Research classified by Journal of Economic Literature (JEL) codes

2022

• 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.
• Susilo Nur Aji Cokro Darsono & Wing-Keung Wong & Tran Thai Ha Nguyen & Hafsah Fajar Jati & Diah Setyawati Dewanti, 2022, "Good Governance and Sustainable Investment: The Effects of Governance Indicators on Stock Market Returns," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue 1, pages 69-101, March.
• Raheel Gohar & Kashif Bhatty & Mohamed Osman & Wing-Keung Wong & Bisharat Hussain Chang, 2022, "Oil prices and sectorial stock indices of Pakistan: Empirical evidence using bootstrap ARDL model," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue 4, pages 50-77, December.
• Wing-Kwong Chan & Ei-Yet Chu, 2022, "The Impacts of Corporate Governance Mechanisms and Ownership Structure on Firm Performance: A Case Study of Chinese Dual-Listed Companies," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue 4, pages 98-126, December.
• Ayben Koy & Mehmet Yusuf Güngör & Oğuz Şimşek, 2022, "Analysis of Intraday Non-linear Asymmetrical Relationship in Us Stock Exchanges With Momentum Threshold Models," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 37, issue 117, pages 63-76, April, DOI: https://doi.org/10.33203/mfy.103813.
• Onur Oğuz & Özge Korkmaz, 2022, "The Relationship Between Stock Market Index Returns and Gold Returns During the First Year of the Coronavirus Pandemic: An Asymmetric Causality Test," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 37, issue 117, pages 77-100, April, DOI: https://doi.org/10.33203/mfy.103856.
• Chuku Chuku & Alexandre Kopoin, 2022, "Working Paper 367 - Debt Distress and Recovery Episodes in Africa: Good Policy or Good Luck?," Working Paper Series, African Development Bank, number 2493, Nov.
• Maryam Farboodi & Péter Kondor, 2022, "Heterogeneous Global Booms and Busts," American Economic Review, American Economic Association, volume 112, issue 7, pages 2178-2212, July, DOI: 10.1257/aer.20181830.
• Klas Rönnbäck & Oskar Broberg & Stefania Galli, 2022, "A colonial cash cow: the return on investments in British Malaya, 1889–1969," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 16, issue 1, pages 149-173, January, DOI: 10.1007/s11698-021-00223-8.
• Emrah Öget, 2022, "The Effect of Positive and Negative Events on Cryptocurrency Prices," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 1, pages 16-31, DOI: 10.30784/epfad.1011204.
• Fatih Günay & Fatih Ecer, 2022, "A Comparative Analysis of the Real Sector in Turkey from the Economic and Financial Perspectives with the CRITIC-MAIRCA Method," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 1, pages 186-219, DOI: 10.30784/epfad.1065471.
• Arife Özdemir Höl & Erdinç Akyıldırım & Şerife Kılıçaslan & Kader Çınar, 2022, "Baltık Kuru Yük Endeksi, Petrol, Altın, Dolar, MSCI Dünya Endeksi Arasındaki Volatilite Yayılımı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 2, pages 386-406, DOI: 10.30784/epfad.1089836.
• Mehmet Eraslan & Selahattin Koç, 2022, "Endeks Vadeli İşlemlerin Pay Senedi Endeksleri Üzerindeki Volatilite Etkisi: Asya-Pasifik Ülkeleri Üzerine Bir Araştırma," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 2, pages 567-589, DOI: 10.30784/epfad.1107940.
• Burak Büyükoğlu, 2022, "Analysis of the Relationship between Green Bonds and Equity Markets by Cross-Quantilogram Method," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 4, pages 855-868, DOI: 10.30784/epfad.1203044.
• Zekai Şenol & Tuba Gülcemal & Oğuz Çakan, 2022, "Kripto Paralarla Borsalar Arasındaki Volatilite Yayılımı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 4, pages 925-943, DOI: 10.30784/epfad.1200423.
• Arzu Özmerdivanlı & İkbal Karataşlı, 2022, "Hisse Senedi Piyasası İle Ekonomik Politika Belirsizliği Arasındaki İlişki: Gelişmiş ve Gelişmekte Olan Bazı Ülkeler Üzerine Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue SI, pages 178-193, DOI: 10.30784/epfad.1160794.
• Ebubekir Mollaahmetoğlu & Burçay Yaşar Akçalı, 2022, "Elektronik Ürün Senedi (ELÜS) Endeksleri ile ABD Dolar Endeksi ve Dolar Kuru Arasındaki İlişkinin Simetrik ve Asimetrik Nedensellik Testleri ile Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue SI, pages 45-60, DOI: 10.30784/epfad.1149349.
• Barış Aksoy, 2022, "İçeriden Öğrenenlerin Ticaretine Maruz Kalan Şirketlere Ait Hisse Senedi Getirilerinin K-En Yakın Komşu Algoritması İle Tahmin Edilmesi: ABD Borsaları Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue SI, pages 61-80, DOI: 10.30784/epfad.1161781.
• Laura Vasilescu, 2022, "Greenfield Investment – Global Outlook And Patterns In The Context Of Pandemic Crisis," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 50, pages 23-30, April.
• Hafner, Christian & Herwartz, Helmut, 2022, "Asymmetric volatility impulse response functions," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022037, Nov.
• Pastwa, Anna M. & Shrestha, Prabal & Thewissen, James & Torsin, Wouter, 2022, "Unpacking the black box of ICO white papers: a topic modeling approach," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022005, Jan.
• Duterme, Tom, 2022, "Do modern stock exchanges emerge from competition? Evidence from the “Belgian Big Bang”," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022014, Jan, DOI: https://doi.org/10.1007/s43253-022-.
• Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2022, "Interest Rates and the Spatial Polarization of Housing Markets," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 212, Nov.
• Andreas G. Koutoupis & Christos G. Kampouris & Athanasia V. Sakellaridou, 2022, "Can Financial Strength Indicators Form A Profitable Investment Strategy? The Case Of F-Score in Europe," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 21, issue 3, pages 355-372, September.
• Saleem Bahaj & Ricardo Reis, 2022, "The Economics of Liquidity Lines Between Central Banks," Annual Review of Financial Economics, Annual Reviews, volume 14, issue 1, pages 57-74, November, DOI: 10.1146/annurev-financial-111620-02.
• Anna Gelpern & Ugo Panizza, 2022, "Enough Potential Repudiation: Economic and Legal Aspects of Sovereign Debt in the Pandemic Era," Annual Review of Economics, Annual Reviews, volume 14, issue 1, pages 545-570, August, DOI: 10.1146/annurev-economics-051420-01.
• Moataz Bellah ALAYA & Abdessadeq SADQI, 2022, "Le développement des places financières en Afrique : Cas de Casablanca finance city," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 3, issue 2-1, pages 354-367.
• Karim AMEZIANE & Bouchra BENYACOUB, 2022, "La performance boursière islamique à l’ère de la crise de COVID19 : Etude empirique à l’aide du modèle GARCH," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 3, issue 2-2, pages 139-154.
• Imad NOURES-SADAT & Hicham ASSALIH, 2022, "Analyse théorique de la résilience de la BVC face à la crise sanitaire internationale du COVID-19," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 3, issue 4-2, pages 162-177.
• Serges Delon YOPA DJENGA & Simplice Gael TONMO & Laurent NDJANYOU, 2022, "A Semi-Strong Form Test of Emerging Market Efficiency: Evidence to An African Stock Market," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 3, issue 4-3, pages 21-41.
• Gazmore Rexhepi & Burim Gashi, 2022, "The Role of Pension Funds on Capital Market Growth in the New EU Member States," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 4, pages 437-454.
• Sewon Hur & Cesar Sosa-Padilla & Zeynep Yom, 2022, "Optimal Bailouts in Banking and Sovereign Crises," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 207, Dec.
• Evgeny Y. Vinokurov & Marina V. Grichik & Taras V. Tsukarev, 2022, "New approaches to international reserves: The lack of credibility in reserve currencies," Russian Journal of Economics, ARPHA Platform, volume 8, issue 4, pages 315-332, December, DOI: 10.32609/j.ruje.8.98242.
• Jiti Gao & Bin Peng & Wei Biao Wu & Yayi Yan, 2022, "Time-Varying Multivariate Causal Processes," Papers, arXiv.org, number 2206.00409, Jun.
• Charumathi Balakrishnan & Habeebu Rahman, 2022, "Does the United States Bond Yield Affect Foreign Institutional Investor Inflows to India and Indian Stock Market?," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 3, issue 4, pages 1-7, DOI: 2022/11/08.
• Pratap Kumar Jena & Pramod Kumar Mishra, 2022, "Lockdown vs. Opening-Up of the Economy During the COVID-19 Pandemic and the Indian Stock Market," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 3, issue 4, pages 1-4, DOI: 2022/11/08.
• Aadil Ummar Zaman & Mohammad Shahid Zaman & Nisar Ahmad Khan, 2022, "Analysing the Technical Efficiency of Rural Cooperative Banks in India," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 3, issue 4, pages 1-6, DOI: 2022/11/08.
• Chinmaya Behera & Pramod Kumar Mishra, 2022, "Interconnectedness and Nonlinearity in Indian Energy Futures During the COVID-19 Pandemic," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 3, issue 2, pages 1-5, DOI: 2022/06/17.
• Ehsan Rasoulinezhad, 2022, "Identification of the Success Factors of the Green Bond Market for Sustainable Development in the COVID-19 Era," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 3, issue Early Vie, pages 1-4, DOI: 2022/06/27.
• Alberto Majocchi & Olimpia Fontana, 2022, "Towards a revision of the Stability and Growth Pact," Policy Papers, Fondazione CSF, number 49, Jan.
• Olimpia Fontana, 2022, "Carbon Pricing and Carbon Border Adjustment Mechanism: for a European Union Global Strategy," Policy Papers, Fondazione CSF, number 52, May.
• Olimpia Fontana & Luca Gasbarro, 2022, "European Fiscal Capacity and New Own Resources: Proposals and Scenarios," Research Papers, Fondazione CSF, number 264, Jun.
• Gabriele Casano, 2022, "Next Generation Africa: Opportunities and Challenges of a New Instrument Reallocating European SDRs to the African Continent," Research Papers, Fondazione CSF, number 585, Feb.
• Annamaria Viterbo, 2022, "The Reallocation of Special Drawing Rights to the Benefit of the African Continent: a Proposal for Euro Area Countries," Research Papers, Fondazione CSF, number 598, Feb.
• Donato Masciandaro & Oana Peia & Davide Romelli, 2022, "Central Bank Communication and Social Media: From Silence to Twitter," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 22187.
• Nataliia Gvozdej, 2022, "Cooperation Of Ukraine With International Financial And Credit Organizations: Current Status And Expansion Prospects," Three Seas Economic Journal, Publishing house "Baltija Publishing", volume 3, issue 2, DOI: 10.30525/2661-5150/2022-2-7.
• Pavlo Dziuba & Darya Glukhova & Kyryl Shtogrin, 2022, "Risk, Return And International Portfolio Diversification: K-Means Clustering Data," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 8, issue 3, DOI: 10.30525/2256-0742/2022-8-3-53-64.
• Alexander Ganchev, 2022, "The Performance of Hedge Fund Industry during the COVID-19 Crisis – Theoretical Characteristics and Empirical Aspects," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 18-37.
• Ivan S. Blahun & Lesia Dmytryshyn & Ivan I. Blahun & Semen Blahun, 2022, "Stock Indices as Indicators of Market Efficiency and Interaction," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 87-106.
• David Beers & Elliot Jones & Karim McDaniels & Zacharie Quiviger, 2022, "BoC–BoE Sovereign Default Database: What’s new in 2022?," Staff Analytical Notes, Bank of Canada, number 2022-11, Aug, DOI: 10.34989/san-2022-11.
• Manuel A. Pérez Álvarez, 2022, "Nueva asignación de Derechos Especiales de Giro," Occasional Papers, Banco de España, number 2201, Jan.
• Manuel A. Pérez Álvarez, 2022, "New allocation of Special Drawing Rights," Occasional Papers, Banco de España, number 2201, Jan.
• Julio Gálvez, 2022, "Measuring the equity risk premium with dividend discount models," Occasional Papers, Banco de España, number 2207, May.
• Pana Alves & Sergio Mayordomo & Manuel Ruiz-García, 2022, "La financiación empresarial en los mercados de renta fija: la contribución de la política monetaria a mitigar la barrera del tamaño," Occasional Papers, Banco de España, number 2209, May.
• Pana Alves & Sergio Mayordomo & Manuel Ruiz-García, 2022, "Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier," Occasional Papers, Banco de España, number 2209, May.
• Laura Álvarez & Alberto Fuertes & Luis Molina & Emilio Muñoz de la Peña, 2022, "La captación de fondos en los mercados internacionales de capitales en 2021," Occasional Papers, Banco de España, number 2211, May.
• Laura Álvarez & Alberto Fuertes & Luis Molina & Emilio Muñoz de la Peña, 2022, "Fund raising in the international capital markets in 2021," Occasional Papers, Banco de España, number 2211, Nov.
• María Bru Muñoz, 2022, "Financial exclusion and sovereign default: the role of official lenders," Working Papers, Banco de España, number 2206, Mar.
• José Manuel Carbó & Sergio Gorjón, 2022, "Application of machine learning models and interpretability techniques to identify the determinants of the price of bitcoin," Working Papers, Banco de España, number 2215, Apr.
• Carlos Moreno Pérez & Marco Minozzo, 2022, "Natural Language Processing and Financial Markets: Semi-supervised Modelling of Coronavirus and Economic News," Working Papers, Banco de España, number 2228, Aug.
• Donato Ceci & Marcello Pericoli, 2022, "Sovereign spreads and economic fundamentals: an econometric analysis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 713, Sep.
• Gianluca Mosconi & Paola Antilici & Luigi Russo, 2022, "When financial innovation and sustainable finance meet:Sustainability-Linked Bonds," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 22, Apr.
• Alessandro Moro & Alessandro Schiavone, 2022, "The role of non-bank financial institutions in the intermediation of capital flows to emerging markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1367, Apr.
• Fredy Gamboa-Estrada & José Vicente Romero, 2022, "Modelling CDS Volatility at Different Tenures: An Application for Latin-American Countries," Borradores de Economia, Banco de la Republica de Colombia, number 1199, May, DOI: 10.32468/be.1199.
• Fredy Gamboa-Estrada & Andrés Sánchez-Jabba, 2022, "The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows," Borradores de Economia, Banco de la Republica de Colombia, number 1222, Dec, DOI: 10.32468/be.1222.
• Tristan Jourde, 2022, "The Rising Interconnectedness of the Insurance Sector," Working papers, Banque de France, number 857.
• Justine Pedrono, 2022, "The Currency Channel of the Global Bank Leverage Cycle," Working papers, Banque de France, number 870.
• Andrea Fabiani & Martha López Piñeros & José-Luis Peydró & Paul E. Soto, 2022, "Capital Controls, Corporate Debt and Real Effects," Working Papers, Barcelona School of Economics, number 1339, Apr.
• Ali Cüneyt ÇETİN, 2022, "Kredi Temerrüt Takasları Primi ile BIST 100 Endeksi, Döviz Kuru ve Faiz Arasındaki İlişki Türkiye Örneği," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 39-77, August, DOI: https://doi.org/10.33399/biibfad.92.
• Iñaki Aldasoro & John Caparusso & Yingyuan Chen, 2022, "Global banks' local presence: a new lens," BIS Quarterly Review, Bank for International Settlements, March.
• Pamela Pogliani & Goetz von Peter & Philip Wooldridge, 2022, "The outsize role of cross-border financial centres," BIS Quarterly Review, Bank for International Settlements, June.
• John Caparusso & Bryan Hardy, 2022, "Bank funding: evolution, stability and the role of foreign offices," BIS Quarterly Review, Bank for International Settlements, September.
• Patrick McGuire & Andreas Schrimpf & Nikola Tarashev, 2022, "Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey," BIS Quarterly Review, Bank for International Settlements, December.
• Mathias Drehmann & Vladyslav Sushko, 2022, "The global foreign exchange market in a higher-volatility environment," BIS Quarterly Review, Bank for International Settlements, December.
• Julian Caballero & Alexis Maurin & Philip Wooldridge & Dora Xia, 2022, "The internationalisation of EME currency trading," BIS Quarterly Review, Bank for International Settlements, December.
• Marc Glowka & Thomas Nilsson, 2022, "FX settlement risk: an unsettled issue," BIS Quarterly Review, Bank for International Settlements, December.
• Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2022, "Dollar beta and stock returns," BIS Working Papers, Bank for International Settlements, number 1000, Feb.
• Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022, "Global production linkages and stock market co-movement," BIS Working Papers, Bank for International Settlements, number 1003, Feb.
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• Deniz Igan & Alexandre R. Lauwers & Damien Puy, 2022, "Capital flows and institutions," BIS Working Papers, Bank for International Settlements, number 994, Jan.
• Maik Schmeling & Andreas Schrimpf & Sigurd A. M. Steffensen, 2022, "Monetary policy expectation errors," BIS Working Papers, Bank for International Settlements, number 996, Jan.
• Shigeto Kitano & Kenya Takaku, 2022, "Financial market incompleteness and international cooperation on capital controls," International Journal of Economic Theory, The International Society for Economic Theory, volume 18, issue 4, pages 624-642, December, DOI: 10.1111/ijet.12331.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, volume 25, issue 3, pages 313-340, December, DOI: 10.1111/infi.12414.
• Malin Gardberg, 2022, "Financial reforms and low‐income households' impact on international consumption risk sharing," International Finance, Wiley Blackwell, volume 25, issue 3, pages 375-395, December, DOI: 10.1111/infi.12418.
• Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2022, "The Two‐Pillar Policy for the RMB," Journal of Finance, American Finance Association, volume 77, issue 6, pages 3093-3140, December, DOI: 10.1111/jofi.13178.
• Julian Di Giovanni & Galina Hale, 2022, "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Journal of Finance, American Finance Association, volume 77, issue 6, pages 3373-3421, December, DOI: 10.1111/jofi.13181.
• Ioannis Chatziantoniou & David Gabauer & Hardik A. Marfatia, 2022, "Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market," Scottish Journal of Political Economy, Scottish Economic Society, volume 69, issue 3, pages 283-300, July, DOI: 10.1111/sjpe.12291.
• Robert Czech & Pasquale Della Corte & Shiyang Huang & Tianyu Wang, 2022, "FX option volume," Bank of England Staff Working Paper series, Bank of England, number 964, Mar.
• Silvia Miranda Agrippino & Tsvetelina Nenova, 2022, "A tale of two global monetary policies," Bank of England Staff Working Paper series, Bank of England, number 972, Apr.
• Gerardo Ferrara & Philippe Mueller & Ganesh Viswanath-Natraj & Junxuan Wang, 2022, "Central bank swap lines: micro-level evidence," Bank of England Staff Working Paper series, Bank of England, number 977, May.
• Dimitris Malliaropulos & Petros Migiakis, 2022, "A global monetary policy factor in sovereign bond yields," Working Papers, Bank of Greece, number 301, Jul, DOI: 10.52903/wp2022301.
• Markus Hertrich & Daniel Nathan, 2022, "Foreign Exchange Interventions and their Impact on Expectations: Evidence from the USD/ILS Options Market," Bank of Israel Working Papers, Bank of Israel, number 2022.10, Jun.
• Bossone Biagio, 2022, "The Portfolio Theory of Inflation and Policy (in)Effectiveness: Exploring it Further and Righting the Wrongs," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 16, issue 1, pages 257-275, January, DOI: 10.1515/econ-2022-0032.
• Oosterlinck Kim & Panizza Ugo & Weidemaier Mark & Gulati Mitu, 2022, "The Odious Haitian Independence Debt," Journal of Globalization and Development, De Gruyter, volume 13, issue 2, pages 339-378, December, DOI: 10.1515/jgd-2021-0057.
• Shin Hyun Song & von Peter Goetz, 2022, "Overcoming Original Sin," Journal of Globalization and Development, De Gruyter, volume 13, issue 2, pages 411-433, December, DOI: 10.1515/jgd-2021-0055.
• Junghanns Thomas & Körnert Jan, 2022, "Einflussmöglichkeiten von Staatsfonds auf die Bankensysteme der EU-Länder außerhalb des Euroraums," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 23, issue 4, pages 299-315, November, DOI: 10.1515/pwp-2021-0053.
• Li Leon & Scrimgeour Frank, 2022, "The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 3, pages 475-497, June, DOI: 10.1515/snde-2019-0141.
• Elena, Radu (Grigorie), 2022, "Financial Stability, The Objective Of Development Financial Markets," Management Strategies Journal, Constantin Brancoveanu University, volume 55, issue 1, pages 144-149.
• André Cartapanis, 2022, "Des mouvements de capitaux désormais sous surveillance," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 187-208.
• Palma, J. G., 2022, "Financialisation as a (it's-not-meant-to-make-sense) gigantic global joke," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2211, Feb.
• Linton, O. B. & Tang, H. & Wu, J., 2022, "A Structural Dynamic Factor Model for Daily Global Stock Market Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2237, Jun.
• Auld, T., 2022, "Betting and financial markets are cointegrated on election night," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2263, Nov.
• Auld, T., 2022, "Political markets as equity price factors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2264, Nov.
• Dunne, Peter G. & Giuliana, Raffaele, 2022, "Do redemptions increase as money market funds approach regulatory liquidity thresholds?," Research Technical Papers, Central Bank of Ireland, number 2/RT/22, Jan.
• Silvo Dajčman & Alenka Kavkler & Sergey Merzlyakov & Sergey E. Pekarski & Dejan Romih, 2022, "International Transmission of Conventional and Unconventional Monetary Policy and Financial Stress Shocks from the Euro Area to Russia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 11, issue 1, pages 227-247.
• Borivoje D. Krušković, 2022, "Central Bank Intervention in the Inflation Targeting," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 11, issue 1, pages 67-85.
• Leonie Bräuer & Harald Hau, 2022, "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," CESifo Working Paper Series, CESifo, number 10065.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2022, "A Tale of Government Spending Efficiency and Trust in the State," CESifo Working Paper Series, CESifo, number 10075.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 10084.
• Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 9624.
• Guglielmo Maria Caporale & Nicola Spagnolo & Awon Almajali, 2022, "Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings," CESifo Working Paper Series, CESifo, number 9824.
• António Afonso & José Alves & Krzysztof Beck & Karen Jackson, 2022, "Financial, Institutional, and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows," CESifo Working Paper Series, CESifo, number 9872.
• Aldo Barrios & Rob Franolic & Davide Giovanardi & Michael Melvin, 2022, "Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market," CESifo Working Paper Series, CESifo, number 9921.
• Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022, "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series, CESifo, number 9950.
• António Afonso & Krzysztof Beck & Karen Jackson, 2022, "Determinants of Stock Market Correlation. Accounting for Model Uncertainty and Reverse Causality in a Large Panel Setting," CESifo Working Paper Series, CESifo, number 9956.
• Anusha Chari & Felipe Garcés & Juan Francisco Martínez & Patricio Valenzuela, 2022, "Sovereign Credit Spreads, Banking Fragility, and Global Factors," Working Papers Central Bank of Chile, Central Bank of Chile, number 957, May.
• Raphael Burkhardt & Urban Ulrych, 2022, "Sparse and Stable International Portfolio Optimization and Currency Risk Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-07, Jan.
• Egemen Eren & Semyon Malamud & Haonan Zhou, 2022, "International Pecking Order," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-15, Feb.
• Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022, "Global Production Linkages and Stock Market Comovement," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-18, Feb.
• Martin Nerlinger & Sebastian Utz, 2022, "The impact of the Russia-Ukraine conflict on the green energy transition – A capital market perspective," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-49, Jun.
• Leonie Bräuer & Harald Hau, 2022, "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-77, Oct.
• Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2022, "Constrained Liquidity Provision in Currency Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-82, Oct.
• Demetrio Lacava & Angelo Ranaldo & Paolo Santucci de Magistris, 2022, "Realized Illiquidity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-90, Nov.
• Capucine Nobletz, 2022, "Green energy indices & financial markets: An in-depth look," International Economics, CEPII research center, issue 170, pages 80-109.
• Capucine Nobletz, 2022, "Green energy indices & financial markets: An in-depth look," International Economics, CEPII research center, issue 171, pages 80-109.
• Khaled Mokni & Walid Mensi & Shawkat Hammoudeh & Ahdi Noomen Ajmi, 2022, "Green bonds and oil price shocks and uncertainty: A safe haven analysis," International Economics, CEPII research center, issue 172, pages 238-254.
• Chuku Chuku & Mustafa Yasin Yenice, 2022, "Eurobonds, debt sustainability and macroeconomic performance in Africa: Synthetic control experiments," International Economics, CEPII research center, issue 172, pages 368-388.
• Iuliana Matei, 2022, "Does pandemic risk affect yield spreads in the EMU?," International Economics, CEPII research center, issue 172, pages 431-450.
• Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2022, "The COVID-19 pandemic, policy responses and stock markets in the G20," International Economics, CEPII research center, issue 172, pages 77-90.
• Eduardo Sandoval Álamos & Fernando Olea Rodr�guez, 2022, "Uso del endeudamiento y desempeno en los mercados accionarios. El caso de sociedades anónimas de Brasil, Chile, México y Perú," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 86, pages 129-157.
• Jorge Luis Sánchez Arévalo & Gabriela Moreira de Sousa & Rodrigo Malta Meurer, 2022, "Efeito causal entre o indicador de bolsa de valores Ibovespa e os indicadores Shangai, S&P500, Merval e Nikkei," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 87, pages 457-479, DOI: 10.15446/cuad.econ.v41n87.89520.
• Erik Munoz Henríquez & Francisco G�lvez-Gamboa, 2022, "Efecto de la incertidumbre de la política económica internacional sobre los mercados financieros latinoamericanos," Estudios Gerenciales, Universidad Icesi, volume 38, issue 165, pages 519-528, DOI: 10.18046/j.estger.2022.165.5383.
• I. Giraldo & Turner P, 2022, "The dollar debt of companies in Latin America: the warning signs," Documentos de trabajo, FLAR, number 20025, Feb.
• Bahaj, Saleem & Reis, Ricardo, 2022, "The workings of liquidity lines between central banks," CEPR Discussion Papers, Centre for Economic Policy Research, number 17096, Mar.
• Gourinchas, Pierre-Olivier & Ray, Walker & Vayanos, Dimitri, 2022, "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," CEPR Discussion Papers, Centre for Economic Policy Research, number 17119, Mar.
• Bahaj, Saleem & Reis, Ricardo, 2022, "The economics of liquidity lines between central banks," CEPR Discussion Papers, Centre for Economic Policy Research, number 17122, Mar.
• Federle, Jonathan & Meier, André & Müller, Gernot & Sehn, Victor, 2022, "Proximity to War: The stock market response to the Russian invasion of Ukraine," CEPR Discussion Papers, Centre for Economic Policy Research, number 17185, Apr.
• Eren, Egemen & Malamud, Semyon & Zhou, Haonan, 2022, "International Pecking Order," CEPR Discussion Papers, Centre for Economic Policy Research, number 17193, Apr.
• Dvorkin, Maximiliano & Sanchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022, "Improving Sovereign Debt Restructurings," CEPR Discussion Papers, Centre for Economic Policy Research, number 17223, Apr.