Research classified by Journal of Economic Literature (JEL) codes

2024

• Ahmed, Faroque & Gurdgiev, Constantin & Sohag, Kazi & Islam, Md. Monirul & Zeqiraj, Veton, 2024, "Global, local, or glocal? Unravelling the interplay of geopolitical risks and financial stress," Journal of Multinational Financial Management, Elsevier, volume 75, issue C, DOI: 10.1016/j.mulfin.2024.100871.
• Hanafi, Mamduh M., 2024, "Foreign investors and stealth trading: An examination of price movements in developing markets," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102234.
• Dang, Tung Lam & Luong, Hoang & Nguyen, Lily & Nguyen, My, 2024, "Political uncertainty and commonality in liquidity," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102249.
• Tong, Bin & Diao, Xundi & Li, Xiaoping, 2024, "Forecasting VaRs via hybrid EVT with normal and non-normal filters: A comparative analysis from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2024.102271.
• Wang, Yifan & You, Xiqi & Zhang, Yanhang & Yang, Hanfang, 2024, "Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2024.102272.
• Gou, Qin & Li, Xingshen & Zhao, Guojun, 2024, "Surges of cross border capital flow: The impact of digital finance," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102305.
• Benenchia, Matteo & Galati, Luca & Lepone, Andrew, 2024, "To fix or not to fix: The representativeness of the WM/R methodology that underpins the FX benchmark rates. A pre-registered report," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102311.
• Naeem, Muhammad Abubakr & Senthilkumar, Arunachalam & Arfaoui, Nadia & Mohnot, Rajesh, 2024, "Mapping fear in financial markets: Insights from dynamic networks and centrality measures," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102368.
• Meng, Chen & Du, Qingjie & Shu, Haibing, 2024, "Return seasonalities in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102391.
• Emm, Ekaterina E. & Han, Bo & Li, Bochen, 2024, "Cross-border acquisitions: The case of SPACs," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102396.
• Liu, Ziqiang & Gao, Xin & Xu, Hao & Xu, Weidong, 2024, "Climate change exposure and stock liquidity commonality: International evidence," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102440.
• Cheng, Tingting & Liu, Fei & Liu, Junli & Yao, Wenying, 2024, "Tail connectedness: Measuring the volatility connectedness network of equity markets during crises," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102497.
• Zhou, Xuewei & Ouyang, Zisheng & Lu, Min & Ouyang, Zhongzhe, 2024, "Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102533.
• Bouri, Elie & Gradojevic, Nikola & Nekhili, Ramzi, 2024, "Fear, extreme fear and U.S. stock market returns," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 656, issue C, DOI: 10.1016/j.physa.2024.130212.
• Salachas, Evangelos & Kouretas, Georgios P. & Laopodis, Nikiforos T. & Vlamis, Prodromos, 2024, "Stock market spillovers of global risks and hedging opportunities," European Journal of Political Economy, Elsevier, volume 83, issue C, DOI: 10.1016/j.ejpoleco.2024.102533.
• Yilmazkuday, Hakan, 2024, "Geopolitical risk and stock prices," European Journal of Political Economy, Elsevier, volume 83, issue C, DOI: 10.1016/j.ejpoleco.2024.102553.
• Apeti, Ablam Estel & Edoh, Eyah Denise, 2024, "Economic sanctions and sovereign debt default," European Journal of Political Economy, Elsevier, volume 85, issue C, DOI: 10.1016/j.ejpoleco.2024.102571.
• Memis, Halil I. & Wessels, Ulrich, 2024, "Dissecting value-growth strategies conditioned on expectation errors," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 155-163, DOI: 10.1016/j.qref.2023.11.009.
• Alomari, Mohammed & Selmi, Refk & Mensi, Walid & Ko, Hee-Un & Kang, Sang Hoon, 2024, "Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 210-228, DOI: 10.1016/j.qref.2023.12.009.
• Gaies, Brahim & Chaâbane, Najeh & Bouzouita, Nesrine, 2024, "Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 43-70, DOI: 10.1016/j.qref.2023.11.007.
• Kyriazis, Nikolaos & Corbet, Shaen, 2024, "The role of international currency spillovers in shaping exchange rate dynamics in Latin America," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 1-10, DOI: 10.1016/j.qref.2023.12.003.
• Fortin, Ines & Hlouskova, Jaroslava, 2024, "Prospect theory and asset allocation," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 214-240, DOI: 10.1016/j.qref.2024.01.010.
• Zhang, Hanyu & Dufour, Alfonso, 2024, "Managing portfolio risk during crisis times: A dynamic conditional correlation perspective," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 241-251, DOI: 10.1016/j.qref.2024.02.002.
• Ghaemi Asl, Mahdi & Rashidi, Muhammad Mahdi & Tavakkoli, Hamid Raza & Rezgui, Hichem, 2024, "Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 37-57, DOI: 10.1016/j.qref.2023.12.010.
• Köstlmeier, Siegfried, 2024, "Pricing and mispricing of accounting fundamentals: Global evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 71-87, DOI: 10.1016/j.qref.2023.12.011.
• Gubareva, Mariya & Sokolova, Tatiana & Umar, Zaghum & Vo, Xuan Vinh, 2024, "Sukuk liquidity and creditworthiness during COVID-19," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 88-92, DOI: 10.1016/j.qref.2024.01.001.
• Hajiyev, Aghamehman & Keiber, Karl Ludwig & Luczak, Adalbert, 2024, "Tug of war with noise traders? Evidence from the G7 stock markets," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 234-243, DOI: 10.1016/j.qref.2024.03.011.
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024, "Energy-related uncertainty and international stock market volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 280-293, DOI: 10.1016/j.qref.2024.04.005.
• Wang, Jying-Nan & Vigne, Samuel A. & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "Hacks and the price synchronicity of bitcoin and ether," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 294-299, DOI: 10.1016/j.qref.2024.04.008.
• Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2024, "Dual effects of investor sentiment and uncertainty in financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 300-315, DOI: 10.1016/j.qref.2024.04.006.
• Maurin, Laurent & Minnella, Enrico & Lake, Alfred, 2024, "Estimating financial integration in Europe: How to separate structural trends from cyclical fluctuations," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 85-97, DOI: 10.1016/j.qref.2024.03.005.
• Atance, David & Serna, Gregorio, 2024, "Time-varying expected returns, conditional skewness and Bitcoin return predictability," The Quarterly Review of Economics and Finance, Elsevier, volume 96, issue C, DOI: 10.1016/j.qref.2024.101868.
• Inamdar, Mohd Merajuddin, 2024, "Moderating role of ESG disclosures and its impact on firm financial performance," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101892.
• Tzomakas, Christos, 2024, "Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101895.
• Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2024, "Intraday analyses on weather-induced sentiment and stock market behavior," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101929.
• Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2024, "The role of shifts in the effective tax rate on the cost of equity," Research in Economics, Elsevier, volume 78, issue 1, pages 61-72, DOI: 10.1016/j.rie.2024.01.005.
• Hanif, Waqas & Andraz, Jorge Miguel & Gubareva, Mariya & Teplova, Tamara, 2024, "Are REITS hedge or safe haven against oil price fall?," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1-16, DOI: 10.1016/j.iref.2023.07.052.
• Rojo-Suárez, Javier & Alonso-Conde, Ana B. & Lago-Balsalobre, Rubén, 2024, "Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1156-1169, DOI: 10.1016/j.iref.2023.07.086.
• Hadad, Elroi & Kedar-Levy, Haim, 2024, "The impact of retail investor sentiment on the conditional volatility of stocks and bonds: Evidence from the Tel-Aviv stock exchange," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1303-1313, DOI: 10.1016/j.iref.2023.09.002.
• Long, Teng & Bu, Kun & Du, Pengfei & Wang, Zhige, 2024, "Can educational investment mitigate the impact of aging on household leverage ratio?," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1335-1347, DOI: 10.1016/j.iref.2023.09.001.
• Köhler, Ekkehard A. & Hirsch, Patrick & Palhuca, Leonardo, 2024, "A database: How the euro crisis ended: Not with a (fiscal) bang but a whimper," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1422-1441, DOI: 10.1016/j.iref.2023.07.050.
• Alsubaiei, Bader Jawid & Calice, Giovanni & Vivian, Andrew, 2024, "How does oil market volatility impact mutual fund performance?," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1601-1621, DOI: 10.1016/j.iref.2023.08.023.
• Liu, Peipei & Huang, Wei-Qiang, 2024, "Spatial analysis of sovereign risk from the perspective of EPU spillovers," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 427-443, DOI: 10.1016/j.iref.2023.07.100.
• Alexakis, Christos & Anselmi, Giulio & Petrella, Giovanni, 2024, "Flight to cryptos: Evidence on the use of cryptocurrencies in times of geopolitical tensions," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 498-523, DOI: 10.1016/j.iref.2023.07.054.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Le, Van & Moussa, Faten, 2024, "Hedging precious metals with impact investing," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 651-664, DOI: 10.1016/j.iref.2023.07.047.
• Kumari, Pooja & Mamidala, Vasanthi & Chavali, Kavita & Behl, Abhishek, 2024, "The changing dynamics of crypto mining and environmental impact," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 940-953, DOI: 10.1016/j.iref.2023.08.004.
• Chen, Baifan & Huang, Jionghao & Liu, Danhe & Xia, Xiaohua, 2024, "Time-frequency return connectedness between Chinese coal futures and international stock indices," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 316-333, DOI: 10.1016/j.iref.2023.10.031.
• Chen, Chih-Chun & Chen, Chun-Da & Lien, Donald, 2024, "Transmission process and determinants of sovereign credit contagions: Global evidence," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 552-567, DOI: 10.1016/j.iref.2023.10.018.
• Luo, Tao & Sun, Huaping & Zhang, Lixia & Bai, Jiancheng, 2024, "Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 597-611, DOI: 10.1016/j.iref.2023.09.012.
• Lean, Hooi Hooi & Alkhazali, Osamah M. & Gleason, Kimberley & Yeap, Xiu Wei, 2024, "Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets," International Review of Economics & Finance, Elsevier, volume 90, issue C, pages 167-186, DOI: 10.1016/j.iref.2023.11.004.
• Cakici, S. Meral, 2024, "Risk premium in a real business cycle framework," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 111-122, DOI: 10.1016/j.iref.2024.01.001.
• Xu, Yingying & Lien, Donald, 2024, "Together in bad times? The effect of COVID-19 on inflation spillovers in China," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 316-331, DOI: 10.1016/j.iref.2024.01.015.
• Ge, Hengshun & Yang, Haijun & Doukas, John A., 2024, "The optimal strategies of competitive high-frequency traders and effects on market liquidity," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 653-679, DOI: 10.1016/j.iref.2024.01.064.
• Bossman, Ahmed & Gubareva, Mariya & Agyei, Samuel Kwaku & Vo, Xuan Vinh, 2024, "Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 699-719, DOI: 10.1016/j.iref.2024.01.068.
• Uddin, Gazi Salah & Yahya, Muhammad & Park, Donghyun & Hedström, Axel & Tian, Shu, 2024, "Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1028-1044, DOI: 10.1016/j.iref.2024.02.065.
• Yousaf, Imran & Ali, Shoaib & Marei, Mohamed & Gubareva, Mariya, 2024, "Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1126-1151, DOI: 10.1016/j.iref.2024.02.075.
• Carbó, José Manuel & Gorjón, Sergio, 2024, "Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 123-140, DOI: 10.1016/j.iref.2024.01.070.
• Billah, Mabruk & Alam, Md Rafayet & Hoque, Mohammad Enamul, 2024, "Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1416-1433, DOI: 10.1016/j.iref.2024.02.081.
• Siddique, Md. Abubakar & Nobanee, Haitham & Hasan, Md. Bokhtiar & Uddin, Gazi Salah & Nahiduzzaman, Md., 2024, "Is investing in green assets costlier? Green vs. non-green financial assets," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1460-1481, DOI: 10.1016/j.iref.2024.02.079.
• Feng, Jingyu & Yuan, Ying & Jiang, Mingxuan, 2024, "Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 275-301, DOI: 10.1016/j.iref.2024.02.014.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2024, "Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 302-315, DOI: 10.1016/j.iref.2024.02.022.
• Smimou, K. & Bosch, D. & Filbeck, G., 2024, "Commodities and Policy Uncertainty Channel(s)," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 351-379, DOI: 10.1016/j.iref.2024.01.065.
• Tseng, Yun-lan & Pan, Ging-ginq, 2024, "Do anticipated changes in the MSCI Taiwan index drive investor behavior?," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 563-580, DOI: 10.1016/j.iref.2024.02.031.
• Ouyang, Zisheng & Zhou, Xuewei & Wang, Gang-jin & Liu, Shuwen & Lu, Min, 2024, "Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 909-928, DOI: 10.1016/j.iref.2024.02.070.
• Zhao, Kai & Mo, Minjie & Shen, Jun, 2024, "Pandemics and FDI inflows: The role of infrastructures," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 552-566, DOI: 10.1016/j.iref.2024.03.048.
• Dang, Tam Hoang Nhat & Balli, Faruk & Balli, Hatice Ozer & Gabauer, David & Nguyen, Thi Thu Ha, 2024, "Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 121-139, DOI: 10.1016/j.iref.2024.04.017.
• M'beirick, Abdallahi & Haddou, Samira, 2024, "The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 244-272, DOI: 10.1016/j.iref.2024.03.064.
• Sato, Ayano & Nakata, Hayato & Percy, Jay, 2024, "Time-variant safe haven currencies," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 316-328, DOI: 10.1016/j.iref.2024.04.015.
• Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Gong, Jue & Li, Zhao-Chen & Zhu, You, 2024, "Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 329-358, DOI: 10.1016/j.iref.2024.04.027.
• Kakhkharov, Jakhongir & Onur, Ilke & Yalcin, Erkan & Zhu, Rong, 2024, "Global evidence on the Russia–Ukraine conflict and energy stock returns," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 413-435, DOI: 10.1016/j.iref.2024.03.063.
• Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang, 2024, "Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 503-519, DOI: 10.1016/j.iref.2024.04.030.
• Li, Zhao-Chen & Xie, Chi & Wang, Gang-Jin & Zhu, You & Zeng, Zhi-Jian & Gong, Jue, 2024, "Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 673-711, DOI: 10.1016/j.iref.2024.05.008.
• Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie & Wee, Jung Bum, 2024, "ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103375.
• Abdelaziz Eissa, Mohamed & Al Refai, Hisham, 2024, "Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets: An asymmetric volatility spillover study," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103402.
• Long, Teng & Feng, Liyu, 2024, "Aging, low fertility and household debt risk," International Review of Economics & Finance, Elsevier, volume 95, issue C, DOI: 10.1016/j.iref.2024.103454.
• Cui, Jinxin & Maghyereh, Aktham & Liao, Dijia, 2024, "Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments," International Review of Economics & Finance, Elsevier, volume 95, issue C, DOI: 10.1016/j.iref.2024.103470.
• Lee, Kiryoung & Kim, Minki & Lam, Sing-Sen, 2024, "Chinese consumption shocks and U.S. equity returns," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103511.
• Choi, Ki-Hong & Nekhili, Ramzi & Mensi, Walid & Boubaker, Ferihane Zaraa & Yoon, Seong-Min, 2024, "Systemic risk-sharing between natural gas, oil, and stock markets in top energy producer and consumer countries," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103515.
• Li, Zhaohua & Hu, Baiding & Zhang, Yuqian & Yang, Wanyi, 2024, "Financial market spillovers and investor attention to the Russia-Ukraine war," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103521.
• Mensi, Walid & El Khoury, Rim & Al-Kharusi, Sami & Kang, Sang Hoon, 2024, "Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US countries," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103533.
• Zhu, Huiming & Xia, Xiling & Hau, Liya & Zeng, Tian & Deng, Xi, 2024, "Time-frequency higher-order moment Co-movement and connectedness between Chinese stock and commodity markets," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103580.
• Valencia, Oscar & Gamboa-Arbeláez, Juliana & Sánchez, Gustavo, 2024, "Debt erosion: Asymmetric response to demand and supply shocks," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103588.
• Kakhkharov, Jakhongir & Bianchi, Robert J. & Akhtaruzzaman, Md, 2024, "The impact of monetary and fiscal policy on FinTech firms during the crisis," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103556.
• Chadha, Pearlean & Berrill, Jenny, 2024, "International operations and international influences – Investing in UK firms," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103644.
• Jasiak, Joann & Zhong, Cheng, 2024, "Intraday and daily dynamics of cryptocurrency," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103658.
• Yousaf, Imran & Cui, Jinxin & Ali, Shoaib, 2024, "Dynamic spillover between green cryptocurrencies and stocks: A portfolio implication," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103661.
• Yang, Ge & Yin, Ximing, 2024, "Stock price delay and the cross-section of expected returns: A story of night and day," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103669.
• Li, bing & Lu, pu & Wang, yong, 2024, "Decomposing uncertainty: How foreign policy risks shape Chinese stock market dynamics," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103698.
• Ma, Yong & Li, Shuaibing & Zhou, Mingtao, 2024, "Forecasting crude oil prices: Does global financial uncertainty matter?," International Review of Economics & Finance, Elsevier, volume 96, issue PC, DOI: 10.1016/j.iref.2024.103723.
• Valadkhani, Abbas & O'Mahony, Barry, 2024, "Dynamic hedging responses of gold and silver to inflation: A Markov regime-switching VAR analysis∗," International Review of Economics & Finance, Elsevier, volume 96, issue PC, DOI: 10.1016/j.iref.2024.103741.
• Hong, Hui & Jiang, Lijun & Zhang, Cheng & Yue, Zhonggang, 2024, "Do conventional and new energy stock markets herd differently? Evidence from China," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102120.
• Just, Małgorzata & Echaust, Krzysztof, 2024, "Cryptocurrencies against stock market risk: New insights into hedging effectiveness," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102134.
• Maquieira, Carlos P. & Arias, José T. & Espinosa-Méndez, Christian, 2024, "The impact of ESG on the default risk of family firms: International evidence," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102136.
• Naveed, Muhammad & Ali, Shoaib & Gubareva, Mariya & Omri, Anis, 2024, "When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102160.
• Liu, Qiming & Liu, Zhenya & Moussa, Faten & Mu, Yuhao, 2024, "International capital flow in a period of high inflation: The case of China," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102070.
• Ahmed, Shamima & Banerjee, Ameet Kumar & James, Wendy & Moussa, Faten, 2024, "Is the Evergrande crisis spilling beyond China?," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102080.
• Riahi, Rabeb & Bennajma, Amel & Jahmane, Abderrahmane & Hammami, Helmi, 2024, "Investing in cryptocurrency before and during the COVID-19 crisis: Hedge, diversifier or safe haven?," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102102.
• Tarchella, Salma & Khalfaoui, Rabeh & Hammoudeh, Shawkat, 2024, "The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102125.
• Hoque, Ariful & Le, Thi & Hasan, Morshadul & Abedin, Mohammad Zoynul, 2024, "Does market efficiency matter for Shanghai 50 ETF index options?," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102129.
• Zhang, Pengcheng & Kong, Deli & Xu, Kunpeng & Qi, Jiayin, 2024, "Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102165.
• Costa, Filipe & Fortuna, Natércia & Lobão, Júlio, 2024, "Herding states and stock market returns," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102163.
• Nekhili, Ramzi & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024, "Dynamic spillover and connectedness in higher moments of European stock sector markets," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102164.
• Huq, Tahsin Imtiazul & Kabir Hassan, M. & Houston, Reza & Sydul Karim, M., 2024, "The takeover Tango: Unraveling the impact of state-owned enterprise acquisitions on American competitors," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102167.
• Bongiovanni, Alessio & Fiandrino, Simona, 2024, "Does firm environmental performance mitigate the market reaction to COVID-19 uncertainty?," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102193.
• Li, Yueshan & Chen, Shoudong & Sensoy, Ahmet & Wang, Lu, 2024, "Over-expected shocks and financial market security: Evidence from China's markets," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102194.
• Chen, Ruiyuan (Ryan) & Liu, Feiyu (Andy) & Zhao, Chen, 2024, "Worldwide board reforms and financial reporting quality," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102239.
• Dong, Liang & Yu, Bo & Qin, Zhenjiang & Lam, Keith S.K., 2024, "Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102247.
• Curcio, Domenico & Gianfrancesco, Igor & Onorato, Grazia & Vioto, Davide, 2024, "Do ESG scores affect financial systemic risk? Evidence from European banks and insurers," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102251.
• Aharon, David Y. & Alon, Ilan & Vakhromov, Oleg, 2024, "Metaverse tokens or metaverse stocks – Who’s the boss?," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102259.
• Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2024, "Bitcoin forks: What drives the branches?," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102261.
• Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Tiwari, Aviral Kumar & Wali Ullah, G M, 2024, "Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102273.
• Kočenda, Evžen & Moravcová, Michala, 2024, "Frequency volatility connectedness and portfolio hedging of U.S. energy commodities," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102274.
• Ali, Shoaib & Naveed, Muhammad & Gubareva, Mariya & Vinh Vo, Xuan, 2024, "Reputational contagion from the Silicon Valley Bank debacle," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102275.
• Iuga, Iulia Cristina & Mudakkar, Syeda Rabab & Dragolea, Larisa Loredana, 2024, "Agricultural commodities market reaction to COVID-19," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102287.
• Curcio, Domenico & D’Amico, Simona & Gianfrancesco, Igor & Vioto, Davide, 2024, "Understanding the impact of the financial technology revolution on systemic risk: Evidence from US and EU diversified financials," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102290.
• Cheng, Xiao & Huang, Ying Sophie & Wang, Tao, 2024, "Global de-diversification and stock returns," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102292.
• Ouyang, Zisheng & Zhou, Xuewei & Lu, Min & Liu, Ke, 2024, "Imported financial risk in global stock markets: Evidence from the interconnected network," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102300.
• Gaies, Brahim & Chaâbane, Najeh & Arfaoui, Nadia & Sahut, Jean-Michel, 2024, "On the resilience of cryptocurrencies: A quantile-frequency analysis of bitcoin and ethereum reactions in times of inflation and financial instability," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102302.
• Moreno, Alonso, 2024, "Impression management in bilingual corporate reporting: An analysis of textual characteristics in Spanish and English," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102346.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2024, "Evaluating asset pricing anomalies: Evidence from Latin America," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102381.
• Younis, Ijaz & Gupta, Himani & Du, Anna Min & Shah, Waheed Ullah & Hanif, Waqas, 2024, "Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102405.
• de Boyrie, Maria E. & Pavlova, Ivelina, 2024, "Connectedness with commodities in emerging markets: ESG leaders vs. conventional indexes," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102456.
• Banerjee, Ameet Kumar & Pradhan, H.K. & Akhtaruzzaman, Md & Sensoy, Ahmet & Dann, Susan, 2024, "Anatomy of sovereign yield behaviour using textual news," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102458.
• Ahmed, Shamima & Akhtaruzzaman, Md & Le, Van & Nath, Tamal & Rahman, Molla Ramizur, 2024, "Interconnectedness in the FOREX market during the high inflation regime: A network analysis," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102467.
• Ahmed, Mohamed Shaker & El-Masry, Ahmed A. & Al-Maghyereh, Aktham I. & Kumar, Satish, 2024, "Cryptocurrency volatility: A review, synthesis, and research agenda," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102472.
• Wu, Shan & Liu, Yilong & Song, Ziyu & Zhou, Yuqin & Guo, Wenjing, 2024, "Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence," Research in International Business and Finance, Elsevier, volume 72, issue PA, DOI: 10.1016/j.ribaf.2024.102492.
• Brum-Civelli, Conrado & Fried-Gindel, Alejandro & Garcia-Hiernaux, Alfredo, 2024, "IFCI-SA: International financial conditions index for South American economies," Research in International Business and Finance, Elsevier, volume 72, issue PA, DOI: 10.1016/j.ribaf.2024.102507.
• Sabani, Nazmie & Bales, Stephan & Burghof, Hans-Peter, 2024, "On the different impact of local and national sources of policy uncertainty on sectoral stock volatility," Research in International Business and Finance, Elsevier, volume 72, issue PB, DOI: 10.1016/j.ribaf.2024.102539.
• Almeida, José & Gaio, Cristina & Gonçalves, Tiago Cruz, 2024, "Crypto market relationships with bric countries' uncertainty – A wavelet-based approach," Technological Forecasting and Social Change, Elsevier, volume 200, issue C, DOI: 10.1016/j.techfore.2023.123078.
• Avellán, Leopoldo & Galindo, Arturo J. & Lotti, Giulia & Rodríguez, Juan Pablo, 2024, "Bridging the gap: Mobilization of multilateral Development Banks in Infrastructure," World Development, Elsevier, volume 176, issue C, DOI: 10.1016/j.worlddev.2023.106498.
• Efrem Castelnuovo & Lorenzo Mori & Gert Peersman, 2024, "Commodity Price Shocks and Global Cycles: Monetary Policy Matters," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-36, May.
• Matthew Greenwood-Nimmo & Evzen Kocenda & Viet Hoang Nguyen, 2024, "Detecting Statistically Significant Changes in Connectedness: A Bootstrap-based Technique," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-51, Aug.
• Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024, "An unconventional FX tail risk story," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125291, Oct.
• J Zhang & H Liu, 2024, "Analysis of Co-movement in Asia-Pacific Stock Markets Against the Background of the US-China Trade War," Economic Issues Journal Articles, Economic Issues, volume 29, issue 1, pages 35-69, March.
• Ameet Kumar Banerjee & HK Pradhan, 2024, "Did Precious Metals Serve as Hedge and Safe-haven Alternatives to Equity During the COVID-19 Pandemic: New Insights Using a Copula-based Approach," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 23, issue 4, pages 399-423, December, DOI: 10.1177/09726527241251515.
• Saikat Mondal & Rudra P. Pradhan & Vinodh Madhavan & Debaleena Chatterjee & Ann Mary Varghese, 2024, "Carbon Emissions Pricing: Linkages Between EU ETS Spot and Future Prices and Completeness of EU ETS Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 23, issue 4, pages 450-470, December, DOI: 10.1177/09726527241248003.
• Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2024, "The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk," The Energy Journal, , volume 45, issue 5, pages 65-89, September, DOI: 10.1177/01956574241240293.
• Ann E. Davis, 2024, "Money as a “Social Power†: Commodity Fetishism and Financialization," Review of Radical Political Economics, Union for Radical Political Economics, volume 56, issue 4, pages 522-530, December, DOI: 10.1177/04866134241270682.
• Ata Ozkaya & Omer Altun, 2024, "Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey," SAGE Open, , volume 14, issue 2, pages 21582440241, April, DOI: 10.1177/21582440241243200.
• Mark P. Doblas & Jishanis Mae G. Becaro & Jayendira P. Sankar & Vinodh K. Natarajan & Yoganandham G. & Arumugasamy G., 2024, "Testing Integrative Models of the Change Behavior in the Intention to Adopt Cryptocurrency," SAGE Open, , volume 14, issue 2, pages 21582440241, May, DOI: 10.1177/21582440241253542.
• Assad Ullah & Xinshun Zhao & Chenghui Ye & Muhammad Abdul Kamal, 2024, "Impact of Economic Policy Uncertainty Shocks on China’s Stock Market Development: Evidence from Nonlinear Autoregressive Distributed Lag and Spectral Causality Approaches," SAGE Open, , volume 14, issue 3, pages 21582440241, September, DOI: 10.1177/21582440241266026.
• Matias Moretti & Lorenzo Pandolfi & Sergio L. Schmukler & Germán Villegas Bauer & Tomás Williams, 2024, "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 713, Mar, revised 13 Oct 2025.
• Jacek Tomaszewski, 2024, "Replikacja szerokiego rynku akcji Giełdy Papierów Wartościowych w Warszawie (GPW S. A.) z wykorzystaniem indeksu inwestycji odpowiedzialnych społecznie WIG-ESG," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 60-72.
• Veysi Asker, 2024, "Financial Performance Analysis Using the Merec-Based Cobra Method: An Application to Traditional and Low-Cost Airlines," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 35-52.
• Jenipher Mutale & Ehounou Serge Eloge Florentin Angaman & Jules Clement Mba, 2024, "Lead-lag and Volatility Point Change Estimations for Cryptocurrencies," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 21, pages 54-76, DOI: 10.7172/2353-6845.jbfe.2024.1.5.
• Justyna Bogolebska, 2024, "Internacjonalizacja przedsiebiorstw w kontekscie osiaganych przez nie wynikow finansowych," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 40, pages 59-68, DOI: 10.7172/1733-9758.2024.40.4.
• Thomas Nitschka, 2024, "Evidence on the international financial spillovers of the New York Bankers' Panic of 1907," Working Papers, Swiss National Bank, number 2024-07.
• Berk YILDIZ, 2024, "Validity of Capital Structure Theories in the Shipping Industry: An Application on U.S. Equity Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 32(60).
• Godfred Amewu & Saint Kuttu & Elikplimi Komla Agbloryor & Emmanuel Joel Aikins Abakah, 2024, "Assessing the Impact of Socio-Political Risk on Natural Resources in Africa," Advances in African Economic, Social and Political Development, Springer, in: Mohammed Amidu & Abdallah Ali-Nakyea & Joshua Yindenaba Abor, "Taxation and Management of Natural Resources in Africa", DOI: 10.1007/978-3-031-58124-3_3.
• Mariya Gubareva & Maria Rosa Borges, 2024, "Correction to: Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, volume 332, issue 1, pages 1257-1257, January, DOI: 10.1007/s10479-021-04009-z.
• Jamel Boukhatem & Zied Ftiti & Jean Michel Sahut, 2024, "Correction to: Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis," Annals of Operations Research, Springer, volume 332, issue 1, pages 1265-1265, January, DOI: 10.1007/s10479-021-04174-1.
• Cécile Bastidon & Antoine Parent, 2024, "Cliometrics of world stock markets evolving networks," Annals of Operations Research, Springer, volume 332, issue 1, pages 23-53, January, DOI: 10.1007/s10479-022-04564-z.
• Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2024, "Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data," Annals of Operations Research, Springer, volume 333, issue 1, pages 461-479, February, DOI: 10.1007/s10479-022-04832-y.
• Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2024, "CBI-time-changed Lévy processes for multi-currency modeling," Annals of Operations Research, Springer, volume 336, issue 1, pages 127-152, May, DOI: 10.1007/s10479-022-04982-z.
• Lorenzo Silotto & Marco Scaringi & Marco Bianchetti, 2024, "XVA modelling: validation, performance and model risk management," Annals of Operations Research, Springer, volume 336, issue 1, pages 183-274, May, DOI: 10.1007/s10479-023-05323-4.
• A. S. M. Sohel Azad & Aziz Hayat & Huson Joher Ali Ahmed, 2024, "Does the energy sector serve as a hedge and safe haven?," Annals of Operations Research, Springer, volume 339, issue 1, pages 369-395, August, DOI: 10.1007/s10479-023-05707-6.
• Roy Cerqueti & Valerio Ficcadenti, 2024, "Anxiety about the pandemic and trust in financial markets," The Annals of Regional Science, Springer;Western Regional Science Association, volume 72, issue 4, pages 1277-1328, April, DOI: 10.1007/s00168-023-01243-0.
• Thi My Hanh Nguyen & Thi Khanh Linh Nguyen & Xuan Truong Pham, 2024, "Impacts of financial globalization on CO2 emissions in Asian countries and implications for Vietnam," Asia-Pacific Journal of Regional Science, Springer, volume 8, issue 4, pages 993-1015, December, DOI: 10.1007/s41685-024-00357-3.
• Ewelina Osowska & Piotr Wójcik, 2024, "Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements," Digital Finance, Springer, volume 6, issue 1, pages 145-175, March, DOI: 10.1007/s42521-023-00096-8.
• Ewelina Osowska & Piotr Wójcik, 2024, "Correction: Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements," Digital Finance, Springer, volume 6, issue 1, pages 177-177, March, DOI: 10.1007/s42521-023-00100-1.
• Parthajit Kayal & Sumanjay Dutta, 2024, "Regime switching and causal network analysis of cryptocurrency volatility: evidence from pre-COVID and post-COVID analysis," Digital Finance, Springer, volume 6, issue 2, pages 319-340, June, DOI: 10.1007/s42521-023-00104-x.
• Fakhrul Hasan & Manaf Al-Okaily & Tonmoy Choudhury & Umar Kayani, 2024, "A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data," Electronic Commerce Research, Springer, volume 24, issue 1, pages 629-654, March, DOI: 10.1007/s10660-023-09734-0.
• Max Beinke & Jan Heinrich Beinke & Eduard Anton & Frank Teuteberg, 2024, "Breaking the chains of traditional finance: A taxonomy of decentralized finance business models," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-20, December, DOI: 10.1007/s12525-024-00704-4.
• Sascha Hägele, 2024, "Centralized exchanges vs. decentralized exchanges in cryptocurrency markets: A systematic literature review," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-21, December, DOI: 10.1007/s12525-024-00714-2.
• Thomas F. P. Wiesen & Paul M. Beaumont, 2024, "A joint impulse response function for vector autoregressive models," Empirical Economics, Springer, volume 66, issue 4, pages 1553-1585, April, DOI: 10.1007/s00181-023-02496-6.
• Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2024, "The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors," Empirical Economics, Springer, volume 67, issue 3, pages 1063-1089, September, DOI: 10.1007/s00181-024-02583-2.
• Niccolò Comerio & Fausto Pacicco & Massimiliano Serati, 2024, "“Fly down”: the impact of new accounting standards on the airline industry risk assessment," Empirical Economics, Springer, volume 67, issue 5, pages 2109-2133, November, DOI: 10.1007/s00181-024-02608-w.
• Zhizhen Chen & Guifen Shi & Boyang Sun, 2024, "Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models," Empirical Economics, Springer, volume 67, issue 6, pages 2463-2502, December, DOI: 10.1007/s00181-024-02628-6.
• Behrooz Shahmoradi & Nejla Ould Daoud Ellili, 2024, "Bibliometric review of research on economic complexity: current trends, developments, and future research directions," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 51, issue 4, pages 859-891, December, DOI: 10.1007/s40812-024-00298-0.
• John Kingsley Woode & Anokye M. Adam & Peterson Owusu Junior & Anthony Adu-Asare Idun, 2024, "Industrial metal and cryptocurrency market plummets: Interdependence, policy uncertainty, or investor sentiments?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 51, issue 4, pages 1001-1040, December, DOI: 10.1007/s40812-024-00315-2.
• Ad Riet, 2024, "The rise of common public debt in Europe: a new chapter in fiscal integration?," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 41, issue 2, pages 617-638, July, DOI: 10.1007/s40888-024-00326-1.
• Ion Frecautan & Irina Ivashkovskaya, 2024, "Is corporate governance important for green bond performance in emerging capital markets?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 1, pages 175-212, March, DOI: 10.1007/s40822-023-00249-5.
• Walid Mensi & Anoop S. Kumar & Hee-Un Ko & Sang Hoon Kang, 2024, "Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 2, pages 507-538, June, DOI: 10.1007/s40822-024-00263-1.
• Naseem Al Rahahleh & Ahmed Al Qurashi, 2024, "The impact of COVID-19 on Ethereum returns and Ethereum market efficiency," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 3, pages 729-755, September, DOI: 10.1007/s40822-024-00273-z.
• Noureddine Benlagha & Wafa Abdelmalek, 2024, "Dynamic connectedness between energy and agricultural commodities: insights from the COVID-19 pandemic and Russia–Ukraine conflict," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 3, pages 781-825, September, DOI: 10.1007/s40822-024-00279-7.
• Leonard Grebe & Dirk Schiereck, 2024, "Day-of-the-week effect: a meta-analysis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 4, pages 1057-1094, December, DOI: 10.1007/s40822-024-00293-9.
• Xiaochun Guo, 2024, "Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-25, December, DOI: 10.1186/s40854-023-00514-1.
• Juncal Cunado & David Gabauer & Rangan Gupta, 2024, "Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-17, December, DOI: 10.1186/s40854-023-00554-7.
• Jules Clement Mba, 2024, "Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-36, December, DOI: 10.1186/s40854-023-00559-2.
• Onur Polat, 2024, "Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-27, December, DOI: 10.1186/s40854-023-00581-4.
• Ewa Feder-Sempach & Piotr Szczepocki & Joanna Bogołębska, 2024, "Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00589-w.
• Parisa Foroutan & Salim Lahmiri, 2024, "Connectedness of cryptocurrency markets to crude oil and gold: an analysis of the effect of COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00596-x.
• Christian Urom & Gideon Ndubuisi & Hela Mzoughi & Khaled Guesmi, 2024, "Exploring the coherency and predictability between the stocks of artificial intelligence and energy corporations," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-31, December, DOI: 10.1186/s40854-024-00609-3.
• Xiaozhen Jing & Dezhong Xu & Bin Li & Tarlok Singh, 2024, "Does the U.S. extreme indicator matter in stock markets? International evidence," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-27, December, DOI: 10.1186/s40854-024-00610-w.
• Carlos Esparcia & Tarek Fakhfakh & Francisco Jareño & Achraf Ghorbel, 2024, "Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-26, December, DOI: 10.1186/s40854-024-00618-2.
• Md. Bokhtiar Hasan & Gazi Salah Uddin & Md. Sumon Ali & Md. Mamunur Rashid & Donghyun Park & Sang Hoon Kang, 2024, "Examining time–frequency quantile dependence between green bond and green equity markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-28, December, DOI: 10.1186/s40854-024-00641-3.
• Dohyun Chun & Jongho Kang & Jihun Kim, 2024, "Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-30, December, DOI: 10.1186/s40854-024-00648-w.
• Saman Hatamerad & Hossain Asgharpur & Bahram Adrangi & Jafar Haghighat, 2024, "Stock price index analysis of four OPEC members: a Bayesian approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-29, December, DOI: 10.1186/s40854-024-00651-1.
• Shubham Kakran & Nishant Sapra & Ashish Kumar & Arpit Sidhu, 2024, "Interrelationship dynamics between stock markets of nation under debt crisis and its major trading partners: evidence from Sri Lankan crisis," Future Business Journal, Springer, volume 10, issue 1, pages 1-15, December, DOI: 10.1186/s43093-024-00301-z.
• Girish Joshi & Ranjan Kumar Dash, 2024, "Exchange-traded funds and the future of passive investments: a bibliometric review and future research agenda," Future Business Journal, Springer, volume 10, issue 1, pages 1-21, December, DOI: 10.1186/s43093-024-00306-8.
• Jamel Boukhatem & Ali M. Alhazmi, 2024, "COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach," Future Business Journal, Springer, volume 10, issue 1, pages 1-14, December, DOI: 10.1186/s43093-024-00338-0.
• Ahmed El Oubani, 2024, "Investor sentiment and sustainable investment: evidence from North African stock markets," Future Business Journal, Springer, volume 10, issue 1, pages 1-20, December, DOI: 10.1186/s43093-024-00349-x.
• Boubekeur Baba, 2024, "The comovements of tail risks in time and frequency domains: evidence from US and emerging Asian stock markets," Future Business Journal, Springer, volume 10, issue 1, pages 1-20, December, DOI: 10.1186/s43093-024-00350-4.
• Leila Hedhili Zaier & Khaled Mokni & Ahdi Noomen Ajmi, 2024, "Causality relationships between climate policy uncertainty, renewable energy stocks, and oil prices: a mixed-frequency causality analysis," Future Business Journal, Springer, volume 10, issue 1, pages 1-11, December, DOI: 10.1186/s43093-024-00399-1.
• Moheddine Younsi & Marwa Bechtini & Mongi Lassoued, 2024, "The relationship between insurance development, population, economic growth, and health expenditures in OECD countries: a panel causality analysis," Future Business Journal, Springer, volume 10, issue 1, pages 1-19, December, DOI: 10.1186/s43093-024-00404-7.
• Recep Ali Küçükçolak & Necla İlter Küçükçolak & Sami Küçükoğlu, 2024, "The impact of the Russia–Ukraine crisis on oil and gas shares: an event study approach," International Journal of Economic Policy Studies, Springer, volume 18, issue 1, pages 325-340, February, DOI: 10.1007/s42495-023-00129-5.
• Serhan Cevik, 2024, "The dark side of the moon? Fintech and financial stability," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 71, issue 2, pages 421-433, June, DOI: 10.1007/s12232-024-00449-8.
• Jose E. Gomez-Gonzalez & Oscar M. Valencia & Gustavo A. Sánchez, 2024, "Debt affordability in developed and emerging market economies: the role of fiscal rules," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 377-393, June, DOI: 10.1007/s12197-024-09660-3.
• Saint Kuttu & Joshua Yindenaba Abor & Godfred Amewu, 2024, "Long memory in volatility in foreign exchange markets: evidence from selected countries in Africa," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 462-482, June, DOI: 10.1007/s12197-024-09668-9.
• Yanping Liu & Bo Yan, 2024, "Spillover effects of carbon, energy, and stock markets considering economic policy uncertainty," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 3, pages 563-591, September, DOI: 10.1007/s12197-024-09665-y.