Research classified by Journal of Economic Literature (JEL) codes

2023

• Fatum, Rasmus & Hattori, Takahiro & Yamamoto, Yohei, 2023, "Reserves and risk: Evidence from China," Journal of International Money and Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jimonfin.2023.102844.
• Krahnke, Tobias, 2023, "Doing more with less: The catalytic function of IMF lending and the role of program size," Journal of International Money and Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jimonfin.2023.102856.
• Yuan, Ying & Wang, Haiying & Wang, Tianyang, 2023, "Investigating the dynamics of crisis transmission channels: A comparative analysis," Journal of International Money and Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jimonfin.2023.102857.
• Maurer, Tim D. & Nitschka, Thomas, 2023, "Stock market evidence on the international transmission channels of US monetary policy surprises," Journal of International Money and Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jimonfin.2023.102866.
• Bampinas, Georgios & Panagiotidis, Theodore & Politsidis, Panagiotis N., 2023, "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Journal of International Money and Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jimonfin.2023.102902.
• Schroth, Josef, 2023, "Capital flows and growth across developing countries," Journal of International Money and Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jimonfin.2023.102904.
• Jalloul, Maya & Miescu, Mirela, 2023, "Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory," Journal of International Money and Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jimonfin.2023.102910.
• Wu, Zhen-Xing & Gau, Yin-Feng & Chen, Yu-Lun, 2023, "Price discovery and triangular arbitrage in currency markets," Journal of International Money and Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jimonfin.2023.102912.
• Wellink, Nout, 2023, "Crises have shaped the European Central Bank," Journal of International Money and Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jimonfin.2023.102923.
• Liu, Renliang & Sheng, Liugang & Wang, Jian, 2023, "Faking trade for capital control evasion: Evidence from dual exchange rate arbitrage in China," Journal of International Money and Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jimonfin.2023.102926.
• Breedon, Francis & Pétursson, Thórarinn G. & Vitale, Paolo, 2023, "The currency that came in from the cold: Capital controls and the information content of order flow," Journal of International Money and Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jimonfin.2023.102945.
• Bathia, Deven & Demirer, Riza & Ferrer, Román & Raheem, Ibrahim D., 2023, "Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102948.
• Burkhardt, Raphael & Ulrych, Urban, 2023, "Sparse and stable international portfolio optimization and currency risk management," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102949.
• Borri, Nicola & Shakhnov, Kirill, 2023, "Cryptomarket discounts," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102963.
• Eijffinger, Sylvester C.W. & Pieterse-Bloem, Mary, 2023, "Eurozone government bond spreads: A tale of different ECB policy regimes," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102965.
• Feng, Frank Yulin & Kang, Wenjin & Zhang, Huiping, 2023, "Liquidity shocks and the negative premium of liquidity volatility around the world," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102966.
• Zheng, Huanhuan, 2023, "Original sin redux and deviations from covered interest parity," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102967.
• Janus, Jakub, 2023, "Flights to safe assets in bond markets: Evidence from emerging market economies," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102973.
• Ranganathan, Kavitha & Veeraraghavan, Madhu, 2023, "Pre-and-aftermarket IPO underpricing: Does use of proceeds disclosure matter?," Journal of Contemporary Accounting and Economics, Elsevier, volume 19, issue 3, DOI: 10.1016/j.jcae.2023.100379.
• Enilov, Martin & Mensi, Walid & Stankov, Petar, 2023, "Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic," Journal of Commodity Markets, Elsevier, volume 29, issue C, DOI: 10.1016/j.jcomm.2022.100307.
• Wang, Shu & Zhou, Baicheng & Gao, Tianshu, 2023, "Speculation or actual demand? The return spillover effect between stock and commodity markets," Journal of Commodity Markets, Elsevier, volume 29, issue C, DOI: 10.1016/j.jcomm.2022.100308.
• Fan, John Hua & Qiao, Xiao, 2023, "Commodity momentum: A tale of countries and sectors," Journal of Commodity Markets, Elsevier, volume 29, issue C, DOI: 10.1016/j.jcomm.2023.100315.
• Cunado, Juncal & Chatziantoniou, Ioannis & Gabauer, David & de Gracia, Fernando Perez & Hardik, Marfatia, 2023, "Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures," Journal of Commodity Markets, Elsevier, volume 30, issue C, DOI: 10.1016/j.jcomm.2023.100327.
• Balli, Faruk & O Balli, Hatice & Nguyen, Thi Thu Ha, 2023, "Dynamic connectedness between crude oil and equity markets: What about the effects of firm's solvency and profitability positions?," Journal of Commodity Markets, Elsevier, volume 31, issue C, DOI: 10.1016/j.jcomm.2023.100348.
• Gkillas, Konstantinos & Konstantatos, Christoforos & Papathanasiou, Spyros & Wohar, Mark, 2023, "Estimation of value at risk for copper," Journal of Commodity Markets, Elsevier, volume 32, issue C, DOI: 10.1016/j.jcomm.2023.100351.
• Fry-McKibbin, Renée & McKinnon, Kate, 2023, "The evolution of commodity market financialization: Implications for portfolio diversification," Journal of Commodity Markets, Elsevier, volume 32, issue C, DOI: 10.1016/j.jcomm.2023.100360.
• Li, Hemei & Liu, Zhenya & Zhao, Yuqian, 2023, "The Fortune and crash of common risk factors in Chinese commodity markets," Journal of Commodity Markets, Elsevier, volume 32, issue C, DOI: 10.1016/j.jcomm.2023.100362.
• Alshater, Muneer M. & Alqaralleh, Huthaifa & El Khoury, Rim, 2023, "Dynamic asymmetric connectedness in technological sectors," The Journal of Economic Asymmetries, Elsevier, volume 27, issue C, DOI: 10.1016/j.jeca.2022.e00287.
• Simran, & Sharma, Anil Kumar, 2023, "Asymmetric impact of economic policy uncertainty on cryptocurrency market: Evidence from NARDL approach," The Journal of Economic Asymmetries, Elsevier, volume 27, issue C, DOI: 10.1016/j.jeca.2023.e00298.
• Nyakurukwa, Kingstone & Seetharam, Yudhvir, 2023, "Quantile and asymmetric return connectedness among BRICS stock markets," The Journal of Economic Asymmetries, Elsevier, volume 27, issue C, DOI: 10.1016/j.jeca.2023.e00303.
• shah, Adil Ahmad & Bhanja, Niyati & Dar, Arif Billah, 2023, "Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measures," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00304.
• Ahmed, Shamima & Assaf, Rima & Rahman, Molla Ramizur & Tabassum, Fariha, 2023, "Is geopolitical risk interconnected? Evidence from Russian-Ukraine crisis," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00306.
• Papadamou, Stephanos & Fassas, Athanasios P. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2023, "Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00317.
• Hasan, Md. Bokhtiar & Hassan, M. Kabir & Alhomaidi, Asem, 2023, "How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00333.
• Herley, Michael D. & Orlowski, Lucjan T. & Ritter, Mark A., 2023, "Asymmetric responses of equity returns to changes in exchange rates at different market volatility levels," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00336.
• Dammak, Wael & Boutouria, Nahla & Ben Hamad, Salah & de Peretti, Christian, 2023, "Investor behavior in the currency option market during the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00337.
• Karamti, Chiraz & Jeribi, Ahmed, 2023, "Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00340.
• Hodula, Martin & Janků, Jan & Pfeifer, Lukáš, 2023, "Macro-prudential policies to contain the effect of structural risks on financial downturns," Journal of Policy Modeling, Elsevier, volume 45, issue 6, pages 1204-1222, DOI: 10.1016/j.jpolmod.2023.08.001.
• Lei, Heng & Xue, Minggao & Liu, Huiling & Ye, Jing, 2023, "Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing," Resources Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.resourpol.2022.103170.
• Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Olubiyi, Ebenezer A. & Adedeji, Adedayo O., 2023, "The inflation-hedging performance of industrial metals in the world's most industrialized countries," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103364.
• Guru, Biplab Kumar & Pradhan, Ashis Kumar & Bandaru, Ramakrishna, 2023, "Volatility contagion between oil and the stock markets of G7 countries plus India and China," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103377.
• Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023, "Transition risk, physical risk, and the realized volatility of oil and natural gas prices," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103383.
• Jia, Zhenzhen & Tiwari, Sunil & Zhou, Jianhua & Farooq, Muhammad Umar & Fareed, Zeeshan, 2023, "Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103405.
• Abdullah, Mohammad & Chowdhury, Mohammad Ashraful Ferdous & Sulong, Zunaidah, 2023, "Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103419.
• Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023, "Oil price and the Bitcoin market," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103437.
• Mishra, Aswini Kumar & Arunachalam, Vairam & Olson, Dennis & Patnaik, Debasis, 2023, "Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103490.
• Ofori-Sasu, Daniel & Adu-Darko, Eunice & Asamoah, Michael Effah & Abor, Joshua Yindenaba, 2023, "Oil rents, trade environment and financial development: An international evidence," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103492.
• Yang, Lu, 2023, "Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103493.
• Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Infante, Juan, 2023, "Energy prices in Europe. Evidence of persistence across markets," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103546.
• Hanif, Waqas & Mensi, Walid & Vo, Xuan Vinh & BenSaïda, Ahmed & Hernandez, Jose Arreola & Kang, Sang Hoon, 2023, "Dependence and risk management of portfolios of metals and agricultural commodity futures," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103567.
• Umar, Zaghum & Bossman, Ahmed, 2023, "Quantile connectedness between oil price shocks and exchange rates," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103658.
• Ali, Shoaib & Ijaz, Muhammad Shahzad & Yousaf, Imran, 2023, "Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103672.
• Oosterlinck, Kim & Reyns, Ariane & Szafarz, Ariane, 2023, "Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103710.
• Escribano, Ana & Koczar, Monika W. & Jareño, Francisco & Esparcia, Carlos, 2023, "Shock transmission between crude oil prices and stock markets," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103754.
• Chishti, Muhammad Zubair & Khalid, Ali Awais & Sana, Moniba, 2023, "Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war," Resources Policy, Elsevier, volume 84, issue C, DOI: 10.1016/j.resourpol.2023.103775.
• Foglia, Matteo & Palomba, Giulio & Tedeschi, Marco, 2023, "Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.104056.
• Luqman, Muhammad & Mugheri, Adil & Ahmad, Najid & Soytas, Ugur, 2023, "Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104269.
• Cui, Jinxin & Alshater, Muneer M. & Mensi, Walid, 2023, "Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104286.
• Zhao, Jing & Cui, Luansong & Liu, Weiguo & Zhang, Qiwen, 2023, "Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach," Resources Policy, Elsevier, volume 86, issue PB, DOI: 10.1016/j.resourpol.2023.104142.
• Dang, Tung Lam & Vo, Thi Thuy Anh & Vo, Xuan Vinh & Thi My Nguyen, Linh, 2023, "Does foreign institutional ownership matter for stock price synchronicity? International evidence," Journal of Multinational Financial Management, Elsevier, volume 67, issue C, DOI: 10.1016/j.mulfin.2023.100783.
• Lee, Jennifer Eunkyeong & Cho, Hoon & Ryu, Doojin & Seok, Sangik, 2023, "Does performance-chasing behavior matter? International evidence," Journal of Multinational Financial Management, Elsevier, volume 68, issue C, DOI: 10.1016/j.mulfin.2023.100799.
• Gómez-Puig, Marta & Pieterse-Bloem, Mary & Sosvilla-Rivero, Simón, 2023, "Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets," Journal of Multinational Financial Management, Elsevier, volume 68, issue C, DOI: 10.1016/j.mulfin.2023.100800.
• Khiar, Mohamed Nasrallah & Kooli, Maher, 2023, "Culture and payout policy: International evidence," Journal of Multinational Financial Management, Elsevier, volume 70, issue , DOI: 10.1016/j.mulfin.2023.100823.
• Yi, Biao & Xiang, Xueman, 2023, "Pair analyst coverage and return comovement: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 77, issue C, DOI: 10.1016/j.pacfin.2022.101908.
• Feng, Xunan & Johansson, Anders C. & Wei, Dengxi, 2023, "Judging a book by its cover: Analysts and attention-driven price patterns in China's IPO market," Pacific-Basin Finance Journal, Elsevier, volume 78, issue C, DOI: 10.1016/j.pacfin.2022.101913.
• Liu, Tengdong & Zheng, Dazhi & Zheng, Suyan & Lu, Yang, 2023, "Herding in Chinese stock markets: Evidence from the dual-investor-group," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.101992.
• Li, Yanshuang & Shi, Yujie & Shi, Yongdong & Yi, Shangkun & Zhang, Weiping, 2023, "COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102004.
• Samarasinghe, Ama, 2023, "Stock market liquidity and bank stability," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102028.
• Ülkü, Numan & Ali, Fahad & Saydumarov, Saidgozi & İkizlerli, Deniz, 2023, "COVID caused a negative bubble. Who profited? Who lost? How stock markets changed?," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102044.
• Lu, Yueliang (Jacques) & Tian, Weidong, 2023, "An on-line machine learning return prediction," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102049.
• Umar, Zaghum & Riaz, Yasir & Shahab, Yasir & Teplova, Tamara, 2023, "Network connectedness of the term structure of yield curve and global Sukuks," Pacific-Basin Finance Journal, Elsevier, volume 80, issue C, DOI: 10.1016/j.pacfin.2023.102056.
• Chen, Yu-Lun & Mo, Wan-Shin & Qin, Rong-Ling & Yang, J. Jimmy, 2023, "Return spillover across China's financial markets," Pacific-Basin Finance Journal, Elsevier, volume 80, issue C, DOI: 10.1016/j.pacfin.2023.102057.
• Shen, Zhe & Sowah, Joseph Sowahfio & Dak-Adzaklo, Cephas Simon Peter & Li, Shan, 2023, "Competition laws and corporate risk-taking around the world," Pacific-Basin Finance Journal, Elsevier, volume 80, issue C, DOI: 10.1016/j.pacfin.2023.102058.
• Chen, Haozhi & Zhang, Yue, 2023, "Research on the effect of firm-specific investor sentiment on the idiosyncratic volatility anomaly: Evidence from the Chinese market," Pacific-Basin Finance Journal, Elsevier, volume 81, issue C, DOI: 10.1016/j.pacfin.2023.102114.
• Wu, Meng-Wen & Shen, Chung-Hua & Hsu, Hsing-Hua & Chiu, Po-Hao, 2023, "Why did a bank with good governance perform worse during the financial crisis? The views of shareholder and stakeholder orientations," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102127.
• Jiang, Fuwei & Liu, Hongkui & Yu, Jiasheng & Zhang, Huajing, 2023, "International stock return predictability: The role of U.S. uncertainty spillover," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102161.
• Yousaf, Imran & Hunjra, Ahmed Imran & Alshater, Muneer M. & Bouri, Elie & Li, Yanshuang, 2023, "Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102163.
• Zhang, Zhehao & Xing, Ruina & Liu, Jiajun & Shao, Yifei, 2023, "Correlation-based investment strategies: A comparison between Chinese and US stock markets," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102167.
• Du, Qingjie & Wang, Yang & Wei, Chishen & Wei, K.C. John, 2023, "Machine learning, anomalies, and the expected market return: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102168.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk & Kirli, Imra, 2023, "Mood seasonality around the globe," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102171.
• Huang, Xiangqian & Liu, Clark & Shu, Tao, 2023, "Factors and anomalies in the Vietnamese stock market," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102176.
• Cao, Jie & Zhan, Xintong & Zhang, Weiming & Zhang, Yaojia, 2023, "The return predictability of carbon emissions: Evidence from Hong Kong and Singapore," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102177.
• Hoang, Khoa & Huang, Ronghong & Truong, Helen, 2023, "Resurrecting the market factor: A case of data mining across international markets," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102183.
• Wei, Zhengyuan & He, Qingxia & Zhou, Qili & Wang, Ge, 2023, "Measuring dependence structure and extreme risk spillovers in stock markets: An APARCH-EVT-DMC approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 632, issue P1, DOI: 10.1016/j.physa.2023.129357.
• Fan, John Hua & Omura, Akihiro & Roca, Eduardo, 2023, "Geopolitics and rare earth metals," European Journal of Political Economy, Elsevier, volume 78, issue C, DOI: 10.1016/j.ejpoleco.2022.102356.
• Urom, Christian & Guesmi, Khaled & Abid, Ilyes & Dagher, Leila, 2023, "Dynamic integration and transmission channels among interest rates and oil price shocks," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 296-317, DOI: 10.1016/j.qref.2021.04.008.
• Kadırgan, Can, 2023, "Exchange rate driven balance sheet effect and capital flows to emerging market economies," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 35-45, DOI: 10.1016/j.qref.2022.11.003.
• Raheem, Ibrahim D. & le Roux, Sara, 2023, "Geopolitical risks and tourism stocks: New evidence from causality-in-quantile approach," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 1-7, DOI: 10.1016/j.qref.2023.01.002.
• Samet, Anis & Abdallah, Wissam & Abdallah, Abed AL-Nasser, 2023, "The geography and determinants of ADR holdings," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 228-243, DOI: 10.1016/j.qref.2023.01.009.
• Ge, Zhenyu, 2023, "The asymmetric impact of oil price shocks on China stock market: Evidence from quantile-on-quantile regression," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 120-125, DOI: 10.1016/j.qref.2023.03.009.
• Elshandidy, Tamer & Ahmed, Yousry, 2023, "Stock price informativeness of risk disclosure: Does time orientation matter?," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 149-162, DOI: 10.1016/j.qref.2023.03.008.
• Hartmann, Jochen & Pelster, Matthias & Sievers, Soenke, 2023, "Can the market identify prosperous activist engagements? Evidence from announcement and long-term buy-and-hold returns," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 174-187, DOI: 10.1016/j.qref.2023.03.007.
• Haimann, Michael & Kaserer, Christoph & Ljubicic, Kristian, 2023, "Cui bono? Large-scale evidence on the impact of COVID-19 policy measures on listed firms," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 228-243, DOI: 10.1016/j.qref.2023.04.002.
• Wang, Jying-Nan & Liu, Hung-Chun & Lee, Yen-Hsien & Hsu, Yuan-Teng, 2023, "FoMO in the Bitcoin market: Revisiting and factors," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 244-253, DOI: 10.1016/j.qref.2023.04.007.
• Gil-Alana, Luis A. & Infante, Juan & Martín-Valmayor, Miguel Angel, 2023, "Persistence and long run co-movements across stock market prices," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 347-357, DOI: 10.1016/j.qref.2022.10.001.
• Yunus, Nafeesa, 2023, "Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 211-232, DOI: 10.1016/j.qref.2023.05.002.
• Tang, Yunshu & Xie, Wenyan & Li, Dong Andrew & Ruan, Yaoyun, 2023, "Market liquidity migration’s effects on the relationship between stock liquidity and stock price crash risk: Evidence from China," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 158-169, DOI: 10.1016/j.qref.2022.10.013.
• Yue, Tian & Ruan, Xinfeng & Gehricke, Sebastian & Zhang, Jin E., 2023, "The volatility index and volatility risk premium in China," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 40-55, DOI: 10.1016/j.qref.2023.07.004.
• Mateane, Lebogang, 2023, "Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?," Research in Economics, Elsevier, volume 77, issue 3, pages 402-418, DOI: 10.1016/j.rie.2023.06.007.
• Ye, Zhiqiang & Zhang, Shunming & Zheng, Jiefei, 2023, "The peer effects of PIPEs," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 156-172, DOI: 10.1016/j.iref.2022.08.021.
• Mensi, Walid & Aslan, Aylin & Vo, Xuan Vinh & Kang, Sang Hoon, 2023, "Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 219-232, DOI: 10.1016/j.iref.2022.08.015.
• Su, Kuangxi & Yao, Yinhong & Zheng, Chengli & Xie, Wenzhao, 2023, "A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 35-50, DOI: 10.1016/j.iref.2022.08.019.
• Duc-Nguyen, Nguyen & Mishra, Anil V. & Daly, Kevin, 2023, "Variation in the competition − Efficiency nexus: Evidence from emerging markets," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 401-420, DOI: 10.1016/j.iref.2022.09.008.
• Koyama, Kentaro & Takeda, Sumihiro, 2023, "Currency basis term structure, cross-border investment flow, and central bank currency swap agreement," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 470-482, DOI: 10.1016/j.iref.2022.09.009.
• Akbari, Amir & Carrieri, Francesca, 2023, "Global risk and market conditions," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 51-70, DOI: 10.1016/j.iref.2022.08.012.
• Zhang, Wenwen & Cao, Shuo & Zhang, Xuan & Qu, Xuefeng, 2023, "COVID-19 and stock market performance: Evidence from the RCEP countries," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 717-735, DOI: 10.1016/j.iref.2022.10.013.
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• Yang, Lu & Cui, Xue & Yang, Lei & Hamori, Shigeyuki & Cai, Xiaojing, 2023, "Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 55-69, DOI: 10.1016/j.iref.2022.11.006.
• Emter, Lorenz, 2023, "Leverage cycles, growth shocks, and sudden stops in capital inflows," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 711-731, DOI: 10.1016/j.iref.2022.11.029.
• Batten, Jonathan A. & Bilgin, Mehmet Huseyin & Demir, Ender & Gozgor, Giray, 2023, "Does globalization affect credit market controls?," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 21-43, DOI: 10.1016/j.iref.2022.11.012.
• Wu, Gabriel Shui Tang & Wan, Wilson Tsz Shing, 2023, "What drives the cross-border spillover of climate transition risks? Evidence from global stock markets," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 432-447, DOI: 10.1016/j.iref.2023.01.027.
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• Jun, Chen & Qiyuan, Liu & Xiaofang, Ma & Zhang, Feida (Frank), 2023, "Board gender diversity and cost of equity: Evidence from mandatory female board representation," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 501-515, DOI: 10.1016/j.iref.2023.06.031.
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