Research classified by Journal of Economic Literature (JEL) codes

2022

• Christina Anderl & Guglielmo Maria Caporale, 2022, "Exchange rate parities and Taylor rule deviations," Empirical Economics, Springer, volume 63, issue 4, pages 1809-1835, October, DOI: 10.1007/s00181-021-02192-3.
• Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022, "Globalization, long memory, and real interest rate convergence: a historical perspective," Empirical Economics, Springer, volume 63, issue 5, pages 2331-2355, November, DOI: 10.1007/s00181-022-02206-8.
• Sofiane Aboura, 2022, "A note on the Bitcoin and Fed Funds rate," Empirical Economics, Springer, volume 63, issue 5, pages 2577-2603, November, DOI: 10.1007/s00181-022-02207-7.
• Aktham Maghyereh & Hussein Abdoh, 2022, "COVID-19 and the volatility interlinkage between bitcoin and financial assets," Empirical Economics, Springer, volume 63, issue 6, pages 2875-2901, December, DOI: 10.1007/s00181-022-02223-7.
• George Hondroyiannis & Dimitrios Papaoikonomou, 2022, "The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic," Empirical Economics, Springer, volume 63, issue 6, pages 2997-3026, December, DOI: 10.1007/s00181-022-02225-5.
• Walid Chkili, 2022, "The links between gold, oil prices and Islamic stock markets in a regime switching environment," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 1, pages 169-186, March, DOI: 10.1007/s40822-022-00202-y.
• Faheem Aslam & Paulo Ferreira & Haider Ali & Sumera Kauser, 2022, "Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 2, pages 333-359, June, DOI: 10.1007/s40822-021-00191-4.
• Hasan Fehmi Baklaci & Tezer Yelkenci, 2022, "Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 2, pages 267-314, June, DOI: 10.1007/s40822-022-00209-5.
• Arif Orçun Söylemez, 2022, "Volatility dependent smooth transitions and abrupt switches: why they are needed for better forecasting the FX rates," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 2, pages 315-332, June, DOI: 10.1007/s40822-022-00211-x.
• Mardi Dungey & Moses Kangogo & Vladimir Volkov, 2022, "Dynamic effects of network exposure on equity markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 4, pages 569-629, December, DOI: 10.1007/s40822-022-00210-y.
• Jens Klose, 2022, "Comparing cryptocurrencies and gold - a system-GARCH-approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 4, pages 653-679, December, DOI: 10.1007/s40822-022-00218-4.
• Mudassar Hasan & Muhammad Abubakr Naeem & Muhammad Arif & Syed Jawad Hussain Shahzad & Xuan Vinh Vo, 2022, "Liquidity connectedness in cryptocurrency market," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00308-3.
• Paresh Kumar Narayan & Syed Aun R. Rizvi & Ali Sakti, 2022, "Did green debt instruments aid diversification during the COVID-19 pandemic?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-15, December, DOI: 10.1186/s40854-021-00331-4.
• Shuangyan Li & Guangrui Wang & Yongli Luo, 2022, "Tone of language, financial disclosure, and earnings management: a textual analysis of form 20-F," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-24, December, DOI: 10.1186/s40854-022-00346-5.
• Jinxin Cui & Aktham Maghyereh, 2022, "Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-56, December, DOI: 10.1186/s40854-022-00395-w.
• Błażej Prusak & Sylwia Morawska & Michał Łukowski & Przemysław Banasik, 2022, "The impact of bankruptcy regimes on entrepreneurship and innovation. Is there any relationship?," International Entrepreneurship and Management Journal, Springer, volume 18, issue 1, pages 473-498, March, DOI: 10.1007/s11365-021-00773-3.
• Gagari Chakrabarti, 2022, "Openness and Potential Fragility of the Global Banking System," India Studies in Business and Economics, Springer, chapter 0, in: Supravat Bagli & Gagari Chakrabarti & Prithviraj Guha, "Persistent and Emerging Challenges to Development", DOI: 10.1007/978-981-16-4181-7_16.
• Nagaraju Thota & Pranesh Bhargava & A. C. V. Subrahmanyam, 2022, "Are Bank Revenue Diversification Strategies Paying off for India?," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_21.
• Avishek Bhandari & Ata Assaf & Rajendra N. Paramanik, 2022, "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_30.
• Moumita Paul & Kalluru Siva Reddy, 2022, "Impact of US UMP on Indian Stock Market," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_33.
• Christoph Kaserer, 2022, "Estimating the market risk premium for valuations: arithmetic or geometric mean or something in between?," Journal of Business Economics, Springer, volume 92, issue 8, pages 1373-1415, October, DOI: 10.1007/s11573-022-01104-w.
• Noureddine Benlagha & Wael Hemrit, 2022, "Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 1, pages 1-21, January, DOI: 10.1007/s12197-021-09554-8.
• Mehmet Balcilar & Riza Demirer, 2022, "U.S. monetary policy and the predictability of global economic synchronization patterns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 473-492, July, DOI: 10.1007/s12197-022-09577-9.
• Tien Nguyen & Dung Phuong Hoang & Thang Ngoc Doan, 2022, "On the uncertainty-global bank linkage nexus: The moderation of crises, financial regulations, and institutional quality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 623-645, October, DOI: 10.1007/s12197-022-09593-9.
• Hannes Boehm, 2022, "Physical climate change and the sovereign risk of emerging economies," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 11, issue 1, pages 1-41, December, DOI: 10.1186/s40008-022-00284-6.
• Seyed Alireza Athari & Farid Irani, 2022, "Does the country’s political and economic risks trigger risk-taking behavior in the banking sector: a new insight from regional study," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 11, issue 1, pages 1-10, December, DOI: 10.1186/s40008-022-00294-4.
• Valentina Macchiati & Giuseppe Brandi & Tiziana Di Matteo & Daniela Paolotti & Guido Caldarelli & Giulio Cimini, 2022, "Systemic liquidity contagion in the European interbank market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 2, pages 443-474, April, DOI: 10.1007/s11403-021-00338-1.
• Anna Gloria Billé & Massimiliano Caporin, 2022, "Impact of COVID-19 on financial returns: a spatial dynamic panel data model with random effects," Journal of Spatial Econometrics, Springer, volume 3, issue 1, pages 1-21, December, DOI: 10.1007/s43071-022-00025-8.
• Jiasha Fu & Hui Qiao, 2022, "The Time-Varying Connectedness Between China’s Crude Oil Futures and International Oil Markets: A Return and Volatility Spillover Analysis," Letters in Spatial and Resource Sciences, Springer, volume 15, issue 3, pages 341-376, December, DOI: 10.1007/s12076-021-00288-z.
• Xin Li, 2022, "Dynamic spillovers between U.S. climate policy uncertainty and global foreign exchange markets: the pass-through effect of crude oil prices," Letters in Spatial and Resource Sciences, Springer, volume 15, issue 3, pages 665-673, December, DOI: 10.1007/s12076-022-00318-4.
• Luca Bernardinelli & Paolo Guasoni & Eberhard Mayerhofer, 2022, "Informational efficiency and welfare," Mathematics and Financial Economics, Springer, number 2, January, DOI: 10.1007/s11579-022-00319-3.
• Stavros Degiannakis & Christos Floros & Enrique Salvador & Dimitrios Vougas, 2022, "On the stationarity of futures hedge ratios," Operational Research, Springer, volume 22, issue 3, pages 2281-2303, July, DOI: 10.1007/s12351-020-00607-0.
• Marinela Chamzallari & Antonios Chantziaras & Christos Grose, 2022, "The Impact of COVID-19 on Firm Stock Price Volatility," Springer Proceedings in Business and Economics, Springer, in: Pantelis Sklias & Persefoni Polychronidou & Anastasios Karasavvoglou & Victoria Pistikou & Nikolaos , "Business Development and Economic Governance in Southeastern Europe", DOI: 10.1007/978-3-031-05351-1_24.
• Pawan Kumar Singh & Anushka Chouhan & Rajiv Kumar Bhatt & Ravi Kiran & Ansari Saleh Ahmar, 2022, "Implementation of the SutteARIMA method to predict short-term cases of stock market and COVID-19 pandemic in USA," Quality & Quantity: International Journal of Methodology, Springer, volume 56, issue 4, pages 2023-2033, August, DOI: 10.1007/s11135-021-01207-6.
• Sevda Kuşkaya & Nurhan Toğuç & Faik Bilgili, 2022, "Wavelet coherence analysis and exchange rate movements," Quality & Quantity: International Journal of Methodology, Springer, volume 56, issue 6, pages 4675-4692, December, DOI: 10.1007/s11135-022-01327-7.
• David Vidal-Tomás & Rocco Caferra & Gabriele Tedeschi, 2022, "The day after tomorrow: financial repercussions of COVID-19 on systemic risk," Review of Evolutionary Political Economy, Springer, volume 3, issue 1, pages 169-192, April, DOI: 10.1007/s43253-021-00059-y.
• Tom Duterme, 2022, "Do modern stock exchanges emerge from competition? Evidence from the “Belgian Big Bang”," Review of Evolutionary Political Economy, Springer, volume 3, issue 2, pages 351-371, July, DOI: 10.1007/s43253-022-00069-4.
• Abubakar Jamaladeen & David E. Omoregie & Samuel F. Onipede & Nafiu A. Bashir, 2022, "A regime-switching skew-normal model of contagion in some selected stock markets," SN Business & Economics, Springer, volume 2, issue 12, pages 1-20, December, DOI: 10.1007/s43546-022-00357-5.
• Panagiotis Anastasiadis & Stephanos Papadamou, 2022, "The dimension of popularity in the cryptocurrency market," SN Business & Economics, Springer, volume 2, issue 5, pages 1-15, May, DOI: 10.1007/s43546-022-00206-5.
• Kavya Clanganthuruthil Sajeev & Mohd Afjal, 2022, "Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models," SN Business & Economics, Springer, volume 2, issue 6, pages 1-21, June, DOI: 10.1007/s43546-022-00219-0.
• Soumya Ganguly & Amalendu Bhunia, 2022, "Testing volatility and relationship among BRICS stock market returns," SN Business & Economics, Springer, volume 2, issue 8, pages 1-15, August, DOI: 10.1007/s43546-022-00267-6.
• Shreya Pal & Indranil Bandyopadhyay, 2022, "Impact of financial inclusion on economic growth, financial development, financial efficiency, financial stability, and profitability: an international evidence," SN Business & Economics, Springer, volume 2, issue 9, pages 1-29, September, DOI: 10.1007/s43546-022-00313-3.
• Rachna Mahalwala, 2022, "Analysing exchange rate volatility in India using GARCH family models," SN Business & Economics, Springer, volume 2, issue 9, pages 1-16, September, DOI: 10.1007/s43546-022-00317-z.
• Rabeh Khalfaoui & Aviral Kumar Tiwari & Xuan Vinh VO, 2022, "Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach," Springer Books, Springer, chapter 105, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_108.
• Chong-Chuo Chang, 2022, "Cash Conversion Cycle and Corporate Performance: Global Evidence," Springer Books, Springer, chapter 106, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_109.
• Carlos Armando Franco Ruiz & Guillermo Benavides Perales, 2022, "Financial Emerging Markets Revisited," Springer Books, Springer, in: José Antonio Núñez Mora & M. Beatriz Mota Aragón, "Data Analytics Applications in Emerging Markets", DOI: 10.1007/978-981-19-4695-0_4.
• Roberto R. Barrera-Rivera & Humberto Valencia-Herrera, 2022, "Hedging and Optimization of Energy Asset Portfolios," Springer Books, Springer, in: José Antonio Núñez Mora & M. Beatriz Mota Aragón, "Data Analytics Applications in Emerging Markets", DOI: 10.1007/978-981-19-4695-0_8.
• Cheng-Wen Lee & Hui-Hsin Hsu & San-Jung Peng & Tuyet Nhu Huynh Nguyen, 2022, "Exploring the Determinants of Company’s Dividend Payout Policy in Vietnamese Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 2, pages 1-1.
• Ioannis N. Kallianiotis, 2022, "Trade Balance and Exchange Rate: The J-Curve," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 2, pages 1-3.
• Jingya Hou & Daoguo Wang, 2022, "International Fund Allocation under Economic Policy Uncertainty Shock," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 5, pages 1-5.
• Darpeix, Pierre-Emmanuel, 2022, "The market for short-term debt securities in Europe: what we know and what we do not know," ESRB Occasional Paper Series, European Systemic Risk Board, number 21, Dec.
• Hodula, Martin & Pfeifer, Lukáš & Janků, Jan, 2022, "The effect of structural risks on financial downturns," ESRB Working Paper Series, European Systemic Risk Board, number 138, Sep.
• Andreas Benedictow & Roger Hammersland, 2022, "Why has the Norwegian krone exchange rate been persistently weak?. A fully simultaneous VAR approach," Discussion Papers, Statistics Norway, Research Department, number 981, May.
• Florin Aliu & Simona Hašková & Petr Šuleř, 2022, "Sustainability of electricity prices and the consequences for the Prague Stock Exchange," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 2, pages 473-494, December, DOI: 10.9770/jesi.2022.10.2(30).
• Ahmed I. Kato & NM Manchidi, 2022, "Impact of supply chain management strategies on firms’ sustainable performance: a case of an emerging economy," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 2, pages 93-114, December, DOI: 10.9770/jesi.2022.10.2(6).
• Hafiz Hoque, 2022, "Endogenous market choice, listing regulations and IPO spread: Evidence from the London Stock Exchange," Working Papers, Swansea University, School of Management, number 2022-02, Dec.
• Anamika Anamika & Sowmya Subramaniam, 2022, "Do news headlines matter in the cryptocurrency market?," Applied Economics, Taylor & Francis Journals, volume 54, issue 54, pages 6322-6338, November, DOI: 10.1080/00036846.2022.2061904.
• Guillaume Arnould & Giuseppe Avignone & Cosimo Pancaro & Dawid Żochowski, 2022, "Bank funding costs and solvency," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 10, pages 931-963, July, DOI: 10.1080/1351847X.2021.1939753.
• Noemi Schmitt & Ivonne Schwartz & Frank Westerhoff, 2022, "Heterogeneous speculators and stock market dynamics: a simple agent-based computational model," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 13-15, pages 1263-1282, October, DOI: 10.1080/1351847X.2020.1832553.
• Michael Mark & Jan Sila & Thomas A. Weber, 2022, "Quantifying endogeneity of cryptocurrency markets," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 7, pages 784-799, May, DOI: 10.1080/1351847X.2020.1791925.
• Oliver Borgards & Robert L. Czudaj, 2022, "Long-short speculator sentiment in agricultural commodity markets," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 055, Jan, revised Jan 2022.
• Gbadebo Adedeji Daniel & Akande Joseph Olorunfemi & Adekunle Ahmed Oluwatobi, 2022, "Price Prediction for Bitcoin: Does Periodicity Matter?," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 3, pages 69-92, December.
• Isabella Müller & Felix Noth & Lena Tonzer, 2022, "A Note on the Use of Syndicated Loan Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-064/IV, Sep.
• Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2022, "Exchange Rate Reconnect," The Review of Economics and Statistics, MIT Press, volume 104, issue 4, pages 845-855, October, DOI: 10.1162/rest_a_00978.
• Damilola ABOLUWODI & Bomi NOMLALA & Paul-Francois MUZINDUTSI, 2022, "The COVID-19 Crisis and Interaction between the JSE, Real Estate, Energy, Commodity and Cryptocurrency Markets," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 6, issue 1, pages 55-76, DOI: 10.1991/jefa.v6i1.a51.
• John Cotter & Enrique Salvador, 2022, "The non-linear trade-off between return and risk and its determinants," Working Papers, Geary Institute, University College Dublin, number 202203, Feb.
• Richard Schmidt & Pinar Yesin, 2022, "The growing importance of investment funds in capital flows," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 72, issue 01, pages 1-40, December.
• Keuschnigg, Christian, 2022, "Monetary Union, Asymmetric Recession, and Exit," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2206, Aug.
• Nora Stoyanova, 2022, "Green Bonds – a Source of Funding for Municipal Projects," Scientific Conference of the Department of General Economic Theory, University of Economics - Varna, issue 1, pages 199-204.
• Kumar Ravi & Dhiman Babli, 2022, "Indian and Chinese Metal Futures Markets: A Linkage Analysis," Acta Universitatis Sapientiae, Economics and Business, Sciendo, volume 10, issue 1, pages 1-14, September, DOI: 10.2478/auseb-2022-0001.
• Osinski Roman, 2022, "Sources of Finance for Public-Private Partnership (PPP) in Poland," Central European Economic Journal, Sciendo, volume 9, issue 56, pages 19-37, January, DOI: 10.2478/ceej-2022-0002.
• Barbu Teodora Cristina & Boitan Iustina Alina & Cepoi Cosmin-Octavian, 2022, "Are cryptocurrencies safe havens during the COVID-19 pandemic? A threshold regression perspective with pandemic-related benchmarks," Economics and Business Review, Sciendo, volume 8, issue 2, pages 29-49, July, DOI: 10.18559/ebr.2022.2.3.
• Angosto-Fernández Pedro Luis & Ferrández-Serrano Victoria, 2022, "World capital markets facing the first wave of COVID-19: Traditional event study versus sensitivity to new cases," Economics and Business Review, Sciendo, volume 8, issue 4, pages 5-38, December, DOI: 10.18559/ebr.2022.4.2.
• Magwedere Margaret Rutendo & Marozva Godfrey, 2022, "The Nexus Between Bank Credit Risk and Liquidity: Does the Covid-19 Pandemic Matter? A Case of the Oligopolistic Banking Sector," Folia Oeconomica Stetinensia, Sciendo, volume 22, issue 1, pages 152-171, June, DOI: 10.2478/foli-2022-0008.
• Monkiewicz Jan & Monkiewicz Marek, 2022, "Financial Sector Supervision in Digital Age: Transformation in Progress," Foundations of Management, Sciendo, volume 14, issue 1, pages 25-36, January, DOI: 10.2478/fman-2022-0002.
• Nuhiu Artor & Aliu Florin & Peci Bedri, 2022, "Assessing the diversification risk of a single equity market: evidence from the largest European stock indexes," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 58, issue 1, pages 3-16, March, DOI: 10.2478/ijme-2022-0001.
• Łęt Blanka & Sobański Konrad & Świder Wojciech & Włosik Katarzyna, 2022, "Is the cryptocurrency market efficient? Evidence from an analysis of fundamental factors for Bitcoin and Ethereum," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 58, issue 4, pages 351-370, December, DOI: 10.2478/ijme-2022-0030.
• Sajter Domagoj, 2022, "Overseas Transaction Fees: Sending Money via Bitcoin vs. Banks," Zagreb International Review of Economics and Business, Sciendo, volume 25, issue s1, pages 65-83, DOI: 10.2478/zireb-2022-0025.
• Strand,Jon, 2022, "Prospects for Markets for Internationally Transferred Mitigation Outcomes under theParis Agreement," Policy Research Working Paper Series, The World Bank, number 10045, May.
• Meyer,Josefin & Reinhart,Carmen M. & Trebesch,Christoph, 2022, "Sovereign Bonds since Waterloo," Policy Research Working Paper Series, The World Bank, number 9906, Jan.
• Horn,Sebastian Andreas & Reinhart,Carmen M. & Trebesch,Christoph, 2022, "Hidden Defaults," Policy Research Working Paper Series, The World Bank, number 9925, Feb.
• David Gabauer & Sowmya Subramaniam & Rangan Gupta, 2022, "On the transmission mechanism of Asia‐Pacific yield curve characteristics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 473-488, January, DOI: 10.1002/ijfe.2163.
• Amat Adarov, 2022, "Financial cycles around the world," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 3, pages 3163-3201, July, DOI: 10.1002/ijfe.2316.
• Baah Kusi & Elikplimi Agbloyor & Agyapomaa Gyeke‐Dako & Simplice Asongu, 2022, "Financial sector transparency, financial crises and market power: A cross‐country evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 4, pages 4431-4450, October, DOI: 10.1002/ijfe.2380.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 303-315, March, DOI: 10.1002/for.2813.
• J.J.M. Van Spronsen & R.M.W.J. Beetsma, 2022, "Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 1, pages 169-202, February, DOI: 10.1111/jmcb.12809.
• Kerstin Bernoth & Jürgen Von Hagen & Casper De Vries, 2022, "The Term Structure of Currency Futures' Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 1, pages 5-38, February, DOI: 10.1111/jmcb.12872.
• Andras Lengyel & Massimo Giuliodori, 2022, "Demand Shocks for Public Debt in the Eurozone," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 7, pages 1997-2028, October, DOI: 10.1111/jmcb.12891.
• Gomes, Pedro & Kurter, Zeynep O. & Morita, Rubens, 2022, "European Sovereign Bond and Stock Market Granger Causality Dynamics," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1405.
• Shoaib Ali & Muhammad Naveed & Aisha Saleem & Muhammad Wajahat Nasir, 2022, "Time-Frequency Co-Movement Between Covid-19 And Pakistan’S Stock Market: Empirical Evidence From Wavelet Coherence Analysis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-17, December, DOI: 10.1142/S2010495222500269.
• Aktham Maghyereh & Hussein Abdoh, 2022, "Connectedness Between Crude Oil And Us Equities: The Impact Of The Covid-19 Pandemic," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-30, December, DOI: 10.1142/S2010495222500294.
• Raheel Gohar & Mohamed Osman & Emmanuel Uche & P. A. Mary Auxilia & Bisharat Hussain Chang, 2022, "The Economic Policy Uncertainty Extreme Dynamics And Its Effect On The Exchange Rate," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 03, pages 1-22, September, DOI: 10.1142/S2194565923500069.
• Le Thanh Ha & Nguyen Van Dai, 2022, "Total and Net-Directional Connectedness of Cryptocurrencies During the Pre- and Post-COVID-19 Pandemic," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 1-30, February, DOI: 10.1142/S1793993322500041.
• Victoria Dobrynskaya, 2022, "Does Momentum Trading Generate Extra Downside Risk?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 1-32, June, DOI: 10.1142/S201013922250001X.
• Yin Yin Koay & Chee-Wooi Hooy, 2022, "The Role Of Implicit Determinants In A Highly Liberalized Emerging Market: Evidence From Malaysia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 67, issue 04, pages 1287-1305, June, DOI: 10.1142/S0217590820460054.
• Charles-Albert Lehalle & Amine Raboun (ed.), 2022, "Financial Markets in Practice:From Post-Crisis Intermediation to FinTechs," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12731, ISBN: ARRAY(0x6d8d0a68).
• Sabri Boubaker & Duc Khuong Nguyen (ed.), 2022, "Financial Transformations Beyond the COVID-19 Health Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0318, ISBN: ARRAY(0x6cb17aa0).
• Linh Tu Ho & Christopher Gan, 2022, "Health and Socio-economic Consequences of the COVID-19 Pandemic: Government Responses and Recovery," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Anthony J. Makin, 2022, "The Pandemic’s Pernicious Public Debt Legacy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• John L. Haracz, 2022, "The Importance of Negative Feedback and Countervailing Measures for Financial System Stabilization and Constrained Inequality: A COVID-19–Induced Reminder," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• İlkay Şendeniz-Yüncü, 2022, "New Evidence on the Interactions Between International Integration and Real Economy During the COVID-19 Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Alfredo Martín-Oliver & Florina Silaghi, 2022, "Great Recession: Mere Dry Run for COVID-19?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Veni Arakelian, 2022, "Extreme Events: What Are US Stock Market Sectors Afraid of More?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Moritz Johannes Herber & Matthias Scherf, 2022, "Rational Behavior or Mere Panic? The Effects of the COVID-19 Pandemic on the Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Jiayang Nie & Xiao Qiao & Sibo Yan, 2022, "COVID-19 Effects on Intraday Stock Market Behavior," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Huy Pham & Vikash Ramiah & Nisreen Moosa & Giancarlo Giudici & Vijay Pereira, 2022, "The Short-Term Effects of COVID-19 on China’s Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Zeynep Kantur & Gülserim Özcan, 2022, "Impact of the Severity of the COVID-19 Pandemic on the Interaction Between Foreign Trading and Stock Market Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Abdelkader Derbali & Mohamed Bechir Chenguel & Lamia Jamel & Meriem Jouirou & Fathi Jouini, 2022, "COVID-19 Pandemic and Co-movement Dynamics Among American and European Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Marco Rossi, 2022, "Insuring Against Pandemics: A Private Sector Instrument for the Private Sector," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Asror Nigmonov & Hussein Daradkeh, 2022, "From One Crisis to Another: Impact of COVID-19 Pandemic on Peer-to-Peer Lending Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Francesca Battaglia & Francesco Busato & Maria Manganiello, 2022, "Equity Crowdfunding: Brave Market or Safe Haven for the Crowd During the COVID-19 Crisis?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Saroja Selvanathan & Eliyathamby A. Selvanathan, 2022, "The Nexus Between Oil and Gold Prices During the COVID-19 Pandemic," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Stelios Markoulis & Neophytos Vasiliou, 2022, "The Resilience of the Euro in the Era of COVID-19," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Jędrzej Białkowski & Anna Sławik, 2022, "Does a High ESG Score Pay Off During the Pandemic Outbreak?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Valdonė Darškuvienė & Bernadeta Goštautaitė & Egidijus Kundelis & Dalius Misiūnas & Siuzana Ščerbina-Dalibagienė, 2022, "Firm Liquidity During the COVID-19 Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Grazia Dicuonzo & Francesca Donofrio, 2022, "The Implications of the COVID-19 Pandemic on Corporate Governance: The Board of Directors’ Response," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Nidhi Kaicker & Radhika Aggarwal & Raghav Gaiha, 2022, "COVID-19 Pandemic: Impact of Lockdown on Firm-Level Returns in India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Shreya Biswas & Nivedita Sinha, 2022, "Business Group Affiliation and Resilience to COVID-19 Outbreak in India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Magdalena Grothe & Antonio Sánchez Serrano, 2022, "Two Questions on the Banking Sector After the Pandemic Hit," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Frederic de Mariz, 2022, "How Will the 2020 Crisis Accelerate the Evolution of the Banking System?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Wissem Ajili-Ben Youssef & Yves Rakotondratsimba, 2022, "Future Research Avenues for Finance in Transformation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Jasmine T. Ha & Jason Q. Nguyen & Quan V. Le, 2022, "Impacts of COVID-19 on Digital Financial Transformation: Insights from Consumer Behaviors in Vietnam," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Mazin A. M. Al Janabi, 2022, "Transformation of Derivatives Securities in Emerging Markets: Policy Implications in Light of the 2007–2009 Global Financial Crisis and COVID-19 Pandemic," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Qiyu Wang, 2022, "Impact on Financial Markets and Institutions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Nissinen, Juuso & Sihvonen, Markus, 2022, "Bond convenience curves and funding costs," Bank of Finland Research Discussion Papers, Bank of Finland, number 11/2022.
• Hertrich, Markus & Nathan, Daniel, 2022, "Foreign exchange interventions and their impact on expectations: Evidence from the USD/ILS options market," Discussion Papers, Deutsche Bundesbank, number 20/2022.
• Bittner, Christian & Fecht, Falko & Pala, Melissa & Saidi, Farzad, 2022, "Information transmission between banks and the market for corporate control," Discussion Papers, Deutsche Bundesbank, number 29/2022.
• Drott, Constantin & Goldbach, Stefan & Jochem, Axel, 2022, "Determinants of TARGET2 transactions of European banks based on micro-data," Discussion Papers, Deutsche Bundesbank, number 40/2022.
• Betzer, André & Gider, Jasmin & Limbach, Peter, 2022, "Do financial advisors matter for M&A pre-announcement returns?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 22-03.
• Haselmann, Rainer & Leuz, Christian & Schreiber, Sebastian, 2022, "Know your customer: Informed trading by banks," CFS Working Paper Series, Center for Financial Studies (CFS), number 705, DOI: 10.2139/ssrn.4365175.
• Dim, Chukwuma & Koerner, Kevin & Wolski, Marcin & Zwart, Sanne, 2022, "Hot off the press: News-implied sovereign default risk," EIB Working Papers, European Investment Bank (EIB), number 2022/06, DOI: 10.2867/661002.
• Lake, Alfred & Maurin, Laurent & Minnella, Enrico, 2022, "Estimating financial integration in Europe: How to separate structural trends from cyclical fluctuations," EIB Working Papers, European Investment Bank (EIB), number 2022/15, DOI: 10.2867/255979.
• Bernoth, Kerstin & von Hagen, Jürgen & de Vries, Caspar, 2022, "The Term Structure of Currency Futures' Risk Premia," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 54, issue 1, pages 5-38, DOI: 10.1111/jmcb.12872.
• Zarifhonarvar, Ali, 2022, "The Effect of Covid Pandemic on Cryptocurrency Markets; A Literature Review," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 266369.
• Lee, Hanol & Wie, Dainn, 2022, "Gone with the fire: Market reaction to cryptocurrency exchange shutdown," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 266545.
• Horn, Sebastian & Reinhart, Carmen M. & Trebesch, Christoph, 2022, "Hidden defaults," Kiel Working Papers, Kiel Institute for the World Economy, number 2208.
• Assel, Franziska & Ender, Manuela & Herberger, Tim, 2022, "Nachhaltig durch die Krise? Eine empirische Analyse ausgewählter nachhaltiger Aktienindizes vor dem Hintergrund der COVID-19 Pandemie," IU Discussion Papers - Business & Management, IU International University of Applied Sciences, number 6 (Juni 2022).
• Müller, Isabella & Noth, Felix & Tonzer, Lena, 2024, "A note on the use of syndicated loan data," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 17/2022, revised 2024.
• Martínez-Jaramillo, Serafín & Montañez-Enríquez, Ricardo & Ossandon Busch, Matias & Ramos-Francia, Manuel & Rodríguez-Martínez, Anahí & Sánchez-Martínez, Manuel, 2022, "Stress-ridden finance and growth losses: Does financial development break the link?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 3/2022.
• Nützenadel, Alexander, 2022, "Risk management, expectations and global finance: The case of Deutsche Bank 1970-1990," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 36, DOI: 10.18452/25580.
• Jappelli, Ruggero & Lucke, Konrad & Pelizzon, Loriana, 2022, "Price and liquidity discovery in European sovereign bonds and futures," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 350.
• Sagade, Satchit & Scharnowski, Stefan & Westheide, Christian, 2022, "Broker colocation and the execution costs of customer and proprietary orders," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 366, DOI: 10.2139/ssrn.4289346.
• Kormanyos, Emily & Hanspal, Tobin & Hackethal, Andreas, 2023, "Do gamblers invest in lottery stocks?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 373, revised 2023.
• de Boer, Jantke & Eichler, Stefan & Rövekamp, Ingmar, 2022, "Protectionism, bilateral integration, and the cross section of exchange rate returns in US presidential debates," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 03/22.
• Hager, Diego & Nitschka, Thomas, 2022, "The Impact of COVID-19 and other Crises on the Responses of Swiss Bond Yields and Stock Prices to ECB Policy Surprises," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264018.
• Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2022, "Constrained Dealers and Market Efficiency," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264054.
• Read, Oliver & Diefenbach, Carolin, 2022, "The Path to the EU Regulation Markets in Crypto-assets (MiCA)," wifin Working Paper Series, RheinMain University of Applied Sciences, Wiesbaden Institute of Finance and Insurance (wifin), number 13/2022.
• Richard Schmidt & Pınar Yeşin, 2022, "The growing importance of investment funds in capital flows," ECON - Working Papers, Department of Economics - University of Zurich, number 421, Nov.

2021

• Oussama Tilfani & Paulo Ferreira & My Youssef El Boukfaoui, 2021, "Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient," Empirical Economics, Springer, volume 60, issue 3, pages 1127-1156, March, DOI: 10.1007/s00181-019-01806-1.
• Xiaoqing Fu & Matthew C. Li & Philip Molyneux, 2021, "Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis," Empirical Economics, Springer, volume 60, issue 5, pages 2203-2225, May, DOI: 10.1007/s00181-020-01852-0.
• Verena Monschang & Bernd Wilfling, 2021, "Sup-ADF-style bubble-detection methods under test," Empirical Economics, Springer, volume 61, issue 1, pages 145-172, July, DOI: 10.1007/s00181-020-01859-7.
• Bwo-Nung Huang & Chi-Chuan Lee & Yu-Fang Chang & Chien-Chiang Lee, 2021, "Dynamic linkage between oil prices and exchange rates: new global evidence," Empirical Economics, Springer, volume 61, issue 2, pages 719-742, August, DOI: 10.1007/s00181-020-01874-8.
• Eric Martial Etoundi Atenga & Mbodja Mougoué, 2021, "Return and volatility spillovers to African equity markets and their determinants," Empirical Economics, Springer, volume 61, issue 2, pages 883-918, August, DOI: 10.1007/s00181-020-01881-9.
• Yan Qian & Zijun Wang, 2021, "A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market," Empirical Economics, Springer, volume 61, issue 2, pages 799-825, August, DOI: 10.1007/s00181-020-01916-1.
• Mahir Binici & Aytül Ganioglu, 2021, "Net external position, financial development, and banking crisis," Empirical Economics, Springer, volume 61, issue 3, pages 1225-1251, September, DOI: 10.1007/s00181-020-01899-z.
• Khamis Hamed Al-Yahyaee & Walid Mensi & Hee-Un Ko & Massimiliano Caporin & Sang Hoon Kang, 2021, "Is the Korean housing market following Gangnam style?," Empirical Economics, Springer, volume 61, issue 4, pages 2041-2072, October, DOI: 10.1007/s00181-020-01931-2.
• Wojciech Grabowski & Ewa Stawasz-Grabowska, 2021, "How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 1, pages 43-83, March, DOI: 10.1007/s40822-020-00160-3.
• Carmen López-Martín & Sonia Benito Muela & Raquel Arguedas, 2021, "Efficiency in cryptocurrency markets: new evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 3, pages 403-431, September, DOI: 10.1007/s40822-021-00182-5.
• Ngo Thai Hung, 2021, "Financial connectedness of GCC emerging stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 4, pages 753-773, December, DOI: 10.1007/s40822-021-00185-2.
• Helder Sebastião & Pedro Godinho, 2021, "Forecasting and trading cryptocurrencies with machine learning under changing market conditions," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-30, December, DOI: 10.1186/s40854-020-00217-x.
• Antonis Ballis & Konstantinos Drakos, 2021, "The explosion in cryptocurrencies: a black hole analogy," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-8, December, DOI: 10.1186/s40854-020-00222-0.
• Hui Hong & Zhicun Bian & Chien-Chiang Lee, 2021, "COVID-19 and instability of stock market performance: evidence from the U.S," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-18, December, DOI: 10.1186/s40854-021-00229-1.
• Muhammad Owais Qarni & Saiqb Gulzar, 2021, "Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-37, December, DOI: 10.1186/s40854-021-00233-5.
• Afees A. Salisu & Kingsley Obiora, 2021, "COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-19, December, DOI: 10.1186/s40854-021-00253-1.
• Boubekeur Baba & Güven Sevil, 2021, "Bayesian analysis of time-varying interactions between stock returns and foreign equity flows," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00267-9.
• Xun Zhang & Fengbin Lu & Rui Tao & Shouyang Wang, 2021, "The time-varying causal relationship between the Bitcoin market and internet attention," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-19, December, DOI: 10.1186/s40854-021-00275-9.
• Ji Ho Kwon, 2021, "On the factors of Bitcoin’s value at risk," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-31, December, DOI: 10.1186/s40854-021-00297-3.
• Kuan-Min Wang & Thanh-Binh Nguyen Thi & Yuan-Ming Lee, 2021, "Is gold a safe haven for the dynamic risk of foreign exchange?," Future Business Journal, Springer, volume 7, issue 1, pages 1-17, December, DOI: 10.1186/s43093-021-00101-9.
• Oluwasegun B. Adekoya & Gabriel O. Oduyemi & Johnson A. Oliyide, 2021, "Price and volatility persistence of the US REITs market," Future Business Journal, Springer, volume 7, issue 1, pages 1-10, December, DOI: 10.1186/s43093-021-00102-8.
• Jamel Boukhatem, 2021, "What drives local currency bond market development in Saudi Arabia: do macroeconomic and institutional factors matter?," Future Business Journal, Springer, volume 7, issue 1, pages 1-18, December, DOI: 10.1186/s43093-021-00110-8.
• Luca Brugnolini & Antonello D’Agostino & Alex Tagliabracci, 2021, "Is Anything Predictable in Market-Based Surprises?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 7, issue 3, pages 387-410, November, DOI: 10.1007/s40797-020-00134-z.
• 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).