Research classified by Journal of Economic Literature (JEL) codes

2026

• Paolo Matteucci & Daniela Venanzi, 2026, "Momentum, value, and size strategy returns: the explanatory power of global macroeconomic risks," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 3, pages 993-1033, April, DOI: 10.1007/s11156-025-01421-5.
• Hsuan Fu & Shu-Fu Lee & Jui-Chung Yang, 2026, "Time-varying betas in foreign exchange returns: An IPCA approach," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 3, pages 1253-1281, April, DOI: 10.1007/s11156-025-01424-2.
• Rita Ziqi Ju & Ming-Hua Liu & Keshab Shrestha, 2026, "The Relationships between Onshore and Offshore US Dollar vs. Chinese Yuan Exchange Rates," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 3, pages 1069-1091, April, DOI: 10.1007/s11156-025-01429-x.
• Waël Louhichi & Hachmi Ben Ameur & Zied Ftiti & Jean-Luc Prigent, 2026, "The impact of COVID-19 pandemic news on stock market volatility: International evidence," Review of Quantitative Finance and Accounting, Springer, volume 67, issue 3, pages 1113-1158, October, DOI: 10.1007/s11156-025-01479-1.
• Rihab Belguith, 2026, "Dynamic Spillovers and Portfolio Construction: A TVP-VAR Analysis of the S&P 500, SSE, ESG ETFs, and Commodities," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 1, pages 186-221.
• Antanas Laurinavicius & Hussein Moselhy Sayed Ahmed & Algimantas Laurinavicius & Safaa Sayed Mahmoud & Komolov Odiljon Sayfidinovich, 2026, "Does Settling Trade in National Currency Stabilize the Domestic Currencies? Nonlinear, Asymmetric, and Horizon-Dependent Evidence from Developing Economies," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 3, pages 249-282, September.
• Thanh Pham & Huyen Thu Nguyen & Thanh Trung Le, 2026, "Behavioral Biases and Market Fluctuations: An Empirical Study of Herding and Volatility in Vietnam," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 3, pages 27-62, September.
• Hassan Zada & Abdul Mansoor & Naveed Khan & Wing-Keung Wong & Adamu Jibir, 2026, "Monetary Policy Uncertainty and Stock Market Returns in Developed and Emerging Countries: Evidence from a Quantile-on-Quantile Approach," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 3, pages 89-113, September.
• Grigoriy Korolev, 2026, "Liquidity Provider Position Analysis and Pricing in Automated Market Making Systems," Working Papers, New Economic School (NES), number sp0001, Mar.
• Dilber Doğan & Şenol Doğan, 2026, "The Impact of Global Supply Chain Pressures on Financial Markets: An Analysis of Bist Transportation Index and Cds," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 41, issue 125, pages 222-242, April, DOI: https://doi.org/10.33203/mfy.183155.
• Özge Dinç Cavlak, 2026, "Examining Carbon Efficient Stock Indices Using the Quantile Connectedness Approach," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 41, issue 125, pages 277-298, April, DOI: https://doi.org/10.33203/mfy.183604.
• Bruno Cavani & Christopher Clayton & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2026, "American Investment in Chinese Renminbi," AEA Papers and Proceedings, American Economic Association, volume 116, pages 41-46, May, DOI: 10.1257/pandp.20261038.
• Muhammed Samancı & Emrah Noyan & Zeynep Öztürk Yaprak, 2026, "Can the Index Model Be Used in Cryptocurrencies? Evidence from Traditional Methods and Numerical Simulation," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 4, pages 1399-1418, DOI: 10.30784/epfad.1706657.
• Hidayet Beyhan & Erhan Ergin & Binali Selman Eren, 2026, "Dynamic Portfolio Optimization with Deep Reinforcement Learning: Evidence from Borsa Istanbul," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 1, pages 106-119, DOI: 10.30784/epfad.1811319.
• Zekai Şenol & Fatma Zeren & Gökhan Konat & Ayşegül Han, 2026, "The Impact of Stock Markets, Interest Rates, and Exchange Rates on Credit Default Swap Premiums: Evidence from Advanced and Emerging Economies," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 2, pages 449-479, DOI: 10.30784/epfad.1777228.
• Gizem Varol & Burcu Kıran Baygın, 2026, "BIST100 ve Sektör Endeksleri ile Makro-Finansal Faktörler Arasındaki Eşbütünleşme İlişkisinin Kesirli Frekanslı Bootstrap Fourier ARDL Yaklaşımı ile İncelenmesi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 2, pages 721-746, DOI: 10.30784/epfad.1938600.
• Benjamin Born & Gernot J. Müller & Johannes Pfeifer & Susanne Wellmann, 2026, "Different No More: Country Spreads in Advanced and Emerging Economies," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 403, Apr.
• Halilibrahim Gokgoz, 2026, "Artificial Intelligence and Volatility Connectedness in Energy Markets," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 12, issue 1, pages 1-19, June, DOI: 10.22440/wjae.12.1.1.
• Fernando Broner & Juan J. Cortina & Sergio L. Schmukler & Tomas Williams, 2026, "Demand Shocks in Equity Markets and Firm Responses," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 196, Feb.
• Nahla ABBAR & Abdessadeq SADQI, 2026, "Déterminants du déploiement du capital dans l’industrie du capital-investissement dans les marchés émergents : cas du Maroc," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 7, issue 5, pages 88-106.
• Karima LAMRANI, 2026, "Resilience of the Moroccan financial market to global shocks: The Role of Monetary Policy and Event Study Analysis (2020–2026)," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 7, issue 8, pages 287-306.
• Oumaima ABOUZAID & Faouzi BOUSSEDRA, 2026, "Comparing Stablecoins and Non-Stable Cryptocurrencies in the Dynamics of the Cryptocurrency Market," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 7, issue 8, pages 556-577.
• Oumaima ABOUZAID & Faouzi BOUSSEDRA, 2026, "Le rôle de la blockchain dans la réduction de l’exclusion financière et l’amélioration de l’efficience du marché des changes au Maroc," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 7, issue 9, pages 21-45.
• Wojciech Paczos, 2026, "Empirical Evidence on Selective Sovereign Defaults," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 2, pages 129-140.
• Aneta Maria Kosztowniak, 2026, "Ryzyko ESG w instytucjach finansowych w gospodarce światowej," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 2, pages 234-251.
• Fei Ren & Miao-Miao Yi & Zhang-Hangjian Chen & Xiang Gao, 2026, "The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States," Papers, arXiv.org, number 2605.08726, May.
• Jiri Schwarz & Tomas Havranek & Zuzana Irsova & Jiri Novak, 2026, "Trust, Rule of Law, and the Size Premium: Evidence from a Meta-Analysis," Papers, arXiv.org, number 2609.26212, Aug.
• Massimo Guidolin, Serena Ionta, 2026, "Uncertain Climate Policy and the Role of the Financial Stress Transmission Channel," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 26285.
• Liliana Liliana & Ariodillah Hidayat & Eka Meirawati & Xenaneira Shodrokova, 2026, "Do Exchange Rate Volatility, Inflation, and Stock Price Index Affect the Financial Institution Efficiency Index in G20 Emerging Markets?," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 22-43.
• Albina Kalimashi & Driton Balaj, 2026, "Banking Industry Sustainable Growth Rate under Risk: Empirical Study of the Banking Industry in Western Balkan Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 91-113.
• BBVA Research, 2026, "Global | Geopolitics, geoeconomics and sovereign risk: different shocks,different channels," Working Papers, BBVA Bank, Economic Research Department, number 26/04, Mar.
• Christian Friedrich & Laura Zhao, 2026, "Patterns and Determinants of Global Cryptocurrency Flows," Staff Working Papers, Bank of Canada, number 26-15, May, DOI: 10.34989/swp-2026-15.
• Fabio Fornari & Daniele Pianeselli & Andrea Zaghini, 2026, "Environmental score and bond pricing: it better be good, it better be green," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1002, Mar.
• Giovanni Bonfanti & Juri Marcucci, 2026, "A European safe asset? Not without the investors," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1010, Jun.
• Antonia Manzini & Diego Scalise, 2026, "Innovation in the financial industry: fintech and venture capital," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1055, Sep.
• Claudia Biancotti, 2026, "What if Ether goes to zero? How market risk becomes infrastructure risk in crypto," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 74, Jan.
• Andrea Foschi, 2026, "Safety switches: the macroeconomic consequences of time-varying asset safety," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1527, Apr.
• Valentin Burban & Pavel Diev & Gilles Dufrénot & Nelson Mongeaud, 2026, "Have U.S. Treasuries Lost Their Momentum? Evidence From a New Taxonomy of Safe Assets," Working papers, Banque de France, number 1049.
• Mathilde Dufouleur, 2026, "Bitcoin Market Segmentation and Regulatory Effect," Working papers, Banque de France, number 1052.
• Juan J. Cortina & Tomás Williams & Sergio L. Schmukler & Fernando Broner, 2026, "Demand Shocks in Equity Markets and Firm Responses," Working Papers, Barcelona School of Economics, number 1557, Feb.
• Swapan-Kumar Pradhan & Eswar Prasad & Előd Takáts & Judit Temesvary, 2026, "Dollarisation waves: new evidence from a comprehensive international bond database," BIS Papers, Bank for International Settlements, number 165, ISBN: ARRAY(0x9184db10), May.
• Ding Ding & Xiang Fang & Bryan Hardy & Karen Lewis, 2026, "Global pension asset allocations and debt markets," BIS Papers, Bank for International Settlements, number 172, ISBN: ARRAY(0x91ac6b68), May.
• Iñaki Aldasoro & Bryan Hardy & Goetz von Peter & Philip Wooldridge, 2026, "International finance through the lens of BIS statistics: offshore activity," BIS Quarterly Review, Bank for International Settlements, March.
• Matthew Conway & Mathias Drehmann & Natalie Lovell & Patrick McGuire & Takeshi Shirakami, 2026, "Uncovering FX settlement risk: new measures from the 2025 BIS Triennial Survey," BIS Quarterly Review, Bank for International Settlements, June.
• Bryan Hardy & Swapan-Kumar Pradhan & Előd Takáts, 2026, "International credit to Africa," BIS Quarterly Review, Bank for International Settlements, September.
• Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2026, "Dollar funding and housing markets: the role of non-US global banks," BIS Working Papers, Bank for International Settlements, number 1332, Feb.
• Iñaki Aldasoro & Paula Beltrán & Federico Grinberg, 2026, "Stablecoin flows and spillovers to FX markets," BIS Working Papers, Bank for International Settlements, number 1340, Mar.
• Juliana Robbert & Vladyslav Sushko & Frank Westermann, 2026, "Shifting forces behind RMB internationalization: evidence from the 2025 Triennial Survey," BIS Working Papers, Bank for International Settlements, number 1345, Apr.
• Matteo Aquilina & Peter Cincinelli & Giovanni Urga, 2026, "Asset price bubbles and systemic risk in money market funds," BIS Working Papers, Bank for International Settlements, number 1358, Jun.
• Fredy Gamboa & Jose Vicente Romero, 2026, "Geopolitical risk and emerging market sovereign risk premia," BIS Working Papers, Bank for International Settlements, number 1368, Jul.
• Boris Hofmann & Aaron Mehrotra & Jan Paulick, 2026, "Dollarisation and monetary control: what lessons for the rise of stablecoins?," BIS Working Papers, Bank for International Settlements, number 1370, Jul.
• Timothy Aerts & Ronald Heijmans & Jan Paulick & Violeta Vuletic, 2026, "Hidden by complexity? Measuring stablecoin, crypto and decentralised finance ecosystems," BIS Working Papers, Bank for International Settlements, number 1377, Sep.
• Stefan Avdjiev & Kristin Forbes & Tsvetelina Nenova & Marjorie Santos, 2026, "This paper analyses the evolution and drivers of the stock of global imbalances in order to assess associated vulnerabilities and potential adjustment scenarios. These imbalances have recently increased sharply, with a deterioration in the US net int," BIS Working Papers, Bank for International Settlements, number 1379, Sep.
• Daniel A. Dias & Christine Richmond & Grant Westfahl, 2026, "Duration of Capital Market Exclusion: An Empirical Investigation," Review of International Economics, Wiley Blackwell, volume 34, issue 1, pages 178-197, February, DOI: 10.1111/roie.70021.
• Marco Grotteria & Alex Kontoghiorghes, 2026, "One dollar, many prices: dealer-specific pricing of synthetic dollar funding," Bank of England Staff Working Paper series, Bank of England, number 1207, Sep.
• Sofia Anyfantaki & Haris Giannakidis & Dimitris Malliaropulos & Petros Migiakis & Filippos Petroulakis, 2026, "Bond funds' risk taking and monetary policy," Working Papers, Bank of Greece, number 358, Feb, DOI: 10.52903/wp2026358.
• Stavros Degiannakis & George Filis & Grigorios Siourounis, 2026, "Cryptokurtosis: frequent trading fuels higher losses," Working Papers, Bank of Greece, number 361, May, DOI: 10.52903/wp2026361.
• Tomohiro Okubo & Yutaro Kaido & Kenta Yamamoto & Kazuaki Washimi, 2026, "Evolving Trends in Business Development Companies (BDCs) in the U.S. Direct Lending Market," Bank of Japan Review Series, Bank of Japan, number 26-E-1, Apr.
• Kenjiro Kataoka & Mashu Namiki & Masabumi Shimada & Yoshihiro Takada, 2026, "Developments in and Characteristics of Japan fs FX Market: An Analysis Based on the 2025 BIS Triennial Central Bank Survey," Bank of Japan Review Series, Bank of Japan, number 26-E-8, May.
• Masciandaro Donato & Romelli Davide & Rubera Gaia, 2026, "Monetary Policy and Financial Markets: Evidence from Twitter Traffic," The B.E. Journal of Macroeconomics, De Gruyter, volume 26, issue 1, pages 191-249, DOI: 10.1515/bejm-2025-0070.
• Stöferle Ronald-Peter, 2026, "Reasons for the New Gold Rush," The Economists' Voice, De Gruyter, volume 23, issue 1, pages 133-141, DOI: 10.1515/ev-2026-0012.
• Khan Naveed & Siddiqui Ozair & Yaya OlaOluwa S. & Vo Xuan Vinh, 2026, "Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 37-62, DOI: 10.1515/snde-2024-0116.
• Martin Vance L. & Sarkar Saikat, 2026, "Identifying Shock Propagation Mechanisms in Global Equity Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 2, pages 197-231, DOI: 10.1515/snde-2024-0012.
• Liu Ruipeng & Segnon Mawuli & Gupta Rangan & Bouri Elie, 2026, "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 4, pages 595-619, DOI: 10.1515/snde-2024-0108.
• Durmaz Nazif & Kim Hyeongwoo & Lee Hyejin & Sun Yanfei, 2026, "Trend Breaks and the Persistence of Closed-End Fund Discounts," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 4, pages 749-772, DOI: 10.1515/snde-2024-0123.
• Abbara Omar & Zevallos Mauricio, 2026, "On the Estimation of Asymmetric Long Memory Stochastic Volatility Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 4, pages 847-867, DOI: 10.1515/snde-2024-0092.
• Kugler, Peter, 2026, "Note on Currency Hedging of foreign assets of Swiss Investors 1974-2021," Working papers, Faculty of Business and Economics - University of Basel, number 2026/02, May.
• Bippus, B. & Lloyd, S. & Ostry, D., 2026, "Granular Banking Flows and Exchange-Rate Dynamics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2359, Mar.
• Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula & Zopounidis, Constantin, 2026, "Enforcing an Admissible Parameter Space for Vector MEM: The Fundamental Role of Matrix Inequality Constraints," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2026/3, Mar.
• Alessandro Ferrari & Andreas Freitag & Eric Kammerlander & Sarah Lein & Frank Pisch, 2026, "Exchange-rate pass-through and invoicing currency choice in international production networks," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp2154, Feb.
• Guglielmo Maria Caporale & Antonio Fons Palomares & Luis Alberiko Gil-Alana, 2026, "Long-Run Linkages and Parameter Instability in the Gold–Silver Relationship, 2010–2025," CESifo Working Paper Series, CESifo, number 12559.
• Andrea Foschi, 2026, "Safety Switches: The Macroeconomic Consequences of Time-Varying Asset Safety," CESifo Working Paper Series, CESifo, number 12567.
• Luis Rodrigo Asturias Schaub & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Long Memory in Latin American Sovereign Risk: Daily Evidence on the EMBI," CESifo Working Paper Series, CESifo, number 12731.
• Petter Bjerksund & Guttorm Schjelderup, 2026, "Investor Valuation, Taxation, and Time Varying Expected Returns," CESifo Working Paper Series, CESifo, number 12737.
• António Afonso & José Alves & Periklis Gogas & Theophilos Papadimitriou, 2026, "Sovereign Ratings and Risk Pricing, Agency Divergences in the European Union," CESifo Working Paper Series, CESifo, number 12832.
• Dimitrios Anastasiou & Theodore D. Bratis & Apostolos G. Katsafados & Steven Ongena, 2026, "Words That Move Markets: ECB Presidential Tone and Euro Area Bank CDS Spreads," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-35, Apr.
• Philippe Bacchetta & Eric van Wincoop, 2026, "Cross-Country CIP Deviations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-41, May.
• Martijn Boermans & Laurens Swinkels, 2026, "Hedging Against Inflation: International Evidence on Investor Clientele Effects," Working Papers, Czech National Bank, Research and Statistics Department, number 2026/08, Apr.
• Acharya, Viral & Laarits, Toomas, 2026, "Tariff War Shock and the Convenience Yield of US Treasuries — A Hedging Perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 20985, Jan.
• Kim, Dohan & Milesi-Ferretti, Gian Maria, 2026, "External Finance in Emerging Markets and Developing Economies: A Tale of Differences in Vulnerabilities," CEPR Discussion Papers, Centre for Economic Policy Research, number 21015, Jan.
• Flammer, Caroline & Giroux, Thomas & Heal, Geoffrey, 2026, "Scaling Sustainable Investing in Emerging and Developing Economies: Frictions and Opportunities," CEPR Discussion Papers, Centre for Economic Policy Research, number 21075, Jan.
• Benhima, Kenza & Bolliger, Elio & Davenport, Margaret, 2026, "Granular Portfolios, Expectations, and International Capital Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 21134, Feb.
• Ferrari, Alessandro & Freitag, Andreas & Kammerlander, Eric & Lein, Sarah & Pisch, Frank, 2026, "Exchange-Rate Pass-Through and Invoicing Currency Choice in International Production Networks," CEPR Discussion Papers, Centre for Economic Policy Research, number 21144, Feb.
• Kremens, Lukas & Varela, Liliana, 2026, "Sticking to Their Guns: Short-Horizon Exchange Rate Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 21258, Mar.
• Boyarchenko, Nina & Elias, Leonardo, 2026, "The Global Credit Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 21268, Mar.
• Caballero, Ricardo & Simsek, Alp, 2026, "Financial Conditions Targeting in a Multi-Asset Open Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 21290, Mar.
• Broner, Fernando & Cortina, Juan J. & Schmukler, Sergio L. & Williams, Tomas, 2026, "Demand Shocks in Equity Markets and Firm Responses," CEPR Discussion Papers, Centre for Economic Policy Research, number 21311, Mar.
• Bacchetta, Philippe & van Wincoop, Eric, 2026, "Cross-Country CIP Deviations," CEPR Discussion Papers, Centre for Economic Policy Research, number 21327, Mar.
• Tuncer, Ali Coskun, 2026, "Beyond the Core: Stock-Market Development and Performance in the Middle East, 1872–1914," CEPR Discussion Papers, Centre for Economic Policy Research, number 21520, May.
• Ahir, Hites & Bettarelli, Luca & Furceri, Davide & Frangiamore, Francesco & Ostry, Jonathan D. & Scianna, Francesco, 2026, "Trade Restrictions, Trade Policy Uncertainty and FDI Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 21524, May.
• Escobar, Mariana & Pandolfi, Lorenzo & Pedraza, Alvaro & Williams, Tomas, 2026, "Who Trades Index Rebalancings? Evidence on Benchmarking and Inelastic Demand," CEPR Discussion Papers, Centre for Economic Policy Research, number 21526, May.
• Friedrich, Christian & Zhao, Laura, 2026, "Patterns and Determinants of Global Cryptocurrency Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 21528, May.
• Anev Janse, Kalin & Beetsma, Roel & Li, Andy, 2026, "Determinants of Spreads on European Supranational Debt: Towards a Genuine European Safe Asset?," CEPR Discussion Papers, Centre for Economic Policy Research, number 21545, May.
• Ding, Ding & Fang, Xiang & Hardy, Bryan & Lewis, Karen K., 2026, "Global Pension Asset Allocations and Debt Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 21722, Jul.
• Eyquem, Aurélien, 2026, "What Makes a Safe-Haven Currency Safe?," CEPR Discussion Papers, Centre for Economic Policy Research, number 21763, Jul.
• Hassan, Tarek & Mertens, Thomas & Wang, Jingye & Zhang, Tony, 2026, "Openness, Integration, and the International Monetary Order," CEPR Discussion Papers, Centre for Economic Policy Research, number 21815, Aug.
• Hassan, Tarek & Mertens, Thomas & Wang, Jingye, 2026, "A Currency Premium Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 21816, Aug.
• Accominotti, Olivier & Chambers, David & Cen, Jason & Degorce, Victor, 2026, "Covered Interest Parity: The Long Run Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 21820, Aug.
• Schwarz, Jiri & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2026, "Trust, Rule of Law, and the Size Premium: Evidence from a Meta-Analysis," CEPR Discussion Papers, Centre for Economic Policy Research, number 21840, Aug.
• Chari, Anusha & Milesi-Ferretti, Gian Maria, 2026, "The United States and Its Creditors: Assessing Foreign Demand for U.S. Assets," CEPR Discussion Papers, Centre for Economic Policy Research, number 21921, Sep.
• Carluccio, Juan & Varela, Liliana, 2026, "Heterogeneous Cross-Border Financial Allocations," CEPR Discussion Papers, Centre for Economic Policy Research, number 21961, Sep.
• Marín Díazaraque, Juan Miguel & Romero, Eva & Veiga, Helena, 2026, "Asymmetric Correlation Propagationin Factor Stochastic Volatility Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 50310, Jun.
• María Andrea Sampedro & Dr. Damià Rey Miró, 2026, "Más allá de la capitalización: eficiencia y diseño de benchmarks en índices de criptomonedas," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 4, issue 10, pages 13-30, Enero.
• Hirshleifer, David & Huang, Chong & Teoh, Siew Hong, 2026, "Index Investing and Asset Pricing Under Information Asymmetry and Ambiguity Aversion," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 61, issue 3, pages 1528-1564, May.
• Shakhnov, Kirill & Paczos, Wojtek, 2026, "Sovereign debt issuance and selective default," Macroeconomic Dynamics, Cambridge University Press, volume 30, issue , pages 1-19, January.
• Ali Keya Anami, 2026, "Advancing Financial Markets: The Role of Sukuk in Trade Facilitation and Inclusive Development," African Journal of Commercial Studies, African Journal of Commercial Studies, volume 7, issue 1, DOI: 10.59413/ajocs/v7.i1.18.
• Kalenga, Danicious, 2026, "The Upside Case and the Growth Penalty: A Quantitative Analysis of Zambia’s 2024 Sovereign Debt Restructuring and Its 2026 Unwinding," African Journal of Commercial Studies, African Journal of Commercial Studies, volume 7, issue 4, DOI: 10.59413/ajocs/v7.i4.1.
• Ali Keya Anami, 2026, "Challenges and Opportunities in the Islamic Capital Market: Transforming Financial Services in the Digital Era," East African Finance Journal, East African Finance Journal, volume 5, issue 1, DOI: 10.59413/eafj/v5.i1.7.
• Anaya Longaric, Pablo & Bellinghausen, Lisa & Parisi, Laura & Quaglietti, Lucia & van Overbeek, Fons, 2026, "Assessing cross-border integration of equity markets in the euro area: evidence from a gravity model," Economic Bulletin Boxes, European Central Bank, volume 3.
• Ferrari Minesso, Massimo & Mendes, Bruno Lopes & Stalla-Bourdillon, Arthur & Vidaházy, Viktória, 2026, "How US financial markets react to geopolitical shocks hitting oil supply," Economic Bulletin Boxes, European Central Bank, volume 4.
• Bletzinger, Tilman & Martorana, Giulia & Mistak, Jakub, 2026, "The evolution of financial conditions in the euro area and the United States: a Macro-Finance FCI perspective," Economic Bulletin Boxes, European Central Bank, volume 6.
• Grothe, Magdalena & Mendes, Bruno Lopes & Manu, Ana-Simona & Tondo, Luca, 2026, "US equity market developments during the AI boom," Economic Bulletin Boxes, European Central Bank, volume 6.
• Pyun, Sungjune & Sulaeman, Johan, 2026, "Cross-border trade competition and international stock return comovement," Journal of International Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jinteco.2025.104174.
• Bahaj, Saleem & Fuchs, Marie & Reis, Ricardo, 2026, "The global network of liquidity lines," Journal of International Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jinteco.2026.104255.
• Srivastava, Sauhard, 2026, "Financial frictions, FX reserves, and exchange rate management with local-currency debt," Journal of International Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jinteco.2026.104282.
• Hur, Sewon & Sosa-Padilla, César & Yom, Zeynep, 2026, "Optimal bailouts in banking and sovereign crises," Journal of International Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jinteco.2026.104283.
• Ilabaca, Francisco E. & Mann, Robert & Mulder, Philip, 2026, "Global banks and natural disasters," Journal of International Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jinteco.2026.104289.
• Lee, Annie Soyean & Engel, Charles, 2026, "U.S. liquid government liabilities and emerging market capital flows," Journal of International Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jinteco.2026.104299.
• Esparcia, Carlos & Jareño, Francisco & Escribano, Ana, 2026, "Considering the interaction between carbon allowances and cryptocurrencies across time and frequencies: Potential risk-return and environmental benefits," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100327.
• Mensi, Walid & El-Khoury, Rim & Alshater, Muneer & Kang, Sang Hoon, 2026, "Asymmetric spillovers between US sector stocks, Islamic stock index, conventional bond, green bond, and commodity markets," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100334.
• Guesmi, Mouna & Mensi, Walid & Boubaker, Adel & Al-Yahyaee, Khamis Hamed, 2026, "Frequency connectedness between green financial assets and GCC Islamic and conventional stock markets during bear and bull market modes," Innovation and Green Development, Elsevier, volume 5, issue 3, DOI: 10.1016/j.igd.2026.100353.
• Boubakri, Salem & Guillaumin, Cyriac, 2026, "Measuring financial integration in GCC stock markets: Dynamics, risk premia, and the path to enhanced cooperation," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2025.100667.
• Aslam, Adnan, 2026, "Oil shock spillovers in emerging markets: Sectoral dynamics of demand, supply, and risk channels," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2026.100682.
• McMillan, David G., 2026, "Stock-bond return correlation: Understanding the changing behaviour," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102242.
• Olaboopo, Olakunle & Boamah, Evans O., 2026, "Climate change news risk and advertising spending," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102245.
• REN, Fei & YI, Miaomiao & CHEN, Zhang-Hangjian & GAO, Xiang, 2026, "The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102258.
• Sun, Xuchu & Zhang, Qing & Li, Tangrong, 2026, "How are retail investors informed? A perspective from institutional trading intention exposure," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102259.
• Balli, Faruk & Balli, Hatice Ozer & Hoxha, Indrit & Nguyen, Hannah & Dang, Tam Hoang Nhat, 2026, "Energy market deregulation: A new perspective on dividend smoothing," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102260.
• Seikku, Henrik & Sifat, Imtiaz, 2026, "Bitcoin bans & regulatory segmentation in digitally native asset markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102261.
• Pan, Chu & Sun, Chentong & Zhang, Yue & Li, Yanshuang & Naeem, Muhammad Abubakr, 2026, "Climate change exposure and global sovereign credit risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2025.102238.
• Wang, Shujie & Han, Liyan & Yang, Xiaoguang & Qiao, Tongshuai, 2026, "What Drives the Regret Premium: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2025.102277.
• Liao, Kezhi & Wang, Zhihao & Ma, Baichao & Zhang, Yu, 2026, "Capital market international integration and corporate demand for green skills: Evidence from MSCI index inclusion," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 108, issue C, DOI: 10.1016/j.intfin.2026.102291.
• Zhang, Xiaoming & Zhao, Yue & Zhou, Hegang & Zedda, Stefano, 2026, "Non-interest income, bank size and systemic risk: what is the role of financial development?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 108, issue C, DOI: 10.1016/j.intfin.2026.102305.
• Aspris, Angelo & Dyhrberg, Anne Haubo & Foley, Sean & Krekel, William & Putnins, Talis J., 2026, "Is decentralized always better? How market structure affects trading costs for tokenized assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102302.
• Dziwok, Ewa & Kliber, Paweł & Wagner, Niklas F., 2026, "Green versus conventional bonds during market stress: Threats to financial stability?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102329.
• Ma, Yong & Zhang, Shaofeng & Zhou, Mingtao & Zhou, Xiaozhou, 2026, "Do recession fears help predict stock market volatility? International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102331.
• Schertler, Andrea & Tillema, Sandra, 2026, "When do foreign regulatory interventions trigger market disciplinary effects? Evidence from anti-money laundering regulation violations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102339.
• Cai, Xinni & Yang, Ge & Zheng, Xiaojia, 2026, "Independent director licensing and stock price crash risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102340.
• Chuliá, Helena & Martínez-Taberner, Guillermo & Uribe, Jorge M., 2026, "Financial Globalization, Fragmentation, and Crises: Over a Century-long Journey," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102341.
• Choi, Jiyoon, 2026, "Factor timing in currency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102351.
• Lahiani, Amine & Mefteh-Wali, Salma & Mselmi, Nada, 2026, "Do defense stocks benefit from geopolitical Risk? asymmetries across time horizons and market states," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102354.
• Scharnowski, Stefan, 2026, "Fractional and around the clock: Trading activity in tokenized financial assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102355.
• Tong, Bin & Li, Rui & Xu, Yuanrong, 2026, "Asymptotically unbiased extreme Expected Shortfall and tail risk forecasting in international financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 111, issue C, DOI: 10.1016/j.intfin.2026.102352.
• Xue, Yongyi & Hasan, Shehub Bin & Kabir, Muhammad, 2026, "Climate change exposure and M&A: Global evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 111, issue C, DOI: 10.1016/j.intfin.2026.102356.
• Chang, Ya-Ting & Gau, Yin-Feng, 2026, "Quantile liquidity connectedness in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 111, issue C, DOI: 10.1016/j.intfin.2026.102358.
• O’Sullivan, Conall & Papavassiliou, Vassilios G. & Wafula, Ronald Wekesa, 2026, "Commonality in liquidity resiliency and its determinants: Evidence from the euro area sovereign bond market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 111, issue C, DOI: 10.1016/j.intfin.2026.102360.
• Bose, Sudipta & Chiah, Mardy & Rahman, Md Lutfur, 2026, "The asymmetric impact of oil price demand and supply shocks on financial constraints," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 111, issue C, DOI: 10.1016/j.intfin.2026.102368.
• El Hajjar, Samah & Enilov, Martin & Gebka, Bartosz, 2026, "Cryptocurrency investors’ herding and overconfidence: evidence from compounded uncertainty shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 111, issue C, DOI: 10.1016/j.intfin.2026.102377.
• Sowah, Joseph Sowahfio & Dak-Adzaklo, Cephas Simon Peter & Manu, Sylvester Adasi & Kaiser, Daniel, 2026, "Does cross-border regulatory cooperation reduce excessive risk-taking?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 112, issue C, DOI: 10.1016/j.intfin.2026.102388.
• Qin, Weiping & Cho, Sungjun & Hyde, Stuart, 2026, "Global equity integration reconsidered: country- and industry-level components," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 112, issue C, DOI: 10.1016/j.intfin.2026.102390.
• Duong, Huu Nhan & Goyal, Abhinav & Rhee, S. Ghon, 2026, "Folklore narratives and IPO outcomes," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107578.
• Cakici, Nusret & Zaremba, Adam, 2026, "The more, the better? Predicting stock returns with local and global data," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107658.
• Gandhi, Priyank & Issa, George & Jarnecic, Elvis, 2026, "International spillover of bank liquidity shocks: Does organizational form of global banks matter?," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107672.
• Fanelli, Viviana & Fontana, Claudio & Rotondi, Francesco, 2026, "A hidden Markov model for statistical arbitrage in international crude oil futures markets," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107714.
• Schwertfeger, Lennart & Vogt, Bodo, 2026, "Arbitrage trading between decentral and central cryptocurrency exchanges," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107721.
• So, Raymond H.Y. & Zhang, Xuanchen, 2026, "Rejoicing, regret and stock returns – US and international evidence," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107742.
• Müller, Sebastian & Preissler, Fabian, 2026, "In good and in bad times? The relation between anomaly returns and market states," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107746.
• Xia, Wenjing & Ye, Wuyi & Wu, Bin & Zhou, Yi, 2026, "Option-implied systemic risk measures," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107770.
• Verdickt, Gertjan, 2026, "The asset-pricing implications of selection neglect: Evidence from global fine wine auctions," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107792.
• Chen, Rongxin & Tai, Chung-Ching & Lepori, Gabriele M. & Sung, Ming-Chien & Tseng, Yi-Heng, 2026, "Behavioural theories of investor behaviour: Empirical evidence from the limit order book," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107797.
• (Jinfan) Chang, Jeffery & Du, Huancheng & Lou, Dong & Polk, Christopher, 2026, "Corrigendum to “Ripples into waves: Trade networks, economic activity, and asset prices” [Journal of Financial Economics, Volume 145, (July 2022) Pages 217–238/Article Number]," Journal of Financial Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jfineco.2025.104201.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2026, "Government bond risk and return in the US and China," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104224.
• Loualiche, Erik & Pecora, Alexandre R. & Somogyi, Fabricius & Ward, Colin, 2026, "Monetary policy transmission through the exchange rate factor structure," Journal of Financial Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.jfineco.2026.104305.
• Berg, Tobias & Ma, Lin & Streitz, Daniel, 2026, "Out of sight, out of mind: Divestments and the global reallocation of pollutive assets," Journal of Financial Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.jfineco.2026.104308.
• Berndt, Antje & Helwege, Jean & Liu, Amanda & Packer, Frank, 2026, "The impact of introducing a (nearly) redundant security: Evidence from Malaysian corporate bonds," Journal of Financial Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.jfineco.2026.104310.
• Sikorskaya, Taisiya, 2026, "Institutional investor mandates, securities lending, and short-selling constraints," Journal of Financial Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.jfineco.2026.104349.
• Tong, Jamie Y. & Thewissen, James & Ni, Serene Xu & Chen, Shimin, 2026, "CEO retirement and cost stickiness," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 60, issue C, DOI: 10.1016/j.intaccaudtax.2025.100738.
• Feng, Lingbing & Shi, Jingyi & Kutan, Ali M., 2026, "Your fear is (partly) mine: the role of non-VIX volatility in forecasting regional stock market volatility using interpretable machine learning," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103467.
• Han, Kefei & Kong, Manyu & Xu, Qiuhua & Zhou, Jiayi, 2026, "Exchange rate contagion and international trade: Insights from the TENET method," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103471.
• Curcio, Domenico & D’Amico, Simona & Hasan, Iftekhar & Vioto, Davide, 2026, "Decoding the digital finance revolution: How BigTechs, FinTechs and crypto-assets shape financial systemic risk in US and EU," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103493.
• Bei, Zeyun & Cui, Liyuan & Zhou, Yinggang, 2026, "Liquidity, sentiment, and global spillover across financial markets," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103494.
• Li, Yuanyuan & Wang, Xun & Yu, Jingwen, 2026, "FOEs and the transmission of US monetary policy shocks: Evidence from China," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103497.
• Fornari, Fabio & Pianeselli, Daniele & Zaghini, Andrea, 2026, "Environmental score and bond pricing: It better be good, it better be green," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103498.
• Sen, Aariya & Sensarma, Rudra, 2026, "Beyond borders: spillover effects of US monetary policy on the financial stress of emerging market economies," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103500.
• Fang, Tong & Liu, Peng & Su, Zhi, 2026, "Global trade network and the cross-section of international stock market returns," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103507.
• Marmora, Paul, 2026, "Hiding in plain sight: Detecting underground sportsbooks through local Bitcoin demand," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103513.
• Al-Haschimi, Alexander & Apostolou, Apostolos & Azqueta-Gavaldon, Andres & Ricci, Martino, 2026, "Assessing financial risk in China: a text-based indicator approach," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2025.103514.
• Chen, Ran & Yang, Lu & Zhang, Xueyong, 2026, "Geopolitical risk and the cross-section of stock returns: International evidence," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2026.103526.
• Campos, Rodolfo G. & Manu, Ana-Simona & Molina, Luis & Suárez-Varela, Marta, 2026, "China’s financial spillovers to emerging markets," Journal of International Money and Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jimonfin.2026.103538.
• Liu, Yi, 2026, "How to maximize momentum returns in foreign exchange Markets?," Journal of International Money and Finance, Elsevier, volume 164, issue C, DOI: 10.1016/j.jimonfin.2026.103566.
• Dufouleur, Mathilde, 2026, "Bitcoin market segmentation and regulatory effect," Journal of International Money and Finance, Elsevier, volume 165, issue C, DOI: 10.1016/j.jimonfin.2026.103570.
• Khan, Shujaat & Li, Bo & Zhao, Yunhui, 2026, "Pension reform and stock market development: cross-country evidence," Journal of International Money and Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jimonfin.2026.103608.
• Cappiello, Lorenzo & Ferrucci, Gianluigi & Maddaloni, Angela & Veggente, Veronica, 2026, "Creditworthy: Do climate change risks matter for sovereign credit ratings?," Journal of International Money and Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jimonfin.2026.103628.
• Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong, 2026, "Rethinking currency factors: The case for mean-variance optimisation," Journal of International Money and Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jimonfin.2026.103636.
• Berkman, Henk & Malloch, Hamish, 2026, "Expected market risk premiums in the international cross-section," Journal of International Money and Finance, Elsevier, volume 168, issue C, DOI: 10.1016/j.jimonfin.2026.103641.
• Mermelas, Georgios & Tagkalakis, Athanasios, 2026, "Monetary policy transmission: The role of banking sector characteristics in the euro area," Journal of International Money and Finance, Elsevier, volume 168, issue C, DOI: 10.1016/j.jimonfin.2026.103644.
• Zhang, Aoran & Yüce, Ayşe, 2026, "From carbon footprints to global footprints: unraveling the link between carbon emissions and cross-border M&As," Journal of International Money and Finance, Elsevier, volume 168, issue C, DOI: 10.1016/j.jimonfin.2026.103651.
• Lim, Jamus Jerome & Long, Xin, 2026, "The dollar squeeze and economic growth," Journal of Macroeconomics, Elsevier, volume 87, issue C, DOI: 10.1016/j.jmacro.2026.103740.
• Maquieira, Carlos P. & Pastén-Henríquez, Boris, 2026, "Does climate policy uncertainty impact gold-mining stock returns? International evidence," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2026.100539.
• Han, Lin & Trück, Stefan & Truong, Chi, 2026, "A note to Maghyereh et al. (2016) — Revisiting the directional connectedness of implied volatility between crude oil and equity markets," Journal of Commodity Markets, Elsevier, volume 43, issue C, DOI: 10.1016/j.jcomm.2026.100569.
• Zangelidis, Leonidas & Rezitis, Anthony N., 2026, "Topology of intraday realized volatilities across commodity indices, copper futures, the U.S. dollar index, and the NASDAQ: An unrestricted multivariate HAR-VAR approach," Resources Policy, Elsevier, volume 117, issue C, DOI: 10.1016/j.resourpol.2026.105934.
• Tok, Şerife Akıncı, 2026, "Climate policy and sustainability uncertainty in energy and transition metal markets: Evidence from a TVP-VAR–based asymmetric connectedness framework," Resources Policy, Elsevier, volume 118, issue C, DOI: 10.1016/j.resourpol.2026.105935.
• Berger, Allen N. & Karlström, Peter & Karolyi, Stephen A. & Ossandon Busch, Matias & Pinzon-Puerto, Freddy & Roman, Raluca A., 2026, "Global banking with a Latin American rhythm," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 7, issue 1, DOI: 10.1016/j.latcb.2025.100195.
• Serena, Jose Maria, 2026, "Credit market sentiment, investor monitoring and firms’ international borrowing," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 7, issue 3, DOI: 10.1016/j.latcb.2025.100174.
• Hadad, Elroi & Choi, Sun-Yong, 2026, "Volatility spillovers and risk transmission in global real estate investment trust markets: Role of uncertainty and macroeconomic shocks," Journal of Multinational Financial Management, Elsevier, volume 81, issue C, DOI: 10.1016/j.mulfin.2026.100948.
• Doan, Gia Han & Gholami, Fariba & Chung, Chune Young & Ryu, Doojin, 2026, "Unexpected exchange rate volatility and corporate ESG engagement: Cross-country evidence," Journal of Multinational Financial Management, Elsevier, volume 82, issue C, DOI: 10.1016/j.mulfin.2026.100961.
• Kim, Hyeyun & Diao, Xundi & Zhou, Yaping, 2026, "The time-varying role of implied volatility curvature in information flow: Evidence in China," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103301.
• Gong, Yuki Yi & Zhang, Yuge & Elahi, Ehsan, 2026, "How markets price CEO word–deed consistency: Cross-country evidence," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103319.
• Nie, Chun-Xiao, 2026, "The short-term impact of the April 2025 tariff shock on China’s stock market: Dynamic network evidence of correlation structure changes," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103341.
• Zhu, Chen & Li, Haohua, 2026, "Cross-border capital flows and China’s banking systemic risk: Cross-contagion effects based on the time-varying net spillover index," Pacific-Basin Finance Journal, Elsevier, volume 95, issue C, DOI: 10.1016/j.pacfin.2025.102972.