Research classified by Journal of Economic Literature (JEL) codes

2022

• Olimpia Fontana, 2022, "Carbon Pricing and Carbon Border Adjustment Mechanism: for a European Union Global Strategy," Policy Papers, Fondazione CSF, number 52, May.
• Olimpia Fontana & Luca Gasbarro, 2022, "European Fiscal Capacity and New Own Resources: Proposals and Scenarios," Research Papers, Fondazione CSF, number 264, Jun.
• Gabriele Casano, 2022, "Next Generation Africa: Opportunities and Challenges of a New Instrument Reallocating European SDRs to the African Continent," Research Papers, Fondazione CSF, number 585, Feb.
• Annamaria Viterbo, 2022, "The Reallocation of Special Drawing Rights to the Benefit of the African Continent: a Proposal for Euro Area Countries," Research Papers, Fondazione CSF, number 598, Feb.
• Donato Masciandaro & Oana Peia & Davide Romelli, 2022, "Central Bank Communication and Social Media: From Silence to Twitter," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 22187.
• Nataliia Gvozdej, 2022, "Cooperation Of Ukraine With International Financial And Credit Organizations: Current Status And Expansion Prospects," Three Seas Economic Journal, Publishing house "Baltija Publishing", volume 3, issue 2, DOI: 10.30525/2661-5150/2022-2-7.
• Pavlo Dziuba & Darya Glukhova & Kyryl Shtogrin, 2022, "Risk, Return And International Portfolio Diversification: K-Means Clustering Data," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 8, issue 3, DOI: 10.30525/2256-0742/2022-8-3-53-64.
• Alexander Ganchev, 2022, "The Performance of Hedge Fund Industry during the COVID-19 Crisis – Theoretical Characteristics and Empirical Aspects," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 18-37.
• Ivan S. Blahun & Lesia Dmytryshyn & Ivan I. Blahun & Semen Blahun, 2022, "Stock Indices as Indicators of Market Efficiency and Interaction," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 87-106.
• David Beers & Elliot Jones & Karim McDaniels & Zacharie Quiviger, 2022, "BoC–BoE Sovereign Default Database: What’s new in 2022?," Staff Analytical Notes, Bank of Canada, number 2022-11, Aug, DOI: 10.34989/san-2022-11.
• Manuel A. Pérez Álvarez, 2022, "Nueva asignación de Derechos Especiales de Giro," Occasional Papers, Banco de España, number 2201, Jan.
• Manuel A. Pérez Álvarez, 2022, "New allocation of Special Drawing Rights," Occasional Papers, Banco de España, number 2201, Jan.
• Julio Gálvez, 2022, "Measuring the equity risk premium with dividend discount models," Occasional Papers, Banco de España, number 2207, May.
• Pana Alves & Sergio Mayordomo & Manuel Ruiz-García, 2022, "La financiación empresarial en los mercados de renta fija: la contribución de la política monetaria a mitigar la barrera del tamaño," Occasional Papers, Banco de España, number 2209, May.
• Pana Alves & Sergio Mayordomo & Manuel Ruiz-García, 2022, "Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier," Occasional Papers, Banco de España, number 2209, May.
• Laura Álvarez & Alberto Fuertes & Luis Molina & Emilio Muñoz de la Peña, 2022, "La captación de fondos en los mercados internacionales de capitales en 2021," Occasional Papers, Banco de España, number 2211, May.
• Laura Álvarez & Alberto Fuertes & Luis Molina & Emilio Muñoz de la Peña, 2022, "Fund raising in the international capital markets in 2021," Occasional Papers, Banco de España, number 2211, Nov.
• María Bru Muñoz, 2022, "Financial exclusion and sovereign default: the role of official lenders," Working Papers, Banco de España, number 2206, Mar.
• José Manuel Carbó & Sergio Gorjón, 2022, "Application of machine learning models and interpretability techniques to identify the determinants of the price of bitcoin," Working Papers, Banco de España, number 2215, Apr.
• Carlos Moreno Pérez & Marco Minozzo, 2022, "Natural Language Processing and Financial Markets: Semi-supervised Modelling of Coronavirus and Economic News," Working Papers, Banco de España, number 2228, Aug.
• Donato Ceci & Marcello Pericoli, 2022, "Sovereign spreads and economic fundamentals: an econometric analysis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 713, Sep.
• Gianluca Mosconi & Paola Antilici & Luigi Russo, 2022, "When financial innovation and sustainable finance meet:Sustainability-Linked Bonds," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 22, Apr.
• Alessandro Moro & Alessandro Schiavone, 2022, "The role of non-bank financial institutions in the intermediation of capital flows to emerging markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1367, Apr.
• Fredy Gamboa-Estrada & José Vicente Romero, 2022, "Modelling CDS Volatility at Different Tenures: An Application for Latin-American Countries," Borradores de Economia, Banco de la Republica de Colombia, number 1199, May, DOI: 10.32468/be.1199.
• Fredy Gamboa-Estrada & Andrés Sánchez-Jabba, 2022, "The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows," Borradores de Economia, Banco de la Republica de Colombia, number 1222, Dec, DOI: 10.32468/be.1222.
• Tristan Jourde, 2022, "The Rising Interconnectedness of the Insurance Sector," Working papers, Banque de France, number 857.
• Justine Pedrono, 2022, "The Currency Channel of the Global Bank Leverage Cycle," Working papers, Banque de France, number 870.
• José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Martha López Piñeros & Andrea Fabiani & Paul E. Soto & José-Luis Peydró, 2022, "Capital Controls, Corporate Debt and Real Effects," Working Papers, Barcelona School of Economics, number 1339, Apr.
• Ali Cüneyt ÇETİN, 2022, "Kredi Temerrüt Takasları Primi ile BIST 100 Endeksi, Döviz Kuru ve Faiz Arasındaki İlişki Türkiye Örneği," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 39-77, August, DOI: https://doi.org/10.33399/biibfad.92.
• Iñaki Aldasoro & John Caparusso & Yingyuan Chen, 2022, "Global banks' local presence: a new lens," BIS Quarterly Review, Bank for International Settlements, March.
• Pamela Pogliani & Goetz von Peter & Philip Wooldridge, 2022, "The outsize role of cross-border financial centres," BIS Quarterly Review, Bank for International Settlements, June.
• John Caparusso & Bryan Hardy, 2022, "Bank funding: evolution, stability and the role of foreign offices," BIS Quarterly Review, Bank for International Settlements, September.
• Patrick McGuire & Andreas Schrimpf & Nikola Tarashev, 2022, "Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey," BIS Quarterly Review, Bank for International Settlements, December.
• Mathias Drehmann & Vladyslav Sushko, 2022, "The global foreign exchange market in a higher-volatility environment," BIS Quarterly Review, Bank for International Settlements, December.
• Julian Caballero & Alexis Maurin & Philip Wooldridge & Dora Xia, 2022, "The internationalisation of EME currency trading," BIS Quarterly Review, Bank for International Settlements, December.
• Marc Glowka & Thomas Nilsson, 2022, "FX settlement risk: an unsettled issue," BIS Quarterly Review, Bank for International Settlements, December.
• Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2022, "Dollar beta and stock returns," BIS Working Papers, Bank for International Settlements, number 1000, Feb.
• Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022, "Global production linkages and stock market co-movement," BIS Working Papers, Bank for International Settlements, number 1003, Feb.
• Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2022, "Risk capacity, portfolio choice and exchange rates," BIS Working Papers, Bank for International Settlements, number 1031, Jul.
• Pamela Pogliani & Philip Wooldridge, 2022, "Cross-border financial centres," BIS Working Papers, Bank for International Settlements, number 1035, Jul.
• Igor Makarov & Antoinette Schoar, 2022, "Cryptocurrencies and Decentralised Finance," BIS Working Papers, Bank for International Settlements, number 1061, Dec.
• Deniz Igan & Alexandre R. Lauwers & Damien Puy, 2022, "Capital flows and institutions," BIS Working Papers, Bank for International Settlements, number 994, Jan.
• Maik Schmeling & Andreas Schrimpf & Sigurd A. M. Steffensen, 2022, "Monetary policy expectation errors," BIS Working Papers, Bank for International Settlements, number 996, Jan.
• Shigeto Kitano & Kenya Takaku, 2022, "Financial market incompleteness and international cooperation on capital controls," International Journal of Economic Theory, The International Society for Economic Theory, volume 18, issue 4, pages 624-642, December, DOI: 10.1111/ijet.12331.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, volume 25, issue 3, pages 313-340, December, DOI: 10.1111/infi.12414.
• Malin Gardberg, 2022, "Financial reforms and low‐income households' impact on international consumption risk sharing," International Finance, Wiley Blackwell, volume 25, issue 3, pages 375-395, December, DOI: 10.1111/infi.12418.
• Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2022, "The Two‐Pillar Policy for the RMB," Journal of Finance, American Finance Association, volume 77, issue 6, pages 3093-3140, December, DOI: 10.1111/jofi.13178.
• Julian Di Giovanni & Galina Hale, 2022, "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Journal of Finance, American Finance Association, volume 77, issue 6, pages 3373-3421, December, DOI: 10.1111/jofi.13181.
• Ioannis Chatziantoniou & David Gabauer & Hardik A. Marfatia, 2022, "Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market," Scottish Journal of Political Economy, Scottish Economic Society, volume 69, issue 3, pages 283-300, July, DOI: 10.1111/sjpe.12291.
• Robert Czech & Pasquale Della Corte & Shiyang Huang & Tianyu Wang, 2022, "FX option volume," Bank of England working papers, Bank of England, number 964, Mar.
• Silvia Miranda Agrippino & Tsvetelina Nenova, 2022, "A tale of two global monetary policies," Bank of England working papers, Bank of England, number 972, Apr.
• Gerardo Ferrara & Philippe Mueller & Ganesh Viswanath-Natraj & Junxuan Wang, 2022, "Central bank swap lines: micro-level evidence," Bank of England working papers, Bank of England, number 977, May.
• Dimitris Malliaropulos & Petros Migiakis, 2022, "A global monetary policy factor in sovereign bond yields," Working Papers, Bank of Greece, number 301, Jul, DOI: 10.52903/wp2022301.
• Markus Hertrich & Daniel Nathan, 2022, "Foreign Exchange Interventions and their Impact on Expectations: Evidence from the USD/ILS Options Market," Bank of Israel Working Papers, Bank of Israel, number 2022.10, Jun.
• Bossone Biagio, 2022, "The Portfolio Theory of Inflation and Policy (in)Effectiveness: Exploring it Further and Righting the Wrongs," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 16, issue 1, pages 257-275, January, DOI: 10.1515/econ-2022-0032.
• Oosterlinck Kim & Panizza Ugo & Weidemaier Mark & Gulati Mitu, 2022, "The Odious Haitian Independence Debt," Journal of Globalization and Development, De Gruyter, volume 13, issue 2, pages 339-378, December, DOI: 10.1515/jgd-2021-0057.
• Shin Hyun Song & von Peter Goetz, 2022, "Overcoming Original Sin," Journal of Globalization and Development, De Gruyter, volume 13, issue 2, pages 411-433, December, DOI: 10.1515/jgd-2021-0055.
• Junghanns Thomas & Körnert Jan, 2022, "Einflussmöglichkeiten von Staatsfonds auf die Bankensysteme der EU-Länder außerhalb des Euroraums," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 23, issue 4, pages 299-315, November, DOI: 10.1515/pwp-2021-0053.
• Li Leon & Scrimgeour Frank, 2022, "The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 3, pages 475-497, June, DOI: 10.1515/snde-2019-0141.
• Elena, Radu (Grigorie), 2022, "Financial Stability, The Objective Of Development Financial Markets," Management Strategies Journal, Constantin Brancoveanu University, volume 55, issue 1, pages 144-149.
• André Cartapanis, 2022, "Des mouvements de capitaux désormais sous surveillance," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 187-208.
• Palma, J. G., 2022, "Financialisation as a (it's-not-meant-to-make-sense) gigantic global joke," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2211, Feb.
• Linton, O. B. & Tang, H. & Wu, J., 2022, "A Structural Dynamic Factor Model for Daily Global Stock Market Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2237, Jun.
• Auld, T., 2022, "Betting and financial markets are cointegrated on election night," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2263, Nov.
• Auld, T., 2022, "Political markets as equity price factors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2264, Nov.
• Dunne, Peter G. & Giuliana, Raffaele, 2022, "Do redemptions increase as money market funds approach regulatory liquidity thresholds?," Research Technical Papers, Central Bank of Ireland, number 2/RT/22, Jan.
• Silvo Dajčman & Alenka Kavkler & Sergey Merzlyakov & Sergey E. Pekarski & Dejan Romih, 2022, "International Transmission of Conventional and Unconventional Monetary Policy and Financial Stress Shocks from the Euro Area to Russia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 11, issue 1, pages 227-247.
• Borivoje D. Krušković, 2022, "Central Bank Intervention in the Inflation Targeting," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 11, issue 1, pages 67-85.
• Leonie Bräuer & Harald Hau, 2022, "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," CESifo Working Paper Series, CESifo, number 10065.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2022, "A Tale of Government Spending Efficiency and Trust in the State," CESifo Working Paper Series, CESifo, number 10075.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 10084.
• Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 9624.
• Guglielmo Maria Caporale & Nicola Spagnolo & Awon Almajali, 2022, "Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings," CESifo Working Paper Series, CESifo, number 9824.
• António Afonso & José Alves & Krzysztof Beck & Karen Jackson, 2022, "Financial, Institutional, and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows," CESifo Working Paper Series, CESifo, number 9872.
• Aldo Barrios & Rob Franolic & Davide Giovanardi & Michael Melvin, 2022, "Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market," CESifo Working Paper Series, CESifo, number 9921.
• Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022, "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series, CESifo, number 9950.
• António Afonso & Krzysztof Beck & Karen Jackson, 2022, "Determinants of Stock Market Correlation. Accounting for Model Uncertainty and Reverse Causality in a Large Panel Setting," CESifo Working Paper Series, CESifo, number 9956.
• Anusha Chari & Felipe Garcés & Juan Francisco Martínez & Patricio Valenzuela, 2022, "Sovereign Credit Spreads, Banking Fragility, and Global Factors," Working Papers Central Bank of Chile, Central Bank of Chile, number 957, May.
• Raphael Burkhardt & Urban Ulrych, 2022, "Sparse and Stable International Portfolio Optimization and Currency Risk Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-07, Jan.
• Egemen Eren & Semyon Malamud & Haonan Zhou, 2022, "International Pecking Order," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-15, Feb.
• Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022, "Global Production Linkages and Stock Market Comovement," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-18, Feb.
• Martin Nerlinger & Sebastian Utz, 2022, "The impact of the Russia-Ukraine conflict on the green energy transition – A capital market perspective," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-49, Jun.
• Leonie Bräuer & Harald Hau, 2022, "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-77, Oct.
• Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2022, "Constrained Liquidity Provision in Currency Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-82, Oct.
• Demetrio Lacava & Angelo Ranaldo & Paolo Santucci de Magistris, 2022, "Realized Illiquidity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-90, Nov.
• Capucine Nobletz, 2022, "Green energy indices & financial markets: An in-depth look," International Economics, CEPII research center, issue 170, pages 80-109.
• Capucine Nobletz, 2022, "Green energy indices & financial markets: An in-depth look," International Economics, CEPII research center, issue 171, pages 80-109.
• Khaled Mokni & Walid Mensi & Shawkat Hammoudeh & Ahdi Noomen Ajmi, 2022, "Green bonds and oil price shocks and uncertainty: A safe haven analysis," International Economics, CEPII research center, issue 172, pages 238-254.
• Chuku Chuku & Mustafa Yasin Yenice, 2022, "Eurobonds, debt sustainability and macroeconomic performance in Africa: Synthetic control experiments," International Economics, CEPII research center, issue 172, pages 368-388.
• Iuliana Matei, 2022, "Does pandemic risk affect yield spreads in the EMU?," International Economics, CEPII research center, issue 172, pages 431-450.
• Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2022, "The COVID-19 pandemic, policy responses and stock markets in the G20," International Economics, CEPII research center, issue 172, pages 77-90.
• Eduardo Sandoval Álamos & Fernando Olea Rodr�guez, 2022, "Uso del endeudamiento y desempeno en los mercados accionarios. El caso de sociedades anónimas de Brasil, Chile, México y Perú," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 86, pages 129-157.
• Jorge Luis Sánchez Arévalo & Gabriela Moreira de Sousa & Rodrigo Malta Meurer, 2022, "Efeito causal entre o indicador de bolsa de valores Ibovespa e os indicadores Shangai, S&P500, Merval e Nikkei," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 87, pages 457-479, DOI: 10.15446/cuad.econ.v41n87.89520.
• Erik Munoz Henríquez & Francisco G�lvez-Gamboa, 2022, "Efecto de la incertidumbre de la política económica internacional sobre los mercados financieros latinoamericanos," Estudios Gerenciales, Universidad Icesi, volume 38, issue 165, pages 519-528, DOI: 10.18046/j.estger.2022.165.5383.
• I. Giraldo & Turner P, 2022, "The dollar debt of companies in Latin America: the warning signs," Documentos de trabajo, FLAR, number 20025, Feb.
• Bahaj, Saleem & Reis, Ricardo, 2022, "The workings of liquidity lines between central banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17096, Mar.
• Gourinchas, Pierre-Olivier & Ray, Walker & Vayanos, Dimitri, 2022, "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17119, Mar.
• Bahaj, Saleem & Reis, Ricardo, 2022, "The economics of liquidity lines between central banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17122, Mar.
• Federle, Jonathan & Meier, André & Müller, Gernot & Sehn, Victor, 2022, "Proximity to War: The stock market response to the Russian invasion of Ukraine," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17185, Jun.
• Eren, Egemen & Malamud, Semyon & Zhou, Haonan, 2022, "International Pecking Order," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17193, Apr.
• Dvorkin, Maximiliano & Sanchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022, "Improving Sovereign Debt Restructurings," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17223, Apr.
• Goldberg, Linda S. & Ravazzolo, Fabiola, 2022, "The Fed’s International Dollar Liquidity Facilities: New Evidence on Effects," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17233, Apr.
• Dahlquist, Magnus & Heyerdahl-Larsen, Christian & Pavlova, Anna & Penasse, Julien, 2022, "International Capital Markets and Wealth Transfers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17334, May.
• Fang, Xiang & Hardy, Bryan & Lewis, Karen K., 2022, "Who Holds Sovereign Debt and Why It Matters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17338, May.
• Croce, Mariano, 2022, "SONOMA: a Small Open ecoNOmy for MAcrofinance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17339, May.
• Igan, Deniz & Lauwers, Alexandre & Puy, Damien, 2022, "Capital Flows and Institutions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17527, Aug.
• Eijffinger, Sylvester & Pieterse-Bloem, Mary, 2022, "Eurozone Government Bond Spreads: A Tale of Different ECB Policy Regimes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17533, Sep.
• Lewis, Karen K. & Liu, Edith X., 2022, "How Can Asset Prices Value Exchange Rate Wedges?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17596, Oct.
• Broner, Fernando & Didier, Tatiana & Schmukler, Sergio L. & von Peter, Goetz, 2022, "Bilateral International Investments: The Big Sur?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17656, Nov.
• Chari, Anusha & Dilts Stedman, Karlye & Lundblad, Christian, 2022, "Global Fund Flows and Emerging Market Tail Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17697, Nov.
• Bolton, Patrick & Gulati, Mitu & Panizza, Ugo, 2022, "Sovereign Debt Puzzles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17742, Dec.
• Yan Peng & Song Li & Lijia Wei, 2022, "Trade War Risk and Valuations of Companies Listed Overseas: an Empirical Study on China Concept Stocks," Annals of Economics and Finance, Society for AEF, volume 23, issue 1, pages 95-139, May.
• Campello, Murillo & Cortes, Gustavo S. & d’Almeida, Fabrício & Kankanhalli, Gaurav, 2022, "Exporting Uncertainty: The Impact of Brexit on Corporate America," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 8, pages 3178-3222, December.
• Campello, Murillo & Cortes, Gustavo S. & d’Almeida, Fabrício & Kankanhalli, Gaurav, 2022, "Exporting Uncertainty: The Impact of Brexit on Corporate America—CORRIGENDUM," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 8, pages 3313-3313, December.
• Sofia Benjakik & Badr Habba, 2022, "The Relationship Between Chief Executive Officer Duality And Bank Efficiency: Evidence From African Banking Sector," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 3-20.
• София Бенжакик & Бадр Хаба, 2022, "Връзката Между Двойната Функция На Изпълнителния Директор И Ефективността На Банката: Примери От Банковия Сектор В Африка," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 3-21.
• Meriem Chafik & Mohammed Nabil El Mabrouki, 2022, "Opportunities And Challenges Of Cross-Border Banking: Focus On Pan-African Banks," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 1-14.
• Мерием Чафик & Мохамед Набил Ел Мабруки, 2022, "Възможности И Предизвикателства Пред Трансграничното Банкиране С Оглед На Пан-Африканските Банки," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 3-19.
• Annette Alstadsæter & Matthew Collin & Bluebery Planterose & Gabriel Zucman & Andreas Økland, 2025, "Who Owns Offshore Real Estate? Evidence from Dubai," Working Papers, EU Tax Observatory, number 001, Sep.
• Martijn Boermans & Ian Cooper & Piet Sercu & Rosanne Vanpée, 2022, "Foreign bias in equity portfolios: Informational advantage or familiarity bias?," Working Papers, DNB, number 742, Mar.
• Tomás Carrera de Souza & Tom Hudepohl, 2022, "The Eurosystem’s bond market share at an all-time high: what does it mean for repo markets?," Working Papers, DNB, number 745, May.
• Kai Schellekens & Patty Duijm, 2022, "Effectiveness of Central Bank Swap Lines in Alleviating the Mispricing of FX Swaps at the Start of the COVID-19 Pandemic," Working Papers, DNB, number 752, Oct.
• Tom Hudepohl, 2022, "The rebalancing channel of QE: New evidence at the security level in the euro area," Working Papers, DNB, number 756, Dec.
• ORJI Anthony & OGBUABOR Jonathan E. & CHIAMAKA F. Okolomike & ANTHONY-ORJI Onyinye, 2022, "Capital Inflows, Financial Development And Growth In Ecowas Countries: A New Empirical Insight," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 22, issue 1, pages 61-80.
• Cimadomo, Jacopo, 2022, "Risk sharing in the euro area: a focus on the public channel and the COVID-19 pandemic," Economic Bulletin Articles, European Central Bank, volume 7.
• Giovannini, Alessandro & Ioannou, Demosthenes & Stracca, Livio, 2022, "Public and private risk sharing: friends or foes? The interplay between different forms of risk sharing," Occasional Paper Series, European Central Bank, number 295, Jun.
• Cimadomo, Jacopo & Gordo Mora, Esther & Palazzo, Alessandra Anna, 2022, "Enhancing private and public risk sharing: lessons from the literature and reflections on the COVID-19 crisis," Occasional Paper Series, European Central Bank, number 306, Sep.
• Kuvshinov, Dmitry & Richter, Björn & Zimmermann, Kaspar, 2022, "The shifts and the shocks: bank risk, leverage, and the macroeconomy," Working Paper Series, European Central Bank, number 2672, Jun.
• van Breemen, Vivian M. & Fabozzi, Frank J. & Vink, Dennis, 2022, "Intensified competition and the impact on credit ratings in the RMBS market," Working Paper Series, European Central Bank, number 2691, Jul.
• Zema, Sebastiano Michele, 2022, "Uncovering the network structure of non-centrally cleared derivative markets: evidences from regulatory data," Working Paper Series, European Central Bank, number 2721, Sep.
• Rubaszek, Michał & Beckmann, Joscha & Ca' Zorzi, Michele & Kwas, Marek, 2022, "Boosting carry with equilibrium exchange rate estimates," Working Paper Series, European Central Bank, number 2731, Sep.
• Carvalho, Daniel & Schmitz, Martin, 2022, "Brexit, what Brexit? Euro area portfolio exposures to the United Kingdom since the Brexit referendum," Working Paper Series, European Central Bank, number 2734, Sep.
• Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian, 2022, "Is the EU money market fund regulation fit for purpose? Lessons from the COVID-19 turmoil," Working Paper Series, European Central Bank, number 2737, Oct.
• Fornari, Fabio & Zaghini, Andrea, 2022, "It’s not time to make a change: sovereign fragility and the corporate credit risk," Working Paper Series, European Central Bank, number 2740, Oct.
• Laeven, Luc & Popov, Alexander, 2022, "Carbon taxes and the geography of fossil lending," Working Paper Series, European Central Bank, number 2762, Dec.
• Zhang, Shaojun, 2022, "Do Investors Care about Carbon Risk? A Global Perspective," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-06, Sep, DOI: 10.2139/ssrn.4174429.
• Fan, Zhenzhen & Paseka, Alexander & Qi, Zhen & Zhang, Qi, 2022, "Currency carry trade: The decline in performance after the 2008 Global Financial Crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101460.
• Guo, Jiaqi & Holmes, Phil, 2022, "Does market openness mitigate the impact of culture? An examination of international momentum profits and post-earnings-announcement drift," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101464.
• Vu, Huong & Alsakka, Rasha & ap Gwilym, Owain, 2022, "Does competition improve sovereign credit rating quality?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101478.
• Dong, Liang & Kot, Hung Wan & Lam, Keith S.K. & Liu, Ming, 2022, "Co-skewness and expected return: Evidence from international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101479.
• Mensi, Walid & Yousaf, Imran & Vo, Xuan Vinh & Kang, Sang Hoon, 2022, "Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101487.
• Marmora, Paul, 2022, "Does monetary policy fuel bitcoin demand? Event-study evidence from emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101489.
• Amar, J. & Lecourt, C. & Carpantier, J.F., 2022, "GCC Sovereign Wealth Funds: Why do they take control?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101494.
• Chen, Jing & Han, Qian & Ryu, Doojin & Tang, Jing, 2022, "Does the world smile together? A network analysis of global index option implied volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101497.
• Wanidwaranan, Phasin & Padungsaksawasdi, Chaiyuth, 2022, "Unintentional herd behavior via the Google search volume index in international equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101503.
• Afonso, António & Tovar Jalles, João & Venâncio, Ana, 2022, "Do financial markets reward government spending efficiency?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101505.
• Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2022, "Do long-term institutional investors contribute to financial stability? – Evidence from equity investment in Hong Kong and international markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101521.
• Bilson, Chris & Brailsford, Tim & Rajaguru, Gulasekaran, 2022, "Covered interest rate parity deviations in the Asia-Pacific," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101524.
• Chen, Minghua & Kang, Qiaoling & Wu, Ji & Jeon, Bang Nam, 2022, "Do macroprudential policies affect bank efficiency? Evidence from emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101529.
• Wu, Zhen-Xing & Gau, Yin-Feng, 2022, "Informativeness of trades around macroeconomic announcements in the foreign exchange market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101533.
• Nusair, Salah A. & Olson, Dennis, 2022, "Dynamic relationship between exchange rates and stock prices for the G7 countries: A nonlinear ARDL approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101541.
• Qin, Weiping & Cho, Sungjun & Hyde, Stuart, 2022, "Measuring market integration during crisis periods," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101555.
• Clancy, Daragh & Gabriele, Carmine & Žigraiová, Diana, 2022, "Sovereign bond market spillovers from crisis-time developments in Greece," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101558.
• Suardi, Sandy & Xu, Caihong & Zhou, Z. Ivy, 2022, "COVID-19 pandemic and liquidity commonality," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101572.
• Abou Tanos, Barbara & Jimenez-Garcès, Sonia, 2022, "Foreign investments during financial crises: Institutional investors’ informational skills create value when familiarity does not," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101585.
• Xu, Yingying & Lien, Donald, 2022, "Assessing the impact of COVID-19 on price Co-movements in China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101602.
• Kolari, James W. & Huang, Jianhua Z. & Butt, Hilal Anwar & Liao, Huiling, 2022, "International tests of the ZCAPM asset pricing model," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101607.
• Iwanicz-Drozdowska, Małgorzata & Rogowicz, Karol, 2022, "Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101608.
• Chakraborty, Sandip & Kakani, Ram Kumar & Sampath, Aravind, 2022, "Portfolio risk and stress across the business cycle," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101623.
• Shi, Huai-Long & Zhou, Wei-Xing, 2022, "Factor volatility spillover and its implications on factor premia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101631.
• Das, Sanjiv R. & Kalimipalli, Madhu & Nayak, Subhankar, 2022, "Banking networks, systemic risk, and the credit cycle in emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101633.
• Fu, Chengbo & Huang, Qiping & Tang, Hongfei, 2022, "Do ETFs affect ADRs and U.S. domestic stocks differently?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101643.
• Thai Hung, Ngo & Nguyen, Linh Thi My & Vinh Vo, Xuan, 2022, "Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101628.
• Stenfors, Alexis & Chatziantoniou, Ioannis & Gabauer, David, 2022, "Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101658.
• Ozdamar, Melisa & Sensoy, Ahmet & Akdeniz, Levent, 2022, "Retail vs institutional investor attention in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101674.
• Gong, Xu & Fu, Chengbo & Huang, Qiping & Lin, Meimei, 2022, "International political uncertainty and climate risk in the stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101683.
• Boulton, Thomas J., 2022, "Economic policy uncertainty and international IPO underpricing," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101689.
• Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Masih, Mansur, 2022, "COVID-19 government interventions and cryptocurrency market: Is there any optimum portfolio diversification?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101691.
• Stolbov, Mikhail & Shchepeleva, Maria & Karminsky, Alexander, 2022, "When central bank research meets Google search: A sentiment index of global financial stress," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101692.
• Blankespoor, Elizabeth, 2022, "Understanding investor interaction with firm information: A discussion of Lee and Zhong (2022)," Journal of Accounting and Economics, Elsevier, volume 74, issue 2, DOI: 10.1016/j.jacceco.2022.101523.
• Lee, Charles M.C. & Zhong, Qinlin, 2022, "Shall we talk? The role of interactive investor platforms in corporate communication," Journal of Accounting and Economics, Elsevier, volume 74, issue 2, DOI: 10.1016/j.jacceco.2022.101524.
• Cheng, Qiang & Hail, Luzi & Yu, Gwen, 2022, "The past, present, and future of China-related accounting research," Journal of Accounting and Economics, Elsevier, volume 74, issue 2, DOI: 10.1016/j.jacceco.2022.101544.
• Kim, Jinhwan & Olbert, Marcel, 2022, "How does private firm disclosure affect demand for public firm equity? Evidence from the global equity market," Journal of Accounting and Economics, Elsevier, volume 74, issue 2, DOI: 10.1016/j.jacceco.2022.101545.
• Kemme, David M. & McInish, Thomas H. & Zhang, Jiang, 2022, "Market fairness and efficiency: Evidence from the Tokyo Stock Exchange," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106309.
• He, Liyu & Hsin-han Shen, Carl & Shiu, Cheng-Yi, 2022, "Is fair value information fairly priced? Evidence from IPOs in global capital markets✰," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106368.
• Park, Yang-Ho, 2022, "Informed trading in foreign exchange futures: Payroll news timing," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106372.
• Park, Sunjin, 2022, "Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106393.
• Osler, Carol & Savaser, Tanseli, 2022, "Shrouding and the FX trades of global custody bank," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2022.106414.
• Lee, Seung Jung & Liu, Lucy Qian & Stebunovs, Viktors, 2022, "Risk-taking spillovers of U.S. monetary policy in the global market for U.S. dollar corporate loans," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2019.05.006.
• Duprey, Thibaut & Klaus, Benjamin, 2022, "Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2021.106196.
• Füss, Roland & Ruf, Daniel, 2022, "Information precision and return co-movements in private commercial real estate markets," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106402.
• Jenkinson, Tim & Morkoetter, Stefan & Schori, Tobias & Wetzer, Thomas, 2022, "Buy low, sell high? Do private equity fund managers have market timing abilities?," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106424.
• Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2022, "The conditional impact of investor sentiment in global stock markets: A two-channel examination," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106458.
• Eisl, Alexander & Ochs, Christian & Staghøj, Jonas & Subrahmanyam, Marti G., 2022, "Sovereign issuers, incentives and liquidity: The case of the Danish sovereign bond market," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106485.
• Dlugosch, Dennis & Wang, Mei, 2022, "Ambiguity, ambiguity aversion and foreign bias: New evidence from international panel data," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106509.
• Chen, Catherine Huirong & Choy, Siu Kai & Tan, Yongxian, 2022, "The cash conversion cycle spread: International evidence," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106517.
• Liu, Xia (Summer) & Megginson, William L. & Xia, Junjie, 2022, "Industrial policy and asset prices: Evidence from the Made in China 2025 policy," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106554.
• De Rossi, Giuliano & Steliaros, Michael, 2022, "The Shift from Active to Passive and its Effect on Intraday Stock Dynamics," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106595.
• Berger, Allen N. & Curti, Filippo & Mihov, Atanas & Sedunov, John, 2022, "Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106619.
• Brandao-Marques, Luis & Gelos, Gaston & Ichiue, Hibiki & Oura, Hiroko, 2022, "Changes in the global investor base and the stability of portfolio flows to emerging markets," Journal of Banking & Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jbankfin.2022.106615.
• Cull, Robert & Gan, Li & Gao, Nan & Xu, Lixin Colin, 2022, "Social capital, finance, and consumption: Evidence from a representative sample of Chinese households," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106637.
• Wang, Xun, 2022, "Capital account liberalization, financial dependence and technological innovation: Cross-country evidence," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106642.
• Sahibzada, Irfan Ullah & Rizwan, Muhammad Suhail & Qureshi, Anum, 2022, "Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106654.
• Sever, Can & Yücel, Emekcan, 2022, "The effects of elections on macroprudential policy," Journal of Comparative Economics, Elsevier, volume 50, issue 2, pages 507-533, DOI: 10.1016/j.jce.2021.12.001.
• Afonso, António & Reimers, Max, 2022, "Does the introduction of stock exchange markets boost economic growth in African countries?," Journal of Comparative Economics, Elsevier, volume 50, issue 2, pages 627-640, DOI: 10.1016/j.jce.2022.01.006.