Gamma Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Dorje C. Brody & Lane P. Hughston & Xun Yang, 2022, "On the Pricing of Storable Commodities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Dorje C. Brody & David M. Meier, 2022, "Mathematical Models for Fake News," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Dorje Brody & Lane Hughston & Andrea Macrina, "Financial Informatics An Information-Based Approach to Asset Pricing".
• Jiazi Chen & Zhiwu Hong & Linlin Niu, 2022, "Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2022-06-25, Jun.
• Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2022, "Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 177.
• Laine, Olli-Matti, 2022, "Evidence about the transmission of monetary policy," Bank of Finland Scientific Monographs, Bank of Finland, number e53, December.
• Nissinen, Juuso & Sihvonen, Markus, 2022, "Bond convenience curves and funding costs," Bank of Finland Research Discussion Papers, Bank of Finland, number 11/2022.
• Kerssenfischer, Mark & Schmeling, Maik, 2022, "What moves markets?," Discussion Papers, Deutsche Bundesbank, number 16/2022.
• Baltzer, Markus & Schlepper, Kathi & Speck, Christian, 2022, "The Eurosystem's asset purchase programmes, securities lending and Bund specialness," Discussion Papers, Deutsche Bundesbank, number 39/2022.
• Metiu, Norbert, 2022, "A composite indicator of financial conditions for Germany," Technical Papers, Deutsche Bundesbank, number 03/2022.
• Heiniger, Sandro & Koeniger, Winfried & Lechner, Michael, 2022, "The heterogeneous response of real estate asset prices to a global shock," CFS Working Paper Series, Center for Financial Studies (CFS), number 690, DOI: 10.2139/ssrn.4363179.
• Dim, Chukwuma & Koerner, Kevin & Wolski, Marcin & Zwart, Sanne, 2022, "Hot off the press: News-implied sovereign default risk," EIB Working Papers, European Investment Bank (EIB), number 2022/06, DOI: 10.2867/661002.
• Bernoth, Kerstin & von Hagen, Jürgen & de Vries, Caspar, 2022, "The Term Structure of Currency Futures' Risk Premia," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 54, issue 1, pages 5-38, DOI: 10.1111/jmcb.12872.
• Yang, Zheyu, 2022, "Risk-taking and monetary policy," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 263253.
• Zarifhonarvar, Ali, 2022, "The Effect of Covid Pandemic on Cryptocurrency Markets; A Literature Review," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 266369.
• Lee, Hanol & Wie, Dainn, 2022, "Gone with the fire: Market reaction to cryptocurrency exchange shutdown," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 266545.
• Goebel, Josua & Heidorn, Thomas & Huang, Zizhen, 2022, "How the IBOR reform affects interest rate swaps," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 232.
• Kick, Andreas & Rottmann, Horst, 2022, "The relevance of banks to the European stock market," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 84.
• Eichfelder, Sebastian & Noack, Mona & Noth, Felix, 2022, "The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and reallocation of trading activity," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 12/2022.
• Baumgartner, Tim & Güttler, André, 2022, "Bitcoin flash crash on May 19, 2021: What did really happen on Binance?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 25/2022.
• Pyo, Dong-Jin, 2022, "Sentiment Shock and Housing Prices: Evidence from Korea," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 44, issue 4, pages 79-108, DOI: 10.23895/kdijep.2022.44.4.79.
• Neuhierl, Andreas & Tang, Xiaoxiao & Varneskov, Rasmus Tangsgaard & Zhou, Guofu, 2022, "Option characteristics as cross-sectional predictors," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 37.
• Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Orłowski, Piotr & Subrahmanyam, Marti G., 2022, "Informed options strategies before corporate events," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 39.
• Augustin, Patrick & Rubtsov, Alexey & Shin, Donghwa, 2022, "The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 41.
• Acheson, Graeme G. & Aldous, Michael & Quinn, William, 2022, "The anatomy of a bubble company: The London Assurance in 1720," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 22-08.
• Hanna, Alan J. & Turner, John D. & Walker, Clive B., 2022, "The spectre of terrorism and the stock market," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 22-10.
• Dergunov, Ilya & Meinerding, Christoph & Schlag, Christian, 2022, "Extreme inflation and time-varying expected consumption growth," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 334, DOI: 10.2139/ssrn.4001498.
• Jappelli, Ruggero & Lucke, Konrad & Pelizzon, Loriana, 2022, "Price and liquidity discovery in European sovereign bonds and futures," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 350.
• Bagnara, Matteo & Jappelli, Ruggero, 2022, "Liquidity derivatives," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 358.
• Pollastri, Alessandro & Rodrigues, Paulo Jorge Maurício & Schlag, Christian & Seeger, Norman, 2022, "A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 372, DOI: 10.2139/ssrn.1361861.
• Roozbeh Balounejad Nouri, 2022, "Investigating the asymmetric relationship between housing prices and the stock market in Iran: quantile-on-quantile approach," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 17, issue 2, pages 436-452, October, DOI: 10.1108/IJHMA-07-2022-0104.
• Yuri Gomes Paiva Azevedo & Lucas Allan Diniz Schwarz & Hellen Bomfim Gomes & Marcelo Augusto Ambrozini, 2022, "Stock price crash risk and the adoption of poison pills: evidence from Brazil," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 19, issue 3, pages 691-711, July, DOI: 10.1108/IJMF-02-2022-0077.
• Kewal Singh & Anoop Singh & Puneet Prakash, 2022, "Testing factor models in an emerging market: evidence from India," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 19, issue 1, pages 203-232, February, DOI: 10.1108/IJMF-05-2021-0245.
• Dezhong Xu & Bin Li & Tarlok Singh, 2022, "Does gold–platinum price ratio predict stock returns? International evidence," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 19, issue 2, pages 308-330, February, DOI: 10.1108/IJMF-06-2020-0328.
• Szymon Stereńczak, 2022, "Illiquidity and stock returns: the moderating role of investors' holding period in Central and Eastern European markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 7, pages 2025-2045, October, DOI: 10.1108/IJOEM-01-2022-0125.
• Işıl Candemir & Cenk C. Karahan, 2022, "Determinants of time-varying equity risk premia in an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 6, pages 1492-1520, September, DOI: 10.1108/IJOEM-01-2022-0168.
• Mwangele Kaluba & Yudhvir Seetharam, 2022, "Can market state and market volatility explain time-varying momentum profits in South Africa?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 4363-4382, January, DOI: 10.1108/IJOEM-03-2021-0406.
• Andrea Delle Foglie & J.S. Keshminder, 2022, "Challenges and opportunities of SRI sukuk toward financial system sustainability: a bibliometric and systematic literature review," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 10, pages 3202-3225, December, DOI: 10.1108/IJOEM-04-2022-0601.
• Jungmu Kim & Changjun Lee & Woo-Hyuk Lee & Youngkyung Ok & Thuy Thi Thu Truong, 2022, "Idiosyncratic volatility, turnover and the cross-section of stock returns: evidence from the Korean stock market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 12, pages 6192-6213, May, DOI: 10.1108/IJOEM-09-2021-1499.
• Sumaira Chamadia & Mobeen Ur Rehman & Muhammad Kashif, 2022, "Do average higher moments predict aggregate returns in emerging stock markets?," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 120-145, January, DOI: 10.1108/JABES-08-2021-0140.
• Redhwan Aldhamari & Mohamad Naimi Mohamad Nor & Omar Al Farooque & Haithm Mohammed Al-sabri, 2022, "Risk committee and stock price crash risk in the Malaysian financial sector: the moderating role of institutional ownership," Journal of Accounting in Emerging Economies, Emerald Group Publishing Limited, volume 13, issue 3, pages 509-540, July, DOI: 10.1108/JAEE-09-2021-0298.
• Cynthia Weiyi Cai, 2022, "Filling the gap and moving forward: a review of analytical and empirical studies of disclosure and cost of capital," Journal of Accounting Literature, Emerald Group Publishing Limited, volume 45, issue 1, pages 130-153, December, DOI: 10.1108/JAL-08-2022-0083.
• Abdulazeez Y.H. Saif-Alyousfi, 2022, "The impact of COVID-19 and the stringency of government policy responses on stock market returns worldwide," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 15, issue 1, pages 87-105, January, DOI: 10.1108/JCEFTS-07-2021-0030.
• Hakan Yildirim & Saffet Akdag & Andrew Adewale Alola, 2022, "Is there a price bubble in the exchange rates of the developing countries? The case of BRICS and Turkey," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 27, issue 54, pages 247-261, May, DOI: 10.1108/JEFAS-04-2021-0025.
• Sana Tauseef & Philippe Dupuy, 2022, "Pakistan: a study of market's returns and anomalies," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 27, issue 54, pages 344-363, March, DOI: 10.1108/JEFAS-06-2021-0098.
• Simarjeet Singh & Nidhi Walia & Stelios Bekiros & Arushi Gupta & Jigyasu Kumar & Amar Kumar Mishra, 2022, "Risk-managed time-series momentum: an emerging economy experience," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 27, issue 54, pages 328-343, November, DOI: 10.1108/JEFAS-08-2021-0159.
• Le Thanh Ha, 2022, "Interlinkages of cryptocurrency and stock markets during COVID-19 pandemic by applying a TVP-VAR extended joint connected approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 3, pages 407-428, March, DOI: 10.1108/JES-01-2022-0055.
• Le Thanh Ha, 2022, "Fat tails and network interlinkages of crude oil and cryptocurrency during the COVID-19 health crisis," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 5, pages 1087-1104, October, DOI: 10.1108/JES-03-2022-0144.
• Ali Yavuz Polat, 2022, "Investor bias, risk and price volatility," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 7, pages 1317-1335, November, DOI: 10.1108/JES-04-2022-0211.
• Abdulnasser Hatemi-J & Eduardo Roca & Alan Mustafa, 2022, "Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 4, pages 790-805, June, DOI: 10.1108/JES-04-2022-0214.
• Fatima N. Ali Taher & Mohammad Al-Shboul, 2022, "Dividend policy, its asymmetric behavior and stock liquidity," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 3, pages 578-600, May, DOI: 10.1108/JES-10-2021-0513.
• Florian Barth & Benjamin Hübel & Hendrik Scholz, 2022, "ESG and corporate credit spreads," Journal of Risk Finance, Emerald Group Publishing Limited, volume 23, issue 2, pages 169-190, February, DOI: 10.1108/JRF-03-2021-0045.
• Wajih Abbassi & Vineeta Kumari & Dharen Kumar Pandey, 2022, "What makes firms vulnerable to the Russia–Ukraine crisis?," Journal of Risk Finance, Emerald Group Publishing Limited, volume 24, issue 1, pages 24-39, July, DOI: 10.1108/JRF-05-2022-0108.
• Dave Berger, 2022, "Investor sentiment: a retail trader activity approach," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 21, issue 2, pages 61-82, April, DOI: 10.1108/RAF-06-2021-0152.
• John Galakis & Ioannis Vrontos & Panos Xidonas, 2022, "On tree-structured linear and quantile regression-based asset pricing," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 204-245, May, DOI: 10.1108/RAF-10-2021-0283.
• Priti Dubey, 2022, "Short-run and long-run determinants of bitcoin returns: transnational evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 533-544, June, DOI: 10.1108/RBF-02-2022-0040.
• Shoaib Ali & Imran Yousaf & Zaghum Umar, 2022, "Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 4, pages 477-487, February, DOI: 10.1108/RBF-04-2021-0069.
• Konstantinos D. Melas & Nektarios A. Michail, 2022, "Buy together, but recycle alone: sentiment-driven herding behavior in oceanic dry bulk shipping," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 4, pages 534-549, February, DOI: 10.1108/RBF-06-2021-0103.
• Roland Eisenhuth & David Marshall, 2022, "Market Efficiency and Securities Fraud Litigation," Research in Law and Economics, Emerald Group Publishing Limited, "The Law and Economics of Privacy, Personal Data, Artificial Intelligence, and Incomplete Monitoring", DOI: 10.1108/S0193-589520220000030008.
• Garrison Hongyu Song, 2022, "Size premium or size discount? – A dynamic capital mobility based interpretation," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 2, pages 266-285, August, DOI: 10.1108/SEF-04-2022-0211.
• Md Hakim Ali & Christophe Schinckus & Md Akther Uddin & Saeed Pahlevansharif, 2022, "Asymmetric effects of economic policy uncertainty on Bitcoin’s hedging power," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 2, pages 213-229, May, DOI: 10.1108/SEF-05-2021-0186.
• Matin Keramiyan & Korhan K. Gokmenoglu, 2022, "Bitcoin, uncertainty and internet searches," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 1, pages 24-42, June, DOI: 10.1108/SEF-12-2021-0536.
• Nguyen Vinh Khuong & Le Huu Tuan Anh, 2022, "The nexus between corporate social responsibility and firm value: the moderating role of life-cycle stages," Social Responsibility Journal, Emerald Group Publishing Limited, volume 19, issue 5, pages 949-969, June, DOI: 10.1108/SRJ-09-2021-0370.
• Augustine C. Arize & John Malindretos & Ikechukwu Ndu & Demetri Tsanacas & Neirouz Watad, 2022, "A Survey of Multinational Company Accounting Foreign Exchange Exposure," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 12, issue 2, pages 128-135.
• Laxman Tandan & Ananta Raj Kafle & Khageshyor Khanal, 2022, "An Econometric Analysis on Interest Rate Reforms and Financial Deepening," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 12, issue 3, pages 3-22.
• Dana Dluhosova & Karolina Lisztwanova & Antonín Poncik & Iveta Ratmanová & Zdenek Zmeskal, 2022, "Dynamic and Static Decomposition Analysis of the Czech Automotive Production Sector," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 84-95.
• Julia Anna Bingler, 2022, "Expect the worst, hope for the best: The valuation of climate risks and opportunities in sovereign bonds," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 22/371, Apr.
• Tatsuyoshi OKIMOTO & Sumiko TAKAOKA, 2022, "Credit Default Swaps and Corporate Carbon Emissions in Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 22098, Oct.
• Yulia Vymyatnina & Aleksandr Chernykh, 2022, "Green Factor Influence on the Yield of Stocks and Bonds in the Russian Financial Market," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2022/01, Aug.
• Oktay Özkan & Godwin Olasehinde-Williams & Ifedola Olanipekun, 2022, "Predicting Stock Returns and Volatility in BRICS Countries during a Pandemic: Evidence from the Novel Wild Bootstrap Likelihood Ratio Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 72, issue 2, pages 124-149, June.
• Josef Sveda & Jaromir Baxa & Adam Gersl, 2022, "Fiscal Consolidation under Market´s Scrutiny: How Do Fiscal Announcements Affect Bond Yields," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/11, Jun, revised Jun 2022.
• Jan Sila & Michael Mark & Ladislav Kristoufek, 2022, "On Empirical Challenges in Forecasting Market Betas in Crypto Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/19, Aug, revised Aug 2022.
• Bin Wei, 2022, "How Many Rate Hikes Does Quantitative Tightening Equal?," Policy Hub, Federal Reserve Bank of Atlanta, volume 2022, issue 11, July, DOI: 10.29338/ph2022-11.
• Bin Wei, 2022, "Quantifying "Quantitative Tightening" (QT): How Many Rate Hikes Is QT Equivalent To?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-8, Jul, DOI: 10.29338/wp2022-08.
• Chris Cunningham & Kristopher Gerardi & Lily Shen, 2022, "The Good, the Bad, and the Ordinary: Estimating Agent Value-Added Using Real Estate Transactions," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-11, Sep, DOI: 10.29338/wp2022-11.
• Pierlauro Lopez & J. David López-Salido & Francisco Vazquez-Grande, 2022, "Accounting for Risk in a Linearized Solution: How to Approximate the Risky Steady State and Around It," Working Papers, Federal Reserve Bank of Cleveland, number 22-14, May, DOI: 10.26509/frbc-wp-202214.
• Andrea Gamba & Alessio Saretto, 2022, "Endogenous Option Pricing," Working Papers, Federal Reserve Bank of Dallas, number 2202, Mar, DOI: 10.24149/wp2202.
• Ali Ozdagli & Jianlin Wang, 2022, "Uncertainty, Stock Prices and Debt Structure: Evidence from the U.S.-China Trade War," Working Papers, Federal Reserve Bank of Dallas, number 2212, Aug, DOI: 10.24149/wp2212.
• Amit Goyal & Alessio Saretto, 2022, "Are Equity Option Returns Abnormal? IPCA Says No," Working Papers, Federal Reserve Bank of Dallas, number 2214, Aug, DOI: 10.24149/wp2214.
• Zheng Liu & Jianjun Miao & Dongling Su, 2023, "Fiscal Stimulus Under Average Inflation Targeting," Working Paper Series, Federal Reserve Bank of San Francisco, number 2022-22, Apr, DOI: 10.24148/wp2022-22.
• Seung Kwak, 2022, "How Does Monetary Policy Affect Prices of Corporate Loans?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-008, Feb, DOI: 10.17016/FEDS.2022.008.
• Benjamin Knox, 2022, "A Stock Return Decomposition Using Observables," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-014r1, Mar, revised 31 Jan 2025, DOI: 10.17016/FEDS.2022.014r1.
• Ralf R. Meisenzahl & Karen M. Pence, 2022, "Crisis Liquidity Facilities with Nonbank Counterparties: Lessons from the Term Asset-Backed Securities Loan Facility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-021, Apr, DOI: 10.17016/FEDS.2022.021.
• Chase P. Ross, 2022, "The Collateral Premium and Levered Safe-Asset Production," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-046, Jul, DOI: 10.17016/FEDS.2022.046.
• Chase P. Ross & Landon J. Ross, 2022, "Cash-Hedged Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-055, Aug, DOI: 10.17016/FEDS.2022.055.
• Hiroatsu Tanaka, 2022, "Equilibrium Yield Curves with Imperfect Information," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-086r1, Dec, revised 13 Aug 2024, DOI: 10.17016/FEDS.2022.086r1.
• John Ammer & John H. Rogers & Gang Wang & Yang Yu, 2022, "Visible Hands: Professional Asset Managers' Expectations and the Stock Market in China," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1362, Dec, DOI: 10.17016/IFDP.2022.1362.
• Pekka Honkanen & Daniel Schmidt & Bastian von Beschwitz, 2022, "Passive Ownership and Short Selling," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1365, Dec, DOI: 10.17016/IFDP.2022.1365.
• Filippo Ippolito & Alessandro Villa, 2022, "Levered Returns and Capital Structure Imbalances," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2022-42, Jan, DOI: 10.21033/wp-2022-42.
• Alessandro Villa, 2022, "Credit Misallocation and Macro Dynamics with Oligopolistic Financial Intermediaries," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2022-41, Sep, DOI: 10.21033/wp-2022-41.
• Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein & Chao Ying, 2022, "Debt Dynamics with Fixed Issuance Costs," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2023-01, Dec.
• Ron Alquist & Karlye Dilts Stedman & R. Jay Kahn, 2022, "Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 22-08, Sep, DOI: 10.18651/RWP2022-08.
• Taeyoung Doh & Joseph W. Gruber & Dongho Song, 2022, "Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 22-11, Sep, DOI: 10.18651/RWP2022-11.
• Nicolas Caramp & Julian Kozlowski & Keisuke Teeple, 2022, "Liquidity and Investment in General Equilibrium," Working Papers, Federal Reserve Bank of St. Louis, number 2022-022, Sep, revised 07 Jun 2024, DOI: 10.20955/wp.2022.022.
• Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner, 2022, "The Primary and Secondary Corporate Credit Facilities," Economic Policy Review, Federal Reserve Bank of New York, volume 28, issue 1, July.
• Nina Boyarchenko & Richard K. Crump & Anna Kovner & Deborah Leonard, 2022, "The Commercial Paper Funding Facility," Economic Policy Review, Federal Reserve Bank of New York, volume 28, issue 1, July.
• Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2022, "The Federal Reserve’s Market Functioning Purchases," Economic Policy Review, Federal Reserve Bank of New York, volume 28, issue 1, pages 210-241, July.
• Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2022, "How Is the Corporate Bond Market Responding to Financial Market Volatility?," Liberty Street Economics, Federal Reserve Bank of New York, number 20220601, Jun.
• Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2022, "What Is Corporate Bond Market Distress?," Liberty Street Economics, Federal Reserve Bank of New York, number 20220629, Jun.
• Andreas Fuster & David O. Lucca & James Vickery, 2022, "Mortgage-Backed Securities," Staff Reports, Federal Reserve Bank of New York, number 1001, Feb.
• Jordan Barone & Alain P. Chaboud & Adam Copeland & Cullen Kavoussi & Frank M. Keane & Seth Searls, 2022, "The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020," Staff Reports, Federal Reserve Bank of New York, number 1010, Mar.
• Brandyn Bok & Thomas M. Mertens & John C. Williams, 2022, "Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds," Staff Reports, Federal Reserve Bank of New York, number 1011, Apr.
• Thomas M. Eisenbach & Anna Kovner & Michael Junho Lee, 2022, "When It Rains, It Pours: Cyber Risk and Financial Conditions," Staff Reports, Federal Reserve Bank of New York, number 1022, Jun.
• Wenxin Du & Benjamin Hébert & Wenhao Li, 2022, "Intermediary Balance Sheets and the Treasury Yield Curve," Staff Reports, Federal Reserve Bank of New York, number 1023, Jul.
• Federico Bassetti & Roberto Casarin & Marco Del Negro, 2022, "A Bayesian Approach to Inference on Probabilistic Surveys," Staff Reports, Federal Reserve Bank of New York, number 1025, Jul.
• William Diamond & Peter Van Tassel, 2022, "Risk-Free Rates and Convenience Yields Around the World," Staff Reports, Federal Reserve Bank of New York, number 1032, Sep.
• Igor Livshits & Youngmin Park, 2022, "Democratic Political Economy of Financial Regulation," Working Papers, Federal Reserve Bank of Philadelphia, number 22-01, Jan, DOI: 10.21799/frbp.wp.2022.01.
• Filippo Gusella, 2022, "Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2022_02.rdf.
• Filippo Gusella & Giorgio Ricchiuti, 2022, "A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2022_20.rdf.
• Abramov Alexander & Radygin Alexandr & Chernova Maria, 2022, "The Russian Financial Market in 2021," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2022-1197, revised 2022.
• Vadim Ye. Zyamalov, 2022, "Applying the Multi Regime Models to the Modelling the Dynamics of Financial Time Series
  [Использование Многорежимных Моделей Для Моделирования Динамики Финансовых Временных Рядов]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 13-19, May.
• Vadim Ye. Zyamalov, 2022, "Использование Многорежимных Моделей Для Моделирования Динамики Финансовых Временных Рядов," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 13-19, May.
• Daniel Felix Ahelegbey, 2022, "Statistical Modelling of Downside Risk Spillovers," FinTech, MDPI, volume 1, issue 2, pages 1-10, April.
• Lumengo Bonga-Bonga & Sefora Motena Rangoanana, 2022, "Carry Trade and Capital Market Returns in South Africa," JRFM, MDPI, volume 15, issue 11, pages 1-13, October.
• Tilman Bletzinger & William Greif & Bernd Schwaab, 2022, "Can EU Bonds Serve as Euro-Denominated Safe Assets?," JRFM, MDPI, volume 15, issue 11, pages 1-13, November.
• Dean Fantazzini, 2022, "Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death," JRFM, MDPI, volume 15, issue 7, pages 1-34, July.
• Knut K. Aase, 2022, "Optimal Risk Sharing in Society," Mathematics, MDPI, volume 10, issue 1, pages 1-31, January.
• Alhonita YATIE, 2022, "Failure of Gold, Bitcoin and Ethereum as safe havens during the Ukraine-Russia war," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2022-07.
• Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03722920, DOI: 10.1007/s00199-022-01415-7.
• Alain Chateauneuf & Bernard Cornet, 2022, "The risk-neutral non-additive probability with market frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03722945, DOI: 10.1007/s40505-022-00216-4.
• Antoine Parent & Pierre-Charles Pradier, 2022, "A la Recherche du Temps Perdu : Legal and Quantitative analysis of the First Documented Option Market - Paris 1844-1939," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03815575, Oct.
• Saker Sabkha & Christian de Peretti, 2022, "On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market," Post-Print, HAL, number hal-01710398, Jan, DOI: 10.1142/9781786349507_0008.
• Michele Fioretti & Alexander Vostroknutov & Giorgio Coricelli, 2022, "Dynamic Regret Avoidance," Post-Print, HAL, number hal-03562318, Feb, DOI: 10.1257/mic.20180260.
• Martin Hoesli & Richard Malle, 2022, "Commercial real estate prices and COVID-19," Post-Print, HAL, number hal-03611776, DOI: 10.1108/JERER-04-2021-0024.
• Philippe Bertrand & Jean-Luc Prigent, 2022, "Performance Participation Strategies: OBPP versus CPPP," Post-Print, HAL, number hal-03672691, Mar, DOI: 10.3917/fina.431.0123.