Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G15: International Financial Markets
2022
- Ben Cheikh, Nidhaleddine & Ben Zaied, Younes & Saidi, Sana & Sellami, Mohamed, 2022, "Global pandemic crisis and risk contagion in GCC stock markets," Journal of Economic Behavior & Organization, Elsevier, volume 202, issue C, pages 746-761, DOI: 10.1016/j.jebo.2022.08.036.
- Tadle, Raul Cruz, 2022, "FOMC minutes sentiments and their impact on financial markets," Journal of Economics and Business, Elsevier, volume 118, issue C, DOI: 10.1016/j.jeconbus.2021.106021.
- O’Brien, Thomas J., 2022, "Cross-border valuation using the International CAPM and the constant perpetual growth model," Journal of Economics and Business, Elsevier, volume 119, issue C, DOI: 10.1016/j.jeconbus.2021.106042.
- Sonenshine, Ralph & Kumari, Sapna, 2022, "The differential impact of political risk factors on emerging market bond spreads and credit rating outlooks," Journal of Economics and Business, Elsevier, volume 120, issue C, DOI: 10.1016/j.jeconbus.2022.106066.
- Liu, Yang & Shaliastovich, Ivan, 2022, "Government policy approval and exchange rates," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 303-331, DOI: 10.1016/j.jfineco.2021.06.031.
- Anarkulova, Aizhan & Cederburg, Scott & O’Doherty, Michael S., 2022, "Stocks for the long run? Evidence from a broad sample of developed markets," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 409-433, DOI: 10.1016/j.jfineco.2021.06.040.
- Fan, Zhenzhen & Londono, Juan M. & Xiao, Xiao, 2022, "Equity tail risk and currency risk premiums," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 484-503, DOI: 10.1016/j.jfineco.2021.05.020.
- Dahlquist, Magnus & Pénasse, Julien, 2022, "The missing risk premium in exchange rates," Journal of Financial Economics, Elsevier, volume 143, issue 2, pages 697-715, DOI: 10.1016/j.jfineco.2021.07.001.
- Jagannathan, Murali & Jiao, Wei & Karolyi, G. Andrew, 2022, "Is there a home field advantage in global markets?," Journal of Financial Economics, Elsevier, volume 143, issue 2, pages 742-770, DOI: 10.1016/j.jfineco.2021.11.002.
- Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G. & Tomio, Davide, 2022, "In sickness and in debt: The COVID-19 impact on sovereign credit risk," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1251-1274, DOI: 10.1016/j.jfineco.2021.05.009.
- Zhang, Shaojun, 2022, "Dissecting currency momentum," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 154-173, DOI: 10.1016/j.jfineco.2021.05.035.
- Eren, Egemen & Malamud, Semyon, 2022, "Dominant currency debt," Journal of Financial Economics, Elsevier, volume 144, issue 2, pages 571-589, DOI: 10.1016/j.jfineco.2021.06.023.
- Chang, Jeffery (Jinfan) & Du, Huancheng & Lou, Dong & Polk, Christopher, 2022, "Ripples into waves: Trade networks, economic activity, and asset prices," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 217-238, DOI: 10.1016/j.jfineco.2021.08.005.
- Tsang, Albert & Yang, Nan & Zheng, Lingyi, 2022, "Cross-listings, antitakeover defenses, and the insulation hypothesis," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 259-276, DOI: 10.1016/j.jfineco.2021.08.003.
- Duong, Huu Nhan & Goyal, Abhinav & Kallinterakis, Vasileios & Veeraraghavan, Madhu, 2022, "Democracy and the pricing of initial public offerings around the world," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 322-341, DOI: 10.1016/j.jfineco.2021.07.010.
- Massa, Massimo & O'Donovan, James & Zhang, Hong, 2022, "International asset pricing with strategic business groups1," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 339-361, DOI: 10.1016/j.jfineco.2021.09.002.
- Schmeling, Maik & Schrimpf, Andreas & Steffensen, Sigurd A.M., 2022, "Monetary policy expectation errors," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 841-858, DOI: 10.1016/j.jfineco.2022.09.005.
- Ranaldo, Angelo & de Magistris, Paolo Santucci, 2022, "Liquidity in the global currency market," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 859-883, DOI: 10.1016/j.jfineco.2022.09.004.
- Acharya, Viral V. & Gündüz, Yalin & Johnson, Timothy C., 2022, "Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives," Journal of Financial Intermediation, Elsevier, volume 50, issue C, DOI: 10.1016/j.jfi.2022.100964.
- Liao, Rose C. & Loureiro, Gilberto & Taboada, Alvaro G., 2022, "Gender quotas and bank risk," Journal of Financial Intermediation, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfi.2022.100998.
- Georgakopoulos, Georgios & Gounopoulos, Dimitrios & Huang, Chen & Patsika, Victoria, 2022, "The impact of IFRS adoption on IPOs management earnings forecasts in Australia," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 48, issue C, DOI: 10.1016/j.intaccaudtax.2022.100490.
- Yang, Jingwen & Hemmings, Danial & Jaafar, Aziz & Jackson, Richard H.G., 2022, "The real earnings management gap between private and public firms: Evidence from Europe," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 49, issue C, DOI: 10.1016/j.intaccaudtax.2022.100506.
- Krohn, Ingomar & Sushko, Vladyslav, 2022, "FX spot and swap market liquidity spillovers," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102476.
- Lodge, David & Manu, Ana-Simona, 2022, "EME financial conditions: Which global shocks matter?," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102479.
- Yamada, Masahiro & Ito, Takatoshi, 2022, "Price discovery and liquidity recovery: Forex market reactions to macro announcements," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102502.
- Carvalho, Daniel, 2022, "The portfolio holdings of euro area investors: Looking through investment funds," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102519.
- Ambrocio, Gene & Gu, Xian & Hasan, Iftekhar & Politsidis, Panagiotis N., 2022, "The diplomacy discount in global syndicated loans," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102542.
- Fischer, Andreas M. & Yeşin, Pınar, 2022, "Foreign currency loan conversions and currency mismatches," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102499.
- Fink, Fabian & Frei, Lukas & Gloede, Oliver, 2022, "Global risk sentiment and the Swiss franc: A time-varying daily factor decomposition model," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102539.
- Cortes, Gustavo S. & Gao, George P. & Silva, Felipe B.G. & Song, Zhaogang, 2022, "Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102543.
- Aizenman, Joshua & Ito, Hiro & Pasricha, Gurnain Kaur, 2022, "Central bank swap arrangements in the COVID-19 crisis," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102555.
- Alcock, Jamie & Sinagl, Petra, 2022, "International determinants of asymmetric dependence in investment returns," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102576.
- Shen, Hewei, 2022, "Financial integration and the correlation between international debt and equity flows," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102577.
- Wu, Ji & Yan, Yuanyun & Chen, Minghua & Jeon, Bang Nam, 2022, "Monetary policy, economic uncertainty and bank risk: Cross-country evidence," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102580.
- Campos-Martins, Susana & Amado, Cristina, 2022, "Financial market linkages and the sovereign debt crisis," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2021.102596.
- Tang, Aidi & Yao, Wen, 2022, "The effects of financial integration during crises," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102613.
- Anderegg, Benjamin & Ulmann, Florian & Sornette, Didier, 2022, "The impact of option hedging on the spot market volatility," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102627.
- Wallmeier, Martin & Iseli, Christoph, 2022, "Home bias and expected returns: A structural approach," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102634.
- Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2022, "The time-varying risk price of currency portfolios," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102636.
- Gupta, Nilesh & Mishra, Anil V & Jacob, Joshy, 2022, "Prospect theory preferences and global mutual fund flows," Journal of International Money and Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jimonfin.2022.102640.
- Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Fabio & Spagnolo, Nicola, 2022, "Cross-border portfolio flows and news media coverage," Journal of International Money and Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jimonfin.2022.102638.
- Pedrono, Justine, 2022, "The currency channel of the global bank leverage cycle," Journal of International Money and Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jimonfin.2022.102652.
- Ciminelli, Gabriele & Rogers, John & Wu, Wenbin, 2022, "The effects of U.S. monetary policy on international mutual fund investment," Journal of International Money and Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jimonfin.2022.102676.
- Karamysheva, Madina & Seregina, Ekaterina, 2022, "Prudential policies and systemic risk: The role of interconnections," Journal of International Money and Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jimonfin.2022.102696.
- Ho, Edmund Ho Cheung, 2022, "Foreign participation in local currency government bond markets in emerging Asia: Benefits and pitfalls to market stability," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102699.
- Chen, Shiu-Sheng & Huang, Shiangtsz & Lin, Tzu-Yu, 2022, "How do oil prices affect emerging market sovereign bond spreads?," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102700.
- Fornari, Fabio & Zaghini, Andrea, 2022, "It’s not time to make a change: Sovereign fragility and the corporate credit risk," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102703.
- Gullo, Valentina & Montalbano, Pierluigi, 2022, "Financial transparency and anomalous portfolio investment flows: A gravity analysis," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102704.
- Hematizadeh, Roksana & Tajaddini, Reza & Hallahan, Terrence, 2022, "Dynamic asset allocation strategy using a state-dependent Markov model: Applications to international equity markets," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102705.
- Djeutem, Edouard & Dunbar, Geoffrey R., 2022, "Uncovered return parity: Equity returns and currency returns," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102706.
- Heil, Thomas L.A. & Peter, Franziska J. & Prange, Philipp, 2022, "Measuring 25 years of global equity market co-movement using a time-varying spatial model," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102708.
- Múnera, Daimer J. & Agudelo, Diego A., 2022, "Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty," Journal of International Money and Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jimonfin.2022.102723.
- McLemore, Ping & Mihov, Atanas & Sanz, Leandro, 2022, "Global banks and systemic risk: The dark side of country financial connectedness," Journal of International Money and Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jimonfin.2022.102734.
- Hollstein, Fabian, 2022, "The world of anomalies: Smaller than we think?," Journal of International Money and Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jimonfin.2022.102741.
- Ehrmann, Michael & Jansen, David-Jan, 2022, "Stock return comovement when investors are distracted: More, and more homogeneous," Journal of International Money and Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jimonfin.2022.102742.
- Gai, Prasanna & Tong, Eric, 2022, "Information spillovers of US monetary policy," Journal of Macroeconomics, Elsevier, volume 72, issue C, DOI: 10.1016/j.jmacro.2022.103401.
- Phan, Hoàng-Long & Zurbruegg, Ralf & Brockman, Paul & Yu, Chia-Feng (Jeffrey), 2022, "Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information," Journal of Commodity Markets, Elsevier, volume 26, issue C, DOI: 10.1016/j.jcomm.2021.100191.
- Rubbaniy, Ghulame & Khalid, Ali Awais & Syriopoulos, Konstantinos & Samitas, Aristeidis, 2022, "Safe-haven properties of soft commodities during times of Covid-19," Journal of Commodity Markets, Elsevier, volume 27, issue C, DOI: 10.1016/j.jcomm.2021.100223.
- Kassouri, Yacouba & Altıntaş, Halil, 2022, "The quantile dependence of the stock returns of “clean” and “dirty” firms on oil demand and supply shocks," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2021.100238.
- Palazzi, Rafael Baptista & Meira, Erick & Klotzle, Marcelo Cabus, 2022, "The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100257.
- Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Uribe, Jorge M., 2022, "Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100258.
- Maghyereh, Aktham & Awartani, Basel & Abdoh, Hussein, 2022, "Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2021.e00239.
- Shah, Adil Ahmad & Dar, Arif Billah, 2022, "Asymmetric, time and frequency-based spillover transmission in financial and commodity markets," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2022.e00241.
- Arfaoui, Mongi & Chkili, Walid & Ben Rejeb, Aymen, 2022, "Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2022.e00244.
- Nusair, Salah A. & Al-Khasawneh, Jamal A., 2022, "Impact of economic policy uncertainty on the stock markets of the G7 Countries:A nonlinear ARDL approach," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00251.
- Azimova, Tarana, 2022, "Modelling volatility transmission in regional Asian stock markets," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00274.
- Iglesias, Emma M., 2022, "The influence of extreme events such as Brexit and Covid-19 on equity markets," Journal of Policy Modeling, Elsevier, volume 44, issue 2, pages 418-430, DOI: 10.1016/j.jpolmod.2021.10.005.
- Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022, "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102508.
- Korkmaz, Özge, 2022, "What is the role of the rents in energy connection with economic growth for China and the United States?," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102517.
- Amri Amamou, Souhir & Aguir Bargaoui, Saoussen, 2022, "Energy markets responds to Covid-19 pandemic," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102551.
- Gu, Jianqiang & Yue, Xiao-Guang & Nosheen, Safia & Naveed -ul-Haq, & Shi, Lei, 2022, "Does more stringencies in government policies during pandemic impact stock returns? Fresh evidence from GREF countries, a new emerging green bloc," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102582.
- Mighri, Zouheir & Ragoubi, Hanen & Sarwar, Suleman & Wang, Yihan, 2022, "Quantile Granger causality between US stock market indices and precious metal prices," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102595.
- Tuna, Gülfen & Tuna, Vedat Ender, 2022, "Are effects of COVID-19 pandemic on financial markets permanent or temporary? Evidence from gold, oil and stock markets," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102637.
- Văn, Lê & Bảo, Nguyễn Khắc Quốc, 2022, "The relationship between global stock and precious metals under Covid-19 and happiness perspectives," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102634.
- Mensi, Walid & Shafiullah, Muhammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2022, "Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency data," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102678.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Yaya, OlaOluwa S. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022, "Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102728.
- Sephton, Peter S., 2022, "Revisiting the inflation-hedging properties of precious metals in Africa," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102735.
- Kumeka, Terver Theophilus & Uzoma-Nwosu, Damian Chidozie & David-Wayas, Maria Onyinye, 2022, "The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102744.
- Naeem, Muhammad Abubakr & Agyemang, Abraham & Hasan Chowdhury, Md Iftekhar & Hasan, Mudassar & Shahzad, Syed Jawad Hussain, 2022, "Precious metals as hedge and safe haven for African stock markets," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102781.
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2022, "Oil shocks and volatility of green investments: GARCH-MIDAS analyses," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102789.
- Lazzarino, Marco & Berrill, Jenny & Šević, Aleksandar, 2022, "The importance of distinguishing between precious and industrial metals when investing in mining stocks," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102802.
- Shahzad, Umer & Jena, Sangram Keshari & Tiwari, Aviral Kumar & Doğan, Buhari & Magazzino, Cosimo, 2022, "Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102823.
- Li, Sufang & Xu, Qiufan & Lv, Yixue & Yuan, Di, 2022, "Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102868.
- Zhang, Zhengyong & Shahzad, Syed Jawad Hussain & Bouri, Elie, 2022, "Tail risk transmission from commodity prices to sovereign risk of emerging economies," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102869.
- Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson, 2022, "Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102877.
- Coskun, Merve & Taspinar, Nigar, 2022, "Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102968.
- Mensi, Walid & Al Rababa'a, Abdel Razzaq & Alomari, Mohammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2022, "Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102976.
- Liu, Xiaoxing & Shehzad, Khurram & Kocak, Emrah & Zaman, Umer, 2022, "Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102985.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Kenku, Oluwademilade T. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022, "Comparative response of global energy firm stocks to uncertainties from the crude oil market, stock market, and economic policy," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103004.
- Naeem, Muhammad Abubakr & Peng, Zhe & Bouri, Elie & Hussain Shahzad, Syed Jawad & Karim, Sitara, 2022, "Examining the asymmetries between equity and commodity ETFs during COVID-19," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103048.
- Cevik, Emrah Ismail & Gunay, Samet & Zafar, Muhammad Wasif & Destek, Mehmet Akif & Bugan, Mehmet Fatih & Tuna, Fatih, 2022, "The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103081.
- Maghyereh, Aktham & Awartani, Basel & Virk, Nader S., 2022, "Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103108.
- Anagnostopoulos, Alexios & Atesagaoglu, Orhan Erem & Faraglia, Elisa & Giannitsarou, Chryssi, 2022, "Cross country stock market comovement: A macro perspective," Journal of Monetary Economics, Elsevier, volume 130, issue C, pages 34-48, DOI: 10.1016/j.jmoneco.2022.05.005.
- Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G. & Tomio, Davide, 2022, "How sovereign is sovereign credit risk? Global prices, local quantities," Journal of Monetary Economics, Elsevier, volume 131, issue C, pages 92-111, DOI: 10.1016/j.jmoneco.2022.07.005.
- Wang, Kuan-Min & Lee, Yuan-Ming, 2022, "Is gold a safe haven for exchange rate risks? An empirical study of major currency countries," Journal of Multinational Financial Management, Elsevier, volume 63, issue C, DOI: 10.1016/j.mulfin.2021.100705.
- Killins, Robert N. & Ngo, Thanh & Wang, Hongxia, 2022, "Politics and equity markets: Evidence from Canada," Journal of Multinational Financial Management, Elsevier, volume 63, issue C, DOI: 10.1016/j.mulfin.2021.100726.
- Karolyi, G. Andrew & Wu, Ying, 2022, "Understanding the pricing of currency risk in global equity markets," Journal of Multinational Financial Management, Elsevier, volume 63, issue C, DOI: 10.1016/j.mulfin.2021.100727.
- Giofré, Maela, 2022, "Foreign investment in times of COVID-19: How strong is the flight to advanced economies?," Journal of Multinational Financial Management, Elsevier, volume 64, issue C, DOI: 10.1016/j.mulfin.2022.100735.
- Boussetta, Selma, 2022, "Stock exchange governance and stock liquidity: International evidence," Journal of Multinational Financial Management, Elsevier, volume 66, issue C, DOI: 10.1016/j.mulfin.2022.100759.
- Han, Bo, 2022, "Currency denomination and borrowing cost: Evidence from global bonds," Journal of Multinational Financial Management, Elsevier, volume 66, issue C, DOI: 10.1016/j.mulfin.2022.100761.
- Cheng, Tingting & Liu, Junli & Yao, Wenying & Zhao, Albert Bo, 2022, "The impact of COVID-19 pandemic on the volatility connectedness network of global stock market," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101678.
- Cai, Yu & Wang, Qing, 2022, "Money funds manage returns," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101682.
- Liu, Haiming & Chiang, Yao-Min, 2022, "Confucianism and IPO underpricing," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101701.
- Yousaf, Imran & Yarovaya, Larisa, 2022, "Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19: A sectorial analysis," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101705.
- Hu, Gang & Liu, Yiye & Wang, Jacqueline Wenjie & Zhou, Gaoguang & Zhu, Xindong, 2022, "Insider ownership and stock price crash risk around the globe," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101714.
- Shi, Yujie, 2022, "What influences stock market co-movements between China and its Asia-Pacific trading partners after the Global Financial Crisis?," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101722.
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- Hasan, Md. Bokhtiar & Rashid, Md. Mamunur & Shafiullah, Muhammad & Sarker, Tapan, 2022, "How resilient are Islamic financial markets during the COVID-19 pandemic?," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101817.
- Lee, Yu Kyung & Kim, Ryumi, 2022, "The turn-of-the-month effect and trading of types of investors," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101826.
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- Umar, Zaghum & Mokni, Khaled & Escribano, Ana, 2022, "Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101851.
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- Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022, "Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework," Pacific-Basin Finance Journal, Elsevier, volume 76, issue C, DOI: 10.1016/j.pacfin.2022.101876.
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- Yu, Jing-Rung & Chiou, W. Paul & Hung, Cing-Hung & Dong, Wen-Kuei & Chang, Yi-Hsuan, 2022, "Dynamic rebalancing portfolio models with analyses of investor sentiment," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 1-13, DOI: 10.1016/j.iref.2021.09.003.
- Chen, Pei-Fen & Lo, Shihmin & Tang, Hai-Yuan, 2022, "What if borrowers stop paying their loans? Investors’ rates of return on a peer-to-peer lending platform," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 359-377, DOI: 10.1016/j.iref.2021.10.011.
- Cayirli, Omer & Aktas, Huseyin & Kayalidere, Koray, 2022, "A closer look into the behavior of emerging market sovereign spreads: State-dependent and asymmetric behaviors," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 522-548, DOI: 10.1016/j.iref.2021.10.017.
- Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Arthur, Emmanuel Kwesi & Tiwari, Aviral Kumar, 2022, "Measuring volatility persistence in leveraged loan markets in the presence of structural breaks," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 141-152, DOI: 10.1016/j.iref.2021.11.016.
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- Samitas, Aristeidis & Papathanasiou, Spyros & Koutsokostas, Drosos & Kampouris, Elias, 2022, "Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 629-642, DOI: 10.1016/j.iref.2022.01.009.
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- Hattori, Takahiro, 2022, "Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 224-240, DOI: 10.1016/j.iref.2021.10.008.
- Suardi, Sandy & Rasel, Atiqur Rahman & Liu, Bin, 2022, "On the predictive power of tweet sentiments and attention on bitcoin," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 289-301, DOI: 10.1016/j.iref.2022.02.017.
- Uddin, Gazi Salah & Yahya, Muhammad & Goswami, Gour Gobinda & Lucey, Brian & Ahmed, Ali, 2022, "Stock market contagion during the COVID-19 pandemic in emerging economies," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 302-309, DOI: 10.1016/j.iref.2022.02.028.
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- Salisu, Afees A. & Shaik, Muneer, 2022, "Islamic Stock indices and COVID-19 pandemic," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 282-293, DOI: 10.1016/j.iref.2022.02.073.
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- Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2022, "Oil price shocks and yield curve dynamics in emerging markets," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 613-623, DOI: 10.1016/j.iref.2022.02.065.
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- Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E., 2022, "“Digital Gold” and geopolitics," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101512.
- Martínez-Cañete, Ana R. & Márquez-de-la-Cruz, Elena & Pérez-Soba, Inés, 2022, "Non-linear cointegration between oil and stock prices: The role of interest rates," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101513.
- Dobrynskaya, Victoria & Kishilova, Julia, 2022, "Lego: The Toy Of Smart Investors," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101539.
- Demirer, Riza & Yuksel, Asli & Yuksel, Aydin, 2022, "Time-varying risk aversion and currency excess returns," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101555.
- Mokni, Khaled & Youssef, Manel & Ajmi, Ahdi Noomen, 2022, "COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101573.
- Toh, Moau Yong & Zhang, Yongmin, 2022, "Bank capital and risk adjustment responses to economic uncertainty: Evidence from emerging Southeast Asian economies," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101576.
- Tachibana, Minoru, 2022, "Safe haven assets for international stock markets: A regime-switching factor copula approach," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101591.
- Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl, 2022, "Financial Risk Meter for emerging markets," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101594.
- Kaczmarek, Tomasz & Będowska-Sójka, Barbara & Grobelny, Przemysław & Perez, Katarzyna, 2022, "False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101610.
- Camgöz, Mevlüt & Topal, Mehmet Hanefi, 2022, "Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2022.101614.
- Aharon, David Y. & Baig, Ahmed S. & Delisle, R. Jared, 2022, "The impact of Robinhood traders on the volatility of cross-listed securities," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2022.101619.
- Su, Fei & Wang, Xinyi & Yuan, Yulin, 2022, "The intraday dynamics and intraday price discovery of bitcoin," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2022.101625.
- Ren, Xiaoyi & Shao, Huan, 2022, "Non-state shareholder governance and shadow banking business: Evidence from Chinese state-owned manufacturing enterprises," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2022.101631.
- Schclarek, Alfredo & Xu, Jiajun & Amuchastegui, Pedro, 2022, "Panda bond financing of the Belt and Road Initiative: An analysis of monetary mechanisms and financial risks," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101662.
- Cevheroğlu-Açar, Merve G. & Karahan, Cenk C. & Yılmaz, Neslihan, 2022, "Is there an analyst (un)coverage premium?," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101665.
- Ren, Xiaohang & Wang, Rui & Duan, Kun & Chen, Jinyu, 2022, "Dynamics of the sheltering role of Bitcoin against crude oil market crash with varying severity of the COVID-19: A comparison with gold," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101672.
- Pham, Duong Phuong Thao & Huynh, Ngoc Quang Anh & Duong, Duy, 2022, "The impact of US presidents on market returns: Evidence from Trump's tweets," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101681.
- Long, Shaobo & Guo, Jiaqi, 2022, "Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101689.
- Charfeddine, Lanouar & Benlagha, Noureddine & Khediri, Karim Ben, 2022, "An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101699.
- Wang, Gang-Jin & Xiong, Lu & Zhu, You & Xie, Chi & Foglia, Matteo, 2022, "Multilayer network analysis of investor sentiment and stock returns," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101707.
- Janbaz, Mehdi & Hassan, M. Kabir & Floreani, Josanco & Dreassi, Alberto & Jiménez, Alfredo, 2022, "Political risk in banks: A review and agenda," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101713.
- Grossmann, Axel & Ngo, Thanh, 2022, "Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101714.
- BRIK, Hatem & El OUAKDI, Jihene & FTITI, Zied, 2022, "Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101720.
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- Ali, Fahad & Bouri, Elie & Naifar, Nader & Shahzad, Syed Jawad Hussain & AlAhmad, Mohammad, 2022, "An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets," Research in International Business and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.ribaf.2022.101768.
- Aharon, David Y. & Demir, Ender & Siev, Smadar, 2022, "Real returns from unreal world? Market reaction to Metaverse disclosures," Research in International Business and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.ribaf.2022.101778.
- Tripathy, Naliniprava, 2022, "Long memory and volatility persistence across BRICS stock markets," Research in International Business and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.ribaf.2022.101782.
- Echaust, Krzysztof & Just, Małgorzata, 2022, "Is gold still a safe haven for stock markets? New insights through the tail thickness of portfolio return distributions," Research in International Business and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.ribaf.2022.101788.
- Giannellis, Nikolaos, 2022, "Cryptocurrency market connectedness in Covid-19 days and the role of Twitter: Evidence from a smooth transition regression model," Research in International Business and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.ribaf.2022.101801.
- Wang, Yizhi & Lucey, Brian M. & Vigne, Samuel A. & Yarovaya, Larisa, 2022, "The Effects of Central Bank Digital Currencies News on Financial Markets," Technological Forecasting and Social Change, Elsevier, volume 180, issue C, DOI: 10.1016/j.techfore.2022.121715.
- Afrifa, Godfred Adjapong & Tingbani, Ishmael & Adesina, Oluseyi Oluseun, 2022, "Stochastic frontier modelling of working capital efficiency across Europe," Technological Forecasting and Social Change, Elsevier, volume 184, issue C, DOI: 10.1016/j.techfore.2022.122012.
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