Research classified by Journal of Economic Literature (JEL) codes

2023

• Ballester, Laura & López, Jesúa & Pavía, Jose M., 2023, "European systemic credit risk transmission using Bayesian networks," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101914.
• Bales, Stephan & Burghartz, Kaspar & Burghof, Hans-Peter & Hitz, Lukas, 2023, "Does the source of uncertainty matter? The impact of financial, newspaper and Twitter-based measures on U.S. banks," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101927.
• Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023, "Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101935.
• Cao, Li & Jiang, Junhua & Piljak, Vanja, 2023, "Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? Evidence from the volatility-spillover effects," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101937.
• Ouyang, Zisheng & Zhou, Xuewei, 2023, "Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101944.
• Gangi, Francesco & Mustilli, Mario & Varrone, Nicola & Graziano, Domenico, 2023, "Target firms’ characteristics and the effects of sovereign wealth funds’ investments: Does cultural context of SWFs matter?," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101950.
• Ndubuisi, Gideon & Urom, Christian, 2023, "Dependence and risk spillovers among clean cryptocurrencies prices and media environmental attention," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101953.
• Cheng, Ruijie & Gupta, Bhavya & Rajan, Ramkishen S., 2023, "Do green financial policies offset the climate transition risk penalty imposed on long-term sovereign bond yields?," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101976.
• Yang, Yajie & Zhao, Longfeng & Zhu, Yipin & Chen, Lin & Wang, Gangjin & Wang, Chao, 2023, "Spillovers from the Russia-Ukraine conflict," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102006.
• Tan, Yeng-May & Szulczyk, Kenneth & Sii, Yew-Hei, 2023, "Performance of ESG-integrated smart beta strategies in Asia-Pacific stock markets," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102008.
• Aharon, David Y. & Ali, Shoaib & Naved, Muhammad, 2023, "Too big to fail: The aftermath of Silicon Valley Bank (SVB) collapse and its impact on financial markets," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102036.
• Izadi, Selma & Rashid, Mamunur & Izadi, Parviz, 2023, "Direct and indirect influence of national culture on foreign direct investment," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102037.
• Bouri, Elie & Gabauer, David & Gupta, Rangan & Kinateder, Harald, 2023, "Global geopolitical risk and inflation spillovers across European and North American economies," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102048.
• Vu, Hoang Duong & Pavelková, Drahomíra, 2023, "Determinants of profit repatriation: Evidence from the Czech Republic and OECD countries as a group," Structural Change and Economic Dynamics, Elsevier, volume 67, issue C, pages 58-68, DOI: 10.1016/j.strueco.2023.06.007.
• Łęt, Blanka & Sobański, Konrad & Świder, Wojciech & Włosik, Katarzyna, 2023, "What drives the popularity of stablecoins? Measuring the frequency dynamics of connectedness between volatile and stable cryptocurrencies," Technological Forecasting and Social Change, Elsevier, volume 189, issue C, DOI: 10.1016/j.techfore.2023.122318.
• Beaver, William H & Cascino, Stefano & Correia, Maria & McNichols, Maureen F., 2024, "Bankruptcy in groups," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118590, Dec.
• Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2023, "An unconventional FX tail risk story," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120052, Aug.
• Accominotti, Olivier & Albers, Thilo & Oosterlinck, Kim, 2024, "Selective default expectations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120657, Jun.
• Çetin, Umut & Waelbroeck, Henri, 2023, "Power laws in market microstructure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120809, Mar.
• Biermann, Marcus & Leromain, Elsa, 2023, "The indirect effect of the Russian-Ukrainian war through international linkages: early evidence from the stock market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121332, Jan.
• Shafinar Ismail & M. K. Hassan & Suharni Rahmat, 2023, "Islamic Social Finance," Books, Edward Elgar Publishing, number 21881, ISBN: ARRAY(0x75590050), June.
• Alain Chaboud & Dagfinn Rime & Vladyslav Sushko, 2023, "The foreign exchange market," Chapters, Edward Elgar Publishing, chapter 12, in: Refet S. Gürkaynak & Jonathan H. Wright, "Research Handbook of Financial Markets".
• Saleem Bahaj & Ricardo Reis, 2023, "The workings of liquidity lines between central banks," Chapters, Edward Elgar Publishing, chapter 5, in: Refet S. Gürkaynak & Jonathan H. Wright, "Research Handbook of Financial Markets".
• Mohd Ziaur Rehman & Karimullah Karimullah, 2023, "Black swan events and stock market behavior in Gulf countries: a comparative analysis of financial crisis (2008) and COVID-19 pandemic," Arab Gulf Journal of Scientific Research, Emerald Group Publishing Limited, volume 42, issue 3, pages 805-824, August, DOI: 10.1108/AGJSR-09-2022-0162.
• Antonio Focacci, 2023, "Spillovers between non-commercial traders’ activity and spot prices? Analysis of the financialization mechanism in the crude oil market," China Finance Review International, Emerald Group Publishing Limited, volume 13, issue 2, pages 157-182, January, DOI: 10.1108/CFRI-07-2022-0110.
• Yong H. Kim & Bochen Li & Hyun-Han Shin & Wenfeng Wu, 2023, "Use it or lose it: fiscal year-end corporate investment around the world," China Finance Review International, Emerald Group Publishing Limited, volume 14, issue 2, pages 269-309, December, DOI: 10.1108/CFRI-07-2023-0184.
• Yuanyun Yan & Bang Nam Jeon & Ji Wu, 2023, "The impact of the COVID-19 pandemic on bank systemic risk: some cross-country evidence," China Finance Review International, Emerald Group Publishing Limited, volume 13, issue 3, pages 388-409, January, DOI: 10.1108/CFRI-08-2022-0158.
• Peterson K. Ozili, 2023, "The COVID-19 Global Debt Crisis: How to Avoid It," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Smart Analytics, Artificial Intelligence and Sustainable Performance Management in a Global Digitalised Economy", DOI: 10.1108/S1569-37592023000110B010.
• Z. Göknur Büyükkara & İsmail Cem Özgüler & Ali Hepsen, 2023, "Relationship between housing, oil, gold and stock markets: evidence from UK and Norway," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 18, issue 2, pages 518-545, December, DOI: 10.1108/IJHMA-09-2023-0125.
• Gatot Soepriyanto & Shinta Amalina Hazrati Havidz & Rangga Handika, 2023, "Crypto goes East: analyzing Bitcoin, technological and regulatory contagions in Asia–Pacific financial markets using asset pricing," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 20, issue 7, pages 2794-2815, December, DOI: 10.1108/IJOEM-07-2022-1127.
• Sergei Gurov & Tamara Teplova, 2023, "Media sentiment, news and liquidity of Chinese property developer stocks amidst the shadow of a mortgage crisis in China," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 20, issue 6, pages 2223-2242, September, DOI: 10.1108/IJOEM-08-2022-1232.
• Shoaib Ali & Imran Yousaf & Xuan Vinh Vo, 2023, "Comovements and hedging effectiveness between conventional and Islamic cryptocurrencies: evidence from the COVID-19 pandemic," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 12, pages 4383-4408, March, DOI: 10.1108/IJOEM-10-2021-1571.
• Mohamed Albaity & Ray Saadaoui Mallek & Hasan Mustafa, 2023, "Heterogeneity of investor sentiment, geopolitical risk and economic policy uncertainty: do Islamic banks differ during COVID-19 pandemic?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 11, pages 4094-4115, February, DOI: 10.1108/IJOEM-11-2021-1679.
• Rim El Khoury & Walid Mensi & Muneer M. Alshater & Sanghoon Kang, 2023, "Extreme risk spillovers and hedging strategies between Indonesia sectorial stocks and commodity markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 20, issue 1, pages 428-467, April, DOI: 10.1108/IJOEM-11-2022-1721.
• Sana Ben Cheikh & Hanen Amiri & Nadia Loukil, 2023, "Social media investors' sentiment as stock market performance predictor," International Journal of Social Economics, Emerald Group Publishing Limited, volume 51, issue 6, pages 713-724, October, DOI: 10.1108/IJSE-12-2022-0818.
• Robin K. Chou & Kuan-Cheng Ko & S. Ghon Rhee, 2023, "National cultures and the asset growth effect," Journal of Derivatives and Quantitative Studies: 선물연구, Emerald Group Publishing Limited, volume 31, issue 4, pages 278-308, September, DOI: 10.1108/JDQS-12-2022-0028.
• Yosra Ghabri & Marjène Rabah Gana, 2023, "On the dynamic relationship between transaction volume and returns: evidence from the cryptocurrency market," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 41, issue 2, pages 780-790, March, DOI: 10.1108/JEAS-04-2022-0095.
• Thabo J. Gopane, 2023, "Economic integration and stock market linkages: evidence from South Africa and BRIC," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 28, issue 56, pages 237-256, November, DOI: 10.1108/JEFAS-11-2021-0232.
• Athanasios Tsagkanos & Dimitrios Koumanakos & Michalis Pavlakis, 2023, "Business activity and business confidence: a new volatility transmission relationship," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 2, pages 408-423, June, DOI: 10.1108/JES-01-2023-0009.
• Mohit Kumar, 2023, "From pandemic to war: dynamics of volatility spillover between BRICS exchange and stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 3, pages 528-545, July, DOI: 10.1108/JES-02-2023-0064.
• Apostolos G. Katsafados & Sotirios Nikoloutsopoulos & George N. Leledakis, 2023, "Twitter sentiment and stock market: a COVID-19 analysis," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 8, pages 1866-1888, April, DOI: 10.1108/JES-09-2022-0486.
• Johnson Worlanyo Ahiadorme, 2023, "Unpleasant surprises? Debt relief and risk of sovereign default," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 15, issue 1, pages 47-74, January, DOI: 10.1108/JFEP-12-2022-0294.
• Vincent Gramlich & Tobias Guggenberger & Marc Principato & Benjamin Schellinger & Nils Urbach, 2023, "A multivocal literature review of decentralized finance: Current knowledge and future research avenues," Electronic Markets, Springer;IIM University of St. Gallen, volume 33, issue 1, pages 1-37, December, DOI: 10.1007/s12525-023-00637-4.
• Moses Kangogo & Mardi Dungey & Vladimir Volkov, 2023, "Changing vulnerability in Asia: contagion and spillovers," Empirical Economics, Springer, volume 64, issue 5, pages 2315-2355, May, DOI: 10.1007/s00181-022-02322-5.
• Ibrahim D. Raheem & Oluyele Akinkugbe & Agboola H. Yusuf & Mahdi Ghaemi Asl, 2023, "Hedging strategies among financial markets: the case of green and brown assets," Empirical Economics, Springer, volume 65, issue 2, pages 831-873, August, DOI: 10.1007/s00181-023-02358-1.
• Sebastiano Michele Zema, 2023, "Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data," Empirical Economics, Springer, volume 65, issue 4, pages 1799-1822, October, DOI: 10.1007/s00181-023-02396-9.
• Beau Soederhuizen & Rutger Teulings & Rob Luginbuhl, 2023, "Estimating the impact of the financial cycle on fiscal policy," Empirical Economics, Springer, volume 65, issue 6, pages 2669-2709, December, DOI: 10.1007/s00181-023-02448-0.
• Sarela Enriquez-Perales & Conrado Diego García-Gómez & José María Díez-Esteban & Edmundo R. Lizarzaburu Bolaños, 2023, "Formal institutions, ICSID arbitration and firm performance: evidence from Latin America," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 13, issue 2, pages 429-464, June, DOI: 10.1007/s40821-022-00213-4.
• Nir Kshetri, 2023, "The nature and sources of international variation in formal institutions related to initial coin offerings: preliminary findings and a research agenda," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-38, December, DOI: 10.1186/s40854-022-00405-x.
• Devendra Kumar Jain & Naqeeb Ur-Rehman & Omonjon Ganiev & Kapil Arora, 2023, "Currencies of greater interest for central Asian economies: an analysis of exchange market pressure amid global and regional interdependence," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-18, December, DOI: 10.1186/s40854-022-00417-7.
• Guoli Mo & Chunzhi Tan & Weiguo Zhang & Xuezeng Yu, 2023, "Dynamic spatiotemporal correlation coefficient based on adaptive weight," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-43, December, DOI: 10.1186/s40854-022-00437-3.
• Esra Alp Coşkun & Hakan Kahyaoglu & Chi Keung Marco Lau, 2023, "Which return regime induces overconfidence behavior? Artificial intelligence and a nonlinear approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-34, December, DOI: 10.1186/s40854-022-00446-2.
• Walid Mensi & Debasish Maitra & Refk Selmi & Xuan Vinh Vo, 2023, "Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-27, December, DOI: 10.1186/s40854-023-00451-z.
• Ahmed BenSaïda, 2023, "The linkage between Bitcoin and foreign exchanges in developed and emerging markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-27, December, DOI: 10.1186/s40854-023-00454-w.
• Seema Wati Narayan & Mobeen Ur Rehman & Yi-Shuai Ren & Chaoqun Ma, 2023, "Is a correlation-based investment strategy beneficial for long-term international portfolio investors?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-26, December, DOI: 10.1186/s40854-023-00471-9.
• Waqas Hanif & Hee-Un Ko & Linh Pham & Sang Hoon Kang, 2023, "Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-40, December, DOI: 10.1186/s40854-023-00474-6.
• Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2023, "A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00483-5.
• Lu Yang & Lei Yang & Xue Cui, 2023, "Sovereign default network and currency risk premia," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-22, December, DOI: 10.1186/s40854-023-00485-3.
• Michael Frömmel & Eyup Kadioglu, 2023, "Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00500-7.
• Richard T. Ampofo & Eric N. Aidoo & Bernard O. Ntiamoah & Ophelia Frimpong & Daniel Sasu, 2023, "An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 2, pages 517-540, June, DOI: 10.1007/s12197-022-09613-8.
• Kingstone Nyakurukwa & Yudhvir Seetharam, 2023, "Higher moment connectedness of cryptocurrencies: a time-frequency approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 3, pages 793-814, September, DOI: 10.1007/s12197-023-09627-w.
• Yifan Liu & Leyuan You, 2023, "Does the market reward firms for being more green or less brown?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 3, pages 564-585, September, DOI: 10.1007/s12197-023-09633-y.
• Mohammad Al-Shboul & Aktham Maghyereh, 2023, "Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 12, issue 1, pages 1-23, December, DOI: 10.1186/s40008-023-00306-x.
• Ghassen Nouajaa & Jean-Laurent Viviani, 2023, "Foreign Exchange Risk Hedging Policy: Evidence from France," Lecture Notes in Operations Research, Springer, in: Pascal Alphonse & Karima Bouaiss & Pascal Grandin & Constantin Zopounidis, "Essays on Financial Analytics", DOI: 10.1007/978-3-031-29050-3_1.
• Huthaifa Sameeh Alqaralleh, 2023, "The extreme spillover from climate policy uncertainty to the Chinese sector stock market: wavelet time-varying approach," Letters in Spatial and Resource Sciences, Springer, volume 16, issue 1, pages 1-17, December, DOI: 10.1007/s12076-023-00352-w.
• Aktham Maghyereh & Hussein Abdoh & Marcin Wątorek, 2023, "The impact of COVID-19 pandemic on the dynamic correlations between gold and U.S. equities: evidence from multifractal cross-correlation analysis," Quality & Quantity: International Journal of Methodology, Springer, volume 57, issue 2, pages 1889-1903, April, DOI: 10.1007/s11135-022-01404-x.
• Afees A. Salisu & Abdulsalam Abidemi Sikiru & Philip C. Omoke, 2023, "COVID-19 pandemic and financial innovations," Quality & Quantity: International Journal of Methodology, Springer, volume 57, issue 4, pages 3885-3904, August, DOI: 10.1007/s11135-022-01540-4.
• Diego M. Hager & Thomas Nitschka, 2023, "Responses of Swiss interest rates and stock prices to ECB policy surprises," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 159, issue 1, pages 1-14, December, DOI: 10.1186/s41937-023-00117-8.
• Azza Bejaoui & Wajdi Frikha & Ahmed Jeribi, 2023, "On the dynamic connectedness between the G7 stock market indices and different asset classes: Fresh insights from the COVID-19 pandemic and Russia–Ukraine war," SN Business & Economics, Springer, volume 3, issue 11, pages 1-21, November, DOI: 10.1007/s43546-023-00562-w.
• Kalu O. Emenike, 2023, "Response of Africa to global sovereign bond volatility spillover," SN Business & Economics, Springer, volume 3, issue 11, pages 1-15, November, DOI: 10.1007/s43546-023-00575-5.
• Ajithakumari Vijayappan Nair Biju & Snehith Jacob Kodiyatt & P. P. Nithi Krishna & Geetha Sreelekshmi, 2023, "ESG sentiments and divergent ESG scores: suggesting a framework for ESG rating," SN Business & Economics, Springer, volume 3, issue 12, pages 1-21, December, DOI: 10.1007/s43546-023-00592-4.
• Hassan Zada & Huma Maqsood & Shakeel Ahmed & Muhammad Zeb Khan, 2023, "Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia," SN Business & Economics, Springer, volume 3, issue 1, pages 1-22, January, DOI: 10.1007/s43546-022-00417-w.
• Ajithakumari Vijayappan Nair Biju & Ann Susan Thomas, 2023, "Uncertainties and ambivalence in the crypto market: an urgent need for a regional crypto regulation," SN Business & Economics, Springer, volume 3, issue 8, pages 1-21, August, DOI: 10.1007/s43546-023-00519-z.
• Daouda Lawa Tan Toe & Mamadou Toe & Tibi Didier Zoungrana, 2023, "Investigating the weak and semi-strong forms of Informational Efficiency on the West African Economic and Monetary Union’s Stock Exchange (BRVM) through returns predictability tests," SN Business & Economics, Springer, volume 3, issue 9, pages 1-27, September, DOI: 10.1007/s43546-023-00550-0.
• Juan Infante & Marta Rio & Luis A. Gil-Alana, 2023, "Measuring Persistence in the US Equity Gender Diversity Index," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 167, issue 1, pages 175-182, June, DOI: 10.1007/s11205-023-03104-x.
• Pami Dua & Divya Tuteja, 2023, "Inter-Linkages Between Asian and U.S. Stock Market Returns: A Multivariate GARCH Analysis," Springer Books, Springer, chapter 0, in: Pami Dua, "Macroeconometric Methods", DOI: 10.1007/978-981-19-7592-9_12.
• Delphine Lahet & Stéphanie Prat, 2023, "Local-currency debt and currency internationalization dynamics: A nonlinear framework," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 159, issue 1, pages 215-254, February, DOI: 10.1007/s10290-022-00463-4.
• Andrej Drygalla, 2023, "Monetary policy in an oil-dependent economy in the presence of multiple shocks," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 159, issue 1, pages 185-214, February, DOI: 10.1007/s10290-022-00466-1.
• Maela Giofré & Oleksandra Sokolenko, 2023, "Cross-border investment and the decline of exchange rate volatility: implications for Euro area bilateral investments," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 159, issue 3, pages 595-627, August, DOI: 10.1007/s10290-022-00477-y.
• Rim Ammar Lamouchi & Ruba Khalid Shira, 2023, "Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 13, issue 3, pages 1-3.
• Chen & Jo-Hui & Hussain & Sabbor & Chen & Fu-Ying, 2023, "The Relationship between VIX and Technical Indicator: The Analysis of Shared-Frailty Model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 13, issue 3, pages 1-5.
• Shijie Wang, 2023, "Accounting vs. Politics: Effects of China-US Audit Cooperation on China Concept Stocks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 13, issue 5, pages 1-6.
• Aliano Mauro & Boido Claudio & Galloppo Giuseppe, 2023, "The Impact of the Financial and the Health Crisis on Listed Hotel Stocks," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 12, issue 2, pages 1-3.
• Fay, Constanze & Ghiselli, Angelica, 2023, "Insurers’ investment behaviour and the coronavirus (COVID-19) pandemic," ESRB Occasional Paper Series, European Systemic Risk Board, number 22, Sep.
• Scheicher, Martin, 2023, "Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020," ESRB Occasional Paper Series, European Systemic Risk Board, number 24, Nov.
• Caterina Conigliani & Martina Iorio & Salvatore Monni, 2023, "Water, energy and human development in the Brazilian Amazon: a municipal Human Development Index adjusted for accesses," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 3, pages 318-328, March, DOI: 10.9770/jesi.2023.10.3(21).
• Gábor Bóta & Mihály Ormos & Imrich Antalík, 2023, "Oil price and stock returns in Europe," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 3, pages 329-339, March, DOI: 10.9770/jesi.2023.10.3(22).
• Hakan Yilmazkuday, 2023, "COVID-19 effects on the S&P 500 index," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 1, pages 7-13, January, DOI: 10.1080/13504851.2021.1971607.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Emmanuel Joel Aikins Abakah, 2023, "US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach," Applied Economics, Taylor & Francis Journals, volume 55, issue 3, pages 283-292, January, DOI: 10.1080/00036846.2022.2086686.
• Jiqian Wang & Rangan Gupta & Oğuzhan Çepni & Feng Ma, 2023, "Forecasting international REITs volatility: the role of oil-price uncertainty," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 14, pages 1579-1597, September, DOI: 10.1080/1351847X.2022.2137422.
• Wenna Lu & Laurence Copeland & Yongdeng Xu, 2023, "The pricing of unexpected volatility in the currency market," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 17, pages 2032-2046, November, DOI: 10.1080/1351847X.2023.2190464.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2023, "Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 4, pages 466-481, March, DOI: 10.1080/1351847X.2022.2097883.
• Angeliki Drousia & Athanasios Episcopos & George N. Leledakis & Emmanouil G. Pyrgiotakis, 2023, "EU Regulation and open market share repurchases: new evidence," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 9, pages 1022-1042, June, DOI: 10.1080/1351847X.2021.1910529.
• Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2023, "Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 1, pages 56-72, January, DOI: 10.1080/15427560.2021.1917579.
• Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2023, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 3, pages 365-381, July, DOI: 10.1080/15427560.2021.1983576.
• Yin-Wong Cheung, 2023, "A decade of RMB internationalisation," Economic and Political Studies, Taylor & Francis Journals, volume 11, issue 1, pages 47-74, January, DOI: 10.1080/20954816.2021.1996938.
• Zhitao Lin & Xingwang Qian, 2023, "US monetary policy uncertainty and RMB deviations from covered interest parity," Economic and Political Studies, Taylor & Francis Journals, volume 11, issue 1, pages 75-98, January, DOI: 10.1080/20954816.2022.2075602.
• Donato Masciandaro & Davide Romelli & Gaia Rubera, 2023, "Monetary policy and financial markets: evidence from Twitter traffic," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number TEP1023, Jun.
• Laeven, Luc & Popov, Alexander, 2023, "Carbon taxes and the geography of fossil lending," Other publications TiSEM, Tilburg University, School of Economics and Management, number af32d5b3-b08e-4147-8ac5-1.
• Samuel Tabot ENOW, 2023, "A Non-linear Dependency Test for Market Efficiency: Evidence from International Stock Markets," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 7, issue 1, pages 1-12, DOI: 10.1991/jefa.v7i1.a56.
• Aysegul Kırkpınar & Pınar Evrim Mandacı, 2023, "A Volatility Spillover Analysis Between Bond and Commodity Markets as an Indicator for Global Liquidity Risk," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 70, issue 1, pages 71-100.
• Abobaker AL.AL Hadood & Korhan K. Gokmenoglu, 2023, "Spillover Impact of the US Unconventional Monetary Policy and Uncertainties on Stock-Bond Correlations," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 70, issue 3, pages 355-382.
• Kubiak Jarosław & Czapiewski Leszek & Lizińska Joanna, 2023, "Financial Factors Explaining Value Migration: Evidence from Central Europe," Central European Economic Journal, Sciendo, volume 10, issue 57, pages 133-147, January, DOI: 10.2478/ceej-2023-0008.
• Oktaba Paweł & Grzywińska-Rąpca Małgorzata, 2023, "Modification of technical analysis indicators and increasing the rate of return on investment," Central European Economic Journal, Sciendo, volume 10, issue 57, pages 148-162, January, DOI: 10.2478/ceej-2023-0009.
• Skwarek Mateusz, 2023, "Is Bitcoin an emerging market? A market efficiency perspective," Central European Economic Journal, Sciendo, volume 10, issue 57, pages 219-236, January, DOI: 10.2478/ceej-2023-0013.
• Masuhr Andreas & Trede Mark, 2023, "Mutual volatility transmission between assets and trading places," Dependence Modeling, De Gruyter, volume 11, issue 1, pages 1-15, DOI: 10.1515/demo-2022-0155.
• Szczepocki Piotr, 2023, "Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 27, issue 4, pages 44-58, December, DOI: 10.15611/eada.2023.4.04.
• Buks Andrew G. & Sobański Konrad, 2023, "Divest or engage? Effective paths to net zero from the U.S. perspective," Economics and Business Review, Sciendo, volume 9, issue 1, pages 65-93, April, DOI: 10.18559/ebr.2023.1.3.
• Kaczmarek Tomasz & Grobelny Przemysław, 2023, "How to fly to safety without overpaying for the ticket," Economics and Business Review, Sciendo, volume 9, issue 2, pages 160-183, April, DOI: 10.18559/ebr.2023.2.738.
• Stereńczak Szymon & Kubiak Jarosław, 2023, "The choice of external financing source: The role of company size and stock liquidity," Economics and Business Review, Sciendo, volume 9, issue 3, pages 44-65, October, DOI: 10.18559/ebr.2023.3.800.
• Bousbia Salah Rahima & Beggat Hanane & Debbar Abdelkerim, 2023, "The Dollar and Gold: Which is the Safest Haven? COVID-19 Evidence," Economics and Business, Sciendo, volume 37, issue 1, pages 104-118, January, DOI: 10.2478/eb-2023-0007.
• Dirir Sadik Aden, 2023, "The role of impartial administration in financial sector performance: A comparative study of Latin America and Sub-Saharan African countries," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 19, issue 3, pages 16-30, September, DOI: 10.2478/fiqf-2023-0016.
• Habibi Reza, 2023, "Games in a foreign exchange market and solutions," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 19, issue 3, pages 75-86, September, DOI: 10.2478/fiqf-2023-0020.
• Al Shawawreh Fawaz Khalid, 2023, "Reassessing the Long-Run Abnormal Performance of Jordanian IPOs: An Event Study Approach," Foundations of Management, Sciendo, volume 15, issue 1, pages 141-160, January, DOI: 10.2478/fman-2023-0011.
• Byrka-Kita Katarzyna & Czerwiński Mateusz & Bajerska Aurelia, 2023, "Does deterioration in rule of law per se create or destroy value?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 59, issue 4, pages 277-296, December, DOI: 10.2478/ijme-2023-0016.
• Iwanicz-Drozdowska Małgorzata & Rogowicz Karol & Smaga Paweł, 2023, "Market-moving events and their role in portfolio optimization of generations X, Y, and Z," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 59, issue 4, pages 371-397, December, DOI: 10.2478/ijme-2024-0001.
• Furdui Călin & Șfabu Dorina Teodora, 2023, "The European Banks Under the Shock of the Russian Invasion of 2022: An Event Study Approach," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 68, issue 1, pages 62-77, April, DOI: 10.2478/subboec-2023-0004.
• Dimcea Andrei, 2023, "The Impact of Social Norms on Stock Liquidity," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 68, issue 1, pages 78-99, April, DOI: 10.2478/subboec-2023-0005.
• Socaciu Erzsébet-Mirjám, 2023, "The Nexus Between Foreign Portfolio Diversification and Kinship," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 68, issue 2, pages 1-16, August, DOI: 10.2478/subboec-2023-0006.
• Giuglea Antonia Cosmina, 2023, "Impact of IFRS Adoption on Financial Statements Value Relevance. A Study of Eastern vs. Western European Countries," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 68, issue 3, pages 13-25, December, DOI: 10.2478/subboec-2023-0012.
• Paweł Sakowski & Rafał Sieradzki & Robert Ślepaczuk, 2023, "The systemic risk approach based on implied and realized volatility," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-07.
• Paweł Jakubowski & Robert Ślepaczuk & Franciszek Windorbski, 2023, "REnsembling ARIMAX Model in Algorithmic Investment Strategies on Commodities Market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-20.
• Jaud,Melise & Kukenova,Madina & Strieborny,Martin, 2023, "Stock Market Liberalizations and Export Dynamics," Policy Research Working Paper Series, The World Bank, number 10307, Feb.
• Horn,Sebastian Andreas & Parks,Bradley Christopher & Reinhart,Carmen M. & Trebesch,Christoph, 2023, "China as an International Lender of Last Resort," Policy Research Working Paper Series, The World Bank, number 10380, Mar.
• Cortina Lorente,Juan Jose & Martinez Peria,Maria Soledad & Schmukler,Sergio L. & Xiao,Jasmine, 2023, "The Internationalization of China’s Equity Markets," Policy Research Working Paper Series, The World Bank, number 10513, Jun.
• Reinhold Heinlein & Scott M. R. Mahadeo, 2023, "Oil and US stock market shocks: Implications for Canadian equities," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 56, issue 1, pages 247-287, February, DOI: 10.1111/caje.12641.
• Vivian M. van Breemen & Frank J. Fabozzi & Dennis Vink, 2023, "Intensified Competition and The Impact on Credit Ratings in the RMBS market," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 32, issue 2, pages 51-86, May, DOI: 10.1111/fmii.12170.
• Michele Manna & Stefano Nobili, 2023, "Banks' holdings of and trading in government bonds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 1, pages 257-283, January, DOI: 10.1002/ijfe.2419.
• Oliver Borgards & Robert L. Czudaj, 2023, "Long‐short speculator sentiment in agricultural commodity markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 3511-3528, October, DOI: 10.1002/ijfe.2605.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023, "Policy uncertainty and stock market volatility revisited: The predictive role of signal quality," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 8, pages 2307-2321, December, DOI: 10.1002/for.3016.
• Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023, "Superkurtosis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 8, pages 2061-2091, December, DOI: 10.1111/jmcb.12988.
• Raheel Gohar & Asma Salman & Emmanuel Uche & Omer Faruk Derindag & Bisharat Hussain Chang, 2023, "Does US Infectious Disease Equity Market Volatility Index Predict G7 Stock Returns? Evidence Beyond Symmetry," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-16, June, DOI: 10.1142/S2010495222500282.
• Alina Maydybura & Raheel Gohar & Asma Salman & Wing-Keung Wong & Bisharat Hussain Chang, 2023, "The Asymmetric Effect of the Extreme Changes in the Economic Policy Uncertainty on the Exchange Rates: Evidence from Emerging Seven Countries," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-24, June, DOI: 10.1142/S2010495222500312.
• Francisca Mendonça Souza & Claudia Aline de Souza Ramser & Adriano Mendonça Souza & Claudimar Pereira da Veiga, 2023, "Spillover Effects in the Presence of Structural Breaks, Persistence and Conditioned Heteroscedasticity," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-51, June, DOI: 10.1142/S2010495222500348.
• Ali Matar, 2023, "The Co-Movement between Emerging Stock Markets Using DCC-GARCH Model: Evidence from GCC and Amman Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 04, pages 1-35, December, DOI: 10.1142/S2010495223500112.
• Yuping Song & Yankun Sun & Yue Ma, 2023, "The impact of Sino–US trade war on the co-movement between China’s stock market and global stock markets," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 02, pages 1-24, June, DOI: 10.1142/S2424786322500360.
• Amritkant Mishra & Ajit Kumar Dash & Shri Narayan Pandey & Amba Agarwal, 2023, "Dynamic spillover among the sectoral indices: Evidence from first and second waves of COVID-19," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 03, pages 1-22, September, DOI: 10.1142/S2424786323500202.
• Omenguele René Guy & Mbouolang Yimpi Cédric, 2023, "Influence of Entrepreneur’s Action Logics on His Intention to Adopt Crowdfunding: A Pecking Order Theory Perspective," Journal of Enterprising Culture (JEC), World Scientific Publishing Co. Pte. Ltd., volume 31, issue 04, pages 427-457, December, DOI: 10.1142/S0218495823500140.
• Iuliana Ismailescu & Blake Phillips & Xiaowei Xu, 2023, "Price Discovery in the CDS Market: Evidence from Corporate Acquisitions," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 04, pages 1-33, December, DOI: 10.1142/S2010139223500143.
• Dejan ŽIvkov & Marko Peä†Anac & Dajana Ercegovac, 2023, "Interdependence Between Stocks And Exchange Rate In East Asiaâ €” A Wavelet-Based Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 03, pages 917-939, June, DOI: 10.1142/S0217590819500450.
• Liangbo Zhai & Wei Wang, 2023, "Can Winners Keep Winning? An Analysis Of Performance Persistence Of Mutual Funds And Hedge Funds In China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 06, pages 2029-2050, December, DOI: 10.1142/S0217590820500642.
• David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), 2023, "Options — 45 Years since the Publication of the Black–Scholes–Merton Model:The Gershon Fintech Center Conference," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12822, ISBN: ARRAY(0x6dc8f358).
• Suk-Joong Kim, 2023, "International Banking:A Functional Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13024, ISBN: ARRAY(0x6e033970).
• Gueorgui S Konstantinov & Frank J Fabozzi & Joseph S Simonian, 2023, "Quantitative Global Bond Portfolio Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13313, ISBN: ARRAY(0x6e703470).
• M. S. Scholes, 2023, "Using Option Pricing Information to Time Diversify Portfolio Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Wilmott, 2023, "How Good is Black–Scholes–Merton, Really?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Carr & L. Wu & Y. Zhang, 2023, "Probabilistic Interpretation of Black Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Brigo, 2023, "Probability-Free Models in Option Pricing: Statistically Indistinguishable Dynamics and Historical vs Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• M. Brenner, 2023, "VIX and Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• M. Musiela, 2023, "Multivariate Fractional Brownian Motion and Generalizations of SABR Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Glasserman & P. He, 2023, "Buy Rough, Sell Smooth," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• J. Gatheral & T. Jaisson & M. Rosenbaum, 2023, "Volatility is Rough," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• L.C.G. Rogers, 2023, "Things We Think We Know," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• R. Lee, 2023, "Cumulant Formulas for Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Tankov, 2023, "Implied Volatility Asymptotics: Black–Scholes and Beyond," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• J. Guyon, 2023, "The Smile of Stochastic Volatility Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• J. Cao & J. Chen & J. Hull, 2023, "A Neural Network Approach to Understanding Implied Volatility Movements," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Dobi & M. Avellaneda, 2023, "Modeling Volatility Risk in Equity Options Market: A Statistical Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Gershon, 2023, "A General Theory of Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• A. Lipton, 2023, "Old Problems, Classical Methods, New Solutions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• B. Dupire, 2023, "25 Years of Local Volatility and Beyond," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Gatarek & J. Jabłecki, 2023, "Swap Rate à la Stock: Bermudan Swaptions Made Easy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• N. El Karoui, 2023, "Thirty Years of Derivatives Market: Originality of the French Experience," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• E. I. Ronn, 2023, "Option Prices in the Equity, Index and Commodity Markets: The “Message from Markets”," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• H. Li & Q. Wang, 2023, "Options Markets in China: The New Frontier," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. B. Madan, 2023, "Risk Exposure Valuation Using Measure Distortions: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Protter, 2023, "Insider Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• M. Crouhy & D. Galai & Z. Wiener, 2023, "Contingent Claims Analysis in Corporate Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Quantifying Risks and the Role of Quantitative Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Global Markets and Bond Benchmarks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Currency Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Yield Curve Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Factors in Global Bond Portfolios," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Top-Down Portfolio Allocation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Bond Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Bond Trading, Portfolio Rebalancing, and Electronic Exchanges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Portfolio Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Factor Models in Performance Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Performance Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Yield Curve Attribution for Global Bond Portfolios," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Quantitative Global Bond Portfolio Management".
• Röhrer, Fabio E.G. & Proano, Christian R. & Mateane, Lebogang, 2023, "The impact of macroeconomic activity and yield valuation on mergers and acquisitions in Europe," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 185.
• Kaldorf, Matthias & Röttger, Joost, 2023, "Convenient but risky government bonds," Discussion Papers, Deutsche Bundesbank, number 15/2023.
• Zaghini, Andrea, 2023, "Unconventional green," CFS Working Paper Series, Center for Financial Studies (CFS), number 710.
• Horn, Sebastian & Parks, Bradley & Reinhart, Carmen M. & Trebesch, Christoph, 2023, "China as an international lender of last resort," Kiel Working Papers, Kiel Institute for the World Economy, number 2244.
• Fernández Tucci, Candelaria, 2023, "Original sin and South-South cooperation: Insights for the Mercosur from the experience of the Asian Bond Market Initiative," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 214/2023.
• Ambrocio, Gene & Hasan, Iftekhar & Li, Xiang, 2023, "Global political ties and the global financial cycle," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 23/2023.
• Hüther, Michael, 2023, "This time is different but still risky: Bankenkrise statt Finanzkrise," IW policy papers, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 3/2023.
• Lee, Junyong & Lee, Kyounghun & Oh, Frederick Dongchuhl, 2023, "The effectiveness of capital controls and macroprudential measures," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 45, issue 4, pages 1-22, DOI: 10.23895/kdijep.2023.45.4.1.
• Nauerth, Jannik A., 2023, "On the effect of investment disputes on bilateral portfolio investment in emerging markets," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 01/23.
• Krenz, Johanna, 2023, "Financial integration and international shock transmission: The terms-of-trade effect," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 80.
• Pala, Melissa, 2023, "COVID-19 and the Fragmentation of the European Interbank Market," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association, number 277572.
• Silvia Marchesi & Giovanna Marcolongo, 2023, "Knockin' on H(e)aven's door. Financial crises and hidden wealth," Working Papers, University of Milano-Bicocca, Department of Economics, number 518, Apr.
• Yin Yin Koay & Chee-Wooi Hooy, 2023, "Does Local Risk Still Matter in the Highly Liberalised Emerging Market of Malaysia?," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 60, issue 1, pages 123-143, January, DOI: 10.22452/MJES.vol60no1.7.
• Paweł Węgrzyn & Anna Topczewska, 2023, "Związek między wojną w Ukrainie a kształtowaniem się relacji depozytów do kredytów w bankach w Polsce," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 2, pages 129-152.
• Paweł Mikołajczak, 2023, "Comparative study of social impact bonds – capital per beneficiary and scheme duration," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 2, pages 191-220.
• Edward I. Altman & Rafał Sieradzki & Michał Thlon, 2023, "Assessing the impact of economic and financial shocks on SME credit quality: a scenario analysis," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 2, pages 89-128.