Research classified by Journal of Economic Literature (JEL) codes

2026

• Jondeau, Eric, 2026, "Climate Targets and Sectoral Risk Premia," CEPR Discussion Papers, Centre for Economic Policy Research, number 21667, Jun.
• María Andrea Sampedro & Dr. Damià Rey Miró, 2026, "Más allá de la capitalización: eficiencia y diseño de benchmarks en índices de criptomonedas," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 4, issue 10, pages 13-30, Enero.
• Kalenga, Danicious & Kaira, Benjamin & Sishumba, Jackson & Siwilanji, Lukundo Willy, 2026, "Comparing the Explanatory Power of the Fama–French Five-Factor and Carhart Four-Factor Models in a Frontier Equity Market: Evidence from the Lusaka Securities Exchange (LuSE)," African Journal of Commercial Studies, African Journal of Commercial Studies, volume 7, issue 3, DOI: 10.59413/ajocs/v7.i3.56.
• Kapundu, Karen Kapotwe & Mwange, Austin, 2026, "An Analysis of the Effect of Dividend Policy on Stock Price Volatility of Listed Companies on the Lusaka Securities Exchange," African Journal of Commercial Studies, African Journal of Commercial Studies, volume 7, issue 3, DOI: 10.59413/ajocs/v7.i3.62.
• Pia Hüttl & Gökhan Ider & Matthias Kaldorf, 2026, "An Underestimated Policy Lever: The ECB’s Collateral Policy Supports Financial Markets and Reduces Uncertainty," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 16, issue 25/26, pages 203-210.
• Pia Hüttl & Gökhan Ider & Matthias Kaldorf, 2026, "Unterschätzte Stellschraube: EZB‑Sicherheitenpolitik stärkt Finanzmärkte und reduziert Unsicherheit," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 93, issue 27, pages 427-434.
• Pia Hüttl & Gökhan Ider & Matthias Kaldorf, 2026, "Collateral Policy Surprises," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2162.
• Jan Kwakkel & Willem L. Auping & Jan Willem van den End, 2026, "Identifying scenarios of interest under deep uncertainty," Working Papers, DNB, number 860, Apr.
• Emilie Couture, 2026, "Hydrogen in financial markets: A hybrid asset at the crossroads of technology and clean energy," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2026-7.
• Fornari, Fabio & Pianeselli, Daniele & Zaghini, Andrea, 2026, "Environmental score and bond pricing: it better be good, it better be green," Working Paper Series, European Central Bank, number 3176, Jan.
• Anyfantaki, Sofia & Migiakis, Petros & Petroulakis, Filippos & Giannakidis, Haris & Malliaropulos, Dimitris, 2026, "Bond funds’ risk taking and monetary policy," Working Paper Series, European Central Bank, number 3196, Feb.
• Chiţu, Livia & Gori, Sofia & Gürkaynak, Refet S., 2026, "External finance premium: market finance versus bank finance," Working Paper Series, European Central Bank, number 3235, May.
• Simone Alfarano & Omar Blanco-Arroyo, 2026, "Granular Stock Market," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2608, May.
• Kim, Jeongsim, 2026, "Stock market performance of exporting firms during the COVID-19 pandemic: Evidence from South Korea," Journal of Asian Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.asieco.2026.102137.
• Herrmann-Romero, Matthias & Liegl, Simon & Angerer, Martin & Stöckl, Thomas, 2026, "Golden eye — How traders focus on and select information in experimental asset markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2025.101138.
• Fan, John Hua & Li, Mingyi & Wang, Xinyu, 2026, "Cultural celebrations and investor gambling behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101139.
• de Vries, Martijn A., 2026, "Time-varying risk aversion and the equity term structure," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101141.
• Flynn, Matthew & Liu, Yifan, 2026, "Gambling on Bitcoin options?," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101142.
• Deep, Gagan & Deep, Akash & Rachev, Svetlozar T. & Fabozzi, Frank J., 2026, "Google Trends—Augmented XGBoost for market volatility prediction: A machine learning early warning system," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101159.
• Natashekara, Karthik & Sampath, Aravind, 2026, "Herding, information cascades, and cryptocurrencies — New evidence using low frequency and high frequency data," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101167.
• Sun, Xuchu & Zhu, Jianchang & Chen, Fenggong & Li, Tangrong, 2026, "Exploring retail investor sophistication: Insights from pseudo T+0 trading activities," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101182.
• Kumari, Jyoti & Mattaparthi, Sanjana, 2026, "Sentiment-driven volatility and the idiosyncratic volatility puzzle: Evidence from an emerging market," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101189.
• Cheng, Zhuo (June) & Fang, Jing & Zhang, Yinglei, 2026, "Idiosyncratic volatility and return: A finite mixture approach," The British Accounting Review, Elsevier, volume 58, issue 2, DOI: 10.1016/j.bar.2023.101261.
• Wu, Mian & Huang, Wenli & Liu, Xiaoquan & Meng, Qingxin, 2026, "Firm connection and equity return predictability – Graph-based machine learning methods," The British Accounting Review, Elsevier, volume 58, issue 2, DOI: 10.1016/j.bar.2024.101436.
• Jahanshahloo, Hossein & Irresberger, Felix & Urquhart, Andrew, 2026, "Bitcoin under the microscope," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2023.101237.
• Guo, Weiwei & Jahanshahloo, Hossein & Spokeviciute, Laima & Wang, Qingwei, 2026, "The dual impact of on-chain and off-chain factors on Bitcoin market efficiency," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2025.101641.
• Hoang, Lai Trung & Yang, Joey Wenling, 2026, "Playing the market: Lottery stock and bitcoin comovement," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2025.101683.
• Chan, Keith Jin Deng & Wan, Wilson Tsz Shing, 2026, "The double-edged sword of corporate net zero commitment on the carbon risk premium," Journal of Corporate Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.jcorpfin.2025.102920.
• Kim, Daniel & Pouget, Sébastien, 2026, "Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets," Journal of Corporate Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.jcorpfin.2025.102932.
• Fliegel, Philip, 2026, "How you measure transition risk matters: comparing and evaluating climate transition risk metrics," Journal of Corporate Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.jcorpfin.2025.102939.
• Gu, Ming & Li, Dongxu & Xiong, Zhitao, 2026, "Curbing stock price crash: The bright side of regulatory fragmentation," Journal of Corporate Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.jcorpfin.2026.102950.
• Nazemi, Abdolreza & Baumann, Friedrich & Fabozzi, Frank J., 2026, "Inter-industry network and corporate bond recovery rates," Journal of Corporate Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.jcorpfin.2026.102975.
• Benlialper, Ahmet, 2026, "Global corporate bond markets and local monetary policy transmission," Journal of Corporate Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jcorpfin.2026.102987.
• D’Ercole, Francesco & Wagner, Alexander F. & Yamada, Kazuo, 2026, "Investor repricing of chronic undervaluation: Evidence from the Tokyo Stock Exchange capital efficiency initiative," Journal of Corporate Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jcorpfin.2026.103009.
• Weretka, Marek & Dec, Marcin, 2026, "Welfare measurements with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, volume 184, issue C, DOI: 10.1016/j.jedc.2025.105252.
• Liu, Feng, 2026, "A simple higher-order rational email-game bubble model," Journal of Economic Dynamics and Control, Elsevier, volume 185, issue C, DOI: 10.1016/j.jedc.2026.105284.
• Chen, Xingyu & Chen, Zilin & Tu, Jun & Wang, Liyao & Wang, Luying, 2026, "Proximity to the 52-week high and the risk-return trade-off," Journal of Economic Dynamics and Control, Elsevier, volume 185, issue C, DOI: 10.1016/j.jedc.2026.105286.
• Sadoghi, Amirhossein & Santi, Caterina, 2026, "Decoding news: How media risk and ambiguity shape CDS spreads," Journal of Economic Dynamics and Control, Elsevier, volume 187, issue C, DOI: 10.1016/j.jedc.2026.105322.
• Labonne, Paul & Thorsrud, Leif Anders, 2026, "Risky news and credit market sentiment," Journal of Economic Dynamics and Control, Elsevier, volume 187, issue C, DOI: 10.1016/j.jedc.2026.105331.
• Dergunov, Ilya, 2026, "Production and endogenous preferences," Journal of Economic Dynamics and Control, Elsevier, volume 188, issue C, DOI: 10.1016/j.jedc.2026.105346.
• Yu, Deshui & Huang, Difang & Yin, Ximing, 2026, "Market-based short-rate uncertainty and time-varying expected returns," Journal of Economic Dynamics and Control, Elsevier, volume 188, issue C, DOI: 10.1016/j.jedc.2026.105348.
• Peña, Juan Ignacio, 2026, "Uncertain policies, unstable markets: How energy regulation shapes financial outcomes," Economic Analysis and Policy, Elsevier, volume 90, issue C, pages 818-833, DOI: 10.1016/j.eap.2026.01.056.
• Huang, XiaoHong & Ni, Jian & Xu, Yue, 2026, "Information diversity, collusion of informed traders and asset prices," Economic Modelling, Elsevier, volume 154, issue C, DOI: 10.1016/j.econmod.2025.107321.
• Zeng, Tao & Wang, Kaixin & Fan, Yanjing & Liu, Xiaobin, 2026, "Systemic default probability and return predictability: Evidence from China," Economic Modelling, Elsevier, volume 160, issue C, DOI: 10.1016/j.econmod.2026.107617.
• Shah, Syed Adnan & Nawaz, Ali & Du, Yuan & Su, Chi Wei, 2026, "Green bond performance under ESG uncertainty: Nonlinear Time–Frequency quantile analysis," Economic Modelling, Elsevier, volume 161, issue C, DOI: 10.1016/j.econmod.2026.107631.
• Jena, Sangram Keshari & Lahiani, Amine & Dash, Ashutosh & Ray, Sougata, 2026, "Stock market vulnerability to US monetary policy: Evidenced from quantile coherency analysis," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102536.
• Nasir, Rana Muhammad & He, Feng & Asadi, Mehrad & Roubaud, David, 2026, "Spillover and return connectedness between uncertainties, digital assets, green bond, green and traditional energy markets: Evidence from quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102538.
• Kim, Jinyong & Kim, Yongsik & Lee, Seunghyun, 2026, "Simultaneous inference in testing conditional alphas of momentum portfolios," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102557.
• Brik, Hatem, 2026, "Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102566.
• Alex, Fabian, 2026, "On the non-neutrality of socially responsible investing in the presence of a greenium," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102567.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2026, "Short-Term market impact of 2024 US President elections and Trump-Zelensky meeting in defence industry," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102569.
• Aslam, Adnan & Brahmana, Rayenda Khresna, 2026, "Systemic spillovers in high-growth private market sectors: determinants and portfolio implications," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102579.
• Dridi, Ichrak & Belhoula, Mohamed Malek & Boughrara, Adel, 2026, "Inflation targeting and stock market liquidity: a difference-in-difference and doubly robust analysis of emerging markets," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102580.
• Brik, Hatem, 2026, "Corrigendum to “Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models” [N. Am. J. Econ. Financ. 82 (2026) 102566]," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102598.
• Addey, Kwame Asiam & Sakouvogui, Kekoura, 2026, "Industrial policy and downside risk: Evidence from CHIPS-Exposed firms," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102603.
• Lim, Sanghoon & Ha, Mijin & Park, Jongkyu & Yoon, Ji-Hun & Lee, Hyojung, 2026, "Detecting endogenous structural breaks in the KOSPI200: A change-point detection and event study analysis of the COVID-19 crisis," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102609.
• Abou Tanos, Barbara & Jaafar, Azzam & Shahrour, Mohamad H., 2026, "Are green bonds the new quasi-havens? novel evidence from sentiment-driven volatility spillovers," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102606.
• Zięba, Damian, 2026, "Technological heterogeneity and the asymmetric volume–return relationship in the crypto-asset market," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102629.
• Helmi, Mohamad Husam & Ahmed, Mohamed Shaker & Kumar, Satish & Muqattash, Riham, 2026, "On the lead-lag relationship in tourism and hospitality stocks," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102631.
• Berardi, Michele, 2026, "Uncertainty, sentiments and time-varying risk premia," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102635.
• Paul Simshauser, 2026, "Coordinating coal plant closures: transient strategic reserves in transitioning energy-only markets," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2605, Jan.
• Farhad Billimoria & Paul Simshauser, 2026, "Caps-and-floors for long duration storage and firming: contract design under risk and price asymmetry," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2609, May.
• Arshi Firdous & Sarbapriya Ray, 2026, "Analysis of Month of the Year Effect: Evidence from GARCH Model in Indian Stock Market," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 210-232.
• Wojciech Slomski & Piotr Nowicki, 2026, "Hope for Success as a Source of Eco-Innovation: The Psychological Foundations of Green Technologies in the Approach of Prof. Marcin Staniewski," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 101-115.
• Wojciech Slomski & Piotr Nowicki, 2026, "The Psychology of Investors in Green Finance According to Prof. Marcin Staniewski: Hope, Agency and Moral Motivation as Determinants of Investment Choices," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 116-133.
• Ibrahim Filiz & Florian Kirchhoff & Thomas Nahmer & Markus Spiwoks, 2026, "The Influence of ESG Ratings on the Returns of Real Estate Companies," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 402-420.
• Woongchan Jeon & Lint Barrage & Kieran James Walsh, 2026, "Pricing Climate Risks: Evidence from Wildfires and Municipal Bonds," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 26/405, Jun.
• Kai Wang & Ladislav Kristoufek, 2026, "Gas Fees as Liquidity Risk Signals in Blockchain Token Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2026/16, Jun, revised Jun 2026.
• Friederike Niepmann & Leslie Sheng dup Shen & Joshua Walker, 2026, "How U.S. Bank Stock Prices Respond to Geopolitical Risk," Current Policy Perspectives, Federal Reserve Bank of Boston, number 26-4, Jun.
• Bing Han & Haoyang Liu & Pengfei Sui, 2026, "Social Network and Sentiment Contagion: Evidence from the Bitcoin Market," Working Papers, Federal Reserve Bank of Dallas, number 2605, Mar, DOI: 10.24149/wp2605.
• Hugo De Vere & Ipek Ozil & Srini Ramaswamy & Seth Searls, 2026, "Term Funding Premium—Time Is Money After All," Working Papers, Federal Reserve Bank of Dallas, number 2613, May, DOI: 10.24149/wp2613.
• Jens H. E. Christensen & Daan Steenkamp, 2026, "A Market-Based Assessment of the Outlook for Inflation Expectations and Monetary Policy in South Africa," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-03, Feb, DOI: 10.24148/wp2026-03.
• Gleb Kozliakov & Emile A. Marin & Sanjay R. Singh, 2026, "Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? Redux," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-06, Mar, DOI: 10.24148/wp2026-06.
• Anna Amirdjanova & David Lynch & Anni Zheng, 2026, "Initial Margin for Crypto Currencies Risks in Uncleared Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-009, Feb, DOI: 10.17016/FEDS.2026.009.
• Benjamin Knox & Annette Vissing-Jorgensen, 2026, "The Effect of the Federal Reserve on the Stock Market: Magnitudes, Channels and Shocks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-023, May, DOI: 10.17016/FEDS.2026.023.
• Eric Engstrom, 2026, "Anchored to the Dot Plot: Central Bank Projections and Interest Rate Expectations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-026, May, DOI: 10.17016/FEDS.2026.026.
• Dong Hwan Oh & Andrew J. Patton, 2026, "Skill and Efficiency in the U.S. Mutual Fund Industry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-032, Mar, DOI: 10.17016/FEDS.2026.032.
• Martijn Boons & Anthony M. Diercks & Petra Sinagl & Andrea Tamoni, 2026, "The Response of Equity Yields to a Long-Run Shock," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-044, Jun, DOI: 10.17016/FEDS.2026.044.
• Friederike Niepmann & Leslie Sheng Shen & Joshua Walker, 2026, "How U.S. Bank Stock Prices Respond to Geopolitical Risk," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2026-06-02, Jun, DOI: 10.17016/2380-7172.4091.
• Ketan B. Patel, 2026, "How the U.S. Treasury Futures Market and the Basis Trade Could Be Affected by the Treasury Clearing Mandate: Part 1—A Primer," Chicago Fed Letter, Federal Reserve Bank of Chicago, volume 516, pages 1-8, January, DOI: 10.21033/cfl-2026-516.
• Ketan B. Patel, 2026, "How the U.S. Treasury Futures Market and the Basis Trade Could Be Affected by the Treasury Clearing Mandate: Part 2—The Possible Role of Cross-Margining," Chicago Fed Letter, Federal Reserve Bank of Chicago, volume 517, pages 1-8, January, DOI: 10.21033/cfl-2026-517.
• Ketan B. Patel, 2026, "Will Central Clearing Change the Market Structure of U.S. Treasury Repo to Become More Standardized and Trade on an All-to-All Basis?," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2026-02, Apr, DOI: 10.21033/wp-2026-02.
• Tomas Jankauskas, 2026, "Estimating the Term Structure of Corporate Bond Risk Premia," Liberty Street Economics, Federal Reserve Bank of New York, number 20260224, Feb, DOI: 10.59576/lse.20260224.
• Henry Dyer & Michael J. Fleming, 2026, "Treasury Market Liquidity Since April 2025," Liberty Street Economics, Federal Reserve Bank of New York, number 20260402, Apr, DOI: 10.59576/lse.20260402.
• Nina Boyarchenko & Leonardo Elias, 2026, "The Global Credit Cycle in Corporate Bond Returns," Liberty Street Economics, Federal Reserve Bank of New York, number 20260519, May, DOI: 10.59576/lse.20260519.
• Pablo D. Azar & Jeff Garofano, 2026, "Synthetic Stablecoins and Financial Stability," Liberty Street Economics, Federal Reserve Bank of New York, number 20260623, Jun, DOI: 10.59576/lse.20260623.
• Alain P. Chaboud & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Or Shachar, 2026, "Liquidity Fades as Treasuries Age," Liberty Street Economics, Federal Reserve Bank of New York, number 20260630, Jun, DOI: 10.59576/lse.20260630.
• Nina Boyarchenko & Lars C. Larsen & Paul Whelan, 2026, "The Disappearing Overnight Drift," Liberty Street Economics, Federal Reserve Bank of New York, number 20260701, Jul, DOI: 10.59576/lse.20260701.
• Borel Ahonon & Guillaume Roussellet, 2026, "When Long-Run Trends Are Unknown: Bond Pricing Implications," Staff Reports, Federal Reserve Bank of New York, number 1187, Mar, DOI: 10.59576/sr.1187.
• Michael J. Fleming & Weiling Liu & Giang Nguyen, 2026, "Intraday Price Pressure and Order Flow Around U.S. Treasury Auctions," Staff Reports, Federal Reserve Bank of New York, number 1188, Mar, DOI: 10.59576/sr.1188.
• Mahyar Kargar & Benjamin Lester & Semih Üslü & Pierre-Olivier Weill, 2026, "The Evolution of the Corporate Bond Market: A Theoretical Analysis," Working Papers, Federal Reserve Bank of Philadelphia, number 26-27, May, DOI: 10.21799/frbp.wp.2026.27.
• Marcin Dec, 2026, "Extracting risk free interest rate expectations in a less liquid government bond markets," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 113.
• Kirill A. Darchev, 2026, "Liquidity Factor in Ruble Bond Pricing," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 82-99, April, DOI: 10.31107/2075-1990-2026-2-82-99.
• Oscar Botero-Ramírez, 2026, "The Role of Investor Composition in Sovereign Bond Pricing: Evidence from an Emerging Market," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 02-2026, Feb.
• Gerald Alex Cisneros Rojas, 2026, "Currency Differences in the Determinants of Corporate Bond Spreads: Evidence from Peruvian Issuers," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 16-2026, May.
• Héctor J. Villarreal, 2026, "Fiscal Dominance and Asset Price Redistribution," Working Paper Series of the School of Government and Public Transformation, School of Governement and Public Transformation, number 30, Apr.
• Pierre De Leo & Lorena Keller & Giuliano Simoncelli & Mauricio Villamizar Villegas & Tomas Williams, 2026, "Foreign Investors in Local-Currency Bond Markets: Implications for Bond Yields and Exchange Rates," Working Papers, The George Washington University, The Center for Economic Research, number 2026-007, Apr.
• Christian Gollier, 2026, "The welfare cost of ignoring the beta," Post-Print, HAL, number hal-05483623, Feb, DOI: 10.1086/733779.
• Fabio Antoniou & Manthos Delis & Steven Ongena & Chris Tsoumas, 2026, "Pollution permits and financing costs," Post-Print, HAL, number hal-05643530, Apr, DOI: 10.1111/jmcb.13241.
• Lorette Danilo & Fayssal Jamhamed & Franck Martin, 2026, "Pair trading strategies in the cryptoassets market: a cointegration framework with optimized thresholds using genetic algorithms," Post-Print, HAL, number hal-05654972, DOI: 10.1080/14697688.2026.2653663.
• Chiaki Hara & Sujoy Mukerji & Frank Riedel & Jean-Marc Tallon, 2026, "Sharing Model Uncertainty," Post-Print, HAL, number halshs-05365826, May, DOI: 10.1257/mic.20240188.
• Chiaki Hara & Sujoy Mukerji & Frank Riedel & Jean-Marc Tallon, 2026, "Sharing Model Uncertainty," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-05365826, May, DOI: 10.1257/mic.20240188.
• Frédéric Cherbonnier & Christian Gollier & Aude Pommeret, 2026, "Stress discounting," Working Papers, HAL, number hal-05493224, Feb.
• Angelo Leogrande & Fabio Anobile & Alberto Costantiello & Carlo Drago & Massimo Arnone, 2026, "Equity Market Structure and Trading Diversification: Insights from Panel Data, Clustering, and Machine Learning," Working Papers, HAL, number hal-05523554, Feb.
• Ahmad Al Izham Izadin & Ooi Kok Loang & Mohd Shahidan Shaari & Abdul Rahim Ridzuan & Sevenpri Candra, 2026, "Reassessing Attention to Fintech: Spillover Effects on Conventional and Islamic Financial Stocks," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 12, issue 1, pages 35-58, March, DOI: https://doi.org/10.21098//jimf.v12i.
• Abdul Aziz & Abdurakhman Abdurakhman, 2026, "Optimizing Islamic Portfolio Formation Using Mathematical and Shariah Approaches," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 12, issue 1, pages 59-80, March, DOI: https://doi.org/10.21098//jimf.v12i.
• Olfa Ben Mdalla & Olfa Benouda, 2026, "The Shariah-Compliant Risk Factor and Distress Risk: Evidence from the U.S. Stocks," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 12, issue 1, pages 133-166, March, DOI: https://doi.org/10.21098//jimf.v12i.
• Satoko Kojima & Toshiyuki Sakiyama, 2026, "Determinants of Liquidity in the Japanese Government Bond Market: An Interpretable Machine Learning Approach," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 26-E-03, Mar.
• Hiroyuki Oi & Shigenori Shiratsuka & Shunichi Yoneyama, 2026, "Revisiting Shadow Short-term Interest Rate Models: Evidence from the Ultra-Low Interest Rate Environment in Japan," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 26-E-06, Mar.
• Iñaki Aldasoro & Paula Beltran & Federico Grinberg, 2026, "Stablecoin Inflows and Spillovers to FX Markets," IMF Working Papers, International Monetary Fund, number 2026/056, Mar.
• Sara Shurdhi & Ingrid Konomi, 2026, "Cashless economy: opportunities and challenges in the digital age," Romanian Journal of Economics, Institute of National Economy, volume 62, issue 1(71), pages 411-427, June.
• Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos, 2026, "The Distribution of Investor Beliefs, Stock Ownership, and Stock Returns," Management Science, INFORMS, volume 72, issue 2, pages 1595-1615, February, DOI: 10.1287/mnsc.2022.02027.
• Stefan Scharnowski & Yanghua Shi, 2026, "Bitcoin Blackout: Proof-of-Work and the Risks of Mining Centralization," Working Papers, Research Institute, International University of Japan, number EMS_2026_08, Jun.
• Yanghua Shi, 2026, "Biodiversity, Governance, and Municipal Bonds," Working Papers, Research Institute, International University of Japan, number EMS_2026_09, Jun.
• Burhop Carsten & Gelman Sergey, 2026, "Do Firms Issue More Equity When Markets Become More Liquid? The Case of Imperial Germany, 1898–1913," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 246, issue 3, pages 193-217, DOI: 10.1515/jbnst-2024-0058.
• Bernard Cornet, 2026, "Pricing rules with market frictions: an axiomatic approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202606, Feb.
• Zeqin Liu & Zongwu Cai & Ying Fang, 2026, "An LLM Approach to Study Expectation Management Frictions under China's Dual-Track Regulation and Multi-Objective Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202613, May, revised May 2026.
• Hai Duong & Bart Taub, 2026, "The value of information flows in the stock market," Annals of Finance, Springer, volume 22, issue 1, pages 1-41, June, DOI: 10.1007/s10436-026-00479-y.

2025

• Chui Zi Ong & Rasidah Mohd Rashid & Ali Albada & Sin Huei Ng & Moau-Yong Toh, 2025, "Mandatory lock-up provision, retained ownership and IPO valuation in an emerging country," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 932-957, April, DOI: 10.1108/IJMF-01-2024-0063.
• Qin Zhang & Jin Boon Wong, 2025, "Cybersecurity risks and stock liquidity," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 841-861, March, DOI: 10.1108/IJMF-05-2024-0253.
• Chamaiporn Kumpamool & Yilmaz Guney & Robert Simon Hudson, 2025, "Stock mispricing, corporate governance and SEOs market timing," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 893-931, March, DOI: 10.1108/IJMF-06-2024-0356.
• Mabruk Billah, 2025, "An analysis of extreme risk spillover effects and their determinants between AI-related assets and Islamic banking indices," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 18, issue 3, pages 598-627, January, DOI: 10.1108/IMEFM-09-2024-0453.
• Khalid Ul Islam & Bilal Ahmad Pandow, 2025, "Impact of the Russia–Ukraine war on small and medium sector in southeast Asia and China," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 18, issue 2, pages 176-199, February, DOI: 10.1108/JCEFTS-05-2024-0042.
• Yonghwan Jo & Dain Jung, 2025, "Margin call risk and leverage constraints: exploring investment horizons and low-risk anomalies in futures markets," Journal of Derivatives and Quantitative Studies: 선물연구, Emerald Group Publishing Limited, volume 33, issue 1, pages 2-22, January, DOI: 10.1108/JDQS-09-2024-0038.
• Urbi Garay & Fredy Pulga, 2025, "Categorizing world regional art prices by artistic movement: an analysis of Latin American art," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 30, issue 59, pages 116-149, January, DOI: 10.1108/JEFAS-02-2024-0065.
• Elroi Hadad, 2025, "Does trading mechanism shape cross-market integration? Evidence from stocks and corporate bonds on the Tel Aviv Stock Exchange," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 30, issue 59, pages 169-188, January, DOI: 10.1108/JEFAS-11-2023-0262.
• Martin Hoesli & Alona Shmygel, 2025, "Determinants of discount rates, capitalisation rates and growth rates," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 43, issue 3, pages 303-319, February, DOI: 10.1108/JPIF-12-2024-0152.
• Parveen P. Gupta & Heibatollah Sami & Joseph H. Zhang & Haiyan Zhou, 2025, "Does the 2013 COSO internal control framework improve the information environment in the U.S. capital markets?," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 40, issue 4, pages 357-383, February, DOI: 10.1108/MAJ-11-2023-4118.
• Manisha Yadav, 2025, "Intraday lottery demands in cryptocurrency market," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 42, issue 4, pages 799-835, March, DOI: 10.1108/SEF-07-2024-0461.
• Paul Simshauser & Evan Shellshear, 2025, "Renewable Energy Zones: generator cost allocation under uncertainty [Revised version]," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2506, Nov.
• Paul Simshauser & Joel Gilmore, 2025, "Policy sequencing: on the electrification of gas loads in Australia’s National Electricity Market," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2509, Jan.
• Paul Simshauser, 2025, "Are gas turbines 'bankable' in transitioning energy-only markets?," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2601, Nov.
• Paul Simshauser & Joel Gilmore, 2025, "The counterfactual scenario: are renewables cheaper?," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2604, Nov.
• Sara Nada, 2025, "The Relative Risk Aversion Riddle," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 43-72.
• Aloui Mouna & Imed Daliy & Jarboui Anis, 2025, "Good Corporate Governance, Market Stock Liquidity, and Stock Return Volatility: French Context," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 15, issue 1, pages 03-36.
• Hayet Soltani & Mouna Boujelbene Abbes, 2025, "Unveiling the Co-Movements and Spillovers in Financial, Cryptocurrency and Commodity Markets: Insights from Googling Investors' Sentiment," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 15, issue 1, pages 112-138.
• Abdullahi Adio Babatunde, 2025, "Mobile Application Usage and Academic Performance: Examining the Moderating Effect of Learning Strategies," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 15, issue 3, pages 03-17.
• Piotr Misztal & Arkadiusz Durasiewicz & Ewa Falkiewicz & Ewelina Markowska & Magdalena Pazdzior, 2025, "Interest Rate Policy, Asset Value, and the National Bank of Poland's Financial Outcomes," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 723-738.
• Jaroslaw Pawlowski, 2025, "Evolution of Value and Structure of Currency Derivatives Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 861-873.
• Stanislaw Urbanski & Bartosz Rymkiewicz, 2025, "The Impact of the Covid-19 Pandemic on Changes in the Cost of Capital on the U.S. Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 651-664.
• Mariyah El Dada, 2025, "Volatility Spillovers among Major U.S. Companies," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 1072-1091.
• Dorota Zebrowska-Suchodolska & Tomasz Swislocki, 2025, "Managers’ Skills in Periods of Crisis: The Case of Proximity to Armed Conflict," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 49-60.
• Woongchan Jeon & Lint Barrage & Kieran James Walsh, 2025, "Warming with Borders: Forced Climate Migration and Carbon Pricing," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 25/398, Mar.
• Peter Albrecht & Daniel Pastorek & David Manousek, 2025, "Riding the Waves of Crypto Sentiment: Examining the Dynamics Between Returns and Sentiment in the Cryptocurrency Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 75, issue 2, pages 98-127, June.
• Pinar Evrim Mandaci & Efe Caglar Cagli & Birce Tedik Kocakaya, 2025, "The Effects of Global Volatility Indices on Green and Fossil Energy Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 75, issue 3, pages 277-302, September.
• Falk Bräuning & Hillary Stein, 2025, "Evidence That Relaxing Dealers’ Risk Constraints Can Make the Treasury Market More Liquid," Current Policy Perspectives, Federal Reserve Bank of Boston, number 25-4, Mar.
• Yuliya Demyanyk & Luis Lopez & Nitzan Tzur-Ilan, 2025, "The Impact of Labels on Real Asset Valuations," Working Papers, Federal Reserve Bank of Dallas, number 2504, Jan, DOI: 10.24149/wp2504.
• Brandyn Bok & Thomas M. Mertens & John C. Williams, 2025, "Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds," Working Paper Series, Federal Reserve Bank of San Francisco, number 2022-06, Apr, DOI: 10.24148/wp2022-06.
• Jens H. E. Christensen & Sarah Mouabbi & Caroline M. Paulson, 2025, "German Inflation-Linked Bonds: Overpriced, Yet Undervalued," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-03, Apr, DOI: 10.24148/wp2025-03.
• Diego Bonelli & Berardino Palazzo & Ram S. Yamarthy, 2025, "“Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-002, Jan, DOI: 10.17016/FEDS.2025.002.
• Andrew C. Meldrum & Oleg Sokolinskiy, 2025, "The Relationship between Market Depth and Liquidity Fragility in the Treasury Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-014, Feb, DOI: 10.17016/FEDS.2025.014.
• Niklas Kroner, 2025, "How Markets Process Macro News: The Importance of Investor Attention," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-022, Mar.
• Shantanu Banerjee & Paul Cordova & Michiel De Pooter & Olesya V. Grishchenko, 2025, "Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-048, Jul, DOI: 10.17016/FEDS.2025.048.
• Oleg Sokolinskiy, 2025, "Trading Costs v. Indicative Liquidity in the Off-the-Run Treasury Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-049, Jul, DOI: 10.17016/FEDS.2025.049.
• Benjamin Knox & Yannick Timmer, 2025, "Stagflationary Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-056, Aug, DOI: 10.17016/FEDS.2025.056.
• Rochelle M. Edge & Dan Li, 2025, "Central bank preparedness for market-functioning asset purchases as a consideration for long-run balance sheet composition," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-077, Sep, DOI: 10.17016/FEDS.2025.077.
• Yesol Huh & Matthew Kling, 2025, "Parallel Trends Forest: Data-Driven Control Sample Selection in Difference-in-Differences," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-091, Sep, DOI: 10.17016/FEDS.2025.091.
• Luca Benzoni & Marisa Wernick, 2025, "The 2025 U.S. Debt Limit Through the Lens of Financial Markets," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-07, May, DOI: 10.21033/wp-2025-07.
• Ian Dew-Becker & Stefano Giglio, 2025, "The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-17, Sep.
• Ian Dew-Becker & Stefano Giglio & Pooya Molavi, 2025, "The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-16, Aug, DOI: 10.21033/wp-2025-16.
• Karlye Dilts Stedman & Andrew Hanson, 2025, "Unconventional Monetary Policy Spillovers and the (In)convenience of Treasuries," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-10, Sep, DOI: 10.18651/RWP2025-10.
• Cooper Howes & Johannes Matschke & Jordan Pandolfo, 2025, "Financial Constraints and Employment Dynamics following Natural Disasters," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-16, Nov, DOI: 10.18651/RWP2025-16.
• Christopher J. Neely, 2025, "The Economic Effects of a Potential Armed Conflict Over Taiwan," Review, Federal Reserve Bank of St. Louis, volume 107, issue 3, pages 1-23, February, DOI: 10.20955/r.2025.03.
• Juin-Jen Chang & Wan-Ting Chang & YiLi Chien & Chun-Hung Kuo, 2025, "Who Paid for the Profits of Taiwan's Central Bank?," Working Papers, Federal Reserve Bank of St. Louis, number 2025-017, Jul, DOI: 10.20955/wp.2025.017.
• YiLi Chien & Wenxin Du & Hanno Lustig, 2025, "Japan’s Debt Puzzle: Sovereign Wealth Fund from Borrowed Money," Working Papers, Federal Reserve Bank of St. Louis, number 2025-023, Sep, DOI: 10.20955/wp.2025.023.
• Javier Bianchi & Saki Bigio, 2025, "Portfolio Choice and Settlement Frictions: A Theory of Endogenous Convenience Yields," Working Papers, Federal Reserve Bank of Minneapolis, number 812, Nov, DOI: 10.21034/wp.812.
• Thomas M. Eisenbach & Anna Kovner & Michael Junho Lee, 2025, "When It Rains, It Pours: Cyber Vulnerability and Financial Conditions," Economic Policy Review, Federal Reserve Bank of New York, volume 31, issue 1, pages 1-24, January, DOI: 10.59576/epr.31.1.1-24.
• Michael J. Fleming, 2025, "How Has Treasury Market Liquidity Fared in 2025?," Liberty Street Economics, Federal Reserve Bank of New York, number 20251112, Nov, DOI: 10.59576/lse.20251112.
• Itamar Drechsler & Hyeyoon Jung & Weiyu Peng & Dominik Supera & Guanyu Zhou, 2025, "Why Are Credit Card Rates So High?," Liberty Street Economics, Federal Reserve Bank of New York, number 20250331, Mar.
• Matteo Crosignani & Emilio Osambela & Matthew Pritsker, 2025, "Understanding the Pricing of Carbon Emissions: New Evidence from the Stock Market," Staff Reports, Federal Reserve Bank of New York, number 1161, Aug, DOI: 10.59576/sr.1161.
• Alain P. Chaboud & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Or Shachar, 2025, "Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market," Staff Reports, Federal Reserve Bank of New York, number 1170, Nov, DOI: 10.59576/sr.1170.
• Matteo Crosignani & Lina Han & Marco Macchiavelli, 2025, "Navigating Geoeconomic Risk: Evidence from U.S. Mutual Funds," Staff Reports, Federal Reserve Bank of New York, number 1172, Nov, DOI: 10.59576/sr.1172.
• Itamar Drechsler & Hyeyoon Jung & Weiyu Peng & Dominik Supera & Guanyu Zhou, 2025, "Credit Card Banking," Staff Reports, Federal Reserve Bank of New York, number 1143, Mar, DOI: 10.59576/sr.1143.
• Tobias Adrian & Michael J. Fleming & Kleopatra Nikolaou, 2025, "U.S. Treasury Market Functioning from the GFC to the Pandemic," Staff Reports, Federal Reserve Bank of New York, number 1146, Apr, DOI: 10.59576/sr.1146.
• Pablo D. Azar & Sergio Olivas & Nish Sinha, 2025, "The Price of Processing: Information Frictions and Market Efficiency in DeFi," Staff Reports, Federal Reserve Bank of New York, number 1153, Apr, DOI: 10.59576/sr.1153.
• Xudong An & Saket Hegde & Harren Jan & Mete Kilic & Rodney Ramcharan, 2025, "The Fed Put and Bank Risk-Taking Evidence from the Loan Book," Working Papers, Federal Reserve Bank of Philadelphia, number 25-42, Dec, DOI: 10.21799/frbp.wp.2025.42.
• Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2025, "Sequential Search for Corporate Bonds," Working Papers, Federal Reserve Bank of Philadelphia, number 25-08, Mar, DOI: 10.21799/frbp.wp.2025.08.
• Andreas Fuster & David O. Lucca & James Vickery, 2025, "Mortgage-Backed Securities," Working Papers, Federal Reserve Bank of Philadelphia, number 25-10, Mar, DOI: 10.21799/frbp.wp.2025.10.
• Ducret, Romain & Eugster, Nicolas & Isakov, Dusan & Weisskopf, Jean-Philippe, 2025, "The behavior of stock prices around the ex-day during a dividend shortage," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 540, Jan.
• M. S. Makushkin, 2025, "Determinants of the Yield on Russian Sovereign Bonds with Floating Coupons," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 8-25, October, DOI: 10.31107/2075-1990-2025-5-8-25.
• Ekaterina A. Gubkova & Ilhom A. Kamolzoda & Sergey S. Sudakov, 2025, "Econometric Forecasting of Budget Revenues: The Case of Tajikistan," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 8-32, December, DOI: 10.31107/2075-1990-2025-6-8-32.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova & Andrei Zubarev, 2025, "Cryptocurrencies in international settlements, Stablecoins as a means of payment, The future of CBDCs: two approaches, Growing demand for Bitcoin, Development of national reserves in cryptoassets," Digital monitoring, Gaidar Institute for Economic Policy, issue 5, pages 1-10, June.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2025, "Restrictions for e-commerce platforms, access to data, pricing on platforms, regulation of crypto assets, responsible AI governance," Digital monitoring, Gaidar Institute for Economic Policy, issue 7, pages 1-11, July.
• Alexander Abramov & Alexander Radygin & Maria Chernova, 2025, "Global and Russian financial markets in 2024," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2025-1406, revised 2025.
• Alexander Abramov & Alexander Radygin & Maria Chernova, 2025, "Fiscal markets and fiscal institutions," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2025-1624, revised 2025.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova & Andrei Zubarev, 2025, "Cryptocurrencies in international settlements, Stablecoins as a means of payment, The future of CBDCs: two approaches, Growing demand for Bitcoin, Development of national reserves in cryptoassets," Digital monitoring (In Russian), Gaidar Institute for Economic Policy, issue 5, pages 1-11, May.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2025, "Restrictions for e-commerce platforms, access to data, pricing on platforms, regulation of crypto assets, responsible AI governance," Digital monitoring (In Russian), Gaidar Institute for Economic Policy, issue 7, pages 1-11, July.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2025, "Regulating cryptocurrencies, platform pricing, personal data regulation, data on competition," Digital monitoring (In Russian), Gaidar Institute for Economic Policy, issue 8, pages 1-11, August.
• Dean Fantazzini, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," Forecasting, MDPI, volume 7, issue 4, pages 1-47, November.
• Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets," JRFM, MDPI, volume 18, issue 11, pages 1-13, November.
• Said Magomedov & Dean Fantazzini, 2025, "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," JRFM, MDPI, volume 18, issue 2, pages 1-20, January.
• Ugo Panizza & Beatrice Weder di Mauro & Shuyang Shi & Mitu Gulati, 2025, "The Sovereign Greenium: Big Promise but Small Price Effect," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 16-2025, Nov.
• Mario Cerrato & Shengfeng Mei, 2025, "Bank Capital Structure, Valuation Adjustments and Financial Market Liquidity," Working Papers, Business School - Economics, University of Glasgow, number 2025_07, Jan.
• Inessa Benchora & Aurélien Leroy & Louis Raffestin, 2025, "Is monetary policy transmission green?," Post-Print, HAL, number hal-04954776, Jan, DOI: 10.1016/j.econmod.2024.106992.
• Julien Prat & Vincent Danos & Stefania Marcassa, 2025, "Fundamental Pricing of Utility Tokens," Post-Print, HAL, number hal-04956178, Feb, DOI: 10.1287/mnsc.2023.00566.
• Whelsy Boungou & Melchisedek Joslem Ngambou Djatche & Nicholas Biekpe, 2025, "Chinese Stock Market Performance and Natural Disasters," Post-Print, HAL, number hal-05095168, Feb, DOI: 10.1177/09726527251318132.
• Milo Bianchi & Philippe Jehiel, 2025, "Bubbles and Crashes with Partially Sophisticated Investors," Post-Print, HAL, number hal-05327589, Sep, DOI: 10.1007/s11579-025-00402-5.