Research classified by Journal of Economic Literature (JEL) codes

2022

• Lee, Eun Jung & Lee, Yu Kyung & Kim, Ryumi, 2022, "Investor attention and the risk-return trade-off," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102524.
• Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Alagidede, Imhotep Paul & Gil-Alana, Luis Alberiko, 2022, "Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102535.
• Cao, Zhen & Han, Liyan & Zhang, Qunzi, 2022, "Stock return predictability in China: Power of oil price trend," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102537.
• Zhou, Xiaoguang & Tang, Xinmeng & Wu, Shihwei, 2022, "The impact of national culture on IPO underpricing and its influence mechanism: A cross-border empirical research," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102543.
• Papathanasiou, Spyros & Koutsokostas, Drosos & Pergeris, Georgios, 2022, "Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102602.
• Zhao, Lili & Liu, Wenhua & Zhou, Min & Wen, Fenghua, 2022, "Extreme event shocks and dynamic volatility interactions: The stock, commodity, and carbon markets in China," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102645.
• González-Velasco, Carmen & García-López, Marcos & González-Fernández, Marcos, 2022, "Does sovereign risk impact banking risk in the Eurozone? Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102670.
• Samitas, Aristeidis & Papathanasiou, Spyros & Koutsokostas, Drosos & Kampouris, Elias, 2022, "Are timber and water investments safe-havens? A volatility spillover approach and portfolio hedging strategies for investors," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102657.
• Apergis, Nicholas, 2022, "COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102659.
• Bondatti, Massimiliano & Rillo, Giovanni, 2022, "Commodity tail-risk and exchange rates," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102937.
• Daud, Siti Nurazira Mohd & Ahmad, Abd Halim & Khalid, Airil & Azman-Saini, W.N.W., 2022, "FinTech and financial stability: Threat or opportunity?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2021.102667.
• Elsayed, Ahmed H. & Gozgor, Giray & Yarovaya, Larisa, 2022, "Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102732.
• Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2022, "How do financial and commodity markets volatility react to real economic activity?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102733.
• Akhtaruzzaman, Md & Boubaker, Sabri & Nguyen, Duc Khuong & Rahman, Molla Ramizur, 2022, "Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102787.
• Ren, Boru & Lucey, Brian, 2022, "Do clean and dirty cryptocurrency markets herd differently?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102795.
• Quiroga-Garcia, Raquel & Pariente-Martinez, Natalia & Arenas-Parra, Mar, 2022, "Evidence for round number effects in cryptocurrencies prices," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102811.
• Gao, Lingbo & Ye, Wuyi & Guo, Ranran, 2022, "Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102826.
• Li, Danyang & Shi, Yukun & Xu, Liao & Xu, Yahua & Zhao, Yang, 2022, "Dynamic asymmetric dependence and portfolio management in cryptocurrency markets," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102829.
• Hanauer, Matthias X. & Kononova, Marina & Rapp, Marc Steffen, 2022, "Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102856.
• Robe, Michel A., 2022, "The dollar’s ”Convenience Yield”," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102858.
• Baldi, Francesco & Salvi, Antonio, 2022, "Disentangling acquisition premia: Evidence from the global market for corporate control," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102885.
• Boubaker, Sabri & Goodell, John W. & Pandey, Dharen Kumar & Kumari, Vineeta, 2022, "Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102934.
• Choudhury, Tonmoy & Kinateder, Harald & Neupane, Biwesh, 2022, "Gold, bonds, and epidemics: A safe haven study," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102978.
• Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2022, "Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102991.
• Brzeszczyński, Janusz & Gajdka, Jerzy & Pietraszewski, Piotr & Schabek, Tomasz, 2022, "Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.102986.
• Kitano, Shigeto & Zhou, Yang, 2022, "Effects of China’s capital controls on individual asset categories," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103032.
• Liu, Kaiyi & Yuan, Xianghui & Wang, Chen & Hou, Wenxuan, 2022, "Silence is golden? Responses to rumors by Chinese listed firms," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103055.
• Cao, Guangxi & Xie, Wenhao, 2022, "Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103070.
• Scharnowski, Stefan, 2022, "Central bank speeches and digital currency competition," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103072.
• Fromentin, Vincent, 2022, "Time-varying causality between stock prices and macroeconomic fundamentals: Connection or disconnection?," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103073.
• Liu, Yiye & Han, Liyan & Wu, You & Yin, Libo, 2022, "Do terrorist attacks matter for currency excess returns?," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103087.
• Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea & Vo, Xuan Vinh, 2022, "Switching connectedness between real estate investment trusts, oil, and gold markets," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103112.
• Bazán-Palomino, Walter, 2022, "Interdependence, contagion and speculative bubbles in cryptocurrency markets," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103132.
• Su, Chi-Wei & Rizvi, Syed Kumail Abbas & Naqvi, Bushra & Mirza, Nawazish & Umar, Muhammad, 2022, "COVID19: A blessing in disguise for European stock markets?," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103135.
• Todea, Anita, 2022, "Ancestry barriers to the cross-border diffusion of global market information," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103151.
• Fan, Qingqian & Feng, Sixian, 2022, "An empirical study on the characterization of implied volatility and pricing in the Chinese option market," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103160.
• Bouri, Elie & Christou, Christina & Gupta, Rangan, 2022, "Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103193.
• Zheng, Yan & Wen, Fenghua & Deng, Hanshi & Zeng, Aiqing, 2022, "The relationship between carbon market attention and the EU CET market: Evidence from different market conditions," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103140.
• Yang, Ming-Yuan & Wu, Zhen-Guo & Wu, Xin, 2022, "An empirical study of risk diffusion in the cryptocurrency market based on the network analysis," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103180.
• Lee, Jangyoun & Oh, Taehee, 2022, "The Kimchi premium and bitcoin-cashing outlets," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103200.
• Xu, Fang & Bouri, Elie & Cepni, Oguzhan, 2022, "Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103201.
• Bakas, Dimitrios & Magkonis, Georgios & Oh, Eun Young, 2022, "What drives volatility in Bitcoin market?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103237.
• Nerlinger, Martin & Utz, Sebastian, 2022, "The impact of the Russia-Ukraine conflict on energy firms: A capital market perspective," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103243.
• Altman, Edward I. & Hu, Xiaolu & Yu, Jing, 2022, "Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103247.
• Yousaf, Imran & Yarovaya, Larisa, 2022, "Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103299.
• Hong, Weiting, 2022, "Trade momentum for alpha," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103300.
• Gaio, Luiz Eduardo & Stefanelli, Nelson Oliveira & Pimenta, Tabajara & Bonacim, Carlos Alberto Grespan & Gatsios, Rafael Confetti, 2022, "The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103302.
• Huang, Jie & Cao, Yu & Zhong, Pengshu, 2022, "Searching for a safe haven to crude oil: Green bond or precious metals?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103303.
• Aslan, Aydin & Posch, Peter N., 2022, "Does carbon price volatility affect European stock market sectors? A connectedness network analysis," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103318.
• Li, Zeming & Sakkas, Athanasios & Urquhart, Andrew, 2022, "Intraday time series momentum: Global evidence and links to market characteristics," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2021.100619.
• Petkevich, Alex & Samdani, Taufique, 2022, "The equilibrium prices of auction IPO securities: Empirical evidence," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2021.100629.
• Baldauf, Markus & Mollner, Joshua, 2022, "Fast traders make a quick buck: The role of speed in liquidity provision," Journal of Financial Markets, Elsevier, volume 58, issue C, DOI: 10.1016/j.finmar.2021.100621.
• Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2022, "Contagious margin calls: How COVID-19 threatened global stock market liquidity," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100689.
• Kolokolova, Olga & Le Courtois, Olivier & Xu, Xia, 2022, "Is the index efficient? A worldwide tour with stochastic dominance," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100660.
• Long, Huaigang & Zaremba, Adam & Zhou, Wenyu & Bouri, Elie, 2022, "Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100736.
• Zaremba, Adam & Cakici, Nusret & Demir, Ender & Long, Huaigang, 2022, "When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100964.
• Jones, Laurence & Alsakka, Rasha & ap Gwilym, Owain & Mantovan, Noemi, 2022, "Regulating rating agencies: A conservative behavioural change," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.100999.
• Le, Chau & Dickinson, David & Le, Anh, 2022, "Sovereign risk spillovers: A network approach," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101006.
• Ellis, Scott & Sharma, Satish & Brzeszczyński, Janusz, 2022, "Systemic risk measures and regulatory challenges," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2021.100960.
• Benbouzid, Nadia & Kumar, Abhishek & Mallick, Sushanta K. & Sousa, Ricardo M. & Stojanovic, Aleksandar, 2022, "Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer," Journal of Financial Stability, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfs.2022.101084.
• Wong, Zoey & Chen, Afei & Peng, Dan & Kong, Qunxi, 2022, "Does technology-seeking OFDI improve the productivity of Chinese firms under the COVID-19 pandemic?," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2021.100675.
• Smales, Lee A., 2022, "Spreading the fear: The central role of CBOE VIX in global stock market uncertainty," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2021.100679.
• Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Gabauer, David & Dwumfour, Richard Adjei, 2022, "Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2021.100692.
• Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2022, "Financial turbulence, systemic risk and the predictability of stock market volatility," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2022.100699.
• Jiao, Feng & Liu, Qingfu & Tse, Yiuman & Wang, Zhiqin, 2022, "Price disparity between Chinese A- and H-shares: Dividends, currency values, and the interest rate differential," Global Finance Journal, Elsevier, volume 53, issue C, DOI: 10.1016/j.gfj.2021.100619.
• Carneiro, Livia Mendes & Eid Junior, William & Yoshinaga, Claudia Emiko, 2022, "The implications of passive investments for active fund management: International evidence," Global Finance Journal, Elsevier, volume 53, issue C, DOI: 10.1016/j.gfj.2021.100623.
• Yousaf, Imran & Yarovaya, Larisa, 2022, "Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication," Global Finance Journal, Elsevier, volume 53, issue C, DOI: 10.1016/j.gfj.2022.100719.
• Lockwood, Jimmy & Lockwood, Larry & Miao, Hong & Ramchander, Sanjay & Yang, Dongxiao, 2022, "The information content of ETF options," Global Finance Journal, Elsevier, volume 53, issue C, DOI: 10.1016/j.gfj.2022.100725.
• Salisu, Afees A. & Ogbonna, Ahamuefula E., 2022, "The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2021.100641.
• Roy, Saktinil, 2022, "What drives the systemic banking crises in advanced economies?," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2022.100746.
• Hofmann, Daniel & Keiber, Karl Ludwig & Luczak, Adalbert, 2022, "Up and down together? On the linkage of momentum and reversal," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2022.100754.
• Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2022, "Foreign currency loans and credit risk: Evidence from U.S. banks," Journal of International Economics, Elsevier, volume 135, issue C, DOI: 10.1016/j.jinteco.2021.103558.
• Chari, Anusha & Dilts-Stedman, Karlye & Forbes, Kristin, 2022, "Spillovers at the extremes: The macroprudential stance and vulnerability to the global financial cycle," Journal of International Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.jinteco.2022.103582.
• Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022, "A tale of two global monetary policies," Journal of International Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.jinteco.2022.103606.
• Alquist, Ron & Chabot, Benjamin R. & Yamarthy, Ram, 2022, "The price of property rights: Institutions, finance, and economic growth," Journal of International Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.jinteco.2022.103594.
• Aldasoro, Iñaki & Ehlers, Torsten & Eren, Egemen, 2022, "Global banks, dollar funding, and regulation," Journal of International Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.jinteco.2022.103609.
• Calomiris, Charles W. & Larrain, Mauricio & Schmukler, Sergio L. & Williams, Tomas, 2022, "Large international corporate bonds: Investor behavior and firm responses," Journal of International Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.jinteco.2022.103624.
• Nobletz, Capucine, 2022, "Green energy indices & financial markets: An in-depth look," International Economics, Elsevier, volume 171, issue C, pages 80-109, DOI: 10.1016/j.inteco.2022.05.004.
• Mokni, Khaled & Mensi, Walid & Hammoudeh, Shawkat & Ajmi, Ahdi Noomen, 2022, "Green bonds and oil price shocks and uncertainty: A safe haven analysis," International Economics, Elsevier, volume 172, issue C, pages 238-254, DOI: 10.1016/j.inteco.2022.11.003.
• Chuku, Chuku & Yenice, Mustafa Yasin, 2022, "Eurobonds, debt sustainability and macroeconomic performance in Africa: Synthetic control experiments," International Economics, Elsevier, volume 172, issue C, pages 368-388, DOI: 10.1016/j.inteco.2022.05.007.
• Matei, Iuliana, 2022, "Does pandemic risk affect yield spreads in the EMU?," International Economics, Elsevier, volume 172, issue C, pages 431-450, DOI: 10.1016/j.inteco.2021.09.002.
• Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2022, "The COVID-19 pandemic, policy responses and stock markets in the G20," International Economics, Elsevier, volume 172, issue C, pages 77-90, DOI: 10.1016/j.inteco.2022.09.001.
• Jiti Gao & Bin Peng & Wei Biao Wu & Yayi Yan, 2022, "Time-Varying Multivariate Causal Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/22.
• Xuepeng Liu & Heiwai Tang & Zhi Wang & Shang-Jin Wei, 2022, "Currency Carry Trade by Trucks: The Curious Case of China's Massive Imports from Itself," NBER Working Papers, National Bureau of Economic Research, Inc, number 29633, Jan.
• Anusha Chari & Karlye Dilts Stedman & Kristin Forbes, 2022, "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 29670, Jan.
• Zhiguo He & Bibo Liu & Feifei Zhu, 2022, "Share Pledging in China: Funding Listed Firms or Funding Entrepreneurship?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29731, Feb.
• Linda S. Goldberg & Fabiola Ravazzolo, 2022, "The Fed's International Dollar Liquidity Facilities: New Evidence on Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 29982, Apr.
• Xiang Fang & Bryan Hardy & Karen K. Lewis, 2022, "Who Holds Sovereign Debt and Why It Matters," NBER Working Papers, National Bureau of Economic Research, Inc, number 30087, May.
• Xiang Fang & Yang Liu & Nikolai Roussanov, 2022, "Getting to the Core: Inflation Risks Within and Across Asset Classes," NBER Working Papers, National Bureau of Economic Research, Inc, number 30169, Jun.
• Harold L. Cole & Daniel Neuhann & Guillermo Ordoñez, 2022, "Information Spillovers and Sovereign Debt: Theory Meets the Eurozone Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 30216, Jul.
• Wenxin Du & Benjamin M. Hébert & Wenhao Li, 2022, "Intermediary Balance Sheets and the Treasury Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 30222, Jul.
• Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2022, "A Portfolio Approach to Global Imbalances," NBER Working Papers, National Bureau of Economic Research, Inc, number 30253, Jul.
• Zhengyang Jiang & Robert J. Richmond, 2022, "Origins of International Factor Structures," NBER Working Papers, National Bureau of Economic Research, Inc, number 30319, Aug.
• Karen K. Lewis & Edith Liu, 2022, "How Can Asset Prices Value Exchange Rate Wedges?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30422, Sep.
• Rainer Haselmann & Christian Leuz & Sebastian Schreiber, 2022, "Know Your Customer: Informed Trading by Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 30521, Sep.
• Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2022, "Understanding the Strength of the Dollar," NBER Working Papers, National Bureau of Economic Research, Inc, number 30558, Oct.
• Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2022, "Global Fund Flows and Emerging Market Tail Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 30577, Oct.
• Isil Erel & Yeejin Jang & Michael S. Weisbach, 2022, "Cross-Border Mergers and Acquisitions," NBER Working Papers, National Bureau of Economic Research, Inc, number 30597, Oct.
• Lin William Cong & Wayne Landsman & Edward Maydew & Daniel Rabetti, 2022, "Tax-Loss Harvesting with Cryptocurrencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 30716, Dec.
• Felipe E. Aldunate & Zhi Da & Borja Larrain & Clemens Sialm, 2022, "Non-Fundamental Flows and Foreign Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 30753, Dec.
• Mitali Das & Gita Gopinath & Taehoon Kim & Jeremy C. Stein, 2022, "Central Banks as Dollar Lenders of Last Resort: Implications for Regulation and Reserve Holdings," NBER Working Papers, National Bureau of Economic Research, Inc, number 30787, Dec.
• Vlasova, E. & Luo, D., 2022, "Volatility spillover between the Russia-India-China triad and the United States: A multivariate generalized autoregressive conditional heteroscedasticity analysis," Journal of the New Economic Association, New Economic Association, volume 54, issue 2, pages 111-128, DOI: 10.31737/2221-2264-2022-54-2-6.
• Rose C. Liao & Gilberto Loureiro & Alvaro G. Taboada, 2022, "Gender Quotas and Bank Risk," NIPE Working Papers, NIPE - Universidade do Minho, number 9/2022.
• Feng Dong & John Doukas, 2022, "The Effect of Corporate Investment Efficiency on Cross-Border MAs," Review of Corporate Finance, now publishers, volume 2, issue 2, pages 235-294, May, DOI: 10.1561/114.00000015.
• Florian Fuchs & Roland Füss & Tim Jenkinson & Stefan Morkoetter, 2022, "Should Investors Care Where Private Equity Managers Went to School?," Review of Corporate Finance, now publishers, volume 2, issue 3, pages 451-449, December, DOI: 10.1561/114.00000021.
• Giraldo, Iader & Turner, Philip, 2022, "The Dollar Debt of Companies in Latin America: the warning signs," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 534, Mar.
• Dimiter Nenkov, 2022, "The “New Normality†and the Lessons of Stock-Market History," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 11-40, July.
• Mariya Yaneva, 2022, "Gold Investments – Regression Analysis of the Gold Price Over a Certain Period," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 5, pages 137-145, December.
• Oecd, 2022, "OECD blended finance guidance for clean energy," OECD Environment Policy Papers, OECD Publishing, number 31, Aug, DOI: 10.1787/596e2436-en.
• Armin Ahari & Johannes Duong & Jakob Hanzl & Elsa Maria Lichtenegger & Lukas Lobnik & Andreas Timel, 2022, "Is it easy to hide money in the crypto economy? The case of Russia," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/22, pages 71-89.
• Ioana-Carmen BOZINTAN (COSMA-GULER), 2022, "SMEs FINANCING – AN OVERVIEW OF DIRECT FINANCING ON CAPITAL MARKET VS. FINANCIAL INSTITUTIONS," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 2, pages 92-102, December.
• Clayton, Christopher & Santos, Amanda Dos & Maggiori, Matteo & Schreger, Jesse, 2022, "Internationalizing Like China," SocArXiv, Center for Open Science, number r2msa, Mar, DOI: 10.31219/osf.io/r2msa.
• Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2022, "Can the covid bailouts save the economy?," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 37, issue 110, pages 277-330.
• Ricardo Laborda & Jose Olmo, 2022, "Hedging Demand in Long-Term Asset Allocation with an Application to Carry Trade Strategies
  [Variable Selection for Portfolio Choice]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 472-504.
• Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2022, "Dollar beta and stock returns," Oxford Open Economics, Oxford University Press, volume 1, issue , pages 1-10.
• Javier Bianchi & Jorge Mondragon, 2022, "Monetary Independence and Rollover Crises," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 137, issue 1, pages 435-491.
• Josefin Meyer & Carmen M Reinhart & Christoph Trebesch, 2022, "Sovereign Bonds Since Waterloo," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 137, issue 3, pages 1615-1680.
• Bastian von Beschwitz & Sandro Lunghi & Daniel Schmidt, 2022, "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data
  [Leverage, moral hazard, and liquidity]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 199-242.
• Thomas Maurer & Thuy-Duong Tô & Ngoc-Khanh Tran, 2022, "Pricing Implications of Covariances and Spreads in Currency Markets
  [Optimal and naive diversification in currency markets]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 336-388.
• Steffen Windmüller, 2022, "Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model
  [Illiquidity and stock returns: Cross-section and time-series effects]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 2, pages 447-499.
• Nicola Borri & Kirill Shakhnov, 2022, "The Cross-Section of Cryptocurrency Returns
  [A simple estimation of bid-ask spreads from daily close, high, and low prices]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 3, pages 667-705.
• Fernando Broner & Daragh Clancy & Aitor Erce & Alberto Martin, 2022, "Fiscal Multipliers and Foreign Holdings of Public Debt," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 3, pages 1155-1204.
• Saleem Bahaj & Ricardo Reis, 2022, "Central Bank Swap Lines: Evidence on the Effects of the Lender of Last Resort," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 4, pages 1654-1693.
• Lei Jiang & Jinyu Liu & Lin Peng & Baolian Wang, 2022, "Investor Attention and Asset Pricing Anomalies
  [Synchronization risk and delayed arbitrage]," Review of Finance, European Finance Association, volume 26, issue 3, pages 563-593.
• Andreas Hackethal & Tobin Hanspal & Dominique M Lammer & Kevin Rink, 2022, "The Characteristics and Portfolio Behavior of Bitcoin Investors: Evidence from Indirect Cryptocurrency Investments
  [The investor in structured retail products: advice driven or gambling oriented]," Review of Finance, European Finance Association, volume 26, issue 4, pages 855-898.
• Rajna Gibson Brandon & Simon Glossner & Philipp Krueger & Pedro Matos & Tom Steffen, 2022, "Do Responsible Investors Invest Responsibly?
  [Why and how investors use ESG information: evidence from a global survey]," Review of Finance, European Finance Association, volume 26, issue 6, pages 1389-1432.
• Nickolay Gantchev & Mariassunta Giannetti & Rachel Li, 2022, "Does Money Talk? Divestitures and Corporate Environmental and Social Policies
  [The “Wall Street Walk” and Shareholder Activism: Exit as a Form of Voice]," Review of Finance, European Finance Association, volume 26, issue 6, pages 1469-1508.
• Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2022, "Covered Interest Parity Arbitrage," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 11, pages 5185-5227.
• Nelson Camanho & Harald Hau & Hélène Rey, 2022, "Global Portfolio Rebalancing and Exchange Rates," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 11, pages 5228-5274.
• Amir Akbari & Francesca Carrieri & Aytek Malkhozov, 2022, "Can Cross-Border Funding Frictions Explain Financial Integration Reversals?," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 394-437.
• Emiliano S Pagnotta, 2022, "Decentralizing Money: Bitcoin Prices and Blockchain Security," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 866-907.
• Zhengyang Jiang, 2022, "Fiscal Cyclicality and Currency Risk Premia," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1527-1552.
• Matthew Baron & Tyler Muir, 2022, "Intermediaries and Asset Prices: International Evidence since 1870," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2144-2189.
• Giovanni Cespa & Antonio Gargano & Steven J Riddiough & Lucio Sarno, 2022, "Foreign Exchange Volume," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2386-2427.
• Irem Demirci & Miguel A Ferreira & Pedro Matos & Clemens Sialm, 2022, "How Global Is Your Mutual Fund? International Diversification from Multinationals," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 7, pages 3337-3372.
• Jonathan Brogaard & Thanh Huong Nguyen & Talis J Putnins & Eliza Wu, 2022, "What Moves Stock Prices? The Roles of News, Noise, and Information," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 9, pages 4341-4386.
• Gabriel Druta & Laura Raisa Milos, 2022, "Importance of Fundamental Analysis in the Market Valuation of the Medical Sector. Evidence from a Developed Stock Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 873-881, September.
• Oana Oprisan & Ana-Maria Dumitrache (Serbanescu) & Remus Spinu, 2022, "Crypto Currencies and Block Chain System," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 948-951, September.
• Oana Oprisan & Ana-Maria Dumitrache (Serbanescu) & Remus Spinu, 2022, "Evolutions and Trends on the Romanian Capital Market in the Post-Covid-19 Period," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 952-956, September.
• Mitica Pepi, 2022, "The Impact of the Global Pandemic Crisis on East and Central EU Stock Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 963-968, September.
• Mitica Pepi, 2022, "The Interdependence of the Stock Markets Developed in Central and Eastern- European Stock Markets - Represented by the Stock Indices," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 995-1000, Decembrie.
• Sangapta Damarjati Purba & Tastaftiyan Risfandy & Muizzuddin Muizzuddin & Muh. Rudi Nugroho, 2022, "Foreign institutional investors and dividend policy in Indonesia," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 3, pages 235-245, May, DOI: 10.1057/s41260-022-00259-z.
• Tirthank Shah & Narayan Baser, 2022, "Global mutual fund market: the turn of the month effect and investment strategy," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 6, pages 466-476, October, DOI: 10.1057/s41260-022-00282-0.
• Fernando Eguren-Martin & Andrej Sokol, 2022, "Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 70, issue 3, pages 487-519, September, DOI: 10.1057/s41308-022-00160-0.
• JaeBin Ahn & Youngju Kim & Hyunjoon Lim, 2022, "For Whom the Levy Tolls: The Case of a Macroprudential Stability Levy in South Korea," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 70, issue 3, pages 520-559, September, DOI: 10.1057/s41308-022-00163-x.
• Hiro Ito & Robert N. McCauley, 2022, "A Disaster Under-(Re)Insurance Puzzle: Home Bias in Disaster Risk-Bearing," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 70, issue 4, pages 735-772, December, DOI: 10.1057/s41308-022-00172-w.
• Lifang Chen & Minghui Han & Yong Li & William L. Megginson & Hao Zhang, 2022, "Foreign ownership and corporate excess perks," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 53, issue 1, pages 72-93, February, DOI: 10.1057/s41267-021-00466-7.
• Abdessamad Ouchen, 2022, "Is the ESG portfolio less turbulent than a market benchmark portfolio?," Risk Management, Palgrave Macmillan, volume 24, issue 1, pages 1-33, March, DOI: 10.1057/s41283-021-00077-4.
• Madina Kalimullina & M. Kabir Hassan, 2022, "Default risk as a factor preventing companies from entering the sukuk market," Risk Management, Palgrave Macmillan, volume 24, issue 4, pages 298-326, December, DOI: 10.1057/s41283-022-00096-9.
• Lilian Muchimba, 2022, "Connectedness of money market instruments: A time-varying vector autoregression approach," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2022-07, Aug.
• Alexis Stenfors & Lilian Muchimba, 2022, "The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2022-08, Dec.
• Jochen Hartmann & Matthias Pelster & Soenke Sievers, 2022, "Shareholder activism around the globe: Hedge funds vs. other professional investors," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 98, Oct.
• Harold Cole & Daniel Neuhann & Guillermo Ordonez, 2022, "Information Spillovers and Sovereign Debt: Theory Meets the Eurozone Crisis," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-017, Jun.
• Boros, Anita & Lentner, Csaba & Nagy, Vitéz, 2022, "New Aspects of Sustainability: Analysis of the European Practice of Non-Financial Reports," Public Finance Quarterly, Corvinus University of Budapest, volume 67, issue 2, pages 181-195, DOI: https://doi.org/10.35551/PFQ_2022_2.
• Esteban Ramon Perez Caldentey & Lorenzo Nalin & Leonardo Rojas, 2022, "A baseline stock-flow model for the analysis of macroprudential regulation for Latin America and the Caribbean," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2217, May.
• Joana David Avritzer & Lídia Brochier, 2022, "Household credit-financed consumption and the debt service ratio: tackling endogenous autonomous demand in the Supermultiplier model," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2219, Aug.
• Pastén, Boris & Tapia, Pablo & Sepúlveda, Jorge, 2022, "Returns in US copper companies the face of the volatility and stringency of COVID-19," MPRA Paper, University Library of Munich, Germany, number 112574, Mar.
• Tapia, Pablo & Pastén, Boris & Sepulveda Velasquez, Jorge, 2022, "Performance of the Chinese energy market in times of Russian military interventions," MPRA Paper, University Library of Munich, Germany, number 112747, Apr.
• Nathan, Daniel & Ben Zeev, Nadav, 2022, "Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination," MPRA Paper, University Library of Munich, Germany, number 112909, Apr.
• Tapia, Pablo & Pastén, Boris & Sepulveda Velasquez, Jorge, 2022, "Earthquakes in Chile-Peru and the price of copper," MPRA Paper, University Library of Munich, Germany, number 113078, May.
• Ramos Murillo, Erick, 2022, "Case studies’ evidence of greenium in green bond sovereign issuances during the pandemic selloff of March 2020," MPRA Paper, University Library of Munich, Germany, number 113145, May.
• Salles, Andre Assis de & Maria Eduarda, Silva & Paulo, Teles, 2022, "Empirical Evidence of Associations and Similarities between the National Equity Markets Indexes and Crude Oil Prices in the International Market," MPRA Paper, University Library of Munich, Germany, number 113589, Jan.
• Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Vo, Xuan Vinh, 2022, "Oil shocks and volatility of green investments: GARCH-MIDAS analyses," MPRA Paper, University Library of Munich, Germany, number 113707, Feb.
• Janus, Jakub, 2022, "Cross-border flights to safe assets in bond markets: evidence from emerging market economies," MPRA Paper, University Library of Munich, Germany, number 113875, Jul.
• Ortiz, Marco & Miyahara, Ken, 2022, "Portfolio shocks and the financial accelerator in a small open economy," MPRA Paper, University Library of Munich, Germany, number 114224, Aug.
• Lee, David, 2022, "Generic Price Model for Commodity Derivatives," MPRA Paper, University Library of Munich, Germany, number 114283, Aug.
• NEIFAR, MALIKA & HACHICHA, Fatma, 2022, "GFH validity for Canada, UK, and Suisse stock markets: Evidence ‎from univariate and panel ARDL models," MPRA Paper, University Library of Munich, Germany, number 114613, Sep.
• Le, Anh H., 2022, "Central bank digital currency and cryptocurrency in emerging markets," MPRA Paper, University Library of Munich, Germany, number 114734, Sep.
• Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2022, "Contagion or decoupling? Evidence from emerging stock markets," MPRA Paper, University Library of Munich, Germany, number 115170.
• Venetis, Ioannis & Ladas, Avgoustinos, 2022, "Co-movement and global factors in sovereign bond yields," MPRA Paper, University Library of Munich, Germany, number 115801, Dec.
• Petranov, Stefan, 2022, "Съюзът На Капиталовите Пазари И България
  [The capital markets union and Bulgaria]," MPRA Paper, University Library of Munich, Germany, number 115889, Apr.
• Ortiz, Marco & Herrera, Gerardo & Perez, Fernando, 2022, "The shine beneath: foreign exchange intervention in resource-rich economies," MPRA Paper, University Library of Munich, Germany, number 116208, Oct.
• Chin, Lee & Foo, Yong Seong & Chen, Kong San & TAGHIZADEH-HESARY, FARHAD & LIN, WOON LEONG, 2022, "Sustainability of Stock Market against COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 121422.
• Obregon, Carlos, 2022, "The Resolution of Economic Conflicts: Beyond the Economic System," MPRA Paper, University Library of Munich, Germany, number 122463, Apr.
• Emenike, Kalu O., 2022, "COVID-19 Pandemic and Stock Market Linkages in Southern African Customs Union," MPRA Paper, University Library of Munich, Germany, number 123476, Apr, revised Sep 2024.
• Elie Bouri & Christina Christou & Rangan Gupta, 2022, "Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models," Working Papers, University of Pretoria, Department of Economics, number 202213, Feb.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022, "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202217, Mar.
• Imran Yousaf & Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2022, "Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500," Working Papers, University of Pretoria, Department of Economics, number 202227, May.
• David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022, "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers, University of Pretoria, Department of Economics, number 202228, Jun.
• Petre Caraiani & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022, "Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202230, Jun.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022, "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers, University of Pretoria, Department of Economics, number 202232, Jun.
• Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022, "US Monetary Policy and BRICS Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202243, Sep.
• Jitka Veselá & Alžběta Zíková, 2022, "Are the Czech, Polish, German and Dutch markets taking a random walk?
  [Konají český, polský, německý a nizozemský trh náhodnou procházku?]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2022, issue 2, pages 19-38, DOI: 10.18267/j.cfuc.575.
• Vladimir Živanović & Jelena Vitomir & Bojan Đorđević, 2022, "Portfolio Diversification during Covid-19 Outbreak: Is Gold a Hedge and a Safe-Haven Asset?," Prague Economic Papers, Prague University of Economics and Business, volume 2022, issue 2, pages 169-194, DOI: 10.18267/j.pep.802.
• Shahriyar Aliev & Evžen Kočenda, 2022, "ECB monetary policy and commodity prices," FFA Working Papers, Prague University of Economics and Business, number 4.008, Jun, revised 21 Jun 2022.
• Marinela BÃRBULESCU & Alina HAGIU, 2022, "The Connotations Of The Crisis On The Cryptoassets Market," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 21, issue 3, pages 123-136.
• Hussein Hassan & Minko Markovski & Alexander Mihailov, 2022, "COVID-19 Cases and Stock Prices by Sector in Major Economies: What Do We Learn from the Daily Data?," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2022-04, May.
• Murcia, Andrés & García-Andrade, Sebastián, 2022, "Composición de la base de inversionistas extranjeros en el mercado de deuda pública local y variaciones en la sensibilidad de las condiciones financieras domésticas," Working papers, Red Investigadores de Economía, number 87, Feb.
• Viral V. Acharya & V. Ravi Anshuman & K. Kiran Kumar, 2022, "Foreign Fund Flows and Equity Prices during the COVID-19 Pandemic: Evidence from India," ADBI Working Papers, Asian Development Bank Institute, number 1333, Jul.
• Pitipat Nittayakamolphun & Thanchanok Bejrananda & Panjamapon Pholkerd, 2022, "The Dynamic Relationship of Volatilities and Hedging between Cryptocurrencies and Other Financial Assets," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 29, issue 1, pages 78-99.
• Pitipat Nittayakamolphun & Thanchanok Bejrananda & Panjamapon Pholkerd, 2022, "Stablecoins as Safe Haven or Hedging Asset for Cryptocurrencies (in Thai)," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 29, issue 2, pages 45-70.
• Vyacheslav Manevich & Anatoly Peresetsky & Polina Pogorelova, 2022, "Stock market and cryptocurrency market volatility," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 65, pages 65-76.
• Yakup Arı, 2022, "USD/TRY and foreign banks in Turkey: Evidence by TVP-VAR," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 67, pages 5-26.
• Cédric Poutré & Georges Dionne & Gabriel Yergeau, 2022, "The Profitability of Lead-Lag Arbitrage at High-Frequency," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 22-5, Sep.
• Mohammed Ayoub Ledhem & Mohammed Mekidiche, 2022, "Islamic securities (sukuk) and economic growth: New empirical investigation from Southeast Asia using non-parametric analysis of MCMC panel quantile regression," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 29, pages 119-138.
• Lisa Scheitza & Timo Busch & Johannes Metzler, 2022, "The impact of impact funds: A global analysis of funds with impact-claim," Journal of Financial Transformation, Capco Institute, volume 56, pages 9-14.