Research classified by Journal of Economic Literature (JEL) codes

2024

• 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.
• Daniel Hofmann & Karl Ludwig Keiber & Adalbert Luczak, 2024, "On the linkage of momentum and reversal – evidence from the G7 stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 3, pages 798-833, September, DOI: 10.1007/s12197-024-09676-9.
• Andrey Zagorchev, 2024, "An international study of board gender diversity and corporate governance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 4, pages 1053-1077, December, DOI: 10.1007/s12197-024-09687-6.
• Aissa Djedaiet & Hassan Guenichi & Hicham Ayad, 2024, "Do asymmetric oil shocks impact gold and Bitcoin returns symmetrically? A comparison between the COVID-19 pandemic and the Russo-Ukrainian war," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 4, pages 1187-1213, December, DOI: 10.1007/s12197-024-09692-9.
• Boubekeur Baba, 2024, "Spillovers of good and bad volatility in Asian emerging markets: insights from global and regional perspectives," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 4, pages 1233-1274, December, DOI: 10.1007/s12197-024-09696-5.
• Charles Yuji Horioka, 2024, "The Feldstein–Horioka Puzzle or Paradox after 44 years: a fallacy of composition," The Japanese Economic Review, Springer, volume 75, issue 3, pages 383-404, July, DOI: 10.1007/s42973-024-00153-w.
• Filippo Gusella & Giorgio Ricchiuti, 2024, "Endogenous cycles in heterogeneous agent models: a state-space approach," Journal of Evolutionary Economics, Springer, volume 34, issue 4, pages 739-782, December, DOI: 10.1007/s00191-024-00870-w.
• Noura Metawa & Hussein Tamimi & Rania Itani, 2024, "Synergizing Deep Belief Networks and Arithmetic Optimization for Stock Market Price Prediction: A Hybrid Approach," Lecture Notes in Operations Research, Springer, chapter 0, in: Ali Emrouznejad & Panagiotis D. Zervopoulos & Ilhan Ozturk & Dima Jamali & John Rice, "Business Analytics and Decision Making in Practice", DOI: 10.1007/978-3-031-61589-4_14.
• Mohammed I. Shuaibu & Suleiman O. Mamman & Jamilu Iliyasu & Wang Zhanqin, 2024, "Asymmetric pricing of climate policy uncertainty under heterogeneous stocks market conditions in China: evidence from GARCH and quantile models," Letters in Spatial and Resource Sciences, Springer, volume 17, issue 1, pages 1-14, December, DOI: 10.1007/s12076-024-00372-0.
• Sangeeta Wats & Mahesh Joshi & Simarjeet Singh, 2024, "Initial coin offerings: current trends and future research directions," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 2, pages 1361-1387, April, DOI: 10.1007/s11135-023-01701-z.
• William H. Beaver & Stefano Cascino & Maria Correia & Maureen F. McNichols, 2024, "Bankruptcy in groups," Review of Accounting Studies, Springer, volume 29, issue 4, pages 3449-3496, December, DOI: 10.1007/s11142-023-09779-4.
• Simon Schairer, 2024, "The contradictions of unconventional monetary policy as a post-2008 thwarting mechanism: financial dominance, shadow banking, and inequality," Review of Evolutionary Political Economy, Springer, volume 5, issue 1, pages 1-29, June, DOI: 10.1007/s43253-024-00115-3.
• Somayyeh Lotfi & Stavros A. Zenios, 2024, "Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance," Review of Managerial Science, Springer, volume 18, issue 7, pages 2115-2140, July, DOI: 10.1007/s11846-023-00715-z.
• Kehinde Mary Bello, 2024, "Parallel exchange rate market and macroeconomic performance in Nigeria: SVAR approach," SN Business & Economics, Springer, volume 4, issue 11, pages 1-24, November, DOI: 10.1007/s43546-023-00609-y.
• Louis Logogye & Godfred Aawaar & Kwasi Poku, 2024, "Regional and global shock spillovers to Africa’s equity markets: evidence from the global financial crisis and COVID-19 pandemic," SN Business & Economics, Springer, volume 4, issue 12, pages 1-31, December, DOI: 10.1007/s43546-024-00764-w.
• Muhammad Niaz Khan & Suzanne G. M. Fifield & David M. Power, 2024, "The impact of the COVID 19 pandemic on stock market volatility: evidence from a selection of developed and emerging stock markets," SN Business & Economics, Springer, volume 4, issue 6, pages 1-26, June, DOI: 10.1007/s43546-024-00659-w.
• Joseph Chukwudi Odionye & Ethelbert Ukachukwu Ojiaku & Ndubuisi Agoh & Chikeziem F. Okorontah & Roy M. Okpara & Callistus Ogu, 2024, "Economic policy uncertainty and equity index in sub-Saharan African (SSA) countries: accounting for multiple structural breaks in a panel framework," SN Business & Economics, Springer, volume 4, issue 6, pages 1-30, June, DOI: 10.1007/s43546-024-00664-z.
• M’bakob Gilles Brice & Mandeng ma Ntamack Jules, 2024, "Influence of psychological exchange rates (PER) on forex price formation: theory, empirical, and experimental evidence," SN Business & Economics, Springer, volume 4, issue 9, pages 1-53, September, DOI: 10.1007/s43546-024-00698-3.
• J. Amar & M. Arouri & G. Dufrénot & C. Lecourt, 2024, "Determinants of partial versus full cross-border acquisitions for Sovereign Wealth Funds," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 160, issue 2, pages 509-539, May, DOI: 10.1007/s10290-023-00504-6.
• Hamza Bennani & Cécile Couharde & Yoan Wallois, 2024, "The effect of IMF communication on government bond markets: insights from sentiment analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 160, issue 2, pages 615-656, May, DOI: 10.1007/s10290-023-00509-1.
• Brian Golden & Eduardo Maqui, 2024, "What ‘special purposes’ explain cross-border debt funding by banks? Evidence from Ireland," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 160, issue 3, pages 761-783, August, DOI: 10.1007/s10290-023-00513-5.
• Federico Cini & Annalisa Ferrari, 2024, "A Darwinian Approach via ML to the Analysis of Cryptocurrencies’ Returns," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 6, pages 1-6.
• Boudiaf, Ismael Alexander & Scheicher, Martin & Frieden, Immo, 2024, "The market liquidity of interest rate swaps," ESRB Working Paper Series, European Systemic Risk Board, number 147, Mar.
• Bräuer, Leonie & Hau, Harald, 2024, "Fund-Level FX Hedging Redux," ESRB Working Paper Series, European Systemic Risk Board, number 148, Nov.
• Mehran Akbari & Christian Bauer & Matthias Neuenkirch & Dennis Umlandt, 2024, "Economic Forecast Disagreement and Equity Pricing: International Evidence," Research Papers in Economics, University of Trier, Department of Economics, number 2025-07.
• Vassilios G. Papavassilioua & Fan Dora Xiab, 2024, "Liquidity in the euro-area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis," Working Papers, Geary Institute, University College Dublin, number 202406, 10.
• Clément Landormy, 2024, "An inquiry of Bitcoin price formation: Evidence from Linear and Nonlinear ARDL Frameworks, 2017-2018," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2024-31.
• Sander, Harald & Kleimeier, Stefanie, 2024, "The Global Financial Cycle and the Gravity of Finance and Trade," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 012, Sep, DOI: 10.26481/umagsb.2024012.
• Madalen Castells Jauregui & Dmitry Kuvshinov & Bjoern Richter & Victoria Vanasco, 2024, "Sectoral dynamics of safe assets in advanced economies," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1884, Apr, revised Apr 2025.
• Marina Yu. Malkina, 2024, "Financial contagion in the US, European and Chinese stock markets during global shocks," Journal of New Economy, Ural State University of Economics, volume 25, issue 4, pages 47-67, December, DOI: 10.29141/2658-5081-2024-25-4-3.
• Cinthia de Souza, 2024, "Sovereign Bondholders and the Eurozone core-periphery Divide: from the Debt Crisis to the Quantitative Tightening," Department of Economics University of Siena, Department of Economics, University of Siena, number 921, Dec.
• Alqaralleh, Huthaifa & Almajali Mutah, Awon & Canepa, Alessandra, 2024, "Navigating Energy Market Cycles: Insights from a Comprehensive Analysis," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202422, Dec.
• Sewon Hur & C sar Sosa-Padilla & Zeynep Yom, 2024, "Optimal Bailouts in Banking and Sovereign Crises," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 60, Feb.
• BİLİRER, Meltem & ZEREN, Feyyaz, 2024, "The Impact Of Energy Consumption In Crypto Assets On Crypto Asset Prices And Carbon Emissions: Case Of Bitcoin And Ethereum," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 1, pages 6-25, March.
• LAI, Ping-fu (Brian) & HUANG, Haoqin & LIANG, Haobin, 2024, "The Chinese National Holiday’S Influence On The Chinese Stock Market And Various Industries: An Empirical Analysis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 3, pages 26-45, September.
• Mikołajek-Gocejna Magdalena, 2024, "The Relationship Between ESG Rating and Firm Value—Evidence from Companies Listed on Polish Capital Market in the WIG-ESG Index," Central European Economic Journal, Paradigm, volume 11, issue 58, pages 141-158, January, DOI: 10.2478/ceej-2024-0011.
• Fernández Francisco Javier Jorcano & Fernández Miguel Ángel Echarte & Alonso Sergio Luis Náñez, 2024, "The asset-backing risk of stablecoin trading: The case of Tether," Economics and Business Review, Paradigm, volume 10, issue 1, pages 57-80, April, DOI: 10.18559/ebr.2024.1.1211.
• Oubani Ahmed El, 2024, "Quantile connectedness between social network sentiment and sustainability index volatility: Evidence from the Moroccan financial market," Economics and Business Review, Paradigm, volume 10, issue 3, pages 163-196, DOI: 10.18559/ebr.2024.3.1200.
• Peciulis Tomas & Vasiliauskaite Asta, 2024, "Effect of Monetary Policy Decisions and Announcements on the Price of Cryptocurrencies: An Elastic-Net With Arima Residuals Approach," Economics and Culture, Paradigm, volume 21, issue 1, pages 77-92, DOI: 10.2478/jec-2024-0006.
• Kuncoro Haryo & Pardede Josua, 2024, "Modelling the Demand for Indonesia’s Foreign Reserves," Economics, Sciendo, volume 12, issue 1, pages 131-151, April, DOI: 10.2478/eoik-2024-0005.
• Trung Do Duc & Dudić Branislav & Dung Hoang Tien & Truong Nguyen Xuan, 2024, "Innovation in Financial Health Assessment: Applying MCDM Techniques to Banks in Vietnam," Economics, Sciendo, volume 12, issue 2, pages 21-33, DOI: 10.2478/eoik-2024-0011.
• Kadiri Hamza & Oukhouya Hassan & Belkhoutout Khalid & Himdi Khalid El, 2024, "Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis," Economics, Sciendo, volume 12, issue 3, pages 55-73, DOI: 10.2478/eoik-2024-0039.
• Mihus Iryna & Marchenko Volodymyr & Dombrovska Alla & Panchenko Oksana, 2024, "The Change of the Monetary Paradigm: Financial Security and Cryptocurrency," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 20, issue 2, pages 89-101, DOI: 10.2478/fiqf-2024-0014.
• Sehgal Shivam & Singh Jaspal, 2024, "Dynamic Interrelationships among Bitcoin, Bonds, and Sectoral Indices in India: Evidence from Pre- and Post-COVID-19," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 20, issue 3, pages 42-57, DOI: 10.2478/fiqf-2024-0018.
• Barbić Tajana & Čondić-Jurkić Iva, 2024, "Viral Trends and Stock Markets: Spillover Between Meme Assets and Sectoral Returns," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 20, issue 4, pages 1-15, DOI: 10.2478/fiqf-2024-0023.
• Foo Jennifer & Witkowska Dorota, 2024, "The 2020 COVID-19 Financial Crisis Impact on the European Stock Markets and Economies. A Preliminary Analysis," Folia Oeconomica Stetinensia, Paradigm, volume 24, issue 1, pages 22-40, DOI: 10.2478/foli-2024-0002.
• Borowski Jakub & Jaworski Krystian, 2024, "The Russian invasion of Ukraine and the exchange rate of the Polish zloty: A fallacy of monetary autonomy?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 60, issue 1, pages 33-45, March, DOI: 10.2478/ijme-2023-0026.
• Cieślik Sylwia & Sosnowski Tomasz, 2024, "Initial public offerings of foreign companies on stock markets in Europe – an institutional perspective," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 60, issue 5, pages 391-403, DOI: 10.2478/ijme-2025-0003.
• de Salles André Assis & Lima Renato Barros, 2024, "Carbon Credits and Crude Oil: An Investigation of the Price Returns Interaction in the International Market," Naše gospodarstvo/Our economy, Paradigm, volume 70, issue 1, pages 1-12, March, DOI: 10.2478/ngoe-2024-0001.
• Zaimovic Azra & Arnaut-Berilo Almira & Bešlija Rijad, 2024, "International Portfolio Diversification Benefits: An Empirical Investigation of the 28 European Stock Markets During the Period 2014–2024," South East European Journal of Economics and Business, Paradigm, volume 19, issue 1, pages 96-112, DOI: 10.2478/jeb-2024-0007.
• Güngör Arifenur & Güngör Mahmut Sami, 2024, "The Nexus Between Economic Policy Uncertainty and Stock Market Volatility in the CEE-3 Countries," South East European Journal of Economics and Business, Paradigm, volume 19, issue 2, pages 60-81, DOI: 10.2478/jeb-2024-0016.
• Vlad Ioana Maria, 2024, "The Impact of Social Norms on Foreign Direct Investments," Studia Universitatis Babeș-Bolyai Oeconomica, Paradigm, volume 69, issue 2, pages 13-25, DOI: 10.2478/subboec-2024-0007.
• Todea Anita & Todea Alexandru, 2024, "Cultural Tightness-Looseness and Stock Market Integration," Studia Universitatis Babeș-Bolyai Oeconomica, Paradigm, volume 69, issue 3, pages 43-55, DOI: 10.2478/subboec-2024-0014.
• Turgeman Avraham & Jude Octavian, 2024, "Cryptocurrencies Volatility: Empirical Evidence," Timisoara Journal of Economics and Business, Sciendo, volume 17, issue 1, pages 113-120, DOI: 10.2478/tjeb-2024-0005.
• Lögün Anıl & Aydin Buket & Aydin Rahman, 2024, "Impact of Infectious Diseases on Stock Markets: Evidence from Developed Markets," Zagreb International Review of Economics and Business, Paradigm, volume 27, issue 2, pages 223-236, DOI: 10.2478/zireb-2024-0024.
• Ivancevic Milo, 2024, "Analysis of Green Bond Yields in Different Economic Regimes: High and Low Interest Rates," Zagreb International Review of Economics and Business, Paradigm, volume 27, issue 2, pages 7-26, DOI: 10.2478/zireb-2024-0015.
• Stanisław Łaniewski & Robert Ślepaczuk, 2024, "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-16.
• Moretti,Matías & Pandolfi,Lorenzo & Schmukler,Sergio L. & Villegas Bauer,Germán & Williams,Tomás, 2024, "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," Policy Research Working Paper Series, The World Bank, number 10735, Mar.
• Haryo Kuncoro & Caroline Geetha & Fafurida Fafurida, 2024, "Central Bank Intervention and Exchange Rate Volatility in the Inflation-Targeting Regime," Economic Research Guardian, Mutascu Publishing, volume 14, issue 1, pages 2-15, June.
• Clara Pires & Ana Cantarinha & Paulo Ferreira, 2024, "Are Euribor rates relevant for Indebtedness of Companies Listed on the Portuguese Stock Index (PSI-20) and the Iberian Index (IBEX 35)? An Empirical Study," Economic Research Guardian, Mutascu Publishing, volume 14, issue 2, pages 110-126, December.
• Gareth Campbell & Áine Gallagher & Richard S.Grossman, 2024, "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2024-013, Dec.
• Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2024, "The U.S. Public Debt Valuation Puzzle," Econometrica, Econometric Society, volume 92, issue 4, pages 1309-1347, July, DOI: 10.3982/ECTA20497.
• Carlos Alba & Gabriel Cuadra & Juan R. Hernandez & Raul Ibarra, 2024, "Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 3, pages 2804-2836, July, DOI: 10.1002/ijfe.2807.
• Ahmad Fraz & Arshad Hassan & Shoaib Ali & Vincent Shin-Hung Pan, 2024, "Pandemic Fallout: Analyzing the Impact of COVID-19 on Taiwan’s Hotel Stocks," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 01, pages 1-29, March, DOI: 10.1142/S2010495224500040.
• N. Dileep & G. Kotreshwar, 2024, "Hedging rainfall risk: An illustrative analysis of rainfall index-based futures contracts," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 1-22, March, DOI: 10.1142/S2424786323500597.
• Yuqin Zhou & Shan Wu & Zhenhua Liu, 2024, "Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets?," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 1-24, June, DOI: 10.1142/S2424786323500433.
• Joseph Chukwudi Odionye & Ethelbert Ukachukwu Ojiaku & Godwin Chigozie Okpara & Ndubuisi Agoh & Roy M. Okpara, 2024, "Economic Policy Uncertainty and Stock Market Index: Fresh Insights from Augmented-ARDL and Multiple Structural Breaks," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-24, June, DOI: 10.1142/S1793993324500108.
• Thomas C. Chiang, 2024, "Searching for Assets to Hedge Against Inflation in the U.S. Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 01, pages 1-18, March, DOI: 10.1142/S0219091523500297.
• Sarika Lohana & Miklesh Prasad Yadav & A. G. Rekha, 2024, "Volatility Spillover from the Chinese Stock Market to the G20 Stock Markets in the Wake of the Pandemic COVID-19," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 02, pages 1-19, June, DOI: 10.1142/S0219091524500115.
• Zhe Ma & Lu Yang, 2024, "Revisiting The €Œpure†Oil-Exchange Co-Movement From A Time-Domain Perspective," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 01, pages 183-202, March, DOI: 10.1142/S0217590820500630.
• Ngo Thai Hung, 2024, "Time-Frequency Nexus Between Bitcoin And Developed Stock Markets In The Asia-Pacific," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 01, pages 399-424, March, DOI: 10.1142/S0217590820500691.
• Yuan-Ming Lee & Kuan-Min Wang, 2024, "Can The Narrow And Broad Money Supply Gap Be Used As An Investment Indicator For The Stock Market?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 02, pages 727-749, March, DOI: 10.1142/S0217590823410011.
• Arthur Jin Lin, 2024, "Volatility Contagion Among Stock, Currency, And Bulk Shipping Market During The China’S Stock Market Crash Crisis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 06, pages 1995-2012, September, DOI: 10.1142/S021759082140004X.
• Weijie Hou & Baisheng Cui & Yuping Song & Ying Chen, 2024, "Volatilities And Return Co-Movements Among Stock Markets In Mainland China, Hong Kong, And The United States," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 07, pages 2097-2118, December, DOI: 10.1142/S0217590821500090.
• Kingsley E. Dogah & Gamini Premaratne, 2024, "Dynamic Interconnectedness And Risk Contagion Among Asian Financial Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 08, pages 2475-2520, December, DOI: 10.1142/S021759082050071X.
• Imen Omri & Oguzhan Ozcelebi, 2024, "Examination Of The Impacts Of Cryptocurrency Uncertainty On Exchange-Traded Funds," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 08, pages 2687-2712, December, DOI: 10.1142/S0217590823500509.
• Ammar Ali Gull & Muhammad Atif & Muhammad Usman, 2024, "Informal Institutions and Audit Pricing: Cross-Country Evidence of National Culture and Audit Fees," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 02, pages 1-56, June, DOI: 10.1142/S1094406024500082.
• Lodge, David & Manu, Ana-Simona & Van Robays, Ine, 2024, "China's footprint in global financial markets," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 1/2024.
• Hodula, Martin & Janků, Jan & Malovaná, Simona & Ngo, Ngoc Anh, 2024, "Geopolitical risks and their impact on global macro-financial stability: Literature and measurements," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 9/2024.
• Ambrocio, Gene & Hasan, Iftekhar & Li, Xiang, 2024, "Global political ties and the global financial cycle," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2024.
• Pala, Melissa, 2024, "COVID-19 and the fragmentation of the European interbank market," Discussion Papers, Deutsche Bundesbank, number 07/2024.
• Weth, Mark A. & Baltzer, Markus & Bertram, Christoph & Hilaire, Jérôme & Johnston, Craig, 2024, "The scenario-based equity price impact induced by greenhouse gas emissions," Discussion Papers, Deutsche Bundesbank, number 30/2024.
• Jochem, Axel & Lecomte, Ernest, 2024, "Risky sovereign bond holdings by commercial banks in the euro area: Do safe assets availability and differences in bank funding costs play a role?," Discussion Papers, Deutsche Bundesbank, number 35/2024.
• Pellegrino, Bruno & Spolaore, Enrico & Wacziarg, Romain, 2024, "Barriers to global capital allocation," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 346.
• Di Tommaso, Caterina & Perdichizzi, Salvatore & Vigne, Samuel & Zaghini, Andrea, 2024, "Is the government always greener?," CFS Working Paper Series, Center for Financial Studies (CFS), number 718.
• Meyer, Timothy, 2025, "Asset price changes, external wealth and global welfare," Kiel Working Papers, Kiel Institute for the World Economy, number 2264, revised 2025.
• Graf von Luckner, Clemens M. & Meyer, Josefin & Reinhart, Carmen M. & Trebesch, Christoph, 2024, "Sovereign haircuts: 200 years of creditor losses," Kiel Working Papers, Kiel Institute for the World Economy, number 2270.
• de Boer, Jantke & Eichler, Stefan, 2024, "FX dealer constraints and external imbalances," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1132, DOI: 10.4419/96973314.
• de Boer, Jantke, 2024, "Global portfolio network and currency risk premia," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1133, DOI: 10.4419/96973315.
• Sagade, Satchit & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian, 2024, "A tale of two cities: Inter-market latency and fast-trader competition," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 430, DOI: 10.2139/ssrn.3475442.
• Berg, Tobias & Ma, Lin & Streitz, Daniel, 2024, "Out of sight, out of mind: Divestments and the global reallocation of pollutive assets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 436, DOI: 10.2139/ssrn.4368113.
• Eichler, Stefan & Nauerth, Jannik A., 2024, "Bilateral investment treaties and portfolio investment," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 01/24.
• Bernoth, Kerstin & Herwartz, Helmut & Trienens, Lasse, 2024, "Interest Rates, Convenience Yields and Inflation Expectations: Drivers of US Dollar Exchange Rates," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302351, revised 2024.
• Lambert, Claudia & Molestina Vivar, Luis & Wedow, Michael, 2024, "Is home bias biased? New evidence from the investment fund sector," Working Paper Series, European Central Bank, number 2924, Apr.
• Graziano, Marco & Habib, Maurizio Michael, 2024, "Mutual funds and safe government bonds: do returns matter?," Working Paper Series, European Central Bank, number 2931, Apr.
• Altavilla, Carlo & Gürkaynak, Refet S. & Quaedvlieg, Rogier, 2024, "Macro and micro of external finance premium and monetary policy transmission," Working Paper Series, European Central Bank, number 2934, Apr.
• Dong, Mike & Goto, Shingo & Xu, Yan & Zhang, Yuzhao, 2024, "Beyond Carry: The Prospective Interest Rate Differential and Currencuy Excess Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-03, Jan.
• Canayaz, Mehmet & Erel, Isil & Gurun, Umit G. & Wu, Yufeng, 2024, "When Protectionism Kills Talent," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-07, Oct.
• Zhang, Shaojun & Shi, Zhan, 2024, "Oil-Driven Greenium," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-24, Oct.
• Gautam Milind Gokhale & Ankur Mittal, 2024, "Exploring the Nexus of Capital Market and Investor Behaviour: A Systematic Literature Review," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 2, pages 65-76, March.
• Aymen Mselmi & Imen Mahmoud, 2024, "Cryptocurrencies Versus Gold: Safe-Haven Competition," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 201-210, October.
• Mehdi Abid & Habib Sekrafi & Ramzi Farhani & Zouheyr Gheraia & Hanane Abdelli, 2024, "Do Institutional Quality and Terrorism Affect the Natural Resources Rents?," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 76-85, January.
• Aysu Ahmadova & Taghi Guliyev & Khatai Aliyev, 2024, "The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 281-289, January.
• Lyazzat Kudabayeva & Aktolkin Abubakirova & Aliya Zurbayeva & Gulnar Mussaeva & Gulbakyt Chimgentbayeva, 2024, "The Relationship between Oil Prices and Inflation in Oil Ä°mporting Countries (1980-2022)," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 359-364, January.
• Salokhiddin Avazkhodjaev & Nont Dhiensiri & Farkhod Mukhamedov, 2024, "Does Green Energy Investment Effects on Islamic and Conventional Stock Markets? New Evidence from Advanced Economies," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 592-602, January.
• Farah Durani, 2024, "Time-varying Relationship between Fossil Fuel-Free Energy Indices and Economic Uncertainty: Global Evidence from Wavelet Coherence Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 663-672, January.
• Nonelelo Vuba & Thobekile Qabhobho, 2024, "The Risk Transfer among Exchange Rates, Energy Commodities, and Agricultural Commodity Prices in SADC Countries," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 287-298, March.
• Esmaeil Ebadi & Yousef Abdul Razaq, 2024, "Reinvestigating the Oil Dependency of the GCC Countries’ Stock Market: A Regime-Switching Cointegration Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 387-406, May.
• T. G. Saji & V. P. Joshith & T. A. Binoy & K. Sravana, 2024, "Analyzing Nexus between Crude Oil, Gold, Dollar and Equity Markets with Structural Break: ARDL Evidence from India," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 572-581, May.
• Mathias Tessmann & Carlos Carrasco-Gutierrez & Omar Khodr & Luiz Augusto Magalhães & Marcelo Passos, 2024, "Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 609-618, May.
• Aktolkin Abubakirova & Lyazzat Kudabayeva & Aizhan Omarova & Zhanargul Taskinbaikyzy & Bibigul Saubetova, 2024, "Effects of Fluctuations in oil Prıces on G7 Country Stock Exchanges," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 324-328, July.
• Amna Zardoub, 2024, "Time Varying Causality between Oil Price and Precious Metals : Bootstrap Rolling Windows Granger Causality Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 344-351, July.
• Huthaifa Alqaralleh & Awon Almajali & Alessandra Canepa, 2024, "Navigating Energy Market Cycles: Insights from a Comprehensive Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 35-48, September.
• Ikhlaas Gurrib & Olga Starkova & Dalia Hamdan, 2024, "Trading Momentum in the U.S. Crude Oil Futures Market," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 593-604, September.
• Aziza Syzdykova & Gulmira Azretbergenova, 2024, "Asymmetric Effect of Oil Prices on Kazakhstan’s Stock Market Index and Exchange Rate," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 15-23, November.
• Rui Dias & Rosa Galvão & Sandra Cruz & Mohammad Irfan & Paulo Alexandre & Sidalina Gonçalves & Nuno Teixeira & Cristina Palma & Liliana Almeida, 2024, "Testing the Diversifying Asset Hypothesis between Clean Energy Stock Indices and Oil Price," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 295-302, November.
• Salokhiddin Avazkhodjaev & Nont Dhiensiri & Eshmurod Rakhimov, 2024, "Effects of Crude Oil Price Uncertainty on Fossil Fuel Production, Clean Energy Consumption, and Output Growth: An Empirical Study of the U.S," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 371-383, November.
• Salokhiddin Avazkhodjaev & Mavluda Askarova & Nargiza Achilova & Madina Jalolova & Sitora Amirdjanova & Charoskhon Otajonova, 2024, "Assessing the Role of Sharia-Compliant Investments in Promoting Clean Energy and Sustainable Economic Development: A Study of Asia’s Financial and Renewable Energy Sectors," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 513-522, November.
• Polat, Onur & Ertuğrul, Hasan Murat & Sakarya, Burçhan & Akgül, Ali, 2024, "TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes," Applied Energy, Elsevier, volume 357, issue C, DOI: 10.1016/j.apenergy.2023.122487.
• Yu, Xing & Li, Yanyan & Zhao, Qian, 2024, "Research on optimization strategy of futures hedging dependent on market state," Applied Energy, Elsevier, volume 373, issue C, DOI: 10.1016/j.apenergy.2024.123885.
• Behera, Chinmaya & Rath, Badri Narayan & Mishra, Pramod Kumar, 2024, "The impact of monetary and fiscal stimulus on stock returns during the COVID-19 Pandemic," Journal of Asian Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.asieco.2023.101680.
• Lang, Chunlin & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg), 2024, "Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2024.100889.
• Scharnowski, Stefan & Shi, Yanghua, 2024, "Intraday herding and attention around the clock," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2024.100894.
• Sibande, Xolani, 2024, "Herding behaviour and monetary policy: Evidence from the ZAR market," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100920.
• Onishchenko, Olena & Zhao, Jing & Kongahawatte, Sampath & Kuruppuarachchi, Duminda, 2024, "Investor heterogeneity and anchoring-induced momentum," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100926.
• Chen, Zhang-Hangjian & Kang, JingWen & Koedijk, Kees G. & Gao, Xiang & Gu, ZhenHua, 2024, "Short-term market reactions to ESG ratings disclosures: An event study in the Chinese stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100975.
• Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Larkin, Charles & Oxley, Les, 2024, "Understanding sentiment shifts in central bank digital currencies," Journal of Behavioral and Experimental Finance, Elsevier, volume 44, issue C, DOI: 10.1016/j.jbef.2024.100988.
• Hoang, Lai & Vo, Duc Hong, 2024, "Google search and cross-section of cryptocurrency returns and trading activities," Journal of Behavioral and Experimental Finance, Elsevier, volume 44, issue C, DOI: 10.1016/j.jbef.2024.100991.
• Ho, Choy Yeing (Chloe) & Wu, Eliza & Yu, Jing, 2024, "The price of corporate social irresponsibility in seasoned equity offerings: International evidence," The British Accounting Review, Elsevier, volume 56, issue 4, DOI: 10.1016/j.bar.2024.101369.
• Chang, Yuyuan & He, Wen & Mi, Lin, 2024, "Cross-border regulatory cooperation and cash holdings: Evidence from US-listed foreign firms," The British Accounting Review, Elsevier, volume 56, issue 6, DOI: 10.1016/j.bar.2024.101449.
• Dak-Adzaklo, Cephas Simon Peter & Wong, Raymond M.K., 2024, "Corporate governance reforms, societal trust, and corporate financial policies," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2023.102507.
• Colak, Gonul & Korkeamäki, Timo P. & Meyer, Niclas Oskar, 2024, "ESG and CEO turnover around the world," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2023.102523.
• Bao, Yangming & Li, Jie, 2024, "Cross-border M&A, gender-equal culture, and board gender diversity," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2023.102527.
• Zaghini, Andrea, 2024, "Unconventional green," Journal of Corporate Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jcorpfin.2024.102556.
• Wang, Shujing & Yan, Hongjun & Zhong, Ninghua & Tang, Yizhou, 2024, "Indirect effects of trading restrictions," Journal of Corporate Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jcorpfin.2024.102580.
• Duong, Huu Nhan & Goyal, Abhinav & Zolotoy, Leon, 2024, "Anti-collusion leniency legislations and IPO activity: Worldwide evidence," Journal of Corporate Finance, Elsevier, volume 89, issue C, DOI: 10.1016/j.jcorpfin.2024.102691.
• Aboagye, Ernest & Ko, Stanley Iat-Meng & Lo, Chia Chun & Hsiao, Cody Yu-Ling & Peng, Liang, 2024, "A contagion test with unspecified heteroscedastic errors," Journal of Economic Dynamics and Control, Elsevier, volume 159, issue C, DOI: 10.1016/j.jedc.2023.104804.
• Breckenfelder, Johannes, 2024, "Competition among high-frequency traders and market quality," Journal of Economic Dynamics and Control, Elsevier, volume 166, issue C, DOI: 10.1016/j.jedc.2024.104922.
• Yousfi, Mohamed & Farhani, Ramzi & Bouzgarrou, Houssam, 2024, "From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management," Economic Analysis and Policy, Elsevier, volume 81, issue C, pages 1178-1197, DOI: 10.1016/j.eap.2024.02.001.
• Sharif, Taimur & Ghouli, Jihene & Bouteska, Ahmed & Abedin, Mohammad Zoynul, 2024, "The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets," Economic Analysis and Policy, Elsevier, volume 84, issue C, pages 25-41, DOI: 10.1016/j.eap.2024.08.008.
• Ben Hmiden, Oussama & Tatoutchoup, Didier & Nguimkeu, Pierre & Avelé, Donatien, 2024, "Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt," Economic Modelling, Elsevier, volume 131, issue C, DOI: 10.1016/j.econmod.2023.106600.
• Wang, Zhao & He, Yali & Jiang, Tianqi, 2024, "Does the gender composition of local governments matter for firms’ information environment? Evidence from China," Economic Modelling, Elsevier, volume 131, issue C, DOI: 10.1016/j.econmod.2023.106614.
• Su, Xiaoshan & Li, Yuhan, 2024, "Robust portfolio selection with subjective risk aversion under dependence uncertainty," Economic Modelling, Elsevier, volume 132, issue C, DOI: 10.1016/j.econmod.2024.106667.
• Gossé, Jean-Baptiste & Jehle, Camille, 2024, "Benefits of diversification in EU capital markets: Evidence from stock portfolios," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106725.
• Greenwood-Nimmo, Matthew & Kočenda, Evžen & Nguyen, Viet Hoang, 2024, "Detecting statistically significant changes in connectedness: A bootstrap-based technique," Economic Modelling, Elsevier, volume 140, issue C, DOI: 10.1016/j.econmod.2024.106843.
• Xu, Danyang & Corbet, Shaen & Lang, Chunlin & Hu, Yang, 2024, "Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106864.
• Afonso, António & Alves, José & Beck, Krzysztof & Jackson, Karen, 2024, "Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106902.
• Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel, 2024, "Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows: Evidence from Brazil and South Korea," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106913.
• Gnagne, Pascal Xavier & Simo-Kengne, Beatrice D. & Manguzvane, Mathias Mandla, 2024, "The spillover and contagion effects of sovereign risk on stock markets," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106921.
• Chen, Xinxin & Guo, Yanhong & Song, Yingying, 2024, "Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102027.
• Yang, Xite & Zhang, Qin & Liu, Haiyue & Liu, Zihan & Tao, Qiufan & Lai, Yongzeng & Huang, Linya, 2024, "Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102032.
• Chen, Bin-xia & Sun, Yan-lin, 2024, "Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102036.
• Esparcia, Carlos & Fakhfakh, Tarek & Jareño, Francisco, 2024, "The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102020.
• Yang, Junhua & Agyei, Samuel Kwaku & Bossman, Ahmed & Gubareva, Mariya & Marfo-Yiadom, Edward, 2024, "Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102030.
• Luo, Changqing & Qu, Yi & Su, Yaya & Dong, Liang, 2024, "Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102041.
• Chung, Chune Young & Kim, Hye Seok & Liu, Chang, 2024, "Institutional monitoring on corporate earnings: Evidence from U.S. Cross-listed Firms," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102061.
• Zhu, Huiming & Huang, Xi & Ye, Fangyu & Li, Shuang, 2024, "Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102062.
• Zhuang, Yangyang & Zhang, Ditian & Tang, Pan & Peng, Hongjuan, 2024, "Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102064.
• Wang, Jia & Wang, Xinyi & Wang, Xu, 2024, "International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102065.
• Haddou, Samira, 2024, "Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102087.
• Hampl, Filip & Vágnerová Linnertová, Dagmar & Horváth, Matúš, 2024, "Crypto havens during war times? Evidence from the Russian invasion of Ukraine," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102093.
• Zhou, Wei & Chen, Yan & Chen, Jin, 2024, "Dynamic volatility spillover and market emergency: Matching and forecasting," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102110.
• Hu, Zinan & Borjigin, Sumuya, 2024, "The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102114.
• Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh & Ghardallou, Wafa, 2024, "Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102122.
• Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Dankwah, Boakye & Lee, Chi-Chuan, 2024, "Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102126.
• Gao, Yang & Liu, Xiaoyi, 2024, "Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102128.
• Foguesatto, Cristian Rogério & Righi, Marcelo Brutti & Müller, Fernanda Maria, 2024, "Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102140.
• Xu, Danyang & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2024, "Green bonds and traditional and emerging investments: Understanding connectedness during crises," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102142.
• Alovokpinhou, Sedjro Aaron & Malikane, Christopher, 2024, "The effect of output and the real exchange rate on equity price dynamics," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102146.
• Lavín, Jaime F. & Valle, Mauricio A. & Magner, Nicolás S., 2024, "Stock market pattern recognition using symbol entropy analysis," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102161.