Research classified by Journal of Economic Literature (JEL) codes

2022

• 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, Paradigm, 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(0x5532ae80).
• 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(0x546e4098).
• 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

• Dinis Santos & Paulo Gama, 2021, "Is Insider Trading Successful? An Extensive Analysis with Buying and Selling Evidence," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 12513376, Jul.
• Campuzano, Cristian Miguel & Cabello, Alejandra, 2021, "Superficie de volatilidad de la Bolsa Mexicana de Valores: Evaluación con el Modelo de Merton / Mexico´s Stock Market volatility surface: Evaluation with Merton’s model," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 1, pages 5-31, enero-jun.
• Minjie Deng & Chang Liu, 2021, "Sovereign Risk and Intangible Investment," Discussion Papers, Department of Economics, Simon Fraser University, number dp21-16, Dec.
• Piotr Kica & Piotr Szczypa, 2021, "Valuation of Livestock in Farms (Wycena inwentarza zywego w gospodarstwach rolnych)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 19, issue 94, pages 118-130.
• Katarzyna Niewiñska, 2021, "The Impact of External Factors on Stock Return Volatility in the European Banking Sector (Wplyw determinant na zmiennosc stop zwrotow z akcji w sektorze bankowym w Europie)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 19, issue 94, pages 185-199.
• Iwona Sroka & Kamil Seliga, 2021, "Instrumenty finansowe i strategie inwestycyjne oparte na zmiennosci – autorskie strategie i produkty finansowe neutralne rynkowo (Financial instruments and investment strategies based on volatility – proprietary strategies and market-neutral financia," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 34, pages 175-179.
• Thomas Nitschka & Shajivan Satkurunathan, 2021, "Habits die hard: implications for bond and stock markets internationally," Working Papers, Swiss National Bank, number 2021-08.
• Jamel Boukhatem & Zied Ftiti & Jean Michel Sahut, 2021, "Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis," Annals of Operations Research, Springer, volume 297, issue 1, pages 53-76, February, DOI: 10.1007/s10479-020-03519-6.
• Nidhaleddine Ben Cheikh & Oussama Ben Hmiden & Younes Ben Zaied & Sabri Boubaker, 2021, "Do sovereign credit ratings matter for corporate credit ratings?," Annals of Operations Research, Springer, volume 297, issue 1, pages 77-114, February, DOI: 10.1007/s10479-020-03590-z.
• Ahmed H. Elsayed & Mohamad Husam Helmi, 2021, "Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk," Annals of Operations Research, Springer, volume 305, issue 1, pages 1-22, October, DOI: 10.1007/s10479-021-04081-5.
• M. Karanasos & S. Yfanti & A. Christopoulos, 2021, "The long memory HEAVY process: modeling and forecasting financial volatility," Annals of Operations Research, Springer, volume 306, issue 1, pages 111-130, November, DOI: 10.1007/s10479-019-03493-8.
• Yuzhi Cai & Thanaset Chevapatrakul & Danilo V. Mascia, 2021, "How is price explosivity triggered in the cryptocurrency markets?," Annals of Operations Research, Springer, volume 307, issue 1, pages 37-51, December, DOI: 10.1007/s10479-021-04298-4.
• Jihed Majdoub & Salim Ben Sassi & Azza Bejaoui, 2021, "Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 789-816, December, DOI: 10.1007/s10203-020-00314-7.
• Nikolaos A. Kyriazis, 2021, "Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 845-861, December, DOI: 10.1007/s10203-021-00356-5.
• Suman Das & Saikat Sinha Roy, 2021, "Predicting regime switching in BRICS currency volatility: a Markov switching autoregressive approach," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 48, issue 2, pages 165-180, June, DOI: 10.1007/s40622-021-00275-9.
• Stéphane Goutte & Benjamin Keddad, 2021, "A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Gilles Dufrénot & Takashi Matsuki, "Recent Econometric Techniques for Macroeconomic and Financial Data", DOI: 10.1007/978-3-030-54252-8_12.
• 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).
• Martin Hillebrand & Marko Mravlak & Peter Schwendner, 2021, "Investor demand in syndicated bond issuances: stylised facts," Working Papers, European Stability Mechanism, number 50, Dec, revised 23 Dec 2021.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021, "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," Applied Economics, Taylor & Francis Journals, volume 53, issue 25, pages 2865-2887, May, DOI: 10.1080/00036846.2020.1870651.
• Pavel Ciaian & d’Artis Kancs & Miroslava Rajcaniova, 2021, "The economic dependency of bitcoin security," Applied Economics, Taylor & Francis Journals, volume 53, issue 49, pages 5738-5755, October, DOI: 10.1080/00036846.2021.1931003.
• Hyeongwoo Kim & Madeline H. Kim, 2021, "U.S. presidential election polls and the economic prospects of China and Mexico," Applied Economics, Taylor & Francis Journals, volume 53, issue 54, pages 6231-6248, November, DOI: 10.1080/00036846.2021.1937501.
• Leonardo Iania & Marco Lyrio & Rubens Moura, 2021, "Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia," Applied Economics, Taylor & Francis Journals, volume 53, issue 58, pages 6721-6738, December, DOI: 10.1080/00036846.2021.1937505.
• Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Härdle, 2021, "Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 1-2, pages 8-30, January, DOI: 10.1080/1351847X.2020.1789684.
• Jose E. Gomez-Gonzalez & Jorge Hirs-Garzon, 2021, "Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 27, issue 1, pages 20-28, January, DOI: 10.1080/10835547.2021.1981569.
• Christian Senga & Danny S. Cassimon & Thomas Kigabo, 2021, "Does Access to International Capital Markets Affect Investment Dynamics in Sub-Saharan Africa?," Journal of African Business, Taylor & Francis Journals, volume 22, issue 3, pages 320-338, July, DOI: 10.1080/15228916.2020.1752600.
• Kangogo, Moses & Volkov, Vladimir, 2021, "Dynamic effects of network exposure on equity markets," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2021-03.
• Doruk Kucuksarac & Abdullah Kazdal & Halil Ibrahim Korkmaz & Yigit Onay, 2021, "A measure of Turkey's sovereign and banking sector credit risk: Asset swap spreads," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 21, issue 2, pages 49-57.
• Oguzhan Cepni & Selcuk Gul & Muhammed Hasan Yilmaz & Brian Lucey, 2021, "The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2104.
• Utku Bora Geyikci & Suheyla Ozyildirim, 2021, "Deviations from Covered Interest Parity in the Emerging Markets After the 2008 Global Financial Crisis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2126.
• Daniel Carvalho & Etienne Lepers & Rogelio Jr Mercado, 2021, "Taming the "Capital Flows-Credit Nexus": A Sectoral Approach," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0921, Sep.
• Tarek A. Hassan & Jesse Schreger & Markus Schwedeler & Ahmed Tahoun, 2021, "Country Risk," Working Papers Series, Institute for New Economic Thinking, number inetwp157, Mar, DOI: 10.36687/inetwp157.
• Xuan Wang, 2021, "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-009/IV, Jan.
• Yen-Sheng Lee & Yi-Heng Tseng, 2021, "Do Firm Characteristics Affect Price Discovery? Evidence From Chinese Cross-Listed Stocks," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 19, issue 2, pages 3-14, November.
• Tanveer, Zubair, 2021, "Event Analysis of the COVID-19: Evidence from the Stock Markets of Twenty Highly Infected Countries," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 55, issue 1, pages 3-25, DOI: http://dx.doi.org/10.17576/JEM-2021.
• Andrea Fabiani & Martha López Piñeros & José-Luis Peydró & Paul E. Soto, 2021, "Capital controls, corporate debt and real effects," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1833, Sep.
• Huthaifa, Alqaralleh & Al-Saraireh, Ahmad & Canepa, Alessandra, 2021, "Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202113, Jul.
• Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2021, "CBI-time-changed Lévy processes for multi-currency modeling," Working Papers, University of Verona, Department of Economics, number 14/2021, Dec.
• Sewon Hur & C sar Sosa-Padilla & Zeynep Yom, 2021, "Optimal Bailouts in Banking and Sovereign Crises," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 49, Jan.
• Le Dinh Nghi & Nguyen Minh Kieu, 2021, "Volatility Spillover from the United States and Japanese Stock Markets to the Vietnamese Stock Market: A Frequency Domain Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 68, issue 1, pages 35-52.
• Resul Aydemir & Bulent Guloglu & Ercan Saridogan, 2021, "Volatility Spillovers and Dynamic Correlations among Foreign Exchange Rates and Bond Markets of Emerging Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 68, issue 1, pages 99-127.
• Mishra Arunendra & Kumar R Prasanth, 2021, "Agricultural commodities: An integrated approach to assess the volatility spillover and dynamic connectedness," Economics and Business Review, Paradigm, volume 7, issue 4, pages 28-53, December, DOI: 10.18559/ebr.2021.4.3.
• Chmielewska Anna & Sławiński Andrzej, 2021, "Climate crisis, central banks and the IMF reform," Economics and Business Review, Paradigm, volume 7, issue 4, pages 7-27, December, DOI: 10.18559/ebr.2021.4.2.
• Dąbrowska-Gruszczyńska Katarzyna & Gruszczyński Marcin, 2021, "Nominal exchange rates EUR/GRD and EUR/ITL in the context of leaving the euro zone by Greece and Italy," Journal of Economics and Management, Paradigm, volume 43, issue 1, pages 293-316, May, DOI: 10.22367/jem.2021.43.14.
• Valentina Djakona & Stanislav Perminov, 2021, "Modern Trends of Development of The Global Market of Trust Management Services," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, volume 43, issue 4, pages 475-483, December, DOI: 10.15544/mtsrbid-2021-43.
• Valentina Djakona & Stanislav Perminov, 2021, "Modern Trends of Development of The Global Market of Trust Management Services," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, volume 43, issue 4, pages 475-483, December, DOI: 10.15544/mts.2021.43.
• Ceylan Nesrin & Münyas Turgay, 2021, "An Empirical Investigation on the Relationship Between the Eurozone Zew Index and the Eurozone Stock Markets," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Paradigm, volume 31, issue 4, pages 1-17, December, DOI: 10.2478/sues-2021-0016.
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• Maaz Khan & Faheem Aslam & Paulo Ferreira, 2021, "Extreme Value Theory and COVID-19 Pandemic: Evidence from India," Economic Research Guardian, Mutascu Publishing, volume 11, issue 1, pages 2-10, June.
• Mrestyal Khan & Maaz Khan, 2021, "Cryptomarket Volatility in Times of COVID-19 Pandemic: Application of GARCH Models," Economic Research Guardian, Mutascu Publishing, volume 11, issue 2, pages 170-181, December.
• Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021, "A Macroeconomic Model With Financially Constrained Producers and Intermediaries," Econometrica, Econometric Society, volume 89, issue 3, pages 1361-1418, May, DOI: 10.3982/ECTA16438.
• Radhika Pandey & Gurnain K. Pasricha & Ila Patnaik & Ajay Shah, 2021, "Motivations for capital controls and their effectiveness," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 391-415, January, DOI: 10.1002/ijfe.1795.
• Alanoud Al‐Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2021, "Political tension and stock markets in the Arabian Peninsula," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 679-683, January, DOI: 10.1002/ijfe.1810.
• Bing‐Yue Liu & Qiang Ji & Duc Khuong Nguyen & Ying Fan, 2021, "Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 2612-2636, April, DOI: 10.1002/ijfe.1924.
• Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti & Aris Kartsaklas, 2021, "Investors' trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 3, pages 4441-4461, July, DOI: 10.1002/ijfe.2024.
• Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021, "Stock markets and exchange rate behavior of the BRICS," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 8, pages 1581-1595, December, DOI: 10.1002/for.2795.
• Özge Akinci, 2021, "Financial Frictions and Macro‐Economic Fluctuations in Emerging Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 6, pages 1267-1312, September, DOI: 10.1111/jmcb.12814.
• Beckmann, Joscha & Comunale, Mariarosaria, 2021, "Exchange rate fluctuations and the financial channel in emerging economies," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 11/2021.
• Gündüz, Yalin & Pelizzon, Loriana & Schneider, Michael & Subrahmanyam, Marti G., 2021, "Lighting up the dark: Liquidity in the German corporate bond market," Discussion Papers, Deutsche Bundesbank, number 21/2021.
• Fornari, Fabio & Zaghini, Andrea, 2021, "It's not time to make a change: Sovereign fragility and the corporate credit risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 652.
• Zaghini, Andrea, 2021, "The Covid pandemic in the market: Infected, immune and cured bonds," CFS Working Paper Series, Center for Financial Studies (CFS), number 653.
• De Santis, Roberto A. & Zaghini, Andrea, 2021, "Unconventional monetary policy and corporate bond issuance," CFS Working Paper Series, Center for Financial Studies (CFS), number 654.
• Bernoth, Kerstin & Herwartz, Helmut, 2021, "Exchange rates, foreign currency exposure and sovereign risk," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 117, pages 1-1.
• Inderst, Georg, 2021, "Financing Development: Private Capital Mobilization and Institutional Investors," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 232266.
• Pazhanisamy, R. & Selvarajan, E., 2021, "Economics of Block Chain and the Money Market Equilibrium," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 247260.
• Fang, Chuck & Schumacher, Julian & Trebesch, Christoph, 2021, "Restructuring sovereign bonds: Holdouts, haircuts and the effectiveness of CACs," Kiel Working Papers, Kiel Institute for the World Economy, number 2175.
• Mitchener, Kris James & Trebesch, Christoph, 2022, "Sovereign debt in the 21st century," Kiel Working Papers, Kiel Institute for the World Economy, number 2198, revised 2022.
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• Zinovyev, Elizaveta & Reule, Raphael C. G. & Härdle, Wolfgang, 2021, "Understanding Smart Contracts: Hype or hope?," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-004.
• Häusler, Konstantin & Härdle, Wolfgang, 2021, "Rodeo or ascot: Which hat to wear at the crypto race?," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-007.
• Wang, Ruting & Althof, Michael & Härdle, Wolfgang, 2021, "A financial risk meter for China," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-022.
• Jappelli, Ruggero & Pelizzon, Loriana & Plazzi, Alberto, 2021, "The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 331.
• Eichler, Stefan & Nauerth, Jannik A., 2021, "Bilateral investment treaties and sovereign default risk," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 04/21.