Research classified by Journal of Economic Literature (JEL) codes

2026

• 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.
• Chiang, Thomas C., 2026, "Climate change risks, weather uncertainty, and stock returns: evidence from major European markets," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102634.
• Gregory, Richard Paul, 2026, "A parsimonious method of priced factor testing: the fraud index," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102639.
• Kikuchi, Kentaro, 2026, "Equity risk premiums across horizons and their link to inflation: A quadratic Gaussian approach," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102642.
• Zakamulin, Valeriy, 2026, "Calendar anomalies: Real patterns or data-mining artifacts?," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102653.
• Pham, Dung Thi Ngoc, 2026, "Investor sentiment and green finance indicators: exploring herding behavior in clean versus dirty cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102657.
• Wu, Aimin & Dong, Dayong & Cao, Jiawei & Yang, Jinyu & Ling, Chuanqi, 2026, "The collateral damage in IPO Pricing: Evidence from corporate bond default events of China," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102662.
• Zhou, Yaping & Diao, Xundi, 2026, "Exploring low returns in SSE 50ETF options away from the money: the role of variance and jump risk premiums," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102664.
• Alvarez, F.Xavier & Sala, Hector, 2026, "When volatility is not enough: classical and quantum behaviors in stock investment," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102667.
• 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.
• Mujeeb-u-Rehman Bhayo & Naila Bibi & Ranjeeta Sadhwani, 2026, "Momentum and Disposition Effect in Different Market States," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 76, issue 1, pages 29-53, June.
• 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.
• Hyung Joo Kim & Dong Hwan Oh, 2026, "Capturing Heterogeneity: Machine Learning Approaches to Implied Volatility Forecasting," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-049, Jul, DOI: 10.17016/FEDS.2026.049.
• John Geanakoplos & David E. Rappoport, 2026, "Credit Surfaces and Economic Uncertainty," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-052, Jul, DOI: 10.17016/FEDS.2026.052.
• Ayelen Banegas & Lucas Devigne & Mulalo Mamburu & Kleopatra Nikolaou & Anna Samarina & Fabio Tamburrini, 2026, "Government bond-backed repo markets: between resilience and vulnerability," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-057, Aug, DOI: 10.17016/FEDS.2026.057.
• 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.
• Michael J. Fleming & Or Shachar, 2026, "Stripping STRIPs Trading Activity," Liberty Street Economics, Federal Reserve Bank of New York, number 20260810, Aug, DOI: 10.59576/lse.20260810.
• 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.
• Riccardo Sommariva & Paolo Zeppini, 2026, "Heterogeneous Expectations with Multiple Risky Assets," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2026-18, Jul.
• 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.
• F. Antoniou & M. Delis & S. Ongena & C. 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.
• Marco Bonelli, 2026, "Beyond Sovereign Risk: A Frontier Market Valuation Model (FMVM) for Contextualizing Equity Cost in Structurally Constrained Markets," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 28, issue 1, pages 105-148, June.
• 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.
• Julien Prat & Vincent Danos & Stefania Marcassa, 2026, "Fundamental Pricing of Utility Tokens," Management Science, INFORMS, volume 72, issue 5, pages 3650-3665, May, DOI: 10.1287/mnsc.2023.00566.
• Akshaya Jha & Stephen A. Karolyi & Nicholas Z. Muller, 2026, "Polluting Public Funds: The Effect of Environmental Regulations on Municipal Bonds," Management Science, INFORMS, volume 72, issue 6, pages 5048-5067, June, DOI: 10.1287/mnsc.2023.02340.
• 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.

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.
• Roshan Ghadamian, 2025, "Regenerative Capital Markets: A Temporal Architecture for Long-Horizon Corporate Value," IRSA Working Papers, Institute for Regenerative Systems Architecture, number rcm, Feb.
• Piyalee Bhattacharya & Asheesh Pandey, 2025, "Bridging quality and sustainability: A bibliometric and systematic exploration of ESG scores in quality anomalies," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2025, issue 2, pages 67-92.
• 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.
• Julien Prat & Vincent Danos & Stefania Marcassa, 2025, "Fundamental Pricing of Utility Tokens," Post-Print, HAL, number hal-05408924, Feb, DOI: 10.1287/mnsc.2023.00566.
• Fanny Cartellier & Peter Tankov & Olivier David Zerbib, 2025, "Can investors curb greenwashing?," Post-Print, HAL, number hal-05415062, Oct, DOI: 10.1016/j.jedc.2025.105195.
• Frédéric Cherbonnier & Christian Gollier & Aude Pommeret, 2025, "Stress discounting," Post-Print, HAL, number hal-05493242, Nov, DOI: 10.1007/s11166-025-09469-3.
• Christophe Bruneel-Zupanc & Guillaume Chapelle & Jean-Benoît Eymeoud & Etienne Wasmer, 2025, "Housing Prices Propagation: A Theory of Spatial Interactions," Post-Print, HAL, number hal-05631317, DOI: 10.1016/j.euroecorev.2025.105252.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2025, "Rational bubbles in portfolios with fundamental value," Post-Print, HAL, number halshs-05283286, Dec, DOI: 10.1016/j.mathsocsci.2025.102464.
• Milo Bianchi & Philippe Jehiel, 2025, "Bubbles and Crashes with Partially Sophisticated Investors," Post-Print, HAL, number halshs-05368510, Dec, DOI: 10.1007/s11579-025-00402-5.
• Milo Bianchi & Philippe Jehiel, 2025, "Bubbles and Crashes with Partially Sophisticated Investors," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-05327589, Sep, DOI: 10.1007/s11579-025-00402-5.
• Milo Bianchi & Philippe Jehiel, 2025, "Bubbles and Crashes with Partially Sophisticated Investors," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-05368510, Dec, DOI: 10.1007/s11579-025-00402-5.
• Chiaki Hara & Sujoy Mukerji & Frank Riedel & Jean-Marc Tallon, 2025, "Sharing Model Uncertainty," PSE Working Papers, HAL, number halshs-04598577, Mar.
• Paul Hubert & Rose Portier, 2025, "The Signaling Effects of Tightening and Easing Monetary Policy," Sciences Po Economics Publications (main), HAL, number hal-05097460, May.
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• Christophe Bruneel-Zupanc & Guillaume Chapelle & Jean-Benoît Eymeoud & Etienne Wasmer, 2025, "Housing Prices Propagation: A Theory of Spatial Interactions," Sciences Po Economics Publications (main), HAL, number hal-05631317, DOI: 10.1016/j.euroecorev.2025.105252.
• Christian Gollier, 2025, "The welfare cost of ignoring the beta," Working Papers, HAL, number hal-04967060, Feb.
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• Paul Hubert & Rose Portier, 2025, "The Signaling Effects of Tightening and Easing Monetary Policy," Working Papers, HAL, number hal-05097460, May.
• Milo Bianchi & Philippe Jehiel, 2025, "Bubbles and Crashes with Partially Sophisticated Investors," Working Papers, HAL, number hal-05327571, Oct.
• Bruno Biais & Thomas Mariotti & Sophie Moinas & Sébastien Pouget, 2025, "Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation," Working Papers, HAL, number hal-05376175, Nov.
• Bruno Biais & Thomas Mariotti & Sophie Moinas & Sébastien Pouget, 2025, "Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation," Working Papers, HAL, number hal-05475576.
• Sylvérie Herbert & Paul Hubert & Mathias Lé, 2025, "When does Monetary Policy Matter? Policy Stance vs. Term Premium News 1," Working Papers, HAL, number hal-05481635, Nov.
• Chiaki Hara & Sujoy Mukerji & Frank Riedel & Jean-Marc Tallon, 2025, "Sharing Model Uncertainty," Working Papers, HAL, number halshs-04598577, Mar.
• Zrinka Lovretin Golubić & Denis Dolinar & Davor Zoričić, 2025, "A heuristic approach to the estimation of an efficient benchmark in the Croatian stock market," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 76, issue 1, pages 3-14, DOI: 10.32910/ep.76.1.1.
• Aase, Knut K., 2025, "Recursive utility and jump-diffusions," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/6, Feb.
• Aase, Knut K., 2025, "The economics of risk sharing in discrete time with translation invariant recursive utility," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/15, May.
• Aase, Knut K., 2025, "Optimal risk sharing with translation invariant recursive utility in continuous time," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/16, May.
• Kaebi, Mohammed Mehdi & Ferreira Batista Martins, Igor, 2025, "Long-Run Interest Rate Differentials and the Profitability of Currency Carry," Working Papers, Örebro University, School of Business, number 2025:10, Sep.
• NAKAJIMA, Jouchi, 2025, "Impact of US Monetary Policy Spillovers and Yield Curve Control Policy," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 760, Feb.
• DICKERSON, Alexander & NOZAWA, Yoshio & ROBOTTI, Cesare, 2025, "Factor Investing with Delays," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 771, Jul.
• Ooi Kok Loang & Sevenpri Candra, 2025, "Religion And Green: The Dual Power Of Esg And Shariah-Compliant Stocks In Brand Values Of Malaysia, Indonesia, And Saudi Arabia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 11, issue 2, pages 419-448, June, DOI: https://doi.org/10.21098/jimf.v11i2.
• Bayu Adi Nugroho, 2025, "Diversifying Islamic Haven Assets," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 11, issue 3, pages 535-582, September, DOI: https://doi.org/10.21098/jimf.v11i3.
• Abdullah M. Al-Awadhi & Ahmad Bash & Barrak Algharabali & Ibrahim Khatatbeh, 2025, "Information Asymmetry And Religious Seasonality," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 11, issue 4, pages 807-824, December, DOI: https://doi.org/10.21098/jimf.v11i4.
• Ruchita Verma & Dhanraj Sharma & Pranav Raghavan, 2025, "Stock Market Reaction to Outbreak of Covid-19: An Empirical Study of Indian Sectoral Indices," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 28, issue 3, pages 389-414, October, DOI: https://doi.org/10.59091/2460-9196..
• Masyayuki Okada & Kazuhiro Teramoto, 2025, "Large Firms and Monetary Policy Surprises: Unraveling Excessive Stock Price Sensitivity," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 25-E-06, Aug.
• Koji Takahashi & Sumiko Takaoka, 2025, "Corporate Bond Purchase Program and Corporate Debt Issuance: Evidence from Japanese Corporate Bond Marketing News," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 25-E-11, Sep.
• Kakuho Furukawa & Hibiki Ichiue & Noriyuki Shiraki, 2025, "How Does Climate Change Interact with the Financial System?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 43, pages 61-94, November.
• Mr. Tobias Adrian & Christopher J. Erceg & Marcin Kolasa & Mr. Jesper L Linde & Pawel Zabczyk, 2025, "Macroeconomic and Fiscal Consequences of Quantitative Easing," IMF Working Papers, International Monetary Fund, number 2025/158, Aug.
• Mr. Julien Acalin & Mr. Leonardo Martinez & Mr. Francisco Roch, 2025, "Fiscal Rules, Robust Correction Mechanisms, and Sovereign Spreads," IMF Working Papers, International Monetary Fund, number 2025/195, Sep.
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• Ari Kutai & Daniel Nathan & Milena Wittwer, 2025, "Exchanges for Government Bonds? Evidence During COVID-19," Management Science, INFORMS, volume 71, issue 10, pages 8948-8966, October, DOI: 10.1287/mnsc.2023.02344.
• Geert Bekaert & Xue Wang & Xiaoyan Zhang, 2025, "The International Commonality of Idiosyncratic Variances," Management Science, INFORMS, volume 71, issue 3, pages 2216-2244, March, DOI: 10.1287/mnsc.2022.01398.
• Julien Hugonnier & Rodolfo Prieto, 2025, "Asset Pricing with Costly Short Sales," Management Science, INFORMS, volume 71, issue 5, pages 3768-3789, May, DOI: 10.1287/mnsc.2023.01887.