Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G15: International Financial Markets
2024
- Edo Duran & Zoran Grubisic & Milena Lazic, 2024, "Volatility Spillover: Garch Analysis of S&P 500's Influence on Precious Metals," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 13, issue 2, pages 187-211.
- Paczos, Wojtek & Shakhnov,, 2024, "Sovereign Debt Issuance and Selective Default," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/6, Feb.
- Torres, Leonardo Barros & Paczos, Wojtek & Shakhnov,, 2024, "Domestic and Foreign Sovereign Debt Stability," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/8, Feb.
- Mauro Sayar Ferreira & Joice Marques Figueiredo, 2024, "The influence of global uncertainty and financial shocks, and sovereign risk shock on the Brazilian term structure of interest rate," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 674, Sep.
- Evžen Kočenda & Michala Moravcová, 2024, "Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities," CESifo Working Paper Series, CESifo, number 10889.
- Reinhold Heinlein & Gabriella D. Legrenzi & Scott M. R. Mahadeo, 2024, "Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations," CESifo Working Paper Series, CESifo, number 11019.
- Efrem Castelnuovo & Lorenzo Mori & Gert Peersman, 2024, "Commodity Price Shocks and Global Cycles: Monetary Policy Matters," CESifo Working Paper Series, CESifo, number 11140.
- Zhengyang Jiang, 2024, "Exorbitant Privilege: A Safe-Asset View," CESifo Working Paper Series, CESifo, number 11279.
- Christina Anderl & Guglielmo Maria Caporale, 2024, "Expectations and Speculation in the Natural Gas Markets," CESifo Working Paper Series, CESifo, number 11341.
- António Afonso & José Alves & Lucas Menescal & Sofia Monteiro, 2024, "Determinants of Trade Partner Concentration: An Analysis for European Countries," CESifo Working Paper Series, CESifo, number 11481.
- Evžen Kočenda & Daniel Bartušek, 2024, "Disentangling Timing Uncertainty of Event-Driven Connectedness among Oil-Based Energy Commodities," CESifo Working Paper Series, CESifo, number 11494.
- Saleem Bahaj & Ricardo Reis, 2024, "The anatomy of a peg: lessons from China’s parallel currencies," Discussion Papers, Centre for Macroeconomics (CFM), number 2401, Jan.
- Saleem Bahaj & Marie Fuchs & Ricardo Reis, 2024, "The Global Network of Liquidity Lines," Discussion Papers, Centre for Macroeconomics (CFM), number 2423, May.
- Laura Alfaro & Guillermo Calvo & José de Gregorio & Augusto de la Torre & Pablo Guidotti & Enrique Mendoza & Ernesto Talvi & Liliana Rojas-Suarez & Andrés Velasco, 2024, "A Proposal for the IMF: A New Instrument of International Liquidity Provision for Emerging Markets and Developing Economies," Policy Papers, Center for Global Development, number 345, Oct.
- Kiet Tuan Duong & Luu Duc Toan Huynh, 2024, "Extreme weather and corporate fixed asset policies: leasing as alternative finance," Working Papers, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research, number 116, Mar.
- Elias Albagli & Luis Ceballos & Sebastian Claro & Damian Romero, 2024, "UIP Deviations: Insights from Event Studies," Working Papers Central Bank of Chile, Central Bank of Chile, number 1007, Mar.
- Semyon Malamud & Andreas Schrimpf & Yuan Zhang, 2024, "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-01, Jan.
- Briac Turquet & Pierre Bajgrowicz & O. Scaillet, 2024, "Mean Reversion Trading on the Naphtha Crack," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-101, Nov.
- Leonie Bräuer & Harald Hau, 2024, "Fund-Level FX Hedging Redux," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-103, Nov.
- Markus Leippold & Felix Matthys & Philippe Mueller & Michal Svaton, 2024, "Political uncertainty and currency markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-13, Jan.
- Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2024, "U.S. and European Listed Real Estate as an Inflation Hedge," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-34, May.
- Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2024, "Hunting for Dollars," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-52, Sep.
- Heng Geng & Harald Hau & Hanzhang Zheng, 2024, "Discretionary Administrative Power and Conflicts of Interest in China's IPO Approvals," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-54, Oct.
- Ines Chaieb & Vihang R. Errunza & Lucie Y. Lu, 2024, "Sustainable Investing Home and Abroad," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-71, Apr.
- Ines Chaieb & Vihang R. Errunza & Lucie Y. Lu, 2024, "Who Invests in What? Public Firms Ownership Around the World," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-72, Feb.
- Martin Hodula & Jan Janku & Simona Malovana & Ngoc Anh Ngo, 2024, "Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements," Working Papers, Czech National Bank, Research and Statistics Department, number 2024/8, Aug.
- Álvaro Hernando Chaves Castro & María Constanza Torres Tamayo & Alvaro Andrés Perdomo Strauch, 2024, "El índice Big Mac y su relación con la paridad del poder de compra en el caso colombiano," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 43, issue 77, pages 73-102, DOI: 10.19053/uptc.01203053.v43.n77.2024.
- Juan Camilo Cardona Montoya, 2024, "La integración del mercado bursátil latinoamericano: Una revisión sistemática de la literatura," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 16, issue 2, pages 317-354.
- Fiore, Nicola Maria & Martin, Thorsten & Nagler, Florian, 2024, "Fiscal Constraints, Disaster Vulnerability, and Corporate Investment Decisions," CEPR Discussion Papers, Centre for Economic Policy Research, number 18741, Jan.
- Boyarchenko, Nina & Elias, Leonardo, 2024, "Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 18746, Jan.
- Bahaj, Saleem & Reis, Ricardo, 2024, "The anatomy of a peg: lessons from China's parallel currencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 18749, Jan.
- Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2024, "Constrained Liquidity Provision in Currency Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 18776, Jan.
- Eren, Egemen & Malamud, Semyon & Zhou, Haonan, 2024, "Signaling with Debt Currency Choice," CEPR Discussion Papers, Centre for Economic Policy Research, number 18814, Feb.
- Spaans, Lara & Derwall, Jeroen & huij, joop & Koedijk, Kees, 2024, "The Sustainable Finance Disclosure Regulation: Voluntary Signaling or Mandatory Disclosure?," CEPR Discussion Papers, Centre for Economic Policy Research, number 18881, Mar.
- Castells-Jauregui, Madalen & Kuvshinov, Dmitry & Richter, Björn & Vanasco, Victoria, 2024, "Foreign demand for safety and macroeconomic instability," CEPR Discussion Papers, Centre for Economic Policy Research, number 19025, Apr.
- Filippou, Ilias & Maurer, Thomas & Pezzo, Luca & Taylor, Mark, 2024, "Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 19037, May.
- Altavilla, Carlo & Gürkaynak, Refet & Quaedvlieg, Rogier, 2024, "Macro and Micro of External Finance Premium and Monetary Policy Transmission," CEPR Discussion Papers, Centre for Economic Policy Research, number 19044, May.
- Bahaj, Saleem & Fuchs, Marie & Reis, Ricardo, 2024, "The Global Network of Liquidity Lines," CEPR Discussion Papers, Centre for Economic Policy Research, number 19070, May.
- Chernov, Mikhail & Haddad, Valentin & Itskhoki, Oleg, 2024, "What do financial markets say about the exchange rate?," CEPR Discussion Papers, Centre for Economic Policy Research, number 19071, May.
- Graf von Luckner, Clemens & Meyer, Josefin & Reinhart, Carmen & Trebesch, Christoph, 2024, "Sovereign haircuts: 200 years of creditor losses," CEPR Discussion Papers, Centre for Economic Policy Research, number 19246, Jul.
- Stavrakeva, Vania & Tang, Jenny, 2024, "Explaining the Great Moderation Exchange Rate Volatility Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 19265, Jul.
- Cerutti, Eugenio & Claessens, Stijn, 2024, "The Global Financial Cycle: Quantities versus Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 19271, Jul.
- Kräussl, Roman & Rauh, Joshua & Stefanova, Denitsa, 2024, "Is ESG a Sideshow? ESG Perceptions, Investment, and Firms’ Financing Decisions," CEPR Discussion Papers, Centre for Economic Policy Research, number 19282, Jul.
- Gibbon, Kayshani & Derwall, Jeroen & Gerritsen, Dirk & Koedijk, Kees, 2024, "Renaming with Purpose: Investor Response and Fund Manager Behavior after ESG Renaming," CEPR Discussion Papers, Centre for Economic Policy Research, number 19291, Jul.
- Bahaj, Saleem & Della Corte, Pasquale & Massacci, Daniele & Seyde, Eduard, 2024, "Beyond Bilateral Flows: Indirect Connections and Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 19310, Jul.
- Battiston, Stefano & Monasterolo, Irene & Montone, Maurizio, 2024, "Technological greenness and long-run performance," CEPR Discussion Papers, Centre for Economic Policy Research, number 19337, Aug.
- van Spronsen, Josha & Beetsma, Roel, 2024, "Yield Determinants and the Role of ESM Loans in the Primary Market for Spanish Sovereign Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 19341, Aug.
- Massa, Massimo & Yang, Chuyi & Zhang, Lei, 2024, "Do Banks Buffer Equity Market Shocks? Fire Sales Around the World and Corporate Financing," CEPR Discussion Papers, Centre for Economic Policy Research, number 19395, Aug.
- Corsetti, Giancarlo & Lipinska, Anna & Lombardo, Giovanni, 2024, "International Risk Sharing and Wealth Allocation with Higher Order Cumulants," CEPR Discussion Papers, Centre for Economic Policy Research, number 19425, Sep.
- Chernov, Mikhail & Dahlquist, Magnus & Lochstoer, Lars, 2024, "Reassessing Sources of Risk Premiums in Currency Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 19470, Sep.
- Bekaert, Geert & De Santis, Roberto & Mondino, Tomas, 2024, "The Global Cross-Section of Corporate Bonds: Market, Maturity and Liquidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 19506, Sep.
- Rey, Hélène & Stavrakeva, Vania & Tang, Jenny, 2024, "Currency Centrality in Equity Markets, Exchange Rates and Global Financial Cycles," CEPR Discussion Papers, Centre for Economic Policy Research, number 19508, Sep.
- De Haas, Ralph & Mamonov, Mikhail & Popov, Alexander & Shala, Iliriana, 2024, "Violent Conflict and Cross-Border Lending," CEPR Discussion Papers, Centre for Economic Policy Research, number 19743, Dec.
- Campbell, Gareth & Gallagher, Ã ine & Grossman, Richard, 2024, "Remote Investing in Latin America, 1869-1929," CEPR Discussion Papers, Centre for Economic Policy Research, number 19799, Dec.
- Julen Iglesias Tejedor, 2024, "Creación de una cartera de inversión que venza la inflación atendiendo a criterios ESG gestionada mediante machine learning," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 2, issue 5, pages 79-100, Mayo.
- Marc Raffinot & Babacar Sene & Marin Ferry, 2024, "Le surendettement nouveau et les pays africains « frontiere » face au mur de la dette," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2024/03, Feb.
- Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2024, "Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2100.
- Martijn A. Boermans & Maurice Bun & Yasmine van der Straten, 2024, "Funding the Fittest? Pricing of Climate Transition Risk in the Corporate Bond Market," Working Papers, DNB, number 797, Jan.
- Dirk Broeders & Marleen de Jonge & David Rijsbergen, 2024, "The European Carbon Bond Premium," Working Papers, DNB, number 798, Jan.
- Charles Yuji Horioka, 2024, "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1231, Feb.
- Charles Yuji Horioka, 2024, "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1243, May.
- Coste, Charles-Enguerrand, 2024, "Toss a stablecoin to your banker - Stablecoins’ impact on banks’ balance sheets and prudential ratios," Occasional Paper Series, European Central Bank, number 353, Jul.
- Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2024, "UIP deviations: Insights from event studies," Journal of International Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.jinteco.2024.103877.
- Ding, Haoyuan & Lin, Shu & Wu, Shujie & Ye, Haichun, 2024, "Financial spillovers of foreign direct investment: Evidence from China," Journal of International Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.jinteco.2024.103890.
- Kim, Youngju & Lim, Hyunjoon & Yun, Youngjin, 2024, "International transmission of the U.S. dollar liquidity shock: The channel of FX borrowing and lending," Journal of International Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.jinteco.2024.103907.
- Yu, Wenbo, 2024, "Consumption, exchange rate, and external adjustment during a crisis," Journal of International Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jinteco.2024.103964.
- Huang, Yi & Panizza, Ugo & Portes, Richard, 2024, "Corporate foreign bond issuance and interfirm loans in China," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103975.
- Ben Zeev, Nadav & Nathan, Daniel, 2024, "The widening of cross-currency basis: When increased FX swap demand meets limits of arbitrage," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103984.
- Hardy, Bryan & Saffie, Felipe, 2024, "From carry trades to trade credit: Financial intermediation by non-financial corporations," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103988.
- Germaschewski, Yin & Horvath, Jaroslav & Rubini, Loris, 2024, "How important are trend shocks? The role of the debt elasticity of interest rate," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103990.
- Deng, Minjie & Liu, Chang, 2024, "Sovereign risk and intangible investment," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.104009.
- Mijiyawa, Abdoul’ Ganiou, 2024, "Does private share of public external debt support economic growth in developing countries?," International Economics, Elsevier, volume 178, issue C, DOI: 10.1016/j.inteco.2024.100499.
- Gamboa-Estrada, Fredy & Sanchez-Jabba, Andres, 2024, "The effects of foreign investor composition on Colombia's sovereign debt flows," International Economics, Elsevier, volume 178, issue C, DOI: 10.1016/j.inteco.2024.100507.
- Raheem, Ibrahim D. & le Roux, Sara & Rehman, Mobeen Ur, 2024, "Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach," International Economics, Elsevier, volume 180, issue C, DOI: 10.1016/j.inteco.2024.100559.
- Cevik, Serhan & Gwon, Gyowon, 2024, "This is going to hurt: Weather anomalies, supply chain pressures and inflation," International Economics, Elsevier, volume 180, issue C, DOI: 10.1016/j.inteco.2024.100560.
- Long, Huaigang & Chiah, Mardy & Zaremba, Adam & Umar, Zaghum, 2024, "Changes in shares outstanding and country stock returns around the world," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101883.
- Conlon, Thomas & Cotter, John & Ropotos, Ioannis, 2024, "Diversification with globally integrated US stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101889.
- O’Sullivan, Conall & Papavassiliou, Vassilios G. & Wafula, Ronald Wekesa & Boubaker, Sabri, 2024, "New insights into liquidity resiliency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101892.
- Bonaparte, Yosef, 2024, "Why do stock markets negatively price democracy?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101905.
- Long, Huaigang & Chiah, Mardy & Cakici, Nusret & Zaremba, Adam & Bilgin, Mehmet Huseyin, 2024, "ESG investing in good and bad times: An international study," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101916.
- Eichler, Stefan & Nauerth, Jannik André, 2024, "Bilateral investment treaties and portfolio investment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101918.
- Keddad, Benjamin, 2024, "Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101928.
- You, Kefei & Raju Chinthalapati, V.L. & Mishra, Tapas & Patra, Ramakanta, 2024, "International trade network and stock market connectedness: Evidence from eleven major economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101939.
- Zhao, Xiaojuan & Wang, Ye & Liu, Weiyi, 2024, "Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101957.
- Aharon, David Y. & Baig, Ahmed S. & Jacoby, Gady & Wu, Zhenyu, 2024, "Greenhouse gas emissions and the stability of equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101952.
- Huang, Wenxuan & Xu, Weidong & Li, Donghui & Zhao, Ling & Yang, Shijie, 2024, "Does market misvaluation drive cross-border M&As?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101960.
- Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia, 2024, "Forecasting international financial stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101975.
- Nam, Hyun-Jung & Ryu, Doojin, 2024, "Does trade openness promote economic growth in developing countries?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 93, issue C, DOI: 10.1016/j.intfin.2024.101985.
- Angelidis, Timotheos & Michairinas, Athanasios & Sakkas, Athanasios, 2024, "World ESG performance and economic activity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 93, issue C, DOI: 10.1016/j.intfin.2024.101996.
- Koranteng, Barbara & You, Kefei, 2024, "Fintech and financial stability: Evidence from spatial analysis for 25 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 93, issue C, DOI: 10.1016/j.intfin.2024.102002.
- Klaassen, Franc & Mavromatis, Kostas, 2024, "Exchange market pressure in interest rate rules," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 93, issue C, DOI: 10.1016/j.intfin.2024.102005.
- Huang, Jin & Liu, Ruiqi & Wang, Wenting & Wang, Zi'ang & Wang, Congwei & (Jimmy) Jin, Yong, 2024, "Unleashing Fintech’s potential: A catalyst for green bonds issuance," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 93, issue C, DOI: 10.1016/j.intfin.2024.102009.
- Rim, Jongseok, 2024, "Comparative dynamics of housing finance: A cross-country analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 94, issue C, DOI: 10.1016/j.intfin.2024.102010.
- Ballester, Laura & González-Urteaga, Ana & Shen, Long, 2024, "Green bond issuance and credit risk: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 94, issue C, DOI: 10.1016/j.intfin.2024.102013.
- Chen, Steven Shu-Hsiu, 2024, "International crash risk premium," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 94, issue C, DOI: 10.1016/j.intfin.2024.102014.
- Ji, Qiang & Ma, Dandan & Zhai, Pengxiang & Fan, Ying & Zhang, Dayong, 2024, "Global climate policy uncertainty and financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 95, issue C, DOI: 10.1016/j.intfin.2024.102047.
- Sila, Jan & Kocenda, Evzen & Kristoufek, Ladislav & Kukacka, Jiri, 2024, "Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 96, issue C, DOI: 10.1016/j.intfin.2024.102062.
- Abudy, Menachem Meni & Kaplanski, Guy & Mugerman, Yevgeny, 2024, "Market timing with moving average distance: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 97, issue C, DOI: 10.1016/j.intfin.2024.102065.
- He, Xie & Hamori, Shigeyuki, 2024, "Asymmetric Higher-Moment spillovers between sustainable and traditional investments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 97, issue C, DOI: 10.1016/j.intfin.2024.102078.
- Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2024, "The profitability of lead–lag arbitrage at high frequency," International Journal of Forecasting, Elsevier, volume 40, issue 3, pages 1002-1021, DOI: 10.1016/j.ijforecast.2023.09.001.
- Hartwell, Christopher A. & Zadorozhna, Olha, 2024, "The connections that bind: Political connectivity in the face of geopolitical disruption," Journal of International Management, Elsevier, volume 30, issue 3, DOI: 10.1016/j.intman.2024.101141.
- Lee, Hyun-Hoon & Park, Cyn-Young & Pyun, Ju Hyun, 2024, "International business cycle synchronization: A synthetic assessment," Japan and the World Economy, Elsevier, volume 69, issue C, DOI: 10.1016/j.japwor.2024.101239.
- Carrera de Souza, Tomás & Hudepohl, Tom, 2024, "Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market," Journal of Banking & Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbankfin.2023.107037.
- Liu, Xi & Zhang, Xueyong, 2024, "Geopolitical risk and currency returns," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107097.
- Chan, Ann Ling-Ching & Hsieh, Yi-Ting & Lee, Edward & Yueh, Meng-Lan, 2024, "Information environment and participation of foreign banks in U.S. syndicated loan market," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107107.
- Cheng, Hang & Guo, Hui & Shi, Yongdong, 2024, "Multifactor conditional equity premium model: Evidence from China's stock market," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107117.
- Caramichael, John & Rapp, Andreas C., 2024, "The green corporate bond issuance premium," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107126.
- Samdani, Taufique, 2024, "Disclosure rules, controlling shareholders, and trading activity in the new issues market," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107168.
- Dong, Dayong & Jiang, Danling & Wu, Keke & Zhu, Hongquan, 2024, "Game in another town: Geography of stock watchlists and firm valuation," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107164.
- Agcayazi, Busra & Hibbert, Ann Marie & Morillon, Thibaut G., 2024, "CEO International Background and Cross-Border M&As," Journal of Banking & Finance, Elsevier, volume 164, issue C, DOI: 10.1016/j.jbankfin.2024.107129.
- Artiga Gonzalez, Tanja & Dyakov, Teodor & Inhoffen, Justus & Wipplinger, Evert, 2024, "Crowding of international mutual funds," Journal of Banking & Finance, Elsevier, volume 164, issue C, DOI: 10.1016/j.jbankfin.2024.107202.
- Arikawa, Yasuhiro & Byoun, Soku & Han, Seung Hun & Pagano, Michael S. & Shin, Yoon S., 2024, "The role of Japanese corporate governance features in explaining rating differences between global and Japanese rating agencies," Journal of Banking & Finance, Elsevier, volume 164, issue C, DOI: 10.1016/j.jbankfin.2024.107215.
- Qiao, Fang, 2024, "Do analysts disseminate anomaly information in China?," Journal of Banking & Finance, Elsevier, volume 165, issue C, DOI: 10.1016/j.jbankfin.2024.107221.
- Chang, Yuyuan & He, Wen & Mi, Lin, 2024, "Climate risk and payout flexibility around the world," Journal of Banking & Finance, Elsevier, volume 166, issue C, DOI: 10.1016/j.jbankfin.2024.107233.
- Billio, Monica & Dufour, Alfonso & Segato, Samuele & Varotto, Simone, 2024, "Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993]," Journal of Banking & Finance, Elsevier, volume 166, issue C, DOI: 10.1016/j.jbankfin.2024.107236.
- Holland, Sara B. & Sarkissian, Sergei & Schill, Michael J. & Warnock, Francis E., 2024, "Nonlinearities and a pecking order in cross-border investment," Journal of Banking & Finance, Elsevier, volume 166, issue C, DOI: 10.1016/j.jbankfin.2024.107250.
- Qiao, Fang & Xu, Lai & Zhang, Xiaoyan & Zhou, Hao, 2024, "Variance risk premiums in emerging markets," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107259.
- Filippou, Ilias & Gozluklu, Arie & Rozental, Hari, 2024, "ETF arbitrage and international diversification," Journal of Banking & Finance, Elsevier, volume 168, issue C, DOI: 10.1016/j.jbankfin.2024.107274.
- Araujo, Juliana & Patnam, Manasa & Popescu, Adina & Valencia, Fabian & Yao, Weijia, 2024, "Effects of macroprudential policy: Evidence from over 6000 estimates," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107273.
- Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M., 2024, "Vulnerable funding in the global economy," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107314.
- Zhou, Wei-Xing & Dai, Yun-Shi & Duong, Kiet Tuan & Dai, Peng-Fei, 2024, "The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots," Journal of Economic Behavior & Organization, Elsevier, volume 217, issue C, pages 91-111, DOI: 10.1016/j.jebo.2023.11.004.
- Arteaga-Garavito, Maria Jose & Croce, Mariano M. & Farroni, Paolo & Wolfskeil, Isabella, 2024, "When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion," Journal of Financial Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jfineco.2024.103850.
- Filippou, Ilias & Maurer, Thomas A. & Pezzo, Luca & Taylor, Mark P., 2024, "Importance of transaction costs for asset allocation in foreign exchange markets," Journal of Financial Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.jfineco.2024.103886.
- Bahaj, Saleem & Malherbe, Frederic, 2024, "The cross-border effects of bank capital regulation," Journal of Financial Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.jfineco.2024.103912.
- Zhu, Bing & van Dijk, Dorinth & Lizieri, Colin, 2024, "Price diffusion across international private commercial real estate markets," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102976.
- Kamate, Vidya & Kumar, Abhishek, 2024, "Dealer networks, client sophistication and pricing in OTC derivatives," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102986.
- Lyu, Yongjian & Zhang, Xinyu & Cao, Jin & Liu, Jiatao & Yang, Mo, 2024, "Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102989.
- G. Arghyrou, Michael & Gadea, Maria-Dolores & Kontonikas, Alexandros, 2024, "Private bank deposits and macro/fiscal risk in the euro-area," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102992.
- Peiris, M.U. & Shirobokov, A. & Tsomocos, D.P., 2024, "Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?," Journal of International Money and Finance, Elsevier, volume 141, issue C, DOI: 10.1016/j.jimonfin.2023.103012.
- Qiao, Tongshuai & Ding, Wenjie & Han, Liyan & Li, Donghui, 2024, "RMB exchange rate volatility and the cross-section of Chinese A-share returns," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103024.
- Wong, Raymond M.K. & Dak-Adzaklo, Cephas Simon Peter & Lo, Agnes W.Y., 2024, "Debt choice in the regulated competition era," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103045.
- Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Li, Yan, 2024, "The out-of-sample performance of carry trades," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103042.
- Temesvary, Judit & Wei, Andrew, 2024, "Domestic lending and the pandemic: How does banks’ exposure to COVID-19 abroad affect their lending in the United States?," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103054.
- Altdörfer, Marc & Guettler, Andre & Löffler, Gunter, 2024, "Analyst distance and credit rating consistency," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103055.
- Darvas, Zsolt & Schepp, Zoltán, 2024, "Exchange rates and fundamentals: Forecasting with long maturity forward rates," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103067.
- van der Zwan, Terri & Kole, Erik & van der Wel, Michel, 2024, "Heterogeneous macro and financial effects of ECB asset purchase programs," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103073.
- He, Qing & Liang, Bailin & Liu, Junyi, 2024, "RMB internationalization and exchange rate exposure of Chinese listed firms," Journal of International Money and Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jimonfin.2024.103098.
- Garcia, Márcio & Guillen, Diogo & Ribeiro, Bernardo & Velloso, João, 2024, "International macroeconomic vulnerability," Journal of International Money and Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jimonfin.2024.103105.
- Ogrokhina, Olena & Rodriguez, Cesar M., 2024, "Inflation targeting and capital flows: A tale of two cycles in developing countries," Journal of International Money and Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jimonfin.2024.103121.
- de Boer, Jantke & Eichler, Stefan & Rövekamp, Ingmar, 2024, "Protectionism, bilateral integration, and the cross section of exchange rate returns in US presidential debates," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103134.
- Jiang, Fuwei & Liu, Hongkui & Tang, Guohao & Yu, Jiasheng, 2024, "Global mispricing matters," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103136.
- Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2024, "Capital flows-at-risk: Push, pull and the role of policy," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103146.
- Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024, "An unconventional FX tail risk story," Journal of International Money and Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jimonfin.2024.103152.
- Höfler, Markus & Schertler, Andrea, 2024, "Financial integration and hedging and safe haven properties of metals for sovereign bonds," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103195.
- Peng, Ya & Zhang, Xueyong, 2024, "Economic policy uncertainty in OFDI host countries and the cross-section of stock returns," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103214.
- Apeti, Ablam Estel & Bambe, Bao-We-Wal & Combes, Jean-Louis & Edoh, Eyah Denise, 2024, "Original sin: Fiscal rules and government debt in foreign currency in developing countries," Journal of Macroeconomics, Elsevier, volume 80, issue C, DOI: 10.1016/j.jmacro.2024.103600.
- Chaban, Maxym, 2024, "Exchange rate dynamics and consumption of traded goods," Journal of Macroeconomics, Elsevier, volume 80, issue C, DOI: 10.1016/j.jmacro.2024.103602.
- Xue, Wenjun & He, Zhongzhi & Wang, FeiFei, 2024, "MD&A tone and stock returns," Journal of Contemporary Accounting and Economics, Elsevier, volume 20, issue 3, DOI: 10.1016/j.jcae.2024.100440.
- Pinto-Ávalos, Francisco & Bowe, Michael & Hyde, Stuart, 2024, "Revisiting the pricing impact of commodity market spillovers on equity markets," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100369.
- Salah Uddin, Gazi & Lucey, Brian & Rahman, Md Lutfur & Stenvall, David, 2024, "Quantile coherency across bonds, commodities, currencies, and equities," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100379.
- Cui, Jinxin & Maghyereh, Aktham, 2024, "Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100380.
- Pham, Linh & Kamal, Javed Bin, 2024, "Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?," Journal of Commodity Markets, Elsevier, volume 34, issue C, DOI: 10.1016/j.jcomm.2024.100407.
- Karkowska, Renata & Urjasz, Szczepan, 2024, "Importance of geopolitical risk in volatility structure: New evidence from biofuels, crude oil, and grains commodity markets," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100440.
- Kakran, Shubham & Kumari, Vineeta & Bajaj, Parminder Kaur & Sidhu, Arpit, 2024, "Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis," The Journal of Economic Asymmetries, Elsevier, volume 29, issue C, DOI: 10.1016/j.jeca.2023.e00342.
- Zehri, Chokri & Madjd-Sadjadi, Zagros & Saleh Iben Ammar, Latifa, 2024, "Asymmetric impacts of U.S. monetary policy on emerging markets: Contagion and macroeconomic determinants," The Journal of Economic Asymmetries, Elsevier, volume 29, issue C, DOI: 10.1016/j.jeca.2024.e00354.
- Eissa, Mohamed Abdelaziz & Al Refai, Hisham & Chortareas, Georgios, 2024, "Heterogeneous impacts of geopolitical risk factors on stock markets in the Middle East: A quantile regression analysis across four emerging economies," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00374.
- Mo, Bin & Zeng, Haiyu & Meng, Juan & Ding, Shaokai, 2024, "The connectedness between uncertainty and exchange rates of oil import countries: new evidence from time and frequency perspective," Resources Policy, Elsevier, volume 88, issue C, DOI: 10.1016/j.resourpol.2023.104398.
- Yousaf, Imran & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024, "Dynamic spillovers and connectedness between crude oil and green bond markets," Resources Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.resourpol.2023.104594.
- Hu, Xiaofeng, 2024, "Studying the relationship between financial accounting and mineral wealth management," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104800.
- Demirer, Riza & Gabauer, David & Gupta, Rangan & Nielsen, Joshua, 2024, "Gold, platinum and the predictability of bubbles in global stock markets," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104808.
- Behera, Chinmaya & Rath, Badri Narayan, 2024, "The interconnectedness between crude oil prices and stock returns in G20 countries," Resources Policy, Elsevier, volume 91, issue C, DOI: 10.1016/j.resourpol.2024.104950.
- Aziz, Ghazala & Sarwar, Suleman & Yuan, Qiong & Waheed, Rida & Morales, Lucía, 2024, "Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile based estimations," Resources Policy, Elsevier, volume 92, issue C, DOI: 10.1016/j.resourpol.2024.104957.
- Altavilla, Carlo & Gürkaynak, Refet S. & Quaedvlieg, Rogier, 2024, "Macro and micro of external finance premium and monetary policy transmission," Journal of Monetary Economics, Elsevier, volume 147, issue S, DOI: 10.1016/j.jmoneco.2024.103634.
- Serrano, Pedro & Vaello-Sebastià, Antoni & Vich-Llompart, M. Magdalena, 2024, "The international linkages of market risk perception," Journal of Multinational Financial Management, Elsevier, volume 72, issue C, DOI: 10.1016/j.mulfin.2023.100826.
- Hao, Xinlei & Ma, Yong & Pan, Dongtao, 2024, "Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets," Journal of Multinational Financial Management, Elsevier, volume 73, issue C, DOI: 10.1016/j.mulfin.2024.100843.
- Nam, Hyun-Jung & Bang, Jeongseok & Ryu, Doojin, 2024, "Nonlinear effects of financial openness on financial development in ASEAN," Journal of Multinational Financial Management, Elsevier, volume 73, issue C, DOI: 10.1016/j.mulfin.2024.100846.
- Jiang, Christine & Zhang, Xiaori & Hu, Bill, 2024, "Government reporting credibility as immunity: Evidence from a public health event," Journal of Multinational Financial Management, Elsevier, volume 73, issue C, DOI: 10.1016/j.mulfin.2024.100847.
- Fetais, Alanoud Hamad & Aysan, Ahmet Faruk & Nagayev, Ruslan, 2024, "Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects," Journal of Multinational Financial Management, Elsevier, volume 74, issue C, DOI: 10.1016/j.mulfin.2024.100859.
- Lee, Junyong & Oh, Frederick Dongchuhl, 2024, "Do foreign investors make firms more transparent? Evidence from Korea," Journal of Multinational Financial Management, Elsevier, volume 74, issue C, DOI: 10.1016/j.mulfin.2024.100860.
- Ahmed, Faroque & Gurdgiev, Constantin & Sohag, Kazi & Islam, Md. Monirul & Zeqiraj, Veton, 2024, "Global, local, or glocal? Unravelling the interplay of geopolitical risks and financial stress," Journal of Multinational Financial Management, Elsevier, volume 75, issue C, DOI: 10.1016/j.mulfin.2024.100871.
- Hanafi, Mamduh M., 2024, "Foreign investors and stealth trading: An examination of price movements in developing markets," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102234.
- Dang, Tung Lam & Luong, Hoang & Nguyen, Lily & Nguyen, My, 2024, "Political uncertainty and commonality in liquidity," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102249.
- Tong, Bin & Diao, Xundi & Li, Xiaoping, 2024, "Forecasting VaRs via hybrid EVT with normal and non-normal filters: A comparative analysis from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2024.102271.
- Wang, Yifan & You, Xiqi & Zhang, Yanhang & Yang, Hanfang, 2024, "Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2024.102272.
- Gou, Qin & Li, Xingshen & Zhao, Guojun, 2024, "Surges of cross border capital flow: The impact of digital finance," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102305.
- Benenchia, Matteo & Galati, Luca & Lepone, Andrew, 2024, "To fix or not to fix: The representativeness of the WM/R methodology that underpins the FX benchmark rates. A pre-registered report," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102311.
- Naeem, Muhammad Abubakr & Senthilkumar, Arunachalam & Arfaoui, Nadia & Mohnot, Rajesh, 2024, "Mapping fear in financial markets: Insights from dynamic networks and centrality measures," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102368.
- Meng, Chen & Du, Qingjie & Shu, Haibing, 2024, "Return seasonalities in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102391.
- Emm, Ekaterina E. & Han, Bo & Li, Bochen, 2024, "Cross-border acquisitions: The case of SPACs," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102396.
- Liu, Ziqiang & Gao, Xin & Xu, Hao & Xu, Weidong, 2024, "Climate change exposure and stock liquidity commonality: International evidence," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102440.
- Cheng, Tingting & Liu, Fei & Liu, Junli & Yao, Wenying, 2024, "Tail connectedness: Measuring the volatility connectedness network of equity markets during crises," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102497.
- Zhou, Xuewei & Ouyang, Zisheng & Lu, Min & Ouyang, Zhongzhe, 2024, "Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102533.
- Bouri, Elie & Gradojevic, Nikola & Nekhili, Ramzi, 2024, "Fear, extreme fear and U.S. stock market returns," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 656, issue C, DOI: 10.1016/j.physa.2024.130212.
- Salachas, Evangelos & Kouretas, Georgios P. & Laopodis, Nikiforos T. & Vlamis, Prodromos, 2024, "Stock market spillovers of global risks and hedging opportunities," European Journal of Political Economy, Elsevier, volume 83, issue C, DOI: 10.1016/j.ejpoleco.2024.102533.
- Yilmazkuday, Hakan, 2024, "Geopolitical risk and stock prices," European Journal of Political Economy, Elsevier, volume 83, issue C, DOI: 10.1016/j.ejpoleco.2024.102553.
- Apeti, Ablam Estel & Edoh, Eyah Denise, 2024, "Economic sanctions and sovereign debt default," European Journal of Political Economy, Elsevier, volume 85, issue C, DOI: 10.1016/j.ejpoleco.2024.102571.
- Memis, Halil I. & Wessels, Ulrich, 2024, "Dissecting value-growth strategies conditioned on expectation errors," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 155-163, DOI: 10.1016/j.qref.2023.11.009.
- Alomari, Mohammed & Selmi, Refk & Mensi, Walid & Ko, Hee-Un & Kang, Sang Hoon, 2024, "Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 210-228, DOI: 10.1016/j.qref.2023.12.009.
- Gaies, Brahim & Chaâbane, Najeh & Bouzouita, Nesrine, 2024, "Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 43-70, DOI: 10.1016/j.qref.2023.11.007.
- Kyriazis, Nikolaos & Corbet, Shaen, 2024, "The role of international currency spillovers in shaping exchange rate dynamics in Latin America," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 1-10, DOI: 10.1016/j.qref.2023.12.003.
- Fortin, Ines & Hlouskova, Jaroslava, 2024, "Prospect theory and asset allocation," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 214-240, DOI: 10.1016/j.qref.2024.01.010.
- Zhang, Hanyu & Dufour, Alfonso, 2024, "Managing portfolio risk during crisis times: A dynamic conditional correlation perspective," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 241-251, DOI: 10.1016/j.qref.2024.02.002.
- Ghaemi Asl, Mahdi & Rashidi, Muhammad Mahdi & Tavakkoli, Hamid Raza & Rezgui, Hichem, 2024, "Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 37-57, DOI: 10.1016/j.qref.2023.12.010.
- Köstlmeier, Siegfried, 2024, "Pricing and mispricing of accounting fundamentals: Global evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 71-87, DOI: 10.1016/j.qref.2023.12.011.
- Gubareva, Mariya & Sokolova, Tatiana & Umar, Zaghum & Vo, Xuan Vinh, 2024, "Sukuk liquidity and creditworthiness during COVID-19," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 88-92, DOI: 10.1016/j.qref.2024.01.001.
- Hajiyev, Aghamehman & Keiber, Karl Ludwig & Luczak, Adalbert, 2024, "Tug of war with noise traders? Evidence from the G7 stock markets," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 234-243, DOI: 10.1016/j.qref.2024.03.011.
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024, "Energy-related uncertainty and international stock market volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 280-293, DOI: 10.1016/j.qref.2024.04.005.
- Wang, Jying-Nan & Vigne, Samuel A. & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "Hacks and the price synchronicity of bitcoin and ether," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 294-299, DOI: 10.1016/j.qref.2024.04.008.
Printed from https://ideas.repec.org/j/G15-13.html