Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G15: International Financial Markets
2023
- Benbekhti Seyf Eddine & Boulila Hadjer & Benbouziane Mohamed, 2023, "Islamic stocks, conventional stock market, or cryptocurrencies? Looking for a Safe Haven during Covid-19," Post-Print, HAL, number halshs-04521347, Nov.
- Andres Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque, 2023, "The Increasing Impact of Spain on the Equity Markets of Brazil, Chile and Mexico," Working Papers, HAL, number hal-04111626, Apr.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2023, "The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk," Working Papers, HAL, number hal-04346813, Dec, DOI: 10.5281/zenodo.10390613.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2023, "The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk," Working Papers, HAL, number hal-04346858, Dec.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2023, "The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk," CEE-M Working Papers, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro, number hal-04346858, Dec.
- Karmen Vrhar & Vladimir Arčabić, 2023, "Prelijevanja Volatilnosti Između Tržišta Dobara I Financijskih Tržišta," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 74, issue 3, pages 433-463, DOI: 10.32910/ep.74.3.5.
- Valseth, Siri, 2023, "Repo market frictions and intermediation in electronic bond markets," UiS Working Papers in Economics and Finance, University of Stavanger, number 2023/1, Feb.
- Artem Aganin & Vyacheslav Manevich & Anatoly Peresetsky & Polina Pogorelova, 2023, "Comparison of Cryptocurrency and Stock Market Volatility Forecast Models," HSE Economic Journal, National Research University Higher School of Economics, volume 27, issue 1, pages 49-77.
- Sergei Gurov, 2023, "Illiquidity Effects in the Russian Stock Market," HSE Economic Journal, National Research University Higher School of Economics, volume 27, issue 1, pages 78-102.
- Amanda Valeria Villarroel Alvarez & Juan José Jordán S., , "Factores Determinantes para el Desarrollo de las Bolsas de Valores en Latinoamérica," Investigación & Desarrollo, Universidad Privada Boliviana, number 0123, DOI: 10.23881/idupbo.023.2-1e.
- Cavallo, Eduardo A. & Fernández-Arias, Eduardo, 2023, "External Crisis Vulnerability in Latin America and the Caribbean," IDB Publications (Working Papers), Inter-American Development Bank, number 12965, Jul, DOI: http://dx.doi.org/10.18235/0005010.
- Valencia, Oscar & Gamboa-Arbeláez, Juliana & Sánchez, Gustavo, 2023, "Debt Erosion: Asymmetric Response to Demand and Supply Shocks," IDB Publications (Working Papers), Inter-American Development Bank, number 12978, Jul, DOI: http://dx.doi.org/10.18235/0005027.
- Mudeer A Khattak & Noureen A. Khan, 2023, "Islamic Finance, Growth, And Volatility: A Fresh Evidence From 82 Countries," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 9, issue 1, pages 39-56, March, DOI: https://doi.org/10.21098/jimf.v9i1..
- Ooi Kok Loang, 2023, "Bank Resilience And Political Institutions: Do Banking Business Models Matter?," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 9, issue 2, pages 313-336, May, DOI: https://doi.org/10.21098/jimf.v9i2..
- Ooi Kok Loang, 2023, "Information Efficiency In The U.S. And Shariah-Complaint Stocks In Malaysia During Covid-19," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 9, issue 3, pages 465-490, September, DOI: https://doi.org/10.21098/jimf.v9i3..
- Khemaies Bougatef & Oumaima Kassem, 2023, "Do Market Timing Incentives Affect the Debt-Equity Choice of Malaysian shariah-Compliant IPOs?," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 9, issue 4, pages 589-610, December, DOI: https://doi.org/10.21098/jimf.v9i4..
- Nihal Touti & Asmâa Alaoui Taïb, 2023, "Bibliometric Analysis Of Shariah Compliant Capital Asset Pricing Models," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 9, issue 4, pages 725-750, December, DOI: https://doi.org/10.21098/jimf.v9i4..
- Nevi Danila, 2023, "The Asymme the Asymmetric Ex TRIC Exchange Ra Ange Rate Pass-Through T Ass-Through to Inflation in the Selected Asean Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 26, issue 1, pages 125-144, March, DOI: https://doi.org/10.59091/1410-8046..
- Bhavesh Garg & Karan Rai & Rishabh Pachoriya & Manik Thappa, 2023, "Crisis and Contagion in Cryptocurrency Market," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 26, issue Special I, pages 9-32, February, DOI: https://doi.org/10.59091/1410-8046..
- Chinmaya Behera, 2023, "The Crude Oil Price–Stock Return Connectedness and The Impact of the Russian-Ukraine War on Stock Returns in East Asian Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 26, issue Special I, pages 97-110, February, DOI: https://doi.org/10.59091/1410-8046..
- Claudia Gabriela Baicu, 2023, "Practices And Policies In The Green Sovereign Bond Market: Some Developments In The European Union," Euroinfo, Institute for World Economy, Romanian Academy, volume 7, issue 2, pages 31-42, June.
- Bada Han, 2023, "Transmission of Global Financial Shocks: Which Capital Flows Matter?," International Journal of Central Banking, International Journal of Central Banking, volume 19, issue 1, pages 55-110, March.
- Nicole Aregger & Jessica Leutert, 2023, "Countering Appreciation Pressure with Unconventional Monetary Policy: The Role of Financial Frictions," International Journal of Central Banking, International Journal of Central Banking, volume 19, issue 4, pages 251-337, October.
- Ms. Mitali Das & Ms. Gita Gopinath & Mr. Taehoon Kim & Jeremy C. Stein, 2023, "Central Banks as Dollar Lenders of Last Resort: Implications for Regulation and Reserve Holdings," IMF Working Papers, International Monetary Fund, number 2023/008, Jan.
- Juan J. Cortina & Maria Soledad Martinez Peria & Mr. Sergio L. Schmukler & Jasmine Xiao, 2023, "The Internationalization of China’s Equity Markets," IMF Working Papers, International Monetary Fund, number 2023/026, Feb.
- Mr. Eugenio M Cerutti & Haonan Zhou, 2023, "Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants and Disconnect," IMF Working Papers, International Monetary Fund, number 2023/028, Feb.
- Maddalena Ghio & Linda Rousova & Dilyara Salakhova & Mr. Germán Villegas-Bauer, 2023, "Derivative Margin Calls: A New Driver of MMF Flows," IMF Working Papers, International Monetary Fund, number 2023/061, Mar.
- Mr. Sakai Ando & Mr. Chenxu Fu & Mr. Francisco Roch & Ursula Wiriadinata, 2023, "How Large is the Sovereign Greenium?," IMF Working Papers, International Monetary Fund, number 2023/080, Apr.
- Silvia Albrizio & Iván Kataryniuk & Luis Molina & Jan Schäfer, 2023, "ECB Euro Liquidity Lines," IMF Working Papers, International Monetary Fund, number 2023/096, May.
- Camila Casas & Sergii Meleshchuk & Mr. Yannick Timmer, 2023, "The Dominant Currency Financing Channel of External Adjustment," IMF Working Papers, International Monetary Fund, number 2023/164, Aug.
- Pierre-Olivier Gourinchas & Philippe Martin & Todd Messer, 2023, "The Economics of Sovereign Debt, Bailouts, and the Eurozone Crisis," IMF Working Papers, International Monetary Fund, number 2023/177, Aug.
- Anh Le & Alexander Copestake & Brandon Joel Tan & Mr. Shanaka J Peiris & Umang Rawat, 2023, "Macro-Financial Impacts of Foreign Digital Money," IMF Working Papers, International Monetary Fund, number 2023/249, Dec.
- Mr. Serhan Cevik, 2023, "The Dark Side of the Moon? Fintech and Financial Stability," IMF Working Papers, International Monetary Fund, number 2023/253, Dec.
- Mr. Serhan Cevik & Sadhna Naik, 2023, "Feeling Rich, Feeling Poor: Housing Wealth Effects and Consumption in Europe," IMF Working Papers, International Monetary Fund, number 2023/256, Dec.
- Erick Treviño Aguilar & Gilberto Calvillo Vives & Jeremy Heald, 2023, "A Network of two Markets, Correlations for Stocks in the S&P500 Index and Stocks Traded in the BMV," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 18, issue 3, pages 1-27, Julio - S.
- Ashima Goyal, 2023, "Lessons from outperformance in the Indian financial sector," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2023-002, Feb.
- Tihana Skrinjaric, 2023, "Leading indicators of financial stress in Croatia: a regime switching approach," Public Sector Economics, Institute of Public Finance, volume 47, issue 2, pages 205-232, DOI: 10.3326/pse.47.2.3.
- Carlos Giraldo & Iader Giraldo & Jose E. Gomez-Gonzalez & Jorge M. Uribe, 2023, ""US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202302, Feb, revised Feb 2023.
- Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2023, "Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202315, Nov, revised Nov 2023.
- Raquel M. Gaspar & Xu Jiaming, 2023, "Consumer Confidence and Stock Markets' Returns," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0292, Oct.
- Firuze Simay SEZGIN & Caner ÖZDURAK, 2023, "Are Crypto Assets Connected to Real World Shocks? The Nexus Between Terrorist Attacks, Bitcoin and NFTs," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 10, issue 1, pages 113-132, January, DOI: 10.26650/JEPR1127482.
- Mercan Hatipoglu, 2023, "What Determined Stock Returns in Turkey from 1990 to 2022: Evidence from Structural Break Regression," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 73, issue 73-1, pages 185-202, June, DOI: 10.26650/ISTJECON2022-1161840.
- Agnese, Pablo & Rios, Francisco, 2023, "Spillover Effects of Energy Transition Metals in Chile," IZA Discussion Papers, IZA Network @ LISER, number 15999, Mar.
- Agnese, Pablo & Garcia-del-Barrio, Pedro & Gil-Alana, Luis A. & de Gracia, Fernando Perez, 2023, "Precious Metal Prices: A Tale of Four U.S. Recessions," IZA Discussion Papers, IZA Network @ LISER, number 16012, Mar.
- Anthony Orji & Jonathan E. Ogbuabor & Onyinye I. Anthony-Orji & Ebelechukwu G. Monye, 2023, "Anaysis of Interest Rate Spread, Financial Development and Foreign Capital Inflow Nexus in Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 3, pages 49-64, July-Sept.
- Idowu Bosede Fasola & Oluseun Paseda, 2023, "Earnings Announcement and Stock Prices of Quoted Deposit Money Banks in Nigeria in the Era of COVID-19 Pandemic," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 4, pages 123-154, Octoberâ€.
- Odunayo Femi Ogunsanwo & Iyabode Abisola Adelugba & Alani Olusegun Efuntade & Matthew Olatunde Ajoloko, 2023, "Effects of Financial Market Intermediation on Economic Growth in Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 2, pages 51-64, April–J.
- PENDARAKI Konstantina & CHARDA Magdalini, 2023, "Investigating Causal Spillovers among International Stock Markets," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
- Leslie Rodríguez-Valencia & Prosper Lamothe-Fernández & David Alaminos, 2023, "The market value of SMEs: a comparative study between private and listed firms in alternative stock markets," Annals of Finance, Springer, volume 19, issue 1, pages 95-117, March, DOI: 10.1007/s10436-022-00420-z.
- Mikhail Stolbov & Maria Shchepeleva, 2023, "Sentiment-based indicators of real estate market stress and systemic risk: international evidence," Annals of Finance, Springer, volume 19, issue 3, pages 355-382, September, DOI: 10.1007/s10436-023-00429-y.
- Muneer Shaik & Mohd Ziaur Rehman, 2023, "The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 1, pages 231-246, March, DOI: 10.1007/s10690-022-09393-5.
- Babita Panda & Ajaya Kumar Panda & Pradiptarathi Panda, 2023, "Macroeconomic Response to BRICS Countries Stock Markets Using Panel VAR," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 1, pages 259-272, March, DOI: 10.1007/s10690-023-09399-7.
- Sung C. Bae & Taek Ho Kwon, 2023, "Exchange Rate Risk Management using Currency Derivatives: The Case of Exposures to Japanese Yen," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 3, pages 621-647, September, DOI: 10.1007/s10690-022-09391-7.
- Ajay Chauhan & Swati Gupta & Sanjay Gupta, 2023, "An ISM and MICMAC Approach for Modelling the Contributors of Multibagger Stocks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 4, pages 677-699, December, DOI: 10.1007/s10690-022-09394-4.
- Eugen Alberti & Tim Alexander Herberger & Manuela Ender, 2023, "Short-Term Stock Performance of Health Care Companies in Times of Viral Epidemics and Pandemics," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 51, issue 2, pages 131-148, September, DOI: 10.1007/s11293-023-09778-5.
- Toan Luu Duc Huynh, 2023, "When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 2, pages 639-661, August, DOI: 10.1007/s10614-021-10230-6.
- Alin Marius Andrieş & Mihaela Brodocianu & Nicu Sprincean, 2023, "The role of institutional investors in the financial development," Economic Change and Restructuring, Springer, volume 56, issue 1, pages 345-378, February, DOI: 10.1007/s10644-022-09425-0.
- Tamara Teplova & Mikova Evgeniia & Qaiser Munir & Nataliya Pivnitskaya, 2023, "Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints," Economic Change and Restructuring, Springer, volume 56, issue 1, pages 515-535, February, DOI: 10.1007/s10644-022-09435-y.
- Salah A. Nusair & Jamal A. Al-Khasawneh, 2023, "Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis," Economic Change and Restructuring, Springer, volume 56, issue 3, pages 1849-1893, June, DOI: 10.1007/s10644-023-09494-9.
- Amat Adarov, 2023, "Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 50, issue 2, pages 551-583, May, DOI: 10.1007/s10663-022-09566-5.
- Rim Bernoussi & Michael Rockinger, 2023, "Rebalancing with transaction costs: theory, simulations, and actual data," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 2, pages 121-160, June, DOI: 10.1007/s11408-022-00419-6.
- Michel Ferreira Cardia Haddad & Szabolcs Blazsek & Philip Arestis & Franz Fuerst & Hsia Hua Sheng, 2023, "The two-component Beta-t-QVAR-M-lev: a new forecasting model," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 4, pages 379-401, December, DOI: 10.1007/s11408-023-00431-4.
- Kevin Rink, 2023, "The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 4, pages 403-456, December, DOI: 10.1007/s11408-023-00433-2.
- Mitali Das, 2023, "International Inflation Spillovers from a Flight to Safe Assets," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 29, issue 1, pages 95-97, May, DOI: 10.1007/s11294-023-09866-x.
- R. Balasubramanian & Brajesh Kumar, 2023, "Equity Home Bias in Emerging and Advanced Economies: Trend Before and During COVID-19," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 29, issue 4, pages 261-275, November, DOI: 10.1007/s11294-023-09879-6.
- Junyong Lee & Kyounghun Lee & Frederick Dongchuhl Oh, 2023, "Religion and Equity Home Bias," Open Economies Review, Springer, volume 34, issue 5, pages 1015-1038, November, DOI: 10.1007/s11079-022-09709-y.
- Theodoros Bratis & Nikiforos T. Laopodis & Georgios P. Kouretas, 2023, "CDS and equity markets’ volatility linkages: lessons from the EMU crisis," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 3, pages 1259-1281, April, DOI: 10.1007/s11156-023-01126-7.
- Frank J. Fabozzi & Francesco A. Fabozzi & Diana Tunaru, 2023, "A comparison of multi-factor term structure models for interbank rates," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 323-356, July, DOI: 10.1007/s11156-023-01147-2.
- Kumari Juddoo & Issam Malki & Sudha Mathew & Sheeja Sivaprasad, 2023, "An impact investment strategy," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 177-211, July, DOI: 10.1007/s11156-023-01149-0.
- Audrey Hsu & Sophia Liu, 2023, "The effect of book-tax conformity on the information environment: from the analyst perspective," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 2, pages 535-565, August, DOI: 10.1007/s11156-023-01160-5.
- Adnan Abo Al Haija & Rahma Lahyani, 2023, "Dynamic interactions of actual stock returns with forecasted stock returns and investors’ risk aversion: empirical evidence interplaying the impact of Covid-19 pandemic," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 1129-1149, October, DOI: 10.1007/s11156-023-01181-0.
- Dorota Jegorow & Lech Gruszecki & Grzegorz Jegorow, 2023, "Non-fungible tokens as an area of entrepreneurial activity: Global perspective and potential directions of change," International Entrepreneurship Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 9, issue 2, pages 61-73.
- Körnert Jan & Kolwey Tim, 2023, "Staatsfonds und die Dax-40-Unternehmen: Analyse der Einflussmöglichkeiten durch den Erwerb von Sperrminoritäten, einfachen und qualifizierten Mehrheiten," Zeitschrift für Wirtschaftspolitik, De Gruyter, volume 72, issue 2, pages 193-222, August, DOI: 10.1515/zfwp-2023-2008.
- Chinmaya Behera & Badri Narayan Rath & Pramod Kumar Mishra, 2023, "The Impact of Monetary and Fiscal Stimulus on Stock Returns During the COVID-19 Pandemic," Working Papers, Madras School of Economics,Chennai,India, number 2023-247, Sep.
- Jens Klose, 2023, "Empirical Eects of Sanctions and Support Measures on Stock Prices and Exchange Rates in the Russia-Ukraine War," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202317.
- Theodore Panagiotidis & Georgios Papapanagiotou & Thanasis Stengos, 2023, "A Bayesian approach for the determinants of bitcoin returns," Discussion Paper Series, Department of Economics, University of Macedonia, number 2023_05, May, revised May 2023.
- Peter Albrecht, 2023, "Spillover effects between commodities and the Australian dollar," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2023-88, Mar.
- Alexis Stenfors & Lilian Muchimba, 2023, "The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets," Journal of Economic Issues, Taylor & Francis Journals, volume 57, issue 2, pages 538-545, April, DOI: 10.1080/00213624.2023.2201799.
- Birru, Justin & Wynter, Matthew, 2023, "The Role of Domestic and Foreign Sentiment for Cross-Border Portfolio Flows," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-16, May.
- Stulz, Rene M. & Doidge, Craig & Karolyi, George Andrew, 2023, "The US Equity Valuation Premium, Globalization, and Climate Change Risks," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-21, Sep.
- Coppola, Antonio & Krishnamurthy, Arvind & Xu, Chenzi, 2023, "Liquidity, Debt Denomination, and Currency Dominance," Research Papers, Stanford University, Graduate School of Business, number 4075, Feb.
- Hani Nuri Rohuma & Pradeep Brijlal, 2023, "Calendar Month Effect in Bursa Malaysia: A Comparison between Shariah-Compliant Portfolio and Non-Shariah- Compliant Portfolio," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 2, pages 12-17, March.
- Hani Rohuma, 2023, "Value Stocks versus Growth Stocks: An Examination of Bursa Malaysia," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 4, pages 143-151, July.
- Collin Chikwira, 2023, "The Foreign Exchange Auction System’s Effect on SME Stability and Performance," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 5, pages 96-108, September.
- Somaiyah Alalmai, 2023, "Derivatives Market: A Survey," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 6, pages 101-106, November.
- Awaz Mohamed Saleem & Hazheen Mardan Mustafa & Zeravan Abdulmuhsen Asaad & Amjad Saber Al-Delawi, 2023, "Regional Stock Market Efficiency at Weak Form after the Covid-19 Vaccination Approval," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 6, pages 63-70, November.
- Clement Moyo & Izunna Anyikwa & Andrew Phiri, 2023, "The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 118-127, January.
- Jesus Cuauhtemoc Tellez Gaytan & Aqila Rafiuddin & Gyanendra Singh Sisodia & Gouher Ahmed & CH Paramaiah, 2023, "Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 529-543, January.
- Thobekile Qabhobho, 2023, "Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 231-239, March.
- Thobekile Qabhobho & Anokye M. Adam & Anthony Adu-Asare Idun & Emmanuel Asafo-Adjei & Ebenezer Boateng, 2023, "Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 272-283, March.
- Rahul Verma & Rajesh Mohnot, 2023, "Relative Impact of the U.S. Energy Market Sentiments on Stocks and ESG Index Returns: Evidence from GCC Countries," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 290-300, March.
- Shafa Guliyeva, 2023, "Analysis of the effect of Energy Prices on Stock Indexes During the Epidemic Crisis," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 526-536, March.
- Imangulu Muradzada & Nurkhodza Akbulev, 2023, "Empirical Analysis of the Relationship between Basic Energy Sources and the Tourism Sector Index," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 513-521, July.
- Mehdi Abid, 2023, "How Does Renewable Energy Consumption Affect Environmental Quality in Saudi Arabia? Evidence from Quantile Regressions," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 574-578, July.
- Nurkhodzha Akbulaev & Imangulu Muradzada & Ziyadhan Hasanov, 2023, "Relationship between Oil Prices and Russia Exchange Indices: Analysis of Frequency Causality," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 607-615, September.
- V. Anandhabalaji & Manivannan Babu & J. Gayathri & J. Sathya & G. Indhumathi & R. Brintha & Justin Nelson Michael, 2023, "Examining the Volatility of Conventional Cryptocurrencies and Sustainable Cryptocurrency during Covid-19: Based on Energy Consumption," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 344-352, November.
- Thobekile Qabhobho & Anokye M. Adam & Emmanuel Asafo-Adjei, 2023, "Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 666-678, November.
- Ascione, Giacomo & Mehrdoust, Farshid & Orlando, Giuseppe & Samimi, Oldouz, 2023, "Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework," Applied Mathematics and Computation, Elsevier, volume 446, issue C, DOI: 10.1016/j.amc.2023.127851.
- Almeida, José & Gonçalves, Tiago Cruz, 2023, "A systematic literature review of investor behavior in the cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2022.100785.
- Kumari, Vineeta & Kumar, Gaurav & Pandey, Dharen Kumar, 2023, "Are the European Union stock markets vulnerable to the Russia–Ukraine war?," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2023.100793.
- Nguyen, Huu Manh & Bakry, Walid & Vuong, Thi Huong Giang, 2023, "COVID-19 pandemic and herd behavior: Evidence from a frontier market," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100807.
- Filip, Angela Maria & Pochea, Maria Miruna, 2023, "Intentional and spurious herding behavior: A sentiment driven analysis," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100810.
- Todea, Alexandru & Todea, Anita, 2023, "Genetic distance and stock market integration," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100827.
- Hollstein, Fabian & Sejdiu, Vulnet, 2023, "Probability distortions, collectivism, and international stock prices," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100836.
- Ibikunle, Gbenga & Rzayev, Khaladdin, 2023, "Volatility and dark trading: Evidence from the Covid-19 pandemic," The British Accounting Review, Elsevier, volume 55, issue 4, DOI: 10.1016/j.bar.2022.101171.
- Guedes, Sebastião S. & Pinto, João M., 2023, "Pricing of project finance bonds: A comparative analysis of primary market spreads," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102429.
- Liu, Junhao & Hope, Ole-Kristian & Hu, Danqi, 2023, "Earnings announcements in China: Overnight-intraday disparity," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102471.
- Jia, Zhehao & Li, Donghui & Shi, Yukun & Xing, Lu, 2023, "Firm-level media news, bank loans, and the role of institutional environments," Journal of Corporate Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jcorpfin.2023.102491.
- Ge, Shuyi, 2023, "A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104565.
- Chiah, Mardy & Long, Huaigang & Zaremba, Adam & Umar, Zaghum, 2023, "Trade competitiveness and the aggregate returns in global stock markets," Journal of Economic Dynamics and Control, Elsevier, volume 148, issue C, DOI: 10.1016/j.jedc.2023.104618.
- Alamgir, Farzana & Cotoc, Johnny & Johri, Alok, 2023, "The bribe rate and long run differences in sovereign borrowing costs," Journal of Economic Dynamics and Control, Elsevier, volume 151, issue C, DOI: 10.1016/j.jedc.2023.104662.
- Cakici, Nusret & Fieberg, Christian & Metko, Daniel & Zaremba, Adam, 2023, "Machine learning goes global: Cross-sectional return predictability in international stock markets," Journal of Economic Dynamics and Control, Elsevier, volume 155, issue C, DOI: 10.1016/j.jedc.2023.104725.
- Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2023, "Short-run and long-run effects of ESG policies on value creation and the cost of equity of firms," Economic Analysis and Policy, Elsevier, volume 77, issue C, pages 599-616, DOI: 10.1016/j.eap.2022.12.017.
- Arfaoui, Nadia & Yousaf, Imran & Jareño, Francisco, 2023, "Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases," Economic Analysis and Policy, Elsevier, volume 77, issue C, pages 617-634, DOI: 10.1016/j.eap.2022.12.023.
- Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023, "Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 133-155, DOI: 10.1016/j.eap.2023.02.006.
- Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Martín, Asís Pardo, 2023, "US biofuel market persistence and mean reversion properties," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 648-660, DOI: 10.1016/j.eap.2023.04.008.
- Hoover, Gary A. & Smimou, K., 2023, "Socially conscious investment funds and home country institutions," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 395-417, DOI: 10.1016/j.eap.2023.06.008.
- Chang, Hao-Wen & Lin, Chinho, 2023, "Currency portfolio behavior in seven major Asian markets," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 540-559, DOI: 10.1016/j.eap.2023.06.027.
- Bazán-Palomino, Walter, 2023, "The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 1080-1095, DOI: 10.1016/j.eap.2023.10.001.
- Arampatzidis, Ioannis & Panagiotidis, Theodore, 2023, "On the identification of the oil-stock market relationship," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106157.
- Mo, Wan-Shin & Yang, J. Jimmy & Chen, Yu-Lun, 2023, "Exchange rate spillover, carry trades, and the COVID-19 pandemic," Economic Modelling, Elsevier, volume 121, issue C, DOI: 10.1016/j.econmod.2023.106222.
- Caporale, Guglielmo Maria & Spagnolo, Nicola & Almajali, Awon, 2023, "Connectedness between fossil and renewable energy stock indices: The impact of the COP policies," Economic Modelling, Elsevier, volume 123, issue C, DOI: 10.1016/j.econmod.2023.106273.
- Adediran, Idris A. & Swaray, Raymond, 2023, "Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty," Economic Modelling, Elsevier, volume 123, issue C, DOI: 10.1016/j.econmod.2023.106279.
- Czapkiewicz, Anna & Wójtowicz, Tomasz & Zaremba, Adam, 2023, "Idiosyncratic risk and cross-section of stock returns in emerging European markets," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106322.
- Jian, Zhihong & Lu, Haisong & Zhu, Zhican & Xu, Huiling, 2023, "Frequency heterogeneity of tail connectedness: Evidence from global stock markets," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106354.
- Ozgur, Gokcer, 2023, "The cross-border interconnectedness of shadow banking," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106386.
- Kumar Kulbhaskar, Anamika & Subramaniam, Sowmya, 2023, "Breaking news headlines: Impact on trading activity in the cryptocurrency market," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106397.
- Boonman, Tjeerd M., 2023, "Portfolio capital flows before and after the Global Financial Crisis," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106440.
- Fang, Yi & Wang, Qi & Wang, Fan & Zhao, Yang, 2023, "Bank fintech, liquidity creation, and risk-taking: Evidence from China," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106445.
- Candelon, Bertrand & Moura, Rubens, 2023, "Sovereign yield curves and the COVID-19 in emerging markets," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106453.
- Benedictow, Andreas & Hammersland, Roger, 2023, "Transition risk of a petroleum currency," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106496.
- Socaciu, Erzsébet-Mirjám & Nagy, Bálint-Zsolt & Benedek, Botond, 2023, "No place like home: Home bias and flight-to-quality in Group of Seven countries," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106549.
- Yousaf, Imran & Plakandaras, Vasilios & Bouri, Elie & Gupta, Rangan, 2023, "Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101844.
- Garg, Jyoti & Karmakar, Madhusudan & Paul, Samit, 2023, "A study on equity home bias using vine copula approach," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101860.
- Zhou, Dong-hai & Liu, Xiao-xing & Tang, Chun & Yang, Guang-yi, 2023, "Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101870.
- Wang, Jie & Liu, Tangyong & Pan, Na, 2023, "Analyzing quantile spillover effects among international financial markets," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2023.101881.
- Li, Boyan & Diao, Xundi, 2023, "Structural break in different stock index markets in China," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101882.
- Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Hsu, Yuan-Teng, 2023, "Dissecting returns of non-fungible tokens (NFTs): Evidence from CryptoPunks," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101892.
- Lago-Balsalobre, Rubén & Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2023, "Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion," The North American Journal of Economics and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.najef.2023.101909.
- Yao, Can-Zhong & Li, Min-Jian, 2023, "GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets," The North American Journal of Economics and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.najef.2023.101910.
- Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel & Schweizer, Denis, 2023, "Interactions between investors’ fear and greed sentiment and Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101924.
- Montes, Gabriel Caldas & Maia, João Pedro Neves, 2023, "Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101933.
- Wang, Xiangning & Huang, Qian & Zhang, Shuguang, 2023, "Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101939.
- Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023, "The effect of interconnectivity on stock returns during the Global Financial Crisis," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101940.
- He, Zhifang & Sun, Hao & Chen, Jiaqi & Yang, Xin & Yin, Zhujia, 2023, "Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101941.
- Huang, Zishan & Zhu, Huiming & Hau, Liya & Deng, Xi, 2023, "Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101945.
- Wu, Xinyu & Yin, Xuebao & Umar, Zaghum & Iqbal, Najaf, 2023, "Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101948.
- Pringpong, Sasin & Maneenop, Sakkakom & Jaroenjitrkam, Anutchanat, 2023, "Geopolitical risk and firm value: Evidence from emerging markets," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101951.
- Nekhili, Ramzi & Sultan, Jahangir & Bouri, Elie, 2023, "Liquidity spillovers between cryptocurrency and foreign exchange markets," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101969.
- Ouyang, Zisheng & Zhou, Xuewei & Lai, Yongzeng, 2023, "Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101973.
- Wang, Yide & Chen, Zan & Ji, Xiaodong, 2023, "Cross-market information transmission and stock market volatility prediction," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101977.
- Kumar, Sanjeev & Patel, Ritesh & Iqbal, Najaf & Gubareva, Mariya, 2023, "Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101983.
- Chiang, Thomas C. & Chen, Pei-Ying, 2023, "Inflation risk and stock returns: Evidence from US aggregate and sectoral markets," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101986.
- Zhang, Yi & Zhou, Long & Li, Yuxue & Liu, Fang, 2023, "Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101998.
- Hafner, Christian M. & Herwartz, Helmut, 2023, "Asymmetric volatility impulse response functions," Economics Letters, Elsevier, volume 222, issue C, DOI: 10.1016/j.econlet.2022.110968.
- Boungou, Whelsy & Urom, Christian, 2023, "Climate change-related risks and bank stock returns," Economics Letters, Elsevier, volume 224, issue C, DOI: 10.1016/j.econlet.2023.111011.
- Lu, Dong & Mu, Yuhao, 2023, "A parsimonious model of trade, finance and endogenous currency choices in international reserves," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111063.
- Liu, Honglin & Liu, Qiao & Liu, Yufei, 2023, "The world price of macro opacity: Through the lens of nighttime satellites," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111157.
- Wu, Gabriel Shui Tang & Leung, Pak Ho, 2023, "Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111213.
- Graziano, Elvira Anna & Fattobene, Lucrezia & Ricci, Ornella & Scimone, Xenia, 2023, "Market reactions to Recovery Fund press releases during COVID-19: An event-study analysis," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111242.
- Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2023, "Macroeconomic news, the financial cycle and the commodity cycle: The Chinese footprint," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111269.
- Mbanyele, William, 2023, "Foreign institutional investors and carbon emissions along the supply chain," Economics Letters, Elsevier, volume 232, issue C, DOI: 10.1016/j.econlet.2023.111341.
- Li, Zhiyong & Wang, Haixu & Yu, Mei, 2023, "Beyond rocket science: A factor model for convertible bond returns," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111362.
- Musholombo, Bashige, 2023, "Cryptocurrencies and stock market fluctuations," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111427.
- Das, Suman & Roy, Saikat Sinha, 2023, "Following the leaders? A study of co-movement and volatility spillover in BRICS currencies," Economic Systems, Elsevier, volume 47, issue 2, DOI: 10.1016/j.ecosys.2022.100980.
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2023, "Risk sharing in currency unions: The migration channel," European Economic Review, Elsevier, volume 158, issue C, DOI: 10.1016/j.euroecorev.2023.104540.
- Goodell, John W. & Alon, Ilan & Chiaramonte, Laura & Dreassi, Alberto & Paltrinieri, Andrea & Piserà, Stefano, 2023, "Risk substitution in cryptocurrencies: Evidence from BRICS announcements," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2022.100938.
- Wadhwa, Kavita & Syamala, Sudhakara Reddy, 2023, "Are business groups different from other family firms? Evidence from corporate investments during political uncertainty," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2022.100947.
- Stoupos, Nikolaos & Nikas, Christos & Kiohos, Apostolos, 2023, "Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2022.100992.
- Kim, Jang Ho & Han, Jiwoon & Kang, Taehyeon & Fabozzi, Frank J., 2023, "A machine learning approach for comparing the largest firm effect," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2022.100995.
- Zhou, Shengjie & Ye, Qing, 2023, "Margin trading and spillover effects: Evidence from the Chinese stock markets," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2023.101005.
- Alsuhaibani, Waleed & Houmes, Robert & Wang, Daphne, 2023, "The evolution of financial reporting quality for companies listed on the Tadawul Stock Exchange in Saudi Arabia: New emerging markets' evidence," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101009.
- Cagli, Efe Caglar & Mandaci, Pinar Evrim, 2023, "Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101019.
- Feng, Yusen & Wang, Gang-Jin & Zhu, You & Xie, Chi, 2023, "Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101020.
- Hanauer, Matthias X. & Kalsbach, Tobias, 2023, "Machine learning and the cross-section of emerging market stock returns," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101022.
- Kanga, Désiré & Soumaré, Issouf & Amenounvé, Edoh, 2023, "Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101031.
- Bekaert, Geert & Harvey, Campbell R. & Mondino, Tomas, 2023, "Emerging equity markets in a globalized world," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101034.
- Cheung, William Ming Yan & Im, Hyun Joong & Selvam, Srinivasan, 2023, "Stock liquidity and investment efficiency: Evidence from the split-share structure reform in China," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101046.
- Dong, Yan & Huang, Jun & Wu, Ji, 2023, "Does high-speed rail affect the agglomeration of banks in China?," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101047.
- Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023, "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101049.
- Wang, Ruting & Althof, Michael & Härdle, Wolfgang Karl, 2023, "A financial risk meter for China," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101052.
- Chuliá, Helena & Muñoz-Mendoza, Jorge A. & Uribe, Jorge M., 2023, "Energy firms in emerging markets: Systemic risk and diversification opportunities," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101053.
- Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2023, "Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101054.
- Bu, Ruijun & Hizmeri, Rodrigo & Izzeldin, Marwan & Murphy, Anthony & Tsionas, Mike, 2023, "The contribution of jump signs and activity to forecasting stock price volatility," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 144-164, DOI: 10.1016/j.jempfin.2022.12.001.
- Malliaropulos, Dimitris & Migiakis, Petros, 2023, "A global monetary policy factor in sovereign bond yields," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 445-465, DOI: 10.1016/j.jempfin.2022.12.011.
- Dodd, Olga & Frijns, Bart & Indriawan, Ivan & Pascual, Roberto, 2023, "US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 301-320, DOI: 10.1016/j.jempfin.2023.03.012.
- Liu, Qigui & Tang, Jinghua & Li, Donghui & Xing, Lu, 2023, "The role of bad-news coverage and media environments in crash risk around the world," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 488-509, DOI: 10.1016/j.jempfin.2023.04.007.
- Gala, Vito D. & Pagliardi, Giovanni & Zenios, Stavros A., 2023, "Global political risk and international stock returns," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 78-102, DOI: 10.1016/j.jempfin.2023.03.004.
- Hasan, Iftekhar & Tunaru, Radu & Vioto, Davide, 2023, "Herding behavior and systemic risk in global stock markets," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 107-133, DOI: 10.1016/j.jempfin.2023.05.004.
- Maio, Paulo & Zeng, Ming, 2023, "On the driving forces of real exchange rates: Is the Japanese Yen different?," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101423.
- Branger, Nicole & Flacke, René Marian & Meyerhof, Paul & Windmüller, Steffen, 2023, "Stock returns in global value chains: The role of upstreamness and downstreamness," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101437.
- Asadi, Mehrad & Roudari, Soheil & Tiwari, Aviral Kumar & Roubaud, David, 2023, "Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2022.106482.
- Gong, Xue & Ye, Xin & Zhang, Weiguo & Zhang, Yue, 2023, "Predicting energy futures high-frequency volatility using technical indicators: The role of interaction," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106533.
- Nekhili, Ramzi & Bouri, Elie, 2023, "Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106596.
- Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2023, "Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106632.
- Enilov, Martin & Mishra, Tapas, 2023, "Gold and the herd of Cryptos: Saving oil in blurry times," Energy Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.eneco.2023.106690.
- Anand, B. & Paul, Sunil & Nair, Aswathi R., 2023, "Time-varying effects of oil price shocks on financial stress: Evidence from India," Energy Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.eneco.2023.106703.
- Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2023, "Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106771.
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