Research classified by Journal of Economic Literature (JEL) codes

2020

• Mate, Mariluz & Occhino, Paolo, 2020, "A proposal to estimate the valuation of small and medium size companies using geographically comparable information," Small Business International Review, Asociación Española de Contabilidad y Administración de Empresas - AECA, volume 4, issue 1, pages 34-51, January, DOI: 10.26784/sbir.v4i1.229.
• Albert S. Kyle & Anna A. Obizhaeva, 2020, "Adverse Selection and Liquidity: From Theory to Practice," Working Papers, New Economic School (NES), number w0268, Jul.
• Stepan Gorban & Anna A. Obizhaeva & Yajun Wang, 2020, "Trading in Crowded Markets," Working Papers, New Economic School (NES), number w0275, Aug.
• Markus Brueckner & Joaquin Vespignani, 2020, "Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2020-674, Jun.
• Mehmet Emin Yıldız & Naci Yılmaz, 2020, "Comparing Performances of the Portfolios Created According to the Net Working Capital Approach: Example of Istanbul Stock Exchange," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 35, issue 114, pages 241-262, October, DOI: https://doi.org/10.33203/mfy.784933.
• Maulik Jagnani & Christopher B. Barrett & Yanyan Liu & Liangzhi You, 2019, "Working Paper 314 - Within-Season Response to Warmer Temperatures: Defensive Investments by Kenyan Farmers," Working Paper Series, African Development Bank, number 2440, Jul.
• Hanan Morsy & Eman Moustafa, 2020, "Working Paper 331 - Mispricing of Sovereign Risk and Investor Herding in African Debt Markets," Working Paper Series, African Development Bank, number 2457, May.
• Refet S. Gürkaynak & Burçin Kisacikoğlu & Jonathan H. Wright, 2020, "Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises," American Economic Review, American Economic Association, volume 110, issue 12, pages 3871-3912, December, DOI: 10.1257/aer.20181470.
• Ricardo Lagos & Shengxing Zhang, 2020, "Turnover Liquidity and the Transmission of Monetary Policy," American Economic Review, American Economic Association, volume 110, issue 6, pages 1635-1672, June, DOI: 10.1257/aer.20170045.
• Maryam Farboodi & Laura Veldkamp, 2020, "Long-Run Growth of Financial Data Technology," American Economic Review, American Economic Association, volume 110, issue 8, pages 2485-2523, August, DOI: 10.1257/aer.20171349.
• Mark Aguiar & Manuel Amador, 2020, "Self-Fulfilling Debt Dilution: Maturity and Multiplicity in Debt Models," American Economic Review, American Economic Association, volume 110, issue 9, pages 2783-2818, September, DOI: 10.1257/aer.20180831.
• Guihai Zhao, 2020, "Ambiguity, Nominal Bond Yields, and Real Bond Yields," American Economic Review: Insights, American Economic Association, volume 2, issue 2, pages 177-192, June, DOI: 10.1257/aeri.20190155.
• Cary Deck & Maroš Servátka & Steven Tucker, 2020, "Designing Call Auction Institutions to Eliminate Price Bubbles: Is English Dutch the Best?," American Economic Review: Insights, American Economic Association, volume 2, issue 2, pages 225-236, June, DOI: 10.1257/aeri.20190244.
• Carol Corrado & David Martin & Qianfan Wu, 2020, "Innovation α: What Do IP-Intensive Stock Price Indexes Tell Us about Innovation?," AEA Papers and Proceedings, American Economic Association, volume 110, pages 31-35, May, DOI: 10.1257/pandp.20201056.
• Karl David Boulware & Kenneth N. Kuttner, 2020, "Wealth Stratification and Portfolio Choice," AEA Papers and Proceedings, American Economic Association, volume 110, pages 411-415, May, DOI: 10.1257/pandp.20201111.
• Julia Bevilaqua & Galina Hale & Eric Tallman, 2020, "Corporate Yields: Effect of Credit Ratings and Sovereign Yields," AEA Papers and Proceedings, American Economic Association, volume 110, pages 499-503, May, DOI: 10.1257/pandp.20201008.
• Sisira Colombage & K.G.M. Nanayakkara, 2020, "Impact of credit quality on credit spread of Green Bonds: A global evidence," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 10, issue 1, pages 31-42.
• Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2020, "What Moves the German Land Market? A Decomposition of the Land Rent-Price Ratio," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 69, issue 01, DOI: 10.22004/ag.econ.334161.
• Elena Valentina ȚILICĂ & Radu CIOBANU, 2020, "The Time Value of Money," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 1, issue 6, pages 38-42, June, DOI: 10.37945/cbr.2020.06.05.
• Gönül Çifçi & Şükriye Gül REİS, 2020, "Risk İştahı İle Piyasa Likiditesi Arasındaki Nedensellik İlişkisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 2, pages 389-403, DOI: 10.30784/epfad.687595.
• Serkan Ünal, 2020, "Covid-19 Salgınında Borsa İstanbul Şirketlerinin Fiyatlamalarının Etkinliği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue SI, pages 13-31, DOI: 10.30784/epfad.795868.
• Gianluca Piero Maria Virgilio, 2020, "You Need Three Butterflies to Cause a Hurricane," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 67, issue 1, pages 139-155, March.
• Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien, 2020, "Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020005, Jan.
• Piyali Das & Chetan Ghate, 2020, "Public Debt in India: A Security Level Analysis," Discussion Papers, Indian Statistical Institute, Delhi, number 20-08, Oct.
• Ahmad Al-Haji, undated, "Are Small Stocks Illiquid? An Examination Of Liquidity-Improving Events," Review of Socio - Economic Perspectives, Reviewsep, number 202068, DOI: https://doi.org/10.19275/RSEP094.
• Ekin Ayse Ozsuca Erenoglu & Elif Oznur Acar, 2020, "Can US Wage Increases be Regarded as a Leading Indicator for Bond Rates?," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 6, issue 2, pages 169-176, December, DOI: 10.22440/wjae.6.2.5.
• Amir Rafique & Muhammad Umer Quddoos & Irfan Khadim & Muhammad Tariq, 2020, "Financial and Operating Performance of Initial Public Offerings in Pakistan," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), volume 2, issue 1, pages 35-42, June, DOI: https://doi.org/10.52131/joe.2020.0.
• Davide La Vecchia & Alban Moor & Olivier Scaillet, 2020, "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Papers, arXiv.org, number 2001.04867, Jan, revised Jan 2022.
• Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2020, "Investor Experiences and International Capital Flows," Papers, arXiv.org, number 2001.07790, Jan.
• Gianluca Cassese, 2020, "Complete and competitive financial markets in a complex world," Papers, arXiv.org, number 2003.01055, Mar, revised Mar 2021.
• Daniel Borup & Bent Jesper Christensen & Nicolaj N{o}rgaard Muhlbach & Mikkel Slot Nielsen, 2020, "Targeting predictors in random forest regression," Papers, arXiv.org, number 2004.01411, Apr, revised Nov 2020.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020, "Inside the Mind of a Stock Market Crash," Papers, arXiv.org, number 2004.01831, Apr, revised May 2020.
• Victor Olkhov, 2020, "Classical Option Pricing and Some Steps Further," Papers, arXiv.org, number 2004.13708, Apr, revised Feb 2021.
• Alessandro Gnoatto & Athena Picarelli & Christoph Reisinger, 2020, "Deep xVA solver -- A neural network based counterparty credit risk management framework," Papers, arXiv.org, number 2005.02633, May, revised Dec 2022.
• Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2020, "Diffusion Copulas: Identification and Estimation," Papers, arXiv.org, number 2005.03513, May.
• Marco Pagano & Christian Wagner & Josef Zechner, 2020, "Disaster Resilience and Asset Prices," Papers, arXiv.org, number 2005.08929, May, revised May 2020.
• Joseph P. Byrne & Boulis M. Ibrahim & Xiaoyu Zong, 2020, "Asset Prices and Capital Share Risks: Theory and Evidence," Papers, arXiv.org, number 2006.14023, Jun.
• Mirco Rubin & Dario Ruzzi, 2020, "Equity Tail Risk in the Treasury Bond Market," Papers, arXiv.org, number 2007.05933, Jul.
• Victor Olkhov, 2020, "Volatility Depends on Market Trades and Macro Theory," Papers, arXiv.org, number 2008.07907, Aug, revised Jun 2024.
• Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Hardle, 2020, "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," Papers, arXiv.org, number 2009.04200, Sep.
• Ricardo Cris'ostomo, 2020, "Estimating real-world probabilities: A forward-looking behavioral framework," Papers, arXiv.org, number 2012.09041, Dec, revised Jan 2021.
• Christopher Heiberger & Daniel Fehrle, 2020, "The return on everything and the business cycle in production economies," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 338, May.
• César Omar López à vila & Norma Pontet Ubal, 2020, "Complementary break-even point with economic value added," Documentos de Investigación, Universidad ORT Uruguay. Facultad de Administración y Ciencias Sociales, number 128, Aug.
• Massimo Guidolin & Alexei Orlov, 2020, "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20146.
• Michel Dacorogna, 2020, "High Frequency Trading, a Boon or a Threat?," BANCARIA, Bancaria Editrice, volume 1, pages 89-96, January.
• Daniel Fehrle & Christopher Heiberger, 2020, "The return on everything and the business cycle in production economies," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 193, Mar.
• David Russ, 2020, "Multidimensional Noise and Non-Fundamental Information Diversity," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 201, Dec.
• Lutz G. Arnold & David Russ, 2020, "Listening to the Noise in Financial Markets," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 203, Dec.
• Guihai Zhao, 2020, "Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields," Staff Working Papers, Bank of Canada, number 20-14, Apr, DOI: 10.34989/swp-2020-14.
• Bruno Feunou & Ricardo Lopez Aliouchkin & Roméo Tedongap & Lai Xu, 2020, "The Term Structures of Loss and Gain Uncertainty," Staff Working Papers, Bank of Canada, number 20-19, Jun, DOI: 10.34989/swp-2020-19.
• Jason Allen & Jakub Kastl & Milena Wittwer, 2020, "Maturity Composition and the Demand for Government Debt," Staff Working Papers, Bank of Canada, number 20-29, Jul, DOI: 10.34989/swp-2020-29.
• Lerby Ergun & Andreas Uthemann, 2020, "Strategic Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service," Staff Working Papers, Bank of Canada, number 20-55, Dec, DOI: 10.34989/swp-2020-55.
• Antonio Diez de los Rios, 2020, "A Portfolio-Balance Model of Inflation and Yield Curve Determination," Staff Working Papers, Bank of Canada, number 20-6, Mar, DOI: 10.34989/swp-2020-6.
• James Kyeong, 2020, "Is the stock market pricing in a V‑shaped recovery?," Staff Analytical Notes, Bank of Canada, number 2020-17, Jul, DOI: 10.34989/san-2020-17.
• Eurilton Araújo & Ricardo D. Brito & Antônio Z. Sanvicente, 2020, "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers Series, Central Bank of Brazil, Research Department, number 525, Jul.
• Kang-Soek Lee, 2020, "Macroprudential stress testing: A proposal for the Luxembourg investment fund sector," BCL working papers, Central Bank of Luxembourg, number 141, Mar.
• Tugba FÝGANKAPLAN, 2020, "The Causality Relation Between Market Value and Economic Value Added of Banks: Panel Causality Analysis," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 14, issue 1, pages 39-67.
• Luis Fernández Lafuerza & Javier Mencía, 2020, "La evolución reciente del coste de capital bancario europeo," Boletín Económico, Banco de España, issue 4/2020.
• Luis Fernández Lafuerza & Javier Mencía, 2020, "Recent developments in the cost of bank equity in Europe," Economic Bulletin, Banco de España, issue 4/2020.
• Leonardo Gambacorta & Sergio Mayordomo & José María Serena, 2020, "Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities," Working Papers, Banco de España, number 2005, Mar.
• Alberto Di Iorio & Marco Fanari, 2020, "Break-even inflation rates: the Italian case," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 578, Sep.
• Sara Cecchetti, 2020, "An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1271, Mar.
• Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020, "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1296, Sep.
• Mirco Rubin & Dario Ruzzi, 2020, "Equity tail risk in the treasury bond market," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1311, Dec.
• Lelo de Larrea Alejandra, 2020, "Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model," Working Papers, Banco de México, number 2020-01, Mar.
• Aguilar-Argaez Ana María & Diego-Fernández Forseck María & Elizondo Rocío & Roldán-Peña Jessica, 2020, "Term Premium Dynamics and its Determinants: The Mexican Case," Working Papers, Banco de México, number 2020-18, Dec.
• Rohan Kekre & Moritz Lenel, 2020, "Monetary Policy, Redistribution, and Risk Premia," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-02.
• Zhiguo He & Maggie Hu & Zhenping Wang & Vincent Yao, 2020, "Valuation of Long-Term Property Rights under Political Uncertainty," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-105.
• Lars Peter Hansen, 2020, "Uncertainty Spillovers for Markets and Policy," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-121.
• Steven J. Davis & Stephen Hansen & Cristhian Seminario-Amez, 2020, "Firm-Level Risk Exposures and Stock Returns in the Wake of COVID-19," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-139.
• Stephen J. Davis & Dingqian Liu & Xuguang Simon Sheng, 2020, "Stock Prices, Lockdowns, and Economic Activity in the Time of Coronavirus," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-156.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2020, "Sustainable Investing in Equilibrium," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-23.
• Andreas Neuhierl & Michael Weber, 2020, "Monetary Momentum," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-39.
• Xiaohong Chen & Lars Peter Hansen & Peter G. Hansen, 2020, "Robust Identification of Investor Beliefs," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-69.
• Lubos Pastor & M. Blair Vorsatz, 2020, "Mutual Fund Performance and Flows During the COVID-19 Crisis," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-96.
• Christian Gouri roux & Alain Monfort & Sarah Mouabbi & Jean-Paul Renne, 2020, "Disastrous Defaults," Working papers, Banque de France, number 778.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2020, "Social media and price discovery: the case of cross-listed firms," Discussion Papers, Department of Economics, University of Birmingham, number 20-05, Mar.
• Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2020, "Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals," Discussion Papers, Department of Economics, University of Birmingham, number 20-21, Aug.
• Leonardo Gambacorta & Sergio Mayordomo & Jose Maria Serena, 2020, "Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities," BIS Working Papers, Bank for International Settlements, number 843, Feb.
• Emanuel Kohlscheen & Előd Takáts, 2020, "What can commercial property performance reveal about bank valuations?," BIS Working Papers, Bank for International Settlements, number 900, Nov.
• Anna Pirogova & Antonio Roma, 2020, "Performance of value‐ and size‐based strategies in the Italian stock market," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 49, issue 1, February, DOI: 10.1111/ecno.12160.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2020, "Social media bots and stock markets," European Financial Management, European Financial Management Association, volume 26, issue 3, pages 753-777, June, DOI: 10.1111/eufm.12245.
• Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020, "Taming the Factor Zoo: A Test of New Factors," Journal of Finance, American Finance Association, volume 75, issue 3, pages 1327-1370, June, DOI: 10.1111/jofi.12883.
• Valentin Haddad & David Sraer, 2020, "The Banking View of Bond Risk Premia," Journal of Finance, American Finance Association, volume 75, issue 5, pages 2465-2502, October, DOI: 10.1111/jofi.12949.
• Yongqiang Chu & David Hirshleifer & Liang Ma, 2020, "The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies," Journal of Finance, American Finance Association, volume 75, issue 5, pages 2631-2672, October, DOI: 10.1111/jofi.12947.
• Paul Schneider & Christian Wagner & Josef Zechner, 2020, "Low‐Risk Anomalies?," Journal of Finance, American Finance Association, volume 75, issue 5, pages 2673-2718, October, DOI: 10.1111/jofi.12910.
• Mikhail Chernov & Lukas Schmid & Andres Schneider, 2020, "A Macrofinance View of U.S. Sovereign CDS Premiums," Journal of Finance, American Finance Association, volume 75, issue 5, pages 2809-2844, October, DOI: 10.1111/jofi.12948.
• Marco Di Maggio & Amir Kermani & Kaveh Majlesi, 2020, "Stock Market Returns and Consumption," Journal of Finance, American Finance Association, volume 75, issue 6, pages 3175-3219, December, DOI: 10.1111/jofi.12968.
• David R. Haab & Thomas Nitschka, 2020, "Carry trade and forward premium puzzle from the perspective of a safe‐haven currency," Review of International Economics, Wiley Blackwell, volume 28, issue 2, pages 376-394, May, DOI: 10.1111/roie.12455.
• Wendy C. Y. Li & Bronwyn H. Hall, 2020, "Depreciation of Business R&D Capital," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 66, issue 1, pages 161-180, March, DOI: 10.1111/roiw.12380.
• Paul Schmelzing, 2020, "Eight centuries of global real interest rates, R-G, and the ‘suprasecular’ decline, 1311–2018," Bank of England Staff Working Paper series, Bank of England, number 845, Jan.
• Robert Czech & Shiyang Huang & Dong Lou & Tianyu Wang, 2020, "Informed trading in government bond markets," Bank of England Staff Working Paper series, Bank of England, number 871, Jun.
• Simon Lloyd & Emile Marin, 2020, "Exchange rate risk and business cycles," Bank of England Staff Working Paper series, Bank of England, number 872, Jun.
• Robert Czech & Gábor Pintér, 2020, "Informed trading and the dynamics of client-dealer connections in corporate bond markets," Bank of England Staff Working Paper series, Bank of England, number 895, Nov.
• Kazuhiro Hiraki & Wataru Hirata, 2020, "Market-based Long-term Inflation Expectations in Japan: A Refinement on Breakeven Inflation Rates," Bank of Japan Working Paper Series, Bank of Japan, number 20-E-5, Sep.
• Kakuho Furukawa & Hibiki Ichiue & Noriyuki Shiraki, 2020, "How Does Climate Change Interact with the Financial System? A Survey," Bank of Japan Working Paper Series, Bank of Japan, number 20-E-8, Dec.
• Byungsoo Koo, 2020, "Estimation of the Korean Yield Curve via Bayesian Variable Selection (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 26, issue 1, pages 84-132, March.
• Feng Dong & Jianjun Miao & Pengfei Wang, 2020, "Asset Bubbles and Monetary Policy," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-336, Apr.
• Kashyap Ravi, 2020, "The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 20, issue 2, pages 1-23, April, DOI: 10.1515/bejeap-2019-0044.
• Kashyap Ravi, 2020, "The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 20, issue 2, pages 1-23, April, DOI: 10.1515/bejeap-2019-0044.
• Francois John Nana, 2020, "Foreign official holdings of US treasuries, stock effect and the economy: a DSGE approach," The B.E. Journal of Macroeconomics, De Gruyter, volume 20, issue 1, pages 1-28, January, DOI: 10.1515/bejm-2016-0170.
• Carpio Ronaldo & Guo Meixin, 2020, "On Equilibrium Existence in a Finite-Agent, Multi-Asset Noisy Rational Expectations Economy," The B.E. Journal of Theoretical Economics, De Gruyter, volume 20, issue 1, pages 1-17, January, DOI: 10.1515/bejte-2018-0144.
• Chen Tao, 2020, "Does retail trading matter to price discovery?," German Economic Review, De Gruyter, volume 21, issue 4, pages 475-492, December, DOI: 10.1515/ger-2019-0041.
• Harrathi Nizar & Alhoshan Hamed M., 2020, "Validity of the Expectations Hypothesis of the Term Structure of Interest Rates: The Case of Saudi Arabia," Review of Middle East Economics and Finance, De Gruyter, volume 16, issue 1, pages 1-18, April, DOI: 10.1515/rmeef-2019-0009.
• Zhen Fang & Zhang Jin E., 2020, "Dissecting skewness under affine jump-diffusions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 4, pages 1-19, September, DOI: 10.1515/snde-2018-0086.
• Zhu Fumin & Bianchi Michele Leonardo & Kim Young Shin & Fabozzi Frank J. & Wu Hengyu, 2020, "Learning for infinitely divisible GARCH models in option pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 3, pages 35-62, June, DOI: 10.1515/snde-2019-0088.
• Laura PANOIU & Alina VOICULET, 2020, "Financing Public Health System By Municipal Bonds – A Solution In The Current Pandemic," Contemporary Economy Journal, Constantin Brancoveanu University, volume 5, issue 2, pages 99-107.
• Paul J.J. Welfens & Kaan Celebi, 2020, "CO2 Allowance Price Dynamics and Stock Markets in EU Countries: Empirical Findings and Global CO2-Perspectives," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei267, Jan.
• Samir Kadiric, 2020, "The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei271, Mar.
• Sophie Béreau & Jean-Yves Gnabo & Henri Vanhomwegen, 2020, "Making a Difference: European Mutual Funds Distinctiveness and Peers’ Performance," Finance, Presses universitaires de Grenoble, volume 41, issue 2, pages 7-51.
• Jean-Guillaume Péladan & Julie Raynaud & Peter Tankov & Olivier David Zerbib, 2020, "Indicateurs environnementaux : caractéristiques d'une mesure agrégée pertinente," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 177-192.
• Nathalie Rodes & Olivier Vietti & Stéphane Déo, 2020, "Green bonds : il est urgent de ne plus attendre," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 287-296.
• Ge, S., 2020, "A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20114, Nov.
• Ge, S., 2020, "Text-Based Linkages and Local Risk Spillovers in the Equity Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20115, Nov.
• Ge, S. & Li, S. & Linton, O., 2020, "A Dynamic Network of Arbitrage Characteristics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2060, Jun.
• Escanciano, J C. & Hoderlein, S. & Lewbel, A. & Linton, O. & Srisuma, S., 2020, "Nonparametric Euler Equation Identi?cation and Estimation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2064, Jul.
• Geraci, M. V. & Gnabo, J-Y. & Veredas, D., 2020, "Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2066, Jul.
• Ahmed, M. F. & Gao, Y. & Satchell, S., 2020, "Modelling Demand for ESG," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2093, Oct.
• Ricardo Branco & João Pinto & Ricardo Ribeiro, 2020, "The Pricing of Bank Bonds, Sovereign Credit Risk and ECB's Asset Purchase Programmes," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 01, Jan.
• Fiedor, Pawel & Katsoulis, Petros, 2020, "Information and liquidity linkages in EFTs and underlying markets," Research Technical Papers, Central Bank of Ireland, number 08/RT/20, Oct.
• Garabedian, Garo & Inghelbrecht, Koen, 2020, "The Multiple Dimensions of Liquidity," Research Technical Papers, Central Bank of Ireland, number 11/RT/20, Dec.
• Ismet Gocer & Serdar Ongan, 2020, "The Relationship between Inflation and Interest Rates in the UK: The Nonlinear ARDL Approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 3, pages 77-86.
• Glenn Boyle & Sanghyun Hong, 2020, "Systematic Liquidity Risk Premia," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 20/15, Aug.
• Sanghyun Hong, 2020, "Transactions Costs and the Equity Premium Puzzle," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 20/16, Aug.
• Moritz Wagner & Xiaopeng Wei, 2020, "Cum-Ex Trading – The Biggest Fraud in History?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 20/19, Sep.
• Roberto Marfè & Julien Pénasse, 2020, "Measuring Macroeconomic Tail Risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 621.
• Michael Hasler & Mariana Khapko & Roberto Marfè, 2020, "Rational Learning and the Term Structures of Value and Growth Risk Premia," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 622.
• Matthijs Breugem & Raffaele Corvino & Roberto Marfè & Lorenzo Schönleber, 2020, "Pandemic Tail Risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 623.
• Matthijs Breugem & Stefano Colonnello & Roberto Marfè & Francesca Zucchi, 2020, "Dynamic Equity Slope," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 626.
• Matthijs Breugem & Roberto Marfè & Francesca Zucchi, 2020, "Corporate Policies and the Term Structure of Risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 627.
• Ricardo Schefer, 2020, "Sovereign Bond Spreads and Credit Sensitivity," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 758, Oct.
• José P. Dapena & Ricardo Schefer, 2020, "Common myths on yield to maturity in bonds or IRR in corporate finance," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 764, Nov.
• Ivo Bakota, 2020, "Avoiding Root-Finding in the Krusell-Smith Algorithm Simulation," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp669, Sep.
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• Rick van der Ploeg, 2020, "Discounting and Climate Policy," CESifo Working Paper Series, CESifo, number 8441.
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• Simon Glossner & Pedro Matos & Stefano Ramelli & Alexander F. Wagner, 2020, "Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-56, Jul.
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• Agrawal, Ashwini & Hacamo, Isaac & Hu, Zhongchen, 2020, "Information dispersion across employees and stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118922, Jan.
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