Research classified by Journal of Economic Literature (JEL) codes

2021

• Andreas Schüler, 2021, "Cross-border DCF valuation: discounting cash flows in foreign currency," Journal of Business Economics, Springer, volume 91, issue 5, pages 617-654, July, DOI: 10.1007/s11573-020-01013-w.
• Nils-Christian Bobenhausen & Astrid Juliane Salzmann, 2021, "Discount, transparency and announcements effects of equity rights offerings: international evidence," Journal of Business Economics, Springer, volume 91, issue 5, pages 733-758, July, DOI: 10.1007/s11573-020-01023-8.
• Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021, "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, volume 91, issue 5, pages 655-703, July, DOI: 10.1007/s11573-021-01035-y.
• Sudipta Das, 2021, "The Time–Frequency Relationship between Oil Price, Stock Returns and Exchange Rate," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 2, pages 129-149, November, DOI: 10.1007/s41549-021-00057-3.
• Kenneth A. Tah & Geoffrey Ngene, 2021, "Dynamic linkages between US and Eurodollar interest rates: new evidence from causality in quantiles," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 1, pages 200-210, January, DOI: 10.1007/s12197-020-09533-5.
• Imhotep Paul Alagidede & Gideon Boako & Bo Sjo, 2021, "African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 2, pages 288-315, April, DOI: 10.1007/s12197-020-09527-3.
• Hadfi Bilel & Kouki Mondher, 2021, "What Can explain catering of dividend? Environment information and investor sentiment," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 3, pages 428-450, July, DOI: 10.1007/s12197-021-09540-0.
• Ki-Hong Choi & Ron P. McIver & Salvatore Ferraro & Lei Xu & Sang Hoon Kang, 2021, "Dynamic volatility spillover and network connectedness across ASX sector markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 4, pages 677-691, October, DOI: 10.1007/s12197-021-09544-w.
• Ping-Chen Tsai & Chi-Ming Tsai, 2021, "Estimating the proportion of informed and speculative traders in financial markets: evidence from exchange rate," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 16, issue 3, pages 443-470, July, DOI: 10.1007/s11403-020-00308-z.
• Ioannis Karaoulanis & Theodore Pelagidis, 2021, "Panamax markets behaviour: explaining volatility and expectations," Journal of Shipping and Trade, Springer, volume 6, issue 1, pages 1-24, December, DOI: 10.1186/s41072-021-00096-0.
• Parthajit Kayal & Sumanjay Dutta & Vipul Khandelwal & Rakesh Nigam, 2021, "Information Theoretic Ranking of Extreme Value Returns," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 1-21, March, DOI: 10.1007/s40953-020-00214-y.
• Avishek Bhandari & Bandi Kamaiah, 2021, "Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 23-37, March, DOI: 10.1007/s40953-020-00220-0.
• Pami Dua & Divya Tuteja, 2021, "Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 309-336, December, DOI: 10.1007/s40953-021-00273-9.
• Abir Abid & Christophe Rault, 2021, "On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 3, pages 403-425, September, DOI: 10.1007/s40953-021-00240-4.
• Katerina Lyroudi, 2021, "Examination of the Liquidity, Profitability and Indebtness Relations for Polish Companies with Neural Networks," Springer Proceedings in Business and Economics, Springer, in: Alexandra Horobet & Lucian Belascu & Persefoni Polychronidou & Anastasios Karasavvoglou, "Global, Regional and Local Perspectives on the Economies of Southeastern Europe", DOI: 10.1007/978-3-030-57953-1_9.
• Ani Stoykova & Mariya Paskaleva, 2021, "Smart Analysis of Volatility Visualization as a Tool of Financial and Tourism Risk Management," Springer Proceedings in Business and Economics, Springer, in: Vicky Katsoni & Ciná van Zyl, "Culture and Tourism in a Smart, Globalized, and Sustainable World", DOI: 10.1007/978-3-030-72469-6_24.
• João Leitão & Joaquim Ferreira, 2021, "Oil Shocks and Stock Market Performance: Evidence from the Eurozone and the USA," Studies on Entrepreneurship, Structural Change and Industrial Dynamics, Springer, in: Tessaleno Devezas & João Leitão & Askar Sarygulov, "The Economics of Digital Transformation", DOI: 10.1007/978-3-030-59959-1_7.
• Ayad Assoil & Ndéné Ka & Jules Sadefo-Kamdem, 2021, "Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index," SN Business & Economics, Springer, volume 1, issue 10, pages 1-23, October, DOI: 10.1007/s43546-021-00129-7.
• Νikolaos A. Kyriazis, 2021, "The effects of geopolitical uncertainty on cryptocurrencies and other financial assets," SN Business & Economics, Springer, volume 1, issue 1, pages 1-14, January, DOI: 10.1007/s43546-020-00007-8.
• Dimitrios Panagiotou, 2021, "Re-examining the leverage effect and gold’s safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach," SN Business & Economics, Springer, volume 1, issue 7, pages 1-18, July, DOI: 10.1007/s43546-021-00092-3.
• Nikolaos Stoupos & Apostolos Kiohos, 2021, "BREXIT referendum’s impact on the financial markets in the UK," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 157, issue 1, pages 1-19, February, DOI: 10.1007/s10290-020-00393-z.
• Akhilesh K. Verma & Rajeswari Sengupta, 2021, "Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 157, issue 4, pages 965-1001, November, DOI: 10.1007/s10290-021-00424-3.
• Chun-I Lin & Kuan-Yi Chiang & Ming-Chih Lee & Yen-Hsien Lee, 2021, "The Cross-Border Price Discovery and the Shanghai-Hong Kong Stock Connect," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 11, issue 3, pages 1-2.
• Roberto Louis Forestal & Shih Ming Pi, 2021, "Dynamic Equicorrelation Analysis of Financial Contagion: Evidence from Latin America Markets," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 3, pages 1-2.
• Hsiang-Hsi Liu & Pi-Hsia Hung & Po-Hung Luo Cho, 2021, "Nonlinear Interactions and Volatility Spillovers between Stock and Foreign Exchange Markets: The STVEC-STGARCH-DCC Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 4, pages 1-3.
• Kaufmann, Christoph, 2021, "Investment funds, monetary policy, and the global financial cycle," ESRB Working Paper Series, European Systemic Risk Board, number 119, May.
• Dunne, Peter G. & Giuliana, Raffaele, 2021, "Do liquidity limits amplify money market fund redemptions during the COVID crisis?," ESRB Working Paper Series, European Systemic Risk Board, number 127, Oct.
• Grothe, Magdalena & Pancost, N. Aaron & Tompaidis, Stathis, 2021, "Empirical analysis of collateral at central counterparties," ESRB Working Paper Series, European Systemic Risk Board, number 131, Dec.
• Marek Vochozka & Veronika Machová & Eliška Sedmíková, 2021, "Fixing a payout ratio by dividend policies: a case of the utility sector," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 9, issue 2, pages 416-432, December, DOI: 10.9770/jesi.2021.9.2(27).
• Martin Hillebrand & Marko Mravlak & Peter Schwendner, 2021, "Investor demand in syndicated bond issuances: stylised facts," Working Papers, European Stability Mechanism, number 50, Dec, revised 23 Dec 2021.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021, "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," Applied Economics, Taylor & Francis Journals, volume 53, issue 25, pages 2865-2887, May, DOI: 10.1080/00036846.2020.1870651.
• Pavel Ciaian & d’Artis Kancs & Miroslava Rajcaniova, 2021, "The economic dependency of bitcoin security," Applied Economics, Taylor & Francis Journals, volume 53, issue 49, pages 5738-5755, October, DOI: 10.1080/00036846.2021.1931003.
• Hyeongwoo Kim & Madeline H. Kim, 2021, "U.S. presidential election polls and the economic prospects of China and Mexico," Applied Economics, Taylor & Francis Journals, volume 53, issue 54, pages 6231-6248, November, DOI: 10.1080/00036846.2021.1937501.
• Leonardo Iania & Marco Lyrio & Rubens Moura, 2021, "Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia," Applied Economics, Taylor & Francis Journals, volume 53, issue 58, pages 6721-6738, December, DOI: 10.1080/00036846.2021.1937505.
• Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Härdle, 2021, "Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 1-2, pages 8-30, January, DOI: 10.1080/1351847X.2020.1789684.
• Jose E. Gomez-Gonzalez & Jorge Hirs-Garzon, 2021, "Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 27, issue 1, pages 20-28, January, DOI: 10.1080/10835547.2021.1981569.
• Christian Senga & Danny S. Cassimon & Thomas Kigabo, 2021, "Does Access to International Capital Markets Affect Investment Dynamics in Sub-Saharan Africa?," Journal of African Business, Taylor & Francis Journals, volume 22, issue 3, pages 320-338, July, DOI: 10.1080/15228916.2020.1752600.
• Kangogo, Moses & Volkov, Vladimir, 2021, "Dynamic effects of network exposure on equity markets," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2021-03.
• Doruk Kucuksarac & Abdullah Kazdal & Halil Ibrahim Korkmaz & Yigit Onay, 2021, "A measure of Turkey's sovereign and banking sector credit risk: Asset swap spreads," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 21, issue 2, pages 49-57.
• Oguzhan Cepni & Selcuk Gul & Muhammed Hasan Yilmaz & Brian Lucey, 2021, "The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2104.
• Utku Bora Geyikci & Suheyla Ozyildirim, 2021, "Deviations from Covered Interest Parity in the Emerging Markets After the 2008 Global Financial Crisis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2126.
• Daniel Carvalho & Etienne Lepers & Rogelio Jr Mercado, 2021, "Taming the "Capital Flows-Credit Nexus": A Sectoral Approach," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0921, Sep.
• Tarek A. Hassan & Jesse Schreger & Markus Schwedeler & Ahmed Tahoun, 2021, "Country Risk," Working Papers Series, Institute for New Economic Thinking, number inetwp157, Mar, DOI: 10.36687/inetwp157.
• Xuan Wang, 2021, "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-009/IV, Jan.
• Yen-Sheng Lee & Yi-Heng Tseng, 2021, "Do Firm Characteristics Affect Price Discovery? Evidence From Chinese Cross-Listed Stocks," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 19, issue 2, pages 3-14, November.
• Tanveer, Zubair, 2021, "Event Analysis of the COVID-19: Evidence from the Stock Markets of Twenty Highly Infected Countries," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 55, issue 1, pages 3-25, DOI: http://dx.doi.org/10.17576/JEM-2021.
• Andrea Fabiani & Martha López Piñeros & José-Luis Peydró & Paul E. Soto, 2021, "Capital controls, corporate debt and real effects," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1833, Sep.
• Huthaifa, Alqaralleh & Al-Saraireh, Ahmad & Canepa, Alessandra, 2021, "Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202113, Jul.
• Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2021, "CBI-time-changed Lévy processes for multi-currency modeling," Working Papers, University of Verona, Department of Economics, number 14/2021, Dec.
• Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021, "Optimal Bailouts in Banking and Sovereign Crises," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 49, Jan.
• Le Dinh Nghi & Nguyen Minh Kieu, 2021, "Volatility Spillover from the United States and Japanese Stock Markets to the Vietnamese Stock Market: A Frequency Domain Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 68, issue 1, pages 35-52.
• Resul Aydemir & Bulent Guloglu & Ercan Saridogan, 2021, "Volatility Spillovers and Dynamic Correlations among Foreign Exchange Rates and Bond Markets of Emerging Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 68, issue 1, pages 99-127.
• Mishra Arunendra & Kumar R Prasanth, 2021, "Agricultural commodities: An integrated approach to assess the volatility spillover and dynamic connectedness," Economics and Business Review, Sciendo, volume 7, issue 4, pages 28-53, December, DOI: 10.18559/ebr.2021.4.3.
• Chmielewska Anna & Sławiński Andrzej, 2021, "Climate crisis, central banks and the IMF reform," Economics and Business Review, Sciendo, volume 7, issue 4, pages 7-27, December, DOI: 10.18559/ebr.2021.4.2.
• Dąbrowska-Gruszczyńska Katarzyna & Gruszczyński Marcin, 2021, "Nominal exchange rates EUR/GRD and EUR/ITL in the context of leaving the euro zone by Greece and Italy," Journal of Economics and Management, Sciendo, volume 43, issue 1, pages 293-316, May, DOI: 10.22367/jem.2021.43.14.
• Valentina Djakona & Stanislav Perminov, 2021, "Modern Trends of Development of The Global Market of Trust Management Services," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, volume 43, issue 4, pages 475-483, December, DOI: 10.15544/mtsrbid-2021-43.
• Valentina Djakona & Stanislav Perminov, 2021, "Modern Trends of Development of The Global Market of Trust Management Services," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, volume 43, issue 4, pages 475-483, December, DOI: 10.15544/mts.2021.43.
• Ceylan Nesrin & Münyas Turgay, 2021, "An Empirical Investigation on the Relationship Between the Eurozone Zew Index and the Eurozone Stock Markets," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 31, issue 4, pages 1-17, December, DOI: 10.2478/sues-2021-0016.
• Aleksander Schiffers & Marcin Chlebus, 2021, "The effectiveness of Value-at-Risk models in various volatility regimes," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-28.
• Escobar,Mariana & Pandolfi,Lorenzo & Pedraza Morales,Alvaro Enrique & Williams,Tomas, 2021, "The Anatomy of Index Rebalancings : Evidence from Transaction Data," Policy Research Working Paper Series, The World Bank, number 9770, Sep.
• Maaz Khan & Faheem Aslam & Paulo Ferreira, 2021, "Extreme Value Theory and COVID-19 Pandemic: Evidence from India," Economic Research Guardian, Mutascu Publishing, volume 11, issue 1, pages 2-10, June.
• Mrestyal Khan & Maaz Khan, 2021, "Cryptomarket Volatility in Times of COVID-19 Pandemic: Application of GARCH Models," Economic Research Guardian, Mutascu Publishing, volume 11, issue 2, pages 170-181, December.
• Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021, "A Macroeconomic Model With Financially Constrained Producers and Intermediaries," Econometrica, Econometric Society, volume 89, issue 3, pages 1361-1418, May, DOI: 10.3982/ECTA16438.
• Radhika Pandey & Gurnain K. Pasricha & Ila Patnaik & Ajay Shah, 2021, "Motivations for capital controls and their effectiveness," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 391-415, January, DOI: 10.1002/ijfe.1795.
• Alanoud Al‐Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2021, "Political tension and stock markets in the Arabian Peninsula," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 679-683, January, DOI: 10.1002/ijfe.1810.
• Bing‐Yue Liu & Qiang Ji & Duc Khuong Nguyen & Ying Fan, 2021, "Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 2612-2636, April, DOI: 10.1002/ijfe.1924.
• Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti & Aris Kartsaklas, 2021, "Investors' trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 3, pages 4441-4461, July, DOI: 10.1002/ijfe.2024.
• Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021, "Stock markets and exchange rate behavior of the BRICS," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 8, pages 1581-1595, December, DOI: 10.1002/for.2795.
• Özge Akinci, 2021, "Financial Frictions and Macro‐Economic Fluctuations in Emerging Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 6, pages 1267-1312, September, DOI: 10.1111/jmcb.12814.
• Beckmann, Joscha & Comunale, Mariarosaria, 2021, "Exchange rate fluctuations and the financial channel in emerging economies," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 11/2021.
• Gündüz, Yalin & Pelizzon, Loriana & Schneider, Michael & Subrahmanyam, Marti G., 2021, "Lighting up the dark: Liquidity in the German corporate bond market," Discussion Papers, Deutsche Bundesbank, number 21/2021.
• Fornari, Fabio & Zaghini, Andrea, 2021, "It's not time to make a change: Sovereign fragility and the corporate credit risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 652.
• Zaghini, Andrea, 2021, "The Covid pandemic in the market: Infected, immune and cured bonds," CFS Working Paper Series, Center for Financial Studies (CFS), number 653.
• De Santis, Roberto A. & Zaghini, Andrea, 2021, "Unconventional monetary policy and corporate bond issuance," CFS Working Paper Series, Center for Financial Studies (CFS), number 654.
• Bernoth, Kerstin & Herwartz, Helmut, 2021, "Exchange rates, foreign currency exposure and sovereign risk," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 117, pages 1-1.
• Inderst, Georg, 2021, "Financing Development: Private Capital Mobilization and Institutional Investors," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 232266.
• Pazhanisamy, R. & Selvarajan, E., 2021, "Economics of Block Chain and the Money Market Equilibrium," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 247260.
• Fang, Chuck & Schumacher, Julian & Trebesch, Christoph, 2021, "Restructuring sovereign bonds: Holdouts, haircuts and the effectiveness of CACs," Kiel Working Papers, Kiel Institute for the World Economy, number 2175.
• Mitchener, Kris James & Trebesch, Christoph, 2022, "Sovereign debt in the 21st century," Kiel Working Papers, Kiel Institute for the World Economy, number 2198, revised 2022.
• Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl, 2021, "FRM Financial Risk Meter for Emerging Markets," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-002.
• Zinovyev, Elizaveta & Reule, Raphael C. G. & Härdle, Wolfgang, 2021, "Understanding Smart Contracts: Hype or hope?," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-004.
• Häusler, Konstantin & Härdle, Wolfgang, 2021, "Rodeo or ascot: Which hat to wear at the crypto race?," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-007.
• Wang, Ruting & Althof, Michael & Härdle, Wolfgang, 2021, "A financial risk meter for China," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-022.
• Jappelli, Ruggero & Pelizzon, Loriana & Plazzi, Alberto, 2021, "The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 331.
• Eichler, Stefan & Nauerth, Jannik A., 2021, "Bilateral investment treaties and sovereign default risk," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 04/21.
• Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2021, "Risk sharing in currency unions: The migration channel," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 144, DOI: 10.15496/publikation-56045.
• Nitschka, Thomas & Satkurunathan, Shajivan, 2021, "Habits die hard: implications for bond and stock markets internationally," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242358.
• Read, Oliver & Beißer, Jochen, 2021, "The End of LIBOR: On Interest Rate Benchmark Reform, Alternative Risk-Free Rates, IBOR Fallbacks, LIBOR Cessation and Transition," wifin Working Paper Series, RheinMain University of Applied Sciences, Wiesbaden Institute of Finance and Insurance (wifin), number 12/2021, DOI: 10.25716/pur-14.
• Eda Orhun, 2021, "The impact of COVID-19 global health crisis on stock markets and understanding the cross-country effects," Pacific Accounting Review, Emerald Group Publishing Limited, volume 33, issue 1, pages 142-159, January, DOI: 10.1108/PAR-07-2020-0096.
• Muhammad Abubakr Naeem & Saba Sehrish & Mabel D. Costa, 2021, "COVID-19 pandemic and connectedness across financial markets," Pacific Accounting Review, Emerald Group Publishing Limited, volume 33, issue 2, pages 165-178, February, DOI: 10.1108/PAR-08-2020-0114.
• Byomakesh Debata & Kshitish Ghate & Jayashree Renganathan, 2021, "COVID-19 pandemic sentiment and stock market behavior: evidence from an emerging market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 2, pages 176-204, November, DOI: 10.1108/RBF-05-2021-0083.
• Dina Gabbori & Basel Awartani & Aktham I. Maghyereh & Nader Virk, 2021, "Are herding transmissions in the gulf cooperation council stock markets regional or international?," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 588-611, March, DOI: 10.1108/RBF-06-2020-0137.
• Abdullah Alqahtani & Shawkat Hammoudeh & Refk Selmi, 2021, "Relationship between different sources of geopolitical risks and stock markets in the GCC region: a dynamic correlation analysis," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 2, pages 296-316, January, DOI: 10.1108/RBF-07-2019-0099.
• Emna Mnif & Anis Jarboui, 2021, "COVID-19, bitcoin market efficiency, herd behaviour," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 1, pages 69-84, March, DOI: 10.1108/RBF-09-2020-0233.
• Antonio Focacci, 2021, "Have institutional investors stocks portfolio strategies affected oil prices in a financialization context?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 5, pages 1007-1039, June, DOI: 10.1108/SEF-02-2021-0062.
• Ikhlaas Gurrib, 2021, "Early COVID-19 policy response on healthcare equity prices," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 5, pages 987-1006, June, DOI: 10.1108/SEF-02-2021-0075.
• Sinem Guler Kangalli Uyar & Umut Uyar & Emrah Balkan, 2021, "The role of precious metals in extreme market conditions: evidence from stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 63-78, August, DOI: 10.1108/SEF-04-2021-0128.
• Sowmya Subramaniam, 2021, "Geopolitical uncertainty and sovereign bond yields of BRICS economies," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 2, pages 311-330, November, DOI: 10.1108/SEF-05-2021-0214.
• Eray Gemici & Müslüm Polat, 2021, "Causality-in-mean and causality-in-variance among Bitcoin, Litecoin, and Ethereum," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 4, pages 861-872, April, DOI: 10.1108/SEF-07-2020-0251.
• Ghulame Rubbaniy & Ali Awais Khalid & Muhammad Faisal Rizwan & Shoaib Ali, 2021, "Are ESG stocks safe-haven during COVID-19?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 2, pages 239-255, December, DOI: 10.1108/SEF-08-2021-0320.
• Mohammad Shahid Zaman & Anup Kumar Bhandari, 2021, "Stressed assets, off-balance sheet business activities and performance of Indian banking sector: a DEA double bootstrap approach," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 4, pages 572-592, July, DOI: 10.1108/SEF-09-2020-0369.
• Supriyo De & Sanket Mohapatra & Dilip Ratha, 2021, "Sovereign credit ratings, relative risk ratings and private capital flows: evidence from emerging and frontier markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 4, pages 873-898, May, DOI: 10.1108/SEF-10-2020-0437.
• Domingo Rodríguez Benavides & Francisco López Herrera & Armando Sánchez Vargas, 2021, "Rendimientos en el mercado accionario mexicano y los choques del precio internacional del petróleo/Returns in the Mexican stock market and the shocks of the international oil price," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 36, issue 2, pages 399-428.
• Sylwia Morawska & Michal Lukowski & Kamil Gemra & Waldemar Rogowski & Przemyslaw Banasik & Blazej Prusak, 2021, "Financial Markets and Bankruptcy Systems: Is there a Relationship?," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 735-747.
• Rubaj Piotr & Wazna Elzbieta, 2021, "Investment Funds of Emerging Markets as Alternative Forms of Capital Investment in the Conditions of Low Interest Rates," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 290-307.
• Igor Kravchuk & Viktoriia Stoika, 2021, "Business Μodels of Βanks for the Financial Markets in the EU," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 371-382.
• Leszek Dziawgo, 2021, "Energy Sectors on Capital Market – Financing the Process “Towards Sustainability”," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 938-955.
• Dorota Zebrowska-Suchodolska & Andrzej Karpio & Krzysztof Kompa, 2021, "COVID-19 Pandemic: Stock Markets Situation in European Ex-Communist Countries," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 1106-1128.
• Sylwia Frydrych, 2021, "Credit Ratings of Issuers of Green Debt Instruments," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4 - Part , pages 172-179.
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• Dejan Živkov & Slavica Manic & Jasmina Duraskovic & Dejan Viduka, 2021, "Measuring Downside Risk in Portfolios with Bitcoin," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 2, pages 178-200, October.
• Kwaku Boafo Baidoo, 2021, "Asymmetric Effects of Long and Short Selling Positions: Evidence from US Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 4, pages 306-322, December.
• Lenka Nechvatalova, 2021, "Multi-Horizon Equity Returns Predictability via Machine Learning," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/02, Feb, revised Feb 2021.
• Matthew Greenwood-Nimmo & Evzen Kocenda & Viet Hoang Nguyen, 2021, "Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/29, Sep, revised Sep 2021.
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• Don H. Kim & Marcelo Ochoa, 2021, "International Yield Spillovers," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-001, Jan, DOI: 10.17016/FEDS.2021.001.
• Sandro Lunghi & Daniel Schmidt & Bastian von Beschwitz, 2021, "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-022, Mar, DOI: 10.17016/FEDS.2021.022.
• Judit Temesvary & Andrew Wei, 2021, "Domestic Lending and the Pandemic: How Does Banks' Exposure to Covid-19 Abroad Affect Their Lending in the United States?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-056r1, Aug, revised 17 Nov 2021, DOI: 10.17016/FEDS.2021.056r1.
• Ralf R. Meisenzahl & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2021, "The Dollar and Corporate Borrowing Costs," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1312, Mar, DOI: 10.17016/IFDP.2021.1312.
• Juan M. Londono & Nancy R. Xu, 2021, "The Global Determinants of International Equity Risk Premiums," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1318, May, DOI: 10.17016/IFDP.2021.1318.
• Giancarlo Corsetti & Anna Lipinska & Giovanni Lombardo, 2021, "Sharing Asymmetric Tail Risk: Smoothing, Asset Prices and Terms of Trade," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1324, Aug, DOI: 10.17016/IFDP.2021.1324.
• Stijn Claessens & Ricardo Correa & Juan M. Londono, 2021, "Financial Stability Governance and Central Bank Communications," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1328, Sep, DOI: 10.17016/IFDP.2021.1328.
• Alessandro Cocco, 2021, "What’s the Potential Impact of Force Majeure Claims on Financial Stability?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 459, pages 1-7, September.
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• Linda S. Goldberg & Fabiola Ravazzolo, 2021, "Do the Fed’s International Dollar Liquidity Facilities Affect Offshore Dollar Funding Markets and Credit?," Liberty Street Economics, Federal Reserve Bank of New York, number 20211220, Dec.
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• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Behavior of Private Investors in the Stock Markets of Russia and the US
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• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2021, "Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03330856, DOI: 10.1016/j.jebo.2021.08.023.
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• Hearn, Bruce & Oxelheim, Lars & Randøy, Trond, 2021, "The Impact of Founders on Information Asymmetry vis-à-vis Outside Investors: Evidence from Caribbean Offshore Tax Havens," Working Paper Series, Research Institute of Industrial Economics, number 1419, Nov.
• Sebastian, Steffen P. & Steininger, Bertram I., 2021, "Real estate ETNs in strategic asset allocation," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 21/8, Dec.