Research classified by Journal of Economic Literature (JEL) codes

2024

• Ceballos, Luis & Ng, Oscar, 2024, "Do investors care about inflation risk? Evidence from global bond portfolio allocation," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111955.
• Harb, Hadi & Umutlu, Mehmet, 2024, "Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.112026.
• Campos-Martins, Susana & Hendry, David F., 2024, "Common volatility shocks driven by the global carbon transition," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.05.008.
• Gao, Jiti & Peng, Bin & Wu, Wei Biao & Yan, Yayi, 2024, "Time-varying multivariate causal processes," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105671.
• Palomba, Giulio & Tedeschi, Marco, 2024, "Contagion among European financial indices, evidence from a quantile VAR approach," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2024.101183.
• Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Uribe, Jorge M., 2024, "US uncertainty shocks on real and financial markets: A multi-country perspective," Economic Systems, Elsevier, volume 48, issue 3, DOI: 10.1016/j.ecosys.2024.101180.
• Kang, Yong Joo & Park, Dojoon & Eom, Young Ho, 2024, "Global contagion of US COVID-19 panic news," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2024.101116.
• Yang, Ming-Yuan & Wu, Zhen-Guo & Wu, Xin & Li, Sai-Ping, 2024, "Influential risk spreaders and systemic risk in Chinese financial networks," Emerging Markets Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.ememar.2024.101138.
• Switzer, Lorne N. & Wang, Jun & Jiang, Yuehao, 2024, "The impact of corporate governance and state ownership on the default probabilities of Chinese firms," Emerging Markets Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.ememar.2024.101142.
• Lee, Kyounghun & Oh, Frederick Dongchuhl & Shin, Donglim & Yoon, Heejin, 2024, "Innovation spillovers within business groups: Evidence from Korean chaebols," Emerging Markets Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.ememar.2024.101151.
• Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara & Marfo-Yiadom, Edward, 2024, "Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?," Emerging Markets Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.ememar.2024.101160.
• Beckmann, Joscha & Boonman, Tjeerd M. & Schreiber, Sven, 2024, "Expectations, sentiments and capital flows to emerging market economies," Emerging Markets Review, Elsevier, volume 62, issue C, DOI: 10.1016/j.ememar.2024.101172.
• Balcilar, Mehmet & Usman, Ojonugwa & Duman, Gazi Murat, 2024, "Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions," Emerging Markets Review, Elsevier, volume 62, issue C, DOI: 10.1016/j.ememar.2024.101186.
• Montañez-Enríquez, Ricardo & Ossandon Busch, Matias & Ramos-Francia, Manuel, 2024, "Untangling the finance-growth nexus: The dual role of financial development in the transmission of shocks," Emerging Markets Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.ememar.2024.101192.
• Kersting, Erasmus & Kilby, Christopher, 2024, "How do stock markets in emerging economies respond to World Bank loan approvals?," Emerging Markets Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.ememar.2024.101207.
• Tédongap, Roméo & Tinang, Jules, 2024, "International asset pricing with heterogeneous agents: Estimation and inference," Journal of Empirical Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jempfin.2023.101459.
• Kolokolova, Olga & Xu, Xia, 2024, "Enhancing betting against beta with stochastic dominance," Journal of Empirical Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jempfin.2023.101465.
• Wan, Xiaoyuan, 2024, "Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?," Journal of Empirical Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jempfin.2024.101476.
• Fung, Scott & Obaid, Khaled & Tsai, Shih-Chuan, 2024, "Information acquisition and processing skills of institutions and retail investors around information shocks," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101495.
• Soebhag, Amar & Van Vliet, Bart & Verwijmeren, Patrick, 2024, "Non-standard errors in asset pricing: Mind your sorts," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101517.
• Kuo, Wei-Yu & Lin, Tse-Chun & Zhao, Jing, 2024, "The correlated trading and investment performance of individual investors," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101522.
• Branco, Rafael R. & Rubesam, Alexandre & Zevallos, Mauricio, 2024, "Forecasting realized volatility: Does anything beat linear models?," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101524.
• Brockman, Paul & Dang, Tung Lam & Pham, Thu Phuong, 2024, "Stock price synchronicity and stock liquidity: International evidence," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101541.
• Oefele, Nico & Baur, Dirk G. & Smales, Lee A., 2024, "Are stablecoins the money market mutual funds of the future?," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101557.
• Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2024, "Technological shocks and stock market volatility over a century," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101561.
• Naeem, Muhammad Abubakr & Gul, Raazia & Shafiullah, Muhammad & Karim, Sitara & Lucey, Brian M., 2024, "Tail risk spillovers between Shanghai oil and other markets," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2023.107182.
• Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng, 2024, "Asymmetric volatility spillover between crude oil and other asset markets," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2024.107305.
• Dang, Tam Hoang-Nhat & Balli, Faruk & Balli, Hatice Ozer & Nguyen, Hannah, 2024, "Firm productivity in the Energy-electricity sector over the last two decades with crisis: The role of cross-listing," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2024.107309.
• Gronwald, Marc & Jin, Xin, 2024, "Measuring world oil market integration with a Thick Pen," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2024.107315.
• Kyriazis, Nikolaos & Corbet, Shaen, 2024, "Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107329.
• Sevillano, María Caridad & Jareño, Francisco & López, Raquel & Esparcia, Carlos, 2024, "Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107398.
• Abdou, Hussein A. & Elamer, Ahmed A. & Abedin, Mohammad Zoynul & Ibrahim, Bassam A., 2024, "The impact of oil and global markets on Saudi stock market predictability: A machine learning approach," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107416.
• Gupta, Rangan & Nielsen, Joshua & Pierdzioch, Christian, 2024, "Stock market bubbles and the realized volatility of oil price returns," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107432.
• Zhou, Xiaoran & Enilov, Martin & Parhi, Mamata, 2024, "Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107468.
• Jawadi, Fredj & Bourghelle, David & Rozin, Philippe & Cheffou, Abdoulkarim Idi & Uddin, Gazi Salah, 2024, "Sentiment and energy price volatility: A nonlinear high frequency analysis," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107465.
• Elsayed, Ahmed H. & Billah, Mabruk & Goodell, John W. & Hadhri, Sinda, 2024, "Examining connections between the fourth industrial revolution and energy markets," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107476.
• Iqbal, Najaf & Bouri, Elie & Shahzad, Syed Jawad Hussain & Alsagr, Naif, 2024, "Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107518.
• Díaz, Antonio & Esparcia, Carlos & Alonso, Daniel & Alonso, Maria-Teresa, 2024, "Portfolio management of ESG-labeled energy companies based on PTV and ESG factors," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107545.
• Wang, Yi & Ali, Shoaib & Ayaz, Muhammad, 2024, "Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107548.
• Agnese, Pablo & Rios, Francisco, 2024, "Spillover effects of energy transition metals in Chile," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107589.
• Pham, Son D. & Nguyen, Thao T.T. & Do, Hung X., 2024, "Impact of climate policy uncertainty on return spillover among green assets and portfolio implications," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107631.
• Aït-Youcef, Camille & Joëts, Marc, 2024, "The role of index traders in the financialization of commodity markets: A behavioral finance approach," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107641.
• Nygaard, Knut & Sørensen, Lars Qvigstad, 2024, "Betting on war? Oil prices, stock returns, and extreme geopolitical events," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107659.
• Cocca, Teodoro & Gabauer, David & Pomberger, Stefan, 2024, "Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107680.
• Banerjee, Ameet Kumar & Dionisio, Andreia & Sensoy, Ahmet & Goodell, John W., 2024, "Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107683.
• Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024, "How connected is the oil-bank network? Firm-level and high-frequency evidence," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107684.
• Imran, Zulfiqar Ali & Ahad, Muhammad & Shahzad, Khurram & Ahmad, Mobeen & Hameed, Imran, 2024, "Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107712.
• Elsayed, Ahmed H. & Khalfaoui, Rabeh & Nasreen, Samia & Gabauer, David, 2024, "The impact of oil shocks on green, clean, and socially responsible markets," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107729.
• Tan, Jinghua & Li, Zhixi & Zhang, Chuanhui & Shi, Long & Jiang, Yuansheng, 2024, "A multiscale time-series decomposition learning for crude oil price forecasting," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107733.
• Zheng, Tingguo & Zhang, Hongyin & Ye, Shiqi, 2024, "Monetary policies on green financial markets: Evidence from a multi-moment connectedness network," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107739.
• Szafranek, Karol & Rubaszek, Michał & Uddin, Gazi Salah, 2024, "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107760.
• Wang, Jianuo & Enilov, Martin & Kizys, Renatas, 2024, "Does M&A activity spin the cycle of energy prices?," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107781.
• Wang, Jying-Nan & Vigne, Samuel A. & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "Divergent jump characteristics in brown and green cryptocurrencies: The role of energy-related uncertainty," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107847.
• Ouyang, Zisheng & Lu, Min & Ouyang, Zhongzhe & Zhou, Xuewei & Wang, Ren, 2024, "A novel integrated method for improving the forecasting accuracy of crude oil: ESMD-CFastICA-BiLSTM-Attention," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107851.
• Jin, Xiu & Liu, Yueli & Yu, Jinming & Chen, Na, 2024, "Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107908.
• Sánchez-García, Javier & Mattera, Raffaele & Cruz-Rambaud, Salvador & Cerqueti, Roy, 2024, "Measuring financial stability in the presence of energy shocks," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107922.
• Singh, Vipul Kumar & Kumar, Pawan, 2024, "Beyond volatility: Systemic resilience and risk mitigation in interconnected commodity markets," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107953.
• Zhao, Yuan & Gong, Xue & Zhang, Weiguo & Xu, Weijun, 2024, "Forecasting carbon futures returns using feature selection and Markov chain with sample distribution," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107962.
• Benchora, Inessa & Galanti, Sébastien, 2024, "Verified carbon emissions and stock returns in the EU Emissions Trading System," Energy Policy, Elsevier, volume 193, issue C, DOI: 10.1016/j.enpol.2024.114264.
• Khurshid, Adnan & Khan, Khalid & Cifuentes-Faura, Javier & Chen, Yufeng, 2024, "Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches," Energy, Elsevier, volume 289, issue C, DOI: 10.1016/j.energy.2023.130106.
• Yildirim, Zekeriya & Guloglu, Hasan, 2024, "Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter," Energy, Elsevier, volume 306, issue C, DOI: 10.1016/j.energy.2024.132297.
• Maghyereh, Aktham & Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A., 2024, "Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach," Energy, Elsevier, volume 306, issue C, DOI: 10.1016/j.energy.2024.132475.
• Gong, Xue & Lai, Ping & He, Mengxi & Wen, Danyan, 2024, "Climate risk and energy futures high frequency volatility prediction," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132466.
• Zhang, Xu & Xu, Wenting & Rauf, Abdul & Ozturk, Ilhan, 2024, "Transitioning from conventional energy to clean renewable energy in G7 countries: A signed network approach," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132655.
• Wen, Danyan & Wang, Huihui & Wang, Yudong & Xiao, Jihong, 2024, "Crude oil futures and the short-term price predictability of petroleum products," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132750.
• Alomari, Mohammed & Khoury, Rim El & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024, "Extreme downside risk connectedness between green energy and stock markets," Energy, Elsevier, volume 312, issue C, DOI: 10.1016/j.energy.2024.133477.
• Zhang, Jun & Chen, Donghui, 2024, "Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk?," Energy, Elsevier, volume 312, issue C, DOI: 10.1016/j.energy.2024.133545.
• Abakah, Emmanuel Joel Aikins & Shao, David Xuefeng & Tiwari, Aviral Kumar & Lee, Chien-Chiang, 2024, "Asymmetric relationship between carbon market and energy markets," Energy, Elsevier, volume 313, issue C, DOI: 10.1016/j.energy.2024.133656.
• Xu, Zhiwei & Wang, Xuefei & Zhang, Teng, 2024, "The international natural gas price and its cross-sectional pricing implication: Evidence from Chinese stock market," Energy, Elsevier, volume 313, issue C, DOI: 10.1016/j.energy.2024.133939.
• Palwishah, Rana & Kashif, Muhammad & Rehman, Mobeen Ur & Al-Faryan, Mamdouh Abdulaziz Saleh, 2024, "Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102919.
• Dobrynskaya, Victoria, 2024, "Is downside risk priced in cryptocurrency market?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102947.
• Chowdhury, Md Shahedur R. & Damianov, Damian S., 2024, "Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102949.
• Zhang, Zikai & Neupane, Suman, 2024, "Global IPO underpricing during the Covid-19 pandemic: The impact of firm fundamentals, financial intermediaries, and global factors," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102954.
• Hanauer, Matthias X. & Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2024, "Factor models for Chinese A-shares," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102975.
• Trabelsi, Nader & Umar, Zaghum & Dogah, Kingsley E. & Vo, Xuan Vinh, 2024, "Are investment grade Sukuks decoupled from the conventional yield curve?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102981.
• Naeem, Muhammad Abubakr & Chatziantoniou, Ioannis & Gabauer, David & Karim, Sitara, 2024, "Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102986.
• Hong, Yun & Zhang, Rushan & Zhang, Feipeng, 2024, "Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102991.
• Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2024, "Have shifts in investor tastes led the market portfolio to capture ESG preferences?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103019.
• Panagiotidis, Theodore & Papapanagiotou, Georgios & Stengos, Thanasis, 2024, "A Bayesian approach for the determinants of bitcoin returns," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103038.
• Simpson, Marc W. & Grossmann, Axel, 2024, "The resurrected size effect still sleeps in the (monetary) winter," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103081.
• Ge, Zhenyu & Sun, Yang, 2024, "Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103097.
• Donadelli, M. & Gufler, I. & Paradiso, A., 2024, "Financial market integration: A complex and controversial journey," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103100.
• Li, Wei & Wang, Xin & Zhang, Haofei, 2024, "The role of distance and financial development: Evidence from international financial markets," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103108.
• Xia, Feilian & Thewissen, James & Shrestha, Prabal & Yan, Shuo, 2024, "The power of a name: Exploring the relationship between ICO name fluency and investor decision making," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103142.
• Lang, Chunlin & Xu, Danyang & Corbet, Shaen & Hu, Yang & Goodell, John W., 2024, "Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103152.
• Bouri, Elie & Quinn, Barry & Sheenan, Lisa & Tang, Yayan, 2024, "Investigating extreme linkage topology in the aerospace and defence industry," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103166.
• Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024, "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103177.
• Albrecht, Peter & Kočenda, Evžen, 2024, "Volatility connectedness on the central European forex markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103179.
• Patel, Ritesh & Gubareva, Mariya & Chishti, Muhammad Zubair & Teplova, Tamara, 2024, "Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103181.
• Luo, Danglun & Piao, Zhirong & Wu, Cen & Zhang, Frank Feida, 2024, "Collateral damage: Evidence from share pledging in China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103187.
• Deng, Qi & Zheng, Linhong & Peng, Jiaqi & Li, Xu & Zhou, Zhong-guo & Hussein, Monica & Chen, Dingyi & Swartz, Mick, 2024, "The impacts of registration regime implementation on IPO pricing efficiency," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103189.
• U, Tony Sio-Chong & Lin, Yongjia & Wang, Yizhi, 2024, "The impact of the Russia–Ukraine war on volatility spillovers," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103194.
• Karim, Sitara & Shafiullah, Muhammad & Naeem, Muhammad Abubakr, 2024, "When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103202.
• Tang, Zhenpeng & Lin, Qiaofeng & Cai, Yi & Chen, Kaijie & Liu, Dinggao, 2024, "Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103210.
• Yousaf, Imran & Pham, Linh & Goodell, John W., 2024, "Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103156.
• Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Sensoy, Ahmet & Goodell, John W., 2024, "Volatility spillovers and hedging strategies between impact investing and agricultural commodities," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103237.
• Zhang, Huiming & Qian, Siji & Ma, Zhen, 2024, "An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103243.
• Lu, Man & Wang, Wei & Chen, Fengwen & Li, Hongmei, 2024, "Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103253.
• French, Joseph J. & Shin, Seungho & Gurdgiev, Constantin & Naka, Atsuyuki, 2024, "Uncertainty and international fund flows: A cross-country analysis," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103282.
• Díaz, Juan D. & Hansen, Erwin & Cabrera, Gabriel, 2024, "Machine-learning stock market volatility: Predictability, drivers, and economic value," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103286.
• Bhatia, Shipra & Tuteja, Divya, 2024, "Contagion and linkages across international currencies," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103301.
• Zhang, Shengpeng & Li, Yaokuang & Liang, Ruixin & He, Yu, 2024, "Does management tone matter in information disclosure? Evidence from IPO online roadshows in the SSE STAR market," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103307.
• Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2024, "Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103323.
• Li, Yanshuang & Shi, Yujie & Shi, Yongdong & Xiong, Xiong & Yi, Shangkun, 2024, "Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103339.
• Bouazizi, Tarek & Abid, Ilyes & Guesmi, Khaled & Makrychoriti, Panagiota, 2024, "Evolving energies: Analyzing stability amidst recent challenges in the natural gas market," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103346.
• Salisu, Afees A. & Akinsomi, Omokolade & Ametefe, Frank Kwakutse & Hammed, Yinka S., 2024, "Gold market volatility and REITs' returns during tranquil and turbulent episodes," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103348.
• Alshammari, Saad & Andriosopoulos, Kostas & Kaabia, Olfa & Mohamed, Kamel Si & Urom, Christian, 2024, "The interplay among corporate bonds, geopolitical risks, equity market, and economic uncertainties," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103350.
• Wadhwa, Kavita & Goodell, John W., 2024, "Political uncertainty and stock price crash risk: Insights from state-elections in an emerging market," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103419.
• Grobys, Klaus, 2024, "A universal exponent governing foreign exchange rate risks," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103422.
• Aharon, David Y. & Ali, Shoaib & Brahim, Mariem, 2024, "Connectedness at extremes between real estate tokens and real estate stocks," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103425.
• Cheng, Zishu & Li, Mingchen & Cui, Ruhong & Wei, Yunjie & Wang, Shouyang & Hong, Yongmiao, 2024, "The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103454.
• Muñoz Mendoza, Jorge A. & Veloso Ramos, Carmen L. & Delgado Fuentealba, Carlos L. & Araya Gómez, Iván E. & Sepúlveda Yelpo, Sandra M. & Cornejo Saavedra, Edinson E., 2024, "Connectedness in the global banking market network: Implications for risk management and financial policy," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103470.
• Awartani, Basel & Hussain, Syed Mujahid & Virk, Nader, 2024, "How do the gold intra-day returns and volatility react to monetary policy shocks?," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103486.
• Fallah, Mir Feiz & Pourmansouri, Rezvan & Ahmadpour, Bahador, 2024, "Presenting a new deep learning-based method with the incorporation of error effects to predict certain cryptocurrencies," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103466.
• Apostolakis, George N. & Giannellis, Nikolaos, 2024, "Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103513.
• Dai, Yixin & Yu, Cong & Xu, Xiangyun & Zhou, Jindie & Teng, Fengfan, 2024, "The macro driving factors of co-movement of RMB with other currencies in FX markets," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103581.
• Dong, Wenyi & Gao, Xin & Li, Donghui & Yang, Shijie, 2024, "Information centralization and stock price crash risk: Cross-country evidence," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103585.
• Xie, Qichang & Jiang, Yinghui & Jia, Nanfei & Wang, Hongtao, 2024, "Asymmetric impact of oil structural shocks on non-ferrous metals supply chains: A groundbreaking multidimensional quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103607.
• Karim, Muhammad Mahmudul & Shah, Mohamed Eskandar & Noman, Abu Hanifa Md. & Yarovaya, Larisa, 2024, "Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103617.
• Yue, Tian & Li, Lu-Lu & Ruan, Xinfeng & Zhang, Jin E., 2024, "Smirking in the energy market: Evidence from the Chinese crude oil options market," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103637.
• Yang, Ni & Fernandez-Perez, Adrian & Indriawan, Ivan, 2024, "Spillover between investor sentiment and volatility: The role of social media," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103643.
• Dunbar, Kwamie & Owusu-Amoako, Johnson & Treku, Daniel N., 2024, "Unveiling the Nexus: Carbon finance and climate technology advancements," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103658.
• Hu, Haoshen & Lazar, Emese & Pan, Jingqi & Wang, Shixuan, 2024, "Environmental performance and credit ratings: A transatlantic study," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103635.
• Liu, Peng & Yuan, Ying, 2024, "Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103663.
• Yousaf, Imran & Abrar, Afsheen & Ali, Shoaib & Goodell, John W., 2024, "Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103666.
• Zhang, Jinhua & Mao, Rui & Goodell, John W. & Du, Anna Min & Xu, Yimin, 2024, "Impact of bank-affiliation on liquidity seeking of foreign mutual funds during adverse shocks: Evidence from China," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103679.
• Gunay, Samet & Sraieb, Mohamed M. & Muhammed, Shahnawaz, 2024, "Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103714.
• Karkowska, Renata & Urjasz, Szczepan, 2024, "Volatility transmission and hedging strategies across green and conventional stocks in global markets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103727.
• Wiesen, Thomas F.P. & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson & Afatsao, Richard, 2024, "Does high volatility increase connectedness? A study of Asian equity markets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103735.
• Chen, Louisa & Liu, Estelle Xue & Liu, Zijun, 2024, "FX resilience around the world: Fighting volatile cross-border capital flows," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103753.
• Wen, Danyan & Zhang, Zihao & Nie, Jing & Cao, Yang, 2024, "Investor attention and anomalies: Evidence from the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103775.
• Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W. & Mahapatra, Biplab, 2024, "Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104658.
• Yousaf, Imran & Abrar, Afsheen & Yousaf, Umair Bin & Goodell, John W., 2024, "Environmental attention and uncertainties of cryptocurrency market: Examining linkages with crypto-mining stocks," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104672.
• Jin, Changlun & Tian, Xiujuan, 2024, "Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104689.
• Yahya, Muhammad & Allahdadi, Mohammad Reza & Uddin, Gazi Salah & Park, Donghyun & Wang, Gang-Jin, 2024, "Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104748.
• Hossain, Ashrafee T. & Masum, Abdullah-Al & Saadi, Samir, 2024, "The impact of geopolitical risks on foreign exchange markets: Evidence from the Russia–Ukraine war," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104750.
• Deng, Yuanyue & Li, Sijing, 2024, "Do global and local economic policy uncertainties matter for systemic risk in the international banking system," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104752.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104763.
• Péran, Thomas & Sdiri, Hasna, 2024, "Comparing the performance of Qatari banks: Islamic versus conventional, amidst major shocks," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104776.
• Aharon, David Y. & Ali, Shoaib, 2024, "A high-frequency data dive into SVB collapse," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104823.
• Dahlen, Niklas & Lahmann, Alexander & Schreiter, Maximilian, 2024, "Panacea for M&A dealmaking? Investor perceptions of earnouts," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104850.
• Gabauer, David & Stenfors, Alexis, 2024, "Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104852.
• Polat, Onur & Demirer, Riza & Ekşi, İbrahim Halil, 2024, "What drives green betas? Climate uncertainty or speculation," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104870.
• Naifar, Nader, 2024, "Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104935.
• Afik, Zvika & Dafna, Hofit Hamrani & Lahav, Yaron, 2024, "Winners and losers in investment competition – Experimental study," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105019.
• Xiong, Youlin & Shen, Jun & Yoon, Seong-Min & Dong, Xiyong, 2024, "Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105020.
• Banerjee, Anirban & Nawn, Samarpan, 2024, "Proprietary algorithmic traders and liquidity supply during the pandemic," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105052.
• Hadhri, Sinda, 2024, "The role of migration fear in (dis)connecting stock markets," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105060.
• Lin, Anchor Y. & Lin, Hung-Yi & Huang, Lin-Hsiang & Lin, Yueh-Neng, 2024, "Overnight returns following large price movements," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105136.
• Balestra, Anna & Caruso, Raul & Di Domizio, Marco, 2024, "What explains the size of Sovereign Wealth Funds? A panel analysis (2008–2018)," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105200.
• He, Zhipeng & Zhang, Shuguang, 2024, "Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105267.
• Li, Wei & Zhang, Junchao & Cao, Xiangye & Han, Wei, 2024, "Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105269.
• Assaf, Ata & Demir, Ender & Mokni, Khaled, 2024, "Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105260.
• Fernandez-Mejia, Julian, 2024, "Extremely stablecoins," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105268.
• Grobys, Klaus, 2024, "On co-dependent power-law behavior across cryptocurrencies," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105295.
• Fromentin, Vincent & Pecchioli, Bruno & Moroz, David, 2024, "Time-varying causality among whisky, wine, and equity markets," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105345.
• Blasco, Natividad & Casas, Luis & Ferreruela, Sandra, 2024, "Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105365.
• Helmi, Mohamad Husam & Elsayed, Ahmed H. & Khalfaoui, Rabeh, 2024, "The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105380.
• Coën, Alain & Desfleurs, Aurélie, 2024, "Geopolitical risk and the dynamics of REITs returns," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105437.
• Ryan, Michael & Corbet, Shaen & Oxley, Les, 2024, "Is gold always a safe haven?," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105438.
• Asano, Takao & Cai, Xiaojing & Sakemoto, Ryuta, 2024, "Currency portfolios and global foreign exchange ambiguity," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105534.
• Naifar, Nader, 2024, "Climate policy uncertainty and comparative reactions across sustainable sectors: Resilience or vulnerability?," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105543.
• Nissinen, Juuso, 2024, "Cross-country spillover effects of interest rate and credit constraint policies," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105617.
• Lin, Zi-Luo & Ouyang, Wen-Pei & Yu, Qing-Rui, 2024, "Risk spillover effects of the Israel–Hamas War on global financial and commodity markets: A time–frequency and network analysis," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105618.
• Qian, Binsheng & Tan, Yusen, 2024, "Firm-specific investor sentiment and stock price informativeness," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105680.
• Lee, Geesun, 2024, "The impact of North Korean nuclear threat on stock market linkages in Northeast Asia: The case of South Korea, China, and Japan," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105727.
• Askari, Abolfazl & Hajizadeh, Ehsan, 2024, "Exploring market efficiency levels: A powerful approach based on a gamma distribution," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105731.
• He, Shi & Yu, Huijuan & Luo, Zihao & Yan, Jiahong, 2024, "Currency tail risk measurement and spillovers: An improved TENET approach," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105759.
• Zhang, Huaqing & Wang, Miao & Li, Zhi & Zhang, Hua, 2024, "Financial mismatch and corporate litigation risk," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105825.
• Nam, Hyun-Jung & Ryu, Doojin, 2024, "Impacts of trade and institutional quality on carbon emissions in transition economies," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105872.
• Scharnowski, Stefan, 2024, "Dark web traffic, privacy coins, and cryptocurrency trading activity," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105875.
• Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Sepúlveda-Velásquez, Jorge, 2024, "Environmental policies on the systematic risk of critical metals companies," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106052.
• He, Yun & Li, Wei & Tan, Xiaofen & Wang, Yufan, 2024, "The time-varying interaction of northbound capital flows and stock market performance in China," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106076.
• Kusnadi, Yuanto, 2024, "Politically connected firms and the cash flow sensitivity of cash: International evidence," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106193.
• Zou, Renhao & Zhang, Shuguang & He, Zhipeng & Hao, Chenlu, 2024, "Co-jumps in the Chinese stock market before, during and after the COVID-19 pandemic: A network perspective," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106282.
• Jiang, Qi & Fan, Yawen, 2024, "Hedging downside risk in agricultural commodities: A novel nonparametric kernel method," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106340.
• Saadaoui, Jamel, 2024, "Financial development, international reserves, and real exchange rate dynamics: Insights from the Europe and Central Asia region," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106359.
• Hadad, Elroi & Malhotra, Davinder & Vasileiou, Evangelos, 2024, "Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106372.
• Onur, Esen & Reiffen, David & Sharma, Rajiv, 2024, "The impact of margin requirements on voluntary clearing decisions," Journal of Financial Markets, Elsevier, volume 68, issue C, DOI: 10.1016/j.finmar.2024.100892.
• Chari, Anusha & Garcés, Felipe & Martínez, Juan Francisco & Valenzuela, Patricio, 2024, "Sovereign credit spreads, banking fragility, and global factors," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101235.
• Apostolakis, George N. & Giannellis, Nikolaos, 2024, "International financial stress spillovers during times of unconventional monetary policy interventions," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101259.
• Yae, James & Tian, George Zhe, 2024, "Volatile safe-haven asset: Evidence from Bitcoin," Journal of Financial Stability, Elsevier, volume 73, issue C, DOI: 10.1016/j.jfs.2024.101285.
• Banti, Chiara & Bose, Udichibarna, 2024, "Shifts in global credit and corporate access to finance," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2021.100853.
• Makrychoriti, Panagiota & Pyrgiotakis, Emmanouil G., 2024, "Firm-level political risk and stock price crashes," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2024.101303.
• Nguyen, Dinh Trung & Pham, Thu Phuong & Tran, Ngoc Anh & Zurbruegg, Ralf, 2024, "The dynamic effects of debtor bankruptcy on unsecured creditors' stock liquidity," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2024.101322.
• Kalimipalli, Madhu & Morohunfolu, Olaleye & Ramachandran, Shankar, 2024, "Do repeated government infusions help financial stability? Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 75, issue C, DOI: 10.1016/j.jfs.2024.101334.
• Zhou, Cheng, 2024, "Capital controls in China: A necessity for macroeconomic stability," Journal of Financial Stability, Elsevier, volume 75, issue C, DOI: 10.1016/j.jfs.2024.101335.
• Chen, Jian & Haboub, Ahmad & Khan, Ali, 2024, "Limits of arbitrage and their impact on market efficiency: Evidence from China," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100916.
• Boulton, Thomas J. & Shank, Corey A., 2024, "Terror threat and investor sentiment: International evidence," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100921.
• Pham, Son Duy & Nguyen, Thao Thac Thanh & Li, Xiao-Ming, 2024, "Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100923.
• Klose, Jens, 2024, "Empirical effects of sanctions and support measures on stock prices and exchange rates in the Russia–Ukraine war," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100925.
• Clancey-Shang, Danjue & Fu, Chengbo, 2024, "CSR disclosure, political risk and market quality: Evidence from the Russia-Ukraine conflict," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100938.
• Orlov, Alexei G. & Sharma, Rajiv, 2024, "Which witch is which? Deconstructing the foreign exchange markets activity," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100947.
• Castro, César & Jiménez-Rodríguez, Rebeca, 2024, "The impact of oil shocks on the stock market," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100967.
• Khiar, Mohamed Nasrallah & Kooli, Maher, 2024, "Culture and exit mechanisms: International evidence," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100971.
• Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie, 2024, "Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100972.
• Li, Bo & Liu, Zhenya & Jia, Xuemei & Ma, Fengping, 2024, "Digital finance, financing constraints, and green technological innovation: A spatial analysis," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100988.
• Abdullah, Mohammad & Sarker, Provash Kumer & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Rehman, Mohd Ziaur, 2024, "Tail risk intersection between tech-tokens and tech-stocks," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100989.
• Assoe, Kodjovi & Attig, Najah & Sy, Oumar, 2024, "The battle of factors," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101004.
• Hematizadeh, Roksana & Tajaddini, Reza, 2024, "A state-dependent international CAPM for partially integrated markets: Using local and US risk factors," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101023.