Research classified by Journal of Economic Literature (JEL) codes

2026

• Josip Arneric & Anamarija Cupic, 2026, "A Comparison of Realized Covariances in Examining Gold's Properties Against Leading Eurozone Stocks," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 28, issue 1, pages 39-68, June.
• Marco Bonelli, 2026, "Beyond Sovereign Risk: A Frontier Market Valuation Model (FMVM) for Contextualizing Equity Cost in Structurally Constrained Markets," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 28, issue 1, pages 105-148, June.
• Iñaki Aldasoro & Paula Beltran & Federico Grinberg, 2026, "Stablecoin Inflows and Spillovers to FX Markets," IMF Working Papers, International Monetary Fund, number 2026/056, Mar.
• Shawn Cole & Martin Melecky & Florian Mölders & Tristan Reed, 2026, "Long-Run Returns to Private Equity in Emerging Markets," Management Science, INFORMS, volume 72, issue 3, pages 2041-2063, March, DOI: 10.1287/mnsc.2023.03313.
• Sergii Sheludko, 2026, "When the guns roar: how the war, reserves and exports shape Ukraine’s cost of external borrowing," Public Sector Economics, Institute of Public Finance, volume 50, issue 1, pages 95-115, DOI: 10.3326/pse.50.1.5.
• António Afonso & José Alves & Periklis Gogas & Theophilos Papadimitriou, 2026, "Sovereign Ratings and Risk Pricing, Agency Divergences in the European Union," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2026/0424, Jul.
• Stefan Scharnowski & Yanghua Shi, 2026, "Bitcoin Blackout: Proof-of-Work and the Risks of Mining Centralization," Working Papers, Research Institute, International University of Japan, number EMS_2026_08, Jun.
• Saito,Jun, 2026, "Crisis-Specific Gulfization of Stock Markets: Multipolar Shock Sources in GCC Spillovers," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 1012, Aug.
• Mikhail Stolbov & Maria Shchepeleva, 2026, "Measuring global financial stress: is there any role for large language models?," Annals of Finance, Springer, volume 22, issue 1, pages 1-22, June, DOI: 10.1007/s10436-026-00481-4.
• Aswini Kumar Mishra & Mihir Dinesh Mahajan & Bibhu Prasad Kar & K Kamesh Anand, 2026, "From Global Financial Crisis to COVID-19: The Changing Multiscale Systematic Risks in Asian Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 2, pages 881-908, June, DOI: 10.1007/s10690-025-09526-6.
• Thi Diem Huong Hoang & Thi Tuan Anh Tran & Nhan-Phu Chung, 2026, "Time-Varying Granger Causality Analysis: the Relationship Between Domestic Economic Policy Uncertainty and Stock Markets in Emerging Economies," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 3, pages 997-1021, September, DOI: 10.1007/s10690-025-09530-w.
• Geeta Duppati & Anoop S. Kumar & Neha Matlani & Ravinder Rena & Ploypailin Kijkasiwat, 2026, "Safe-Haven Dynamics: Asset Pricing and Resource Reallocation in Global Market Crises," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 3, pages 1107-1133, September, DOI: 10.1007/s10690-025-09535-5.
• Li Bei & Mohammad Nourani & Qian Long Kweh & Ikhlaas Gurrib & Jawad Asif, 2026, "The Influence of FinTech on the Capital Adequacy Ratio of Commercial Banks in China," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 3, pages 1193-1223, September, DOI: 10.1007/s10690-025-09538-2.
• Adnan Aslam & Rayenda Khresna Brahmana & Xiu Wei Yeap, 2026, "The Feature Importance of Quantile Connectedness among Islamic Sectoral Indices and Meme Assets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 4, pages 1811-1856, December, DOI: 10.1007/s10690-025-09558-y.
• Yueli Liu & Xiu Jin & Jinming Yu, 2026, "Revisiting Extreme Risk Contagion from the Oil Market to Stock Markets: A Systemic Perspective Based on Network Interconnectedness," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 609-642, February, DOI: 10.1007/s10614-025-10877-5.
• Müge Özdemir, 2026, "Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 555-608, February, DOI: 10.1007/s10614-025-10889-1.
• Amine Ben Amar & Néjib Hachicha & Mariem Brahim & Abdelkader Sbihi, 2026, "Portfolio Selection Based on Time–Frequency Connectedness: Evidence from GCC Sectoral Stock Markets and the Oil Market," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 3, pages 2151-2181, March, DOI: 10.1007/s10614-025-10937-w.
• Wael Dammak & Ali Ben Mrad & Christian de Peretti & Salah Ben Hamad, 2026, "Enhancing Currency Option Pricing Models: Incorporating Dynamic Information Costs and Machine Learning Techniques," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 4, pages 2603-2642, April, DOI: 10.1007/s10614-025-10939-8.
• Jiaojiao Yang & Xiuguo Gong & Ancheng Fang, 2026, "Extreme Risk Spillover from Commodity Markets to Green Finance Markets: New Evidence Utilizing GAN and GARCH Model," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 5, pages 4169-4197, May, DOI: 10.1007/s10614-025-11004-0.
• Klaus Grobys, 2026, "On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 2, pages 1245-1292, August, DOI: 10.1007/s10614-025-11064-2.
• Wafa Kammoun Masmoudi & Olfa El Aoun & Wael Dammak, 2026, "Quantile Interactions and Spillovers among Blue Economy Indices, Bitcoin, VIX, and Traditional Assets during Crises," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 4, pages 3087-3117, October, DOI: 10.1007/s10614-025-11142-5.
• Dražen Cvijanović, 2026, "Financial Contagion Through the Pan-European Financial Network: Spillover Effect on the Western Balkans," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 5, pages 4077-4119, November, DOI: 10.1007/s10614-025-11160-3.
• Hongli Niu & Xiyu Liu, 2026, "Quantile Time-Frequency Connectedness Between Cryptocurrency, Electricity, Clean Energy, and Green Investment Markets," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 5, pages 3733-3762, November, DOI: 10.1007/s10614-025-11174-x.
• Renata Karkowska & Szczepan Urjasz, 2026, "Volatility Spillovers and Hedging Effectiveness of Green Bonds: A Cross-Regional Analysis," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 5, pages 3871-3895, November, DOI: 10.1007/s10614-025-11177-8.
• Jesús Enrique Molina-Muñoz & Pilar Soriano-Felipe, 2026, "Dynamic spillovers among policy uncertainty, financial markets and energy markets in developed and emerging economies," Economic Change and Restructuring, Springer, volume 59, issue 1, pages 1-33, February, DOI: 10.1007/s10644-025-09949-1.
• Houssem Eddine Belghouthi & Adel Boubaker, 2026, "Multiscale connectedness between stocks, energy, and green bonds under economic and climate policy uncertainty: evidence from the G7," Economic Change and Restructuring, Springer, volume 59, issue 4, pages 1-52, August, DOI: 10.1007/s10644-026-10042-4.
• Marco I. Bonelli, 2026, "A multi-premium framework for Turkey’s equity market: sovereign, liquidity, volatility, and governance risk in regional context," Economic Change and Restructuring, Springer, volume 59, issue 5, pages 1-24, October, DOI: 10.1007/s10644-026-10061-1.
• Eugene Kouassi & Pamphile Mezui Mbeng & Loukou Landry Eric Yobouet & Jean-Paul Tchankam & Oluyele Akinkugbe, 2026, "COVID-19, economic policy uncertainty and stock returns in selected European countries: a wavelet analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 53, issue 2, pages 317-349, May, DOI: 10.1007/s10663-026-09673-7.
• Khder Alakkari, 2026, "Geopolitical risk and gold return predictability across quantile states: quantile on quantile regression with block bootstrap and scenario forecasts," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 53, issue 3, pages 837-866, August, DOI: 10.1007/s10663-026-09696-0.
• Maen F. Nsour, 2026, "Economic Consequences of War: Evidence from the Tel Aviv Stock Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 32, issue 1, pages 63-80, February, DOI: 10.1007/s11294-025-09944-2.
• Seun Emmanuel Fabiyi, 2026, "Capital account liberalization and the margins of trade," International Economics and Economic Policy, Springer, volume 23, issue 1, pages 1-30, February, DOI: 10.1007/s10368-025-00693-5.
• Alessio Capriotti & Silvia Muzzioli, 2026, "Sovereign bond spreads and climate risk: An empirical analysis in the Euro Area," International Economics and Economic Policy, Springer, volume 23, issue 2, pages 1-38, May, DOI: 10.1007/s10368-026-00741-8.
• Eric B. Yiadom, 2026, "Do environmental, social, and governance (ESG) metrics matter for capital inflows? empirical evidence from emerging economies," International Economics and Economic Policy, Springer, volume 23, issue 4, pages 1-31, October, DOI: 10.1007/s10368-026-00789-6.
• Spyros Papathanasiou & Anastasios Magoutas & Drosos Koutsokostas, 2026, "The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-31, December, DOI: 10.1007/s11147-025-09226-3.
• Yang Zhu & Xinchao Yao, 2026, "Dynamic co-movement and pricing dominance in global copper futures markets: evidence from emerging and developed exchanges," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-22, December, DOI: 10.1007/s11147-026-09249-4.
• 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.
• Algimantas Laurinavicius & Antanas Laurinavicius & Mohamed Elsayed Abdelsalam Ghanem & Akash Kalra & Mohammed Abdul Imran Khan, 2026, "Does Climate Policy Uncertainty Drive Renewable Energy Returns? Asymmetric Evidence from 21 Developed Economies," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 4, pages 157-187, December.
• Umar Farooq & Mosab I. Tabash & Ahmad A. Al-Naimi & Sadirdin Khudoykulov & Samariddin Makhmudov & Loona Mohammad Shaheen, 2026, "Path Dependency and Sustainability: Corporate Strategy as a Catalyst in the Second-Largest Brown Economy," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 4, pages 220-260, December.
• Grigoriy Korolev, 2026, "Liquidity Provider Position Analysis and Pricing in Automated Market Making Systems," Working Papers, New Economic School (NES), number sp0001, Mar.
• Grigoriy Korolev, 2026, "Interest Rate Transmission in Decentralized Finance: Evidence from Aave Lending Protocol," Working Papers, New Economic School (NES), number sp0003, Sep.
• 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.
• Ahmet Furkan Sak, 2026, "Dynamic Connectedness among Green Bonds, Carbon, Gold, Bitcoin, and An Emerging-Market Sustainability Index Under Geopolitical Risk," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 3, pages 960-983, DOI: 10.30784/epfad.1918183.
• Alexander A. Doronin, 2026, "Mean Reversion in Sovereign CDS and Bond Markets of Advanced Economies: Measuring Long-Term Impact of 2019-2022 Crises on Volatility using GARCH and Half-Life Models," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 25, issue 2, pages 392-423, DOI: https://doi.org/10.15826/vestnik.20.
• Valery V. Korenevsky, 2026, "Electoral Uncertainty and Cryptocurrency Markets: Quantile and Time-Varying Analysis Using Media-Based Indicators," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 25, issue 3, pages 853-878, DOI: https://doi.org/10.15826/vestnik.20.
• 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.
• Pasquale Della Corte & Steven J. Riddiough, 2026, "Currency Speculation," Annual Review of Financial Economics, Annual Reviews, volume 18, issue 1, pages 435-455, November, DOI: 10.1146/annurev-financial-082123-10.
• Şebnem Kalemli-Özcan & Can Soylu, 2026, "Can Policy Uncertainty Drive the Dollar?," Annual Review of Financial Economics, Annual Reviews, volume 18, issue 1, pages 457-477, November, DOI: 10.1146/annurev-financial-110921-10.
• 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.
• David Beers & Obiageri Ndukwe & Joe Berry, 2026, "BoC–BoE Sovereign Default Database: What’s new in 2026?," Staff Analytical Papers, Bank of Canada, number 2026-48, Oct, DOI: 10.34989/sap-2026-48.
• David Beers & Obiageri Ndukwe & Joe Berry, 2026, "Base de données de la Banque du Canada et de la Banque d’Angleterre sur les défauts souverains : quoi de neuf en 2026?," Staff Analytical Papers, Bank of Canada, number 2026-48fr, Oct, DOI: 10.34989/sap-2026-48.
• Bruno Feunou & Rishi Vala & Andreas Uthemann & Jean-Sébastien Fontaine, 2026, "Canada’s Cross-Border Carry Trade," Staff Analytical Papers, Bank of Canada, number 2026-54, Oct, DOI: 10.34989/sap-2026-54.
• 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.
• Dirk Broeders & Flavio De Carolis & Simone Di Paolo & Kitty Rang & Lorenzo Rubeo & Matteo Spuri, 2026, "The impact of US hurricanes on the portfolio decisions of Italian and Dutch institutional investors," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1060, Oct.
• Marco Massa & Gabriele Zinna, 2026, "The role of tail-risk repricing in the USD/EUR exchange rate," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1064, Oct.
• 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.
• Fernando Broner & Juan J. Cortina & Sergio L. Schmukler & Tomás Williams, 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(0x99cd2380), November.
• 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(0x983dc840), November.
• Kohei Maehashi & Daisuke Miyakawa & Kana Sasamoto, 2026, "Pricing implications of centrality in an OTC derivative market: an empirical analysis using transation-level CDS data," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Statistics and beyond: new data for decision making in central banks".
• 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, "Unraveling the cobweb of global imbalances: drivers, vulnerabilities, and adjustment scenarios," BIS Working Papers, Bank for International Settlements, number 1379, Sep.
• Rafael Guerra & Gabriel Zelpo, 2026, "Chasing El Dorado: gold under shifting geopolitical and financial conditions," BIS Working Papers, Bank for International Settlements, number 1380, Oct.
• Gerardo Ferrara & Andreas Schrimpf & Ganesh Viswanath-Natraj & Zijie Wang, 2026, "Offshore forwards and exchange rate transmission in emerging markets," BIS Working Papers, Bank for International Settlements, number 1383, Oct.
• 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.
• Marcel Brambeer & Michael Joyce & Alex Kontoghiorghes, 2026, "Domestic and foreign insurer corporate bond demand and monetary policy," Bank of England Staff Working Paper series, Bank of England, number 1210, Oct.
• 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.
• Si Yuancheng & Nadarajah Saralees, 2026, "From Close-to-Open to Open-to-Close: Multifractal Signatures and Cross-Scale Dependence Across International Equity Indices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 5, pages 1079-1104, DOI: 10.1515/snde-2025-0052.
• Hsiao Cody Yu-Ling & Ko Stanley Iat-Meng, 2026, "Stock Market Interconnection and Contagion During the COVID-19 Pandemic: A Network Perspective," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 5, pages 1163-1179, DOI: 10.1515/snde-2024-0057.
• Agyapong Joseph, 2026, "Macro-Financial Shocks and Media Coverage of Commodity Markets: A Time-Varying Spillover Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 5, pages 943-966, DOI: 10.1515/snde-2025-0166.
• 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.
• Michail Giannoulakis & Stelios Giannoulakis & Steven Ongena, 2026, "Credit Risk Externalities: Evidence from European Non-Performing Loan Spillovers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-45, Jun.
• Konstantinos N. Konstantakis & Olivier Scaillet & Nikolas Topaloglou & Panayotis G. Michaelides, 2026, "A Heterogeneous-Quantile Global VAR for Tail-Risk Transmission," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-48, Jun.
• 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 and the Origins of International Spillovers," 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 Lorente, Juan Jose & 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.
• Arslanalp, Serkan & Claessens, Stijn & Klingebiel, Daniela, 2026, "Taming Original Sin Redux: The Role of Benchmark-Driven Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 21981, Sep.
• Marín, 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.
• Marc Raffinot & Fabrice Yidalpin Oyo Badolo, 2026, "L’émission d’eurobonds améliore-t-elle la gouvernance dans les pays de l’Afrique subsaharienne ?," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2026/06, Nov.
• Jonathan Federle & Robin Greenwood & Josefin Meyer & Carmen Reinhart & Christoph Trebesch, 2026, "Wars, Threats, and the Sovereign Bond Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2186.
• Timothy Aerts & Ronald Heijmans & Violeta Vuletic & Jan Paulick, 2026, "Hidden by complexity? Measuring stablecoin, crypto and decentralised finance ecosystems," Working Papers, DNB, number 870, Oct.
• 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.