Research classified by Journal of Economic Literature (JEL) codes

2021

• Deuskar, Prachi & Johnson, Timothy C., 2021, "Funding liquidity and market liquidity in government bonds," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106165.
• Khomyn, Marta & Putniņš, Tālis J., 2021, "Algos gone wild: What drives the extreme order cancellation rates in modern markets?," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106170.
• Dupuy, Philippe, 2021, "Risk-adjusted return managed carry trade," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106172.
• Landis, Conrad & Skouras, Spyros, 2021, "Guidelines for asset pricing research using international equity data from Thomson Reuters Datastream," Journal of Banking & Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jbankfin.2021.106128.
• Wang, Xinjie & Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan, 2021, "Under-reaction in the sovereign CDS market," Journal of Banking & Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jbankfin.2021.106191.
• Chen, Honghui & Zheng, Minrong, 2021, "IPO underperformance and the idiosyncratic risk puzzle," Journal of Banking & Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jbankfin.2021.106190.
• Van Ness, Bonnie & Van Ness, Robert & Yildiz, Serhat, 2021, "Private information in trades, R2, and large stock price movements," Journal of Banking & Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jbankfin.2021.106194.
• Joenväärä, Juha & Kauppila, Mikko & Kahra, Hannu, 2021, "Hedge fund portfolio selection with fund characteristics," Journal of Banking & Finance, Elsevier, volume 132, issue C, DOI: 10.1016/j.jbankfin.2021.106232.
• Nozawa, Yoshio & Qiu, Yancheng, 2021, "Corporate bond market reactions to quantitative easing during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106153.
• John, Kose & Li, Jingrui, 2021, "COVID-19, volatility dynamics, and sentiment trading," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106162.
• Zaremba, Adam & Bianchi, Robert J. & Mikutowski, Mateusz, 2021, "Long-run reversal in commodity returns: Insights from seven centuries of evidence," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106238.
• Chiah, Mardy & Zhong, Angel, 2021, "Tuesday Blues and the day-of-the-week effect in stock returns," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106243.
• Zhang, Wei & Li, Yi & Xiong, Xiong & Wang, Pengfei, 2021, "Downside risk and the cross-section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106246.
• Li, Yubin & Zhao, Chen & Zhong, Zhaodong (Ken), 2021, "Trading behavior of retail investors in derivatives markets: Evidence from Mini options," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106250.
• Lin, Hai & Lo, Ingrid & Qiao, Rui, 2021, "Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106252.
• Levy, Haim & Levy, Moshe, 2021, "Stocks versus bonds for the long run when a riskless asset is available," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106275.
• Wang, Qiao & Balvers, Ronald, 2021, "Determinants and predictability of commodity producer returns," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106278.
• Hansen, Anne Lundgaard, 2021, "Modeling persistent interest rates with double-autoregressive processes," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106302.
• Baule, Rainer & Shkel, David, 2021, "Model risk and model choice in the case of barrier options and bonus certificates," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106307.
• Nnadi, Modestus I. & Sorwar, Ghulam & Eskandari, Rasol & Chizema, Amon, 2021, "Political connections and seasoned equity offerings," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106312.
• Staccioli, Jacopo & Napoletano, Mauro, 2021, "An agent-based model of intra-day financial markets dynamics," Journal of Economic Behavior & Organization, Elsevier, volume 182, issue C, pages 331-348, DOI: 10.1016/j.jebo.2020.05.018.
• Barnett, William A. & Han, Qing & Zhang, Jianbo, 2021, "Monetary services aggregation under uncertainty: A behavioral economics extension using Choquet expectation," Journal of Economic Behavior & Organization, Elsevier, volume 182, issue C, pages 437-447, DOI: 10.1016/j.jebo.2019.03.026.
• Coppock, Lee A. & Harper, Daniel Q. & Holt, Charles A., 2021, "Capital constraints and asset bubbles: An experimental study," Journal of Economic Behavior & Organization, Elsevier, volume 183, issue C, pages 75-88, DOI: 10.1016/j.jebo.2020.10.024.
• Beckmann, Joscha, 2021, "Measurement and effects of euro/dollar exchange rate uncertainty," Journal of Economic Behavior & Organization, Elsevier, volume 183, issue C, pages 773-790, DOI: 10.1016/j.jebo.2020.06.021.
• Hong, Jieying & Moinas, Sophie & Pouget, Sébastien, 2021, "Learning in speculative bubbles: Theory and experiment," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 1-26, DOI: 10.1016/j.jebo.2021.01.009.
• Noussair, Charles N. & Popescu, Andreea Victoria, 2021, "Comovement and return predictability in asset markets: An experiment with two Lucas trees," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 671-687, DOI: 10.1016/j.jebo.2021.03.012.
• ter Ellen, Saskia & Hommes, Cars H. & Zwinkels, Remco C.J., 2021, "Comparing behavioural heterogeneity across asset classes," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 747-769, DOI: 10.1016/j.jebo.2019.12.013.
• Montone, Maurizio, 2021, "Optimal pricing in the online betting market," Journal of Economic Behavior & Organization, Elsevier, volume 186, issue C, pages 344-363, DOI: 10.1016/j.jebo.2021.04.007.
• Omar, Ayman M.A. & Lambe, Brendan J & Wisniewski, Tomasz Piotr, 2021, "Perceptions of the threat to national security and the stock market," Journal of Economic Behavior & Organization, Elsevier, volume 186, issue C, pages 504-522, DOI: 10.1016/j.jebo.2021.04.010.
• Huisman, Ronald & Van der Sar, Nico L. & Zwinkels, Remco C.J., 2021, "Volatility expectations and disagreement," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 379-393, DOI: 10.1016/j.jebo.2021.05.020.
• Duffy, John & Rabanal, Jean Paul & Rud, Olga A., 2021, "The impact of ETFs in secondary asset markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 674-696, DOI: 10.1016/j.jebo.2021.06.003.
• Stöckl, Sebastian & Rode, Martin, 2021, "The price of populism: Financial market outcomes of populist electoral success," Journal of Economic Behavior & Organization, Elsevier, volume 189, issue C, pages 51-83, DOI: 10.1016/j.jebo.2021.06.037.
• Bierbaumer, Daniel & Rieth, Malte & Velinov, Anton, 2021, "The state-dependent trading behavior of banks in the oil futures market," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 1011-1024, DOI: 10.1016/j.jebo.2021.09.031.
• Kim, Jeong Ho (John) & Kim, Byung-Cheol, 2021, "A welfare criterion with endogenous welfare weights for belief disagreement models," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 312-333, DOI: 10.1016/j.jebo.2021.09.006.
• Wang, Wenzhao & Duxbury, Darren, 2021, "Institutional investor sentiment and the mean-variance relationship: Global evidence," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 415-441, DOI: 10.1016/j.jebo.2021.08.029.
• Filippou, Ilias & Taylor, Mark P., 2021, "Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 66-77, DOI: 10.1016/j.jebo.2021.08.037.
• Baars, Maren & Mohrschladt, Hannes, 2021, "An alternative behavioral explanation for the MAX effect," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 868-886, DOI: 10.1016/j.jebo.2021.09.027.
• Akhtaruzzaman, Md & Chiah, Mardy & Docherty, Paul & Zhong, Angel, 2021, "Betting against bank profitability," Journal of Economic Behavior & Organization, Elsevier, volume 192, issue C, pages 304-323, DOI: 10.1016/j.jebo.2021.10.012.
• Asgar Ali & Hajam Abid Bashir, 2021, "Bibliometric study on asset pricing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 14, issue 3, pages 433-460, October, DOI: 10.1108/QRFM-07-2020-0114.
• Ying Zhang & Xing Lu & Wikrom Prombutr, 2021, "The asymmetric online talk effect," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 2, pages 157-182, February, DOI: 10.1108/RBF-05-2020-0117.
• Bei Chen & Quan Gan, 2021, "Measuring gambling activity in options market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 3, pages 345-378, March, DOI: 10.1108/RBF-08-2020-0206.
• Jennifer Brodmann & Phuvadon Wuthisatian & Rama K. Malladi, 2021, "The liquidity, performance and investor preference of socially responsible investments," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 2, pages 224-239, December, DOI: 10.1108/RBF-09-2021-0191.
• Wendy Kesuma & Irwan Adi Ekaputra & Dony Abdul Chalid, 2021, "Individual investor attention to stock split and the disposition effect," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 701-717, May, DOI: 10.1108/RBF-11-2020-0274.
• Mohammed Mohammed Elgammal & Fatma Ehab Ahmed & David Gordon McMillan, 2021, "The predictive ability of stock market factors," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 111-124, October, DOI: 10.1108/SEF-01-2021-0010.
• Antonio Focacci, 2021, "Have institutional investors stocks portfolio strategies affected oil prices in a financialization context?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 5, pages 1007-1039, June, DOI: 10.1108/SEF-02-2021-0062.
• Ali Yavuz Polat & Ahmet Faruk Aysan & Hasan Tekin & Ahmet Semih Tunali, 2021, "Bitcoin-specific fear sentiment matters in the COVID-19 outbreak," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 98-110, September, DOI: 10.1108/SEF-02-2021-0080.
• Szymon Stereńczak, 2021, "Conditional stock liquidity premium: is Warsaw stock exchange different?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 1, pages 67-85, January, DOI: 10.1108/SEF-03-2020-0075.
• Florin Aliu & Ujkan Bajra & Naim Preniqi, 2021, "Analysis of diversification benefits for cryptocurrency portfolios before and during the COVID-19 pandemic," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 3, pages 444-457, September, DOI: 10.1108/SEF-05-2021-0190.
• Sowmya Subramaniam, 2021, "Geopolitical uncertainty and sovereign bond yields of BRICS economies," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 2, pages 311-330, November, DOI: 10.1108/SEF-05-2021-0214.
• Khandokar Istiak, 2021, "Broker-dealer leverage volatility and the US stock prices," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 1-19, July, DOI: 10.1108/SEF-10-2020-0440.
• Ramiro Bautista Espinosa & Diana Terrazas Santamaría, 2021, "La viabilidad de invertir en almacenamiento de energía solar en México: un enfoque de opciones reales," Serie documentos de trabajo del Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, number 2021-09, Nov.
• Domingo Rodríguez Benavides & Francisco López Herrera & Armando Sánchez Vargas, 2021, "Rendimientos en el mercado accionario mexicano y los choques del precio internacional del petróleo/Returns in the Mexican stock market and the shocks of the international oil price," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 36, issue 2, pages 399-428.
• Neda Assadollahzadehjafari & Bahar Hafezi & Seyed Mohsen Khalifehsoltani, 2021, "Evaluation of the Effect of Asset Market Fluctuations on the Financial Crisis of the Economy: An Application of Markov Switching," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 3, pages 191-203.
• Sylwia Frydrych, 2021, "Credit Ratings of Issuers of Green Debt Instruments," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4 - Part , pages 172-179.
• Magdalena Mikolajek-Gocejna, 2021, "Estimation, Instability, and Non-Stationarity of Beta Coefficients for Twenty-four Emerging Markets in 2005-2021," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4 - Part , pages 370-395.
• Edyta Mioduchowska-Jaroszewicz, 2021, "An Analysis of External Cash Flows of Capital Groups," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 325-340.
• Julia Anna Bingler & Chiara Colesanti Senni & Pierre Monnin, 2021, "Climate Transition Risk Metrics: Understanding Convergence and Divergence across Firms and Providers," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 21/363, Sep.
• Tatsuyoshi OKIMOTO & Sumiko TAKAOKA, 2021, "Sustainability and Credit Spreads in Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 21052, Jul.
• Kohei AONO & Tatsuyoshi OKIMOTO, 2021, "When Does the Japan Empowering Women Index Outperform Its Parent and the ESG Select Leaders Indexes?," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 21053, Jul.
• Suela Ibraimllari, 2017, "Partocracy or Democracy: A Popperian Perspective of Democracy in Albania," European Journal of Multidisciplinary Studies Articles, Revistia Research and Publishing, volume 2, ejms_v2_i, DOI: 10.26417/ejms.v4i2.p90-100.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2021, "Entrepreneurship, growth and productivity with bubbles," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2021/407.
• Blazej Kochanski, 2021, "A Simulation Model for Risk and Pricing Competition in the Retail Lending Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 2, pages 96-118, October.
• Kwaku Boafo Baidoo, 2021, "Asymmetric Effects of Long and Short Selling Positions: Evidence from US Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 4, pages 306-322, December.
• Jaromir Baxa & Michal Paulus, 2020, "Exchange Rate Misalignments, Growth, and Institutions," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/27, Aug, revised Aug 2020.
• Lenka Nechvatalova, 2021, "Multi-Horizon Equity Returns Predictability via Machine Learning," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/02, Feb, revised Feb 2021.
• Jozef Barunik & Josef Kurka, 2021, "Frequency-Dependent Higher Moment Risks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/11, Apr, revised Apr 2021.
• Petr Jakubik & Saida Teleu, 2021, "Impact of EU-wide Insurance Stress Tests on Equity Prices and Systemic Risk," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/25, Jul, revised Jul 2021.
• Makram El-Shagi, 2021, "Political Uncertainty: A High Frequency Approach," CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China, number 2021/03, Oct.
• Christian Gollier, 2021, "The Welfare Cost of Ignoring the Beta," Working Papers, Fondazione Eni Enrico Mattei, number 2021.03, Mar.
• Davide Bazzana & Michele Colturato & Roberto Savona, 2021, "Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19," Working Papers, Fondazione Eni Enrico Mattei, number 2021.26, Oct.
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021, "The Term Structure of the Excess Bond Premium: Measures and Implications," Policy Hub, Federal Reserve Bank of Atlanta, volume 2021, issue 12, September, DOI: 10.29338/ph2021-12.
• Jesús Fernández-Villaverde & Federico S. Mandelman & Yang Yu & Francesco Zanetti, 2021, "The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-4, Jan, DOI: 10.29338/wp2021-04.
• Bin Wei, 2021, "Ambiguity, Long-Run Risks, and Asset Prices," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-21, Sep, DOI: 10.29338/wp2021-21.
• Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-25, Nov, DOI: 10.29338/wp2021-25.
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021, "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 27, Nov, DOI: 10.29338/wp2021-27.
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021, "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-27, Nov, DOI: 10.29338/wp2021-27.
• Pierlauro Lopez, 2021, "Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?," Working Papers, Federal Reserve Bank of Cleveland, number 21-16R, Aug, revised 16 May 2023, DOI: 10.26509/frbc-wp-202116r.
• Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu, 2021, "Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico," Working Paper Series, Federal Reserve Bank of San Francisco, number 2021-08, Nov, DOI: 10.24148/wp2021-08.
• Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2021, "International Evidence on Extending Sovereign Debt Maturities," Working Paper Series, Federal Reserve Bank of San Francisco, number 2021-19, Jul, DOI: 10.24148/wp2021-19.
• Mathias S. Kruttli & Brigitte Roth Tran & Sumudu W. Watugala, 2021, "Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics," Working Paper Series, Federal Reserve Bank of San Francisco, number 2021-23, Mar, DOI: 10.24148/wp2021-23.
• Jens H. E. Christensen & Mark M. Spiegel, 2022, "Central Bank Credibility During COVID-19: Evidence from Japan," Working Paper Series, Federal Reserve Bank of San Francisco, number 2021-24, Aug, DOI: 10.24148/wp2021-24.
• Don H. Kim & Marcelo Ochoa, 2021, "International Yield Spillovers," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-001, Jan, DOI: 10.17016/FEDS.2021.001.
• Michael Smolyansky & Gustavo A. Suarez, 2021, "Non-monetary news in Fed announcements: Evidence from the corporate bond market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-010r1, Feb, revised 31 Jan 2025, DOI: 10.17016/FEDS.2021.010r1.
• Christopher Anderson, 2021, "Consumption-Based Asset Pricing When Consumers Make Mistakes," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-015, Mar, DOI: 10.17016/FEDS.2021.015.
• Sandro Lunghi & Daniel Schmidt & Bastian von Beschwitz, 2021, "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-022, Mar, DOI: 10.17016/FEDS.2021.022.
• Alex Aronovich & Andrew C. Meldrum, 2021, "High-Frequency Estimates of the Natural Real Rate and Inflation Expectations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-034, May, DOI: 10.17016/FEDS.2021.034.
• Kyle Dempsey & Felicia Ionescu, 2021, "Lending Standards and Borrowing Premia in Unsecured Credit Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-039, Jun, DOI: 10.17016/FEDS.2021.039.
• Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021, "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-063, Sep, DOI: 10.17016/FEDS.2021.063.
• Juan M. Londono & Nancy R. Xu, 2021, "The Global Determinants of International Equity Risk Premiums," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1318, May, DOI: 10.17016/IFDP.2021.1318.
• Ketan B. Patel, 2021, "Managing Climate Risk in Mortgage Markets: A Role for Derivatives," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 462, pages 1-6, October.
• Evan Karson & Christopher J. Neely, 2021, "More Stories of Unconventional Monetary Policy," Review, Federal Reserve Bank of St. Louis, volume 103, issue 2, pages 207-270, April, DOI: 10.20955/r.103.207-70.
• Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2021, "Corporate Bond Market Distress," Staff Reports, Federal Reserve Bank of New York, number 957, Jan.
• Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu, 2021, "Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico," Staff Reports, Federal Reserve Bank of New York, number 961, Mar.
• Michael J. Fleming & Frank M. Keane, 2021, "The Netting Efficiencies of Marketwide Central Clearing," Staff Reports, Federal Reserve Bank of New York, number 964, Apr.
• Haoyang Liu & Zhaogang Song & James Vickery, 2021, "Defragmenting Markets: Evidence from Agency MBS," Staff Reports, Federal Reserve Bank of New York, number 965, May.
• Nina Boyarchenko & Richard K. Crump & Anna Kovner & Deborah Leonard, 2021, "COVID Response: The Commercial Paper Funding Facility," Staff Reports, Federal Reserve Bank of New York, number 982, Sep.
• Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner, 2021, "COVID Response: The Primary and Secondary Corporate Credit Facilities," Staff Reports, Federal Reserve Bank of New York, number 986, Sep.
• Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2021, "The Term Structure of Expectations," Staff Reports, Federal Reserve Bank of New York, number 992, Nov.
• Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2021, "The Federal Reserve’s Market Functioning Purchases," Staff Reports, Federal Reserve Bank of New York, number 998, Dec.
• Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2021, "Superstar Returns," Staff Reports, Federal Reserve Bank of New York, number 999, Dec.
• Pierre Jinghong Liang & Vitaly Meursault & Bryan B. Routledge & Madeline Marco Scanlon, 2021, "PEAD.txt: Post-Earnings-Announcement Drift Using Text," Working Papers, Federal Reserve Bank of Philadelphia, number 21-07, Feb, DOI: 10.21799/frbp.wp.2021.07.
• Haoyang Liu & Zhaogang Song & James Vickery, 2021, "Defragmenting Markets: Evidence from Agency MBS," Working Papers, Federal Reserve Bank of Philadelphia, number 21-25, Jun, DOI: 10.21799/frbp.wp.2021.25.
• Shimon Kogan & Vitaly Meursault, 2021, "Corporate Disclosure: Facts or Opinions?," Working Papers, Federal Reserve Bank of Philadelphia, number 21-40, Nov, DOI: 10.21799/frbp.wp.2021.40.
• Marcin Dec & Marek Weretka, 2021, "Welfare measurements with heterogeneous agents," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 50.
• Marcin Dec, 2021, "Parsimonious yield curve modeling in less liquid markets," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 52.
• Marek Weretka, 2021, "An ordinal theorem of the maximum," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 61.
• Elena V. Rozhentsova & Anastasiia D. Saltykova & Tatyana М. Devyatkova, 2021, "Unallocated Metal Accounts in Russia: Determinants of Quoted Bid-Ask Spreads," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 93-106, February, DOI: 10.31107/2075-1990-2021-1-93-106.
• Abramov Alexander & Chernova Maria & Radygin Alexandr, 2021, "The Russian Financial Market," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2021-1119, revised 2021.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Corporate Pension Plans: Trends and Prospects for their Implementation
  [Корпоративные Пенсионные Планы: Тенденции И Перспективы Реализации]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 35-39, October.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Корпоративные Пенсионные Планы: Тенденции И Перспективы Реализации," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 10, pages 35-39, October.
• Roman Frydman & Nicholas Mangee, 2021, "Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic," JRFM, MDPI, volume 14, issue 11, pages 1-13, November.
• Jean-Louis Bago & Koffi Akakpo & Imad Rherrad & Ernest Ouédraogo, 2021, "Volatility Spillover and International Contagion of Housing Bubbles," JRFM, MDPI, volume 14, issue 7, pages 1-14, June.
• Knut K. Aase & Petter Bjerksund, 2021, "The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund," JRFM, MDPI, volume 14, issue 9, pages 1-36, September.
• Nuno Silva & Helder Sebastião & Diogo Henriques, 2021, "IPO Patterns in Euronext After the Global Financial Crisis of 2007-2008," Notas Económicas, Faculty of Economics, University of Coimbra, issue 52, pages 137-155, july, DOI: 0000-0002-1743-6869.
• Barras, Laurent & Scaillet, Olivier & Gagliardini, Patrick, 2021, "Skill, scale, and value creation in the mutual fund industry," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:150822.
• Senay Agca & Volodymyr Babich & John Birge & Jing Wu, 2021, "Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market," Working Papers, The George Washington University, Institute for International Economic Policy, number 2021-18.
• Senay Agca & John Birge & Zi'ang Wang & Jing Wu, 2021, "The Impact of COVID-19 on Supply Chain Credit Risk," Working Papers, The George Washington University, Institute for International Economic Policy, number 2021-19.
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• Gabriel Alberto Agudelo Torres & Héctor Alonso Olivares Aguayo & Julio Téllez Pérez, 2021, "Riesgo de mercado en Portafolios mexicanos previo a la crisis COVID-19: Portafolio de renta fija vs Portafolio de capital," 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 16, issue 4, pages 1-21, Octubre -.
• Jaime Alberto Gómez Vilchis & Federico Hernández Álvarez & Luis Ignacio Román de la Sancha, 2021, "Autómata Evolutivo (AE) para el mercado accionario usando Martingalas y un Algoritmo Genético," 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 16, issue 4, pages 1-22, Octubre -.
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