Research classified by Journal of Economic Literature (JEL) codes

2021

• Gino Cenedese & Pasquale Della Corte & Tianyu Wang, 2021, "Currency Mispricing and Dealer Balance Sheets," Journal of Finance, American Finance Association, volume 76, issue 6, pages 2763-2803, December, DOI: 10.1111/jofi.13079.
• Friederike Niepmann & Tim Schmidt‐Eisenlohr & Emily Liu, 2021, "The effect of US stress tests on monetary policy spillovers to emerging markets," Review of International Economics, Wiley Blackwell, volume 29, issue 1, pages 165-194, February, DOI: 10.1111/roie.12502.
• Ambrogio Cesa-Bianchi & Fernando Eguren-Martin, 2021, "Dash for dollars," Bank of England working papers, Bank of England, number 932, Jul.
• Robert Czech & Shiyang Huang & Dong Lou & Tianyu Wang, 2021, "An unintended consequence of holding dollar assets," Bank of England working papers, Bank of England, number 953, Dec.
• George Hondroyiannis & Dimitrios Papaoikonomou, 2021, "The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic," Working Papers, Bank of Greece, number 291, Jul.
• MARUYAMA Rinto & WASHIMI Kazuaki, 2021, "Cross-Currency Swap Market through the Lens of OTC Derivative Transaction Data: Impact of COVID-19 and Subsequent Recovery," Bank of Japan Review Series, Bank of Japan, number 21-E-1, May.
• Lawrence Christiano & Husnu Dalgic & Armen Nurbekyan, 2021, "Financial Dollarization in Emerging Markets: Efficient Risk Sharing or Prescription for Disaster?," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_306, Aug.
• Feng Felix Zhiyu & Lu Will Jianyu & Zhu Caroline H., 2021, "Financial Integration, Savings Gluts, and Asset Price Booms," The B.E. Journal of Theoretical Economics, De Gruyter, volume 21, issue 1, pages 205-238, January, DOI: 10.1515/bejte-2018-0050.
• Tripathi Manas & Kumar Saurabh & Inani Sarveshwar Kumar, 2021, "Exchange Rate Forecasting Using Ensemble Modeling for Better Policy Implications," Journal of Time Series Econometrics, De Gruyter, volume 13, issue 1, pages 43-71, January, DOI: 10.1515/jtse-2020-0013.
• Clark Gordon L, 2021, "The Significance of Financial Competence and Risk Tolerance in Home-Related Expenditure by Jurisdiction and Regime," ZFW – Advances in Economic Geography, De Gruyter, volume 65, issue 1, pages 12-27, March, DOI: 10.1515/zfw-2020-0035.
• Roman Matkovskyy & Akanksha Jalan, 2021, "Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model," Revue économique, Presses de Sciences-Po, volume 72, issue 5, pages 785-797.
• Camille Fabre & Clément Marsilli, 2021, "Dette des pays émergents et en développement : panorama des années 1970 à la crise actuelle," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 23-44.
• Facundo Abraham & Juan J. Cortina & Sergio L. Schmukler, 2021, "L'essor des marchés des obligations d'entreprise en Asie de l'Est et en Amérique latine," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 45-70.
• Carl Magnus Magnusson, 2021, "Dette, développement et dépendance – Prévenir les risques liés à la dette souveraine dans les économies émergentes," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 119-137.
• Gong Cheng, 2021, "L'évolution des émissions de dette en devise et les nouveaux défis révélés par la pandémie de Covid-19," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 139-158.
• Gregory Smith, 2021, "Accès des pays africains aux marchés obligataires internationaux : avantages, risques et solutions," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 159-177.
• Pierre Cailleteau & Thomas Lambert, 2021, "La restructuration des dettes souveraines : savoir naviguer en des eaux agitées," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 241-254.
• Schwan Badirou Gafari & Arthur Bauer, 2021, "L'action du Club de Paris et du G20 en matière de traitement de dette à l'heure de la Covid-19," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 255-270.
• Céline Choulet & Laurent Quignon, 2021, "Analyse comparée de l’intermédiation financière dans la zone euro et aux États-Unis," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 63-85.
• Corsetti, G. & LipiÅ„ska, A. & Lombardo, G., 2021, "Sharing Asymmetric Tail Risk Smoothing, Asset Pricing and Terms of Trade," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2153, Jul.
• Lu, Wenna & Copeland, Laurence & Xu, Yongdeng, 2021, "The Pricing of Unexpected Volatility in the Currency Market," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/16, Jul.
• Christina Anderl & Guglielmo Maria Caporale, 2021, "Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations," CESifo Working Paper Series, CESifo, number 8921.
• Kris James Mitchener & Christoph Trebesch, 2021, "Sovereign Debt in the 21st Century," CESifo Working Paper Series, CESifo, number 8959.
• Christina Anderl & Guglielmo Maria Caporale, 2021, "Exchange Rate Parities and Taylor Rule Deviations," CESifo Working Paper Series, CESifo, number 8961.
• Wilhelm Kohler & Gernot Müller & Susanne Wellmann, 2021, "Risk Sharing in Currency Unions: The Migration Channel," CESifo Working Paper Series, CESifo, number 8982.
• Christina Anderl & Guglielmo Maria Caporale, 2021, "Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations," CESifo Working Paper Series, CESifo, number 9027.
• Bruno Pellegrino & Enrico Spolaore & Romain Wacziarg, 2021, "Barriers to Global Capital Allocation," CESifo Working Paper Series, CESifo, number 9086.
• Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2021, "The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic," CESifo Working Paper Series, CESifo, number 9163.
• Sania Wadud & Robert D. Durand & Marc Gronwald, 2021, "Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras," CESifo Working Paper Series, CESifo, number 9202.
• Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2021, "The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20," CESifo Working Paper Series, CESifo, number 9299.
• Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Coskun Akdeniz & Ali Ilhan, 2021, "The Effects of the Covid-19 Pandemic on Stock Markets, CDS and Economic Activity: Time-Varying Evidence from the US and Europe," CESifo Working Paper Series, CESifo, number 9316.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Isabel Arrese Lasaosa, 2021, "The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets," CESifo Working Paper Series, CESifo, number 9382.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah, 2021, "US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9386.
• António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2021, "International Transmission of Interest Rates: The Role of International Reserves and Sovereign Debt," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 54.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Do Financial Markets Reward Government Spending Efficiency?," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 62.
• Uluc Aysun & Michael Tseng, 2021, "Regulatory arbitrage and global push factors," Working Papers, University of Central Florida, Department of Economics, number 2021-01, Nov.
• Silvia Miranda-Agrippino & Tsvetelina Nenova, 2021, "A Tale of Two Global Monetary Policies," Discussion Papers, Centre for Macroeconomics (CFM), number 2117, Aug.
• Itzhak Ben-David & Francesco A. Franzoni & Byungwook Kim & Rabih Moussawi, 2021, "Competition for Attention in the ETF Space," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-03, Jan.
• Mirela Sandulescu & Paul Schneider, 2021, "Mispricing and Uncertainty in International Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-14, Feb.
• Ruggero Jappelli & Loriana Pelizzon & Alberto Plazzi, 2021, "The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-30, Apr.
• Eric Jondeau & Alexandre Pauli, 2021, "Disasters, Large Drawdowns, and Long-term Asset Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-37, Jun.
• Antonio Mele, 2021, "A Theory of Debt Accumulation and Deficit Cycles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-38, Jul.
• Philipp Krueger & Zacharias Sautner & Dragon Yongjun Tang & Rui Zhong, 2021, "The Effects of Mandatory ESG Disclosure Around the World," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-44, Apr.
• Pawel Polak & Urban Ulrych, 2021, "Dynamic Currency Hedging with Ambiguity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-60, Aug.
• Vincent Bodart & François Courtoy & Erica Perego, 2021, "World Interest Rates and Macroeconomic Adjustments in Developing Commodity Producing Countries," Working Papers, CEPII research center, number 2021-01, Jan.
• Oyeyinka S. Omoshoro-Jones & Lumengo Bonga-Bonga, 2021, "Global imbalances, external adjustment and propagated shocks: An African perspective from a global VAR model," International Economics, CEPII research center, issue 165, pages 186-203.
• Rafael Cezar & Maéva Silvestrini, 2021, "Impact of the ECB Quantitative Easing on the International Investment Position," International Economics, CEPII research center, issue 165, pages 241-263.
• Christian Urom & Gideon Ndubuisi & Jude Ozor, 2021, "Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes," International Economics, CEPII research center, issue 165, pages 51-66.
• Walter Bazán-Palomino & Diego Winkelried, 2021, "FX markets’ reactions to COVID-19: Are they different?," International Economics, CEPII research center, issue 167, pages 50-58.
• Martin Hodula & Jan Janku & Lukas Pfeifer, 2021, "Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2021/03, Dec.
• Zuzana Gric & Josef Bajzik & Ondrej Badura, 2021, "Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures," Working Papers, Czech National Bank, Research and Statistics Department, number 2021/10, Dec.
• Magnolia Sosa Castro & Christian Bucio Pacheco & H�ctor Eduardo D�az Rodr�guez, 2021, "Extreme Volatility Dependence in Exchange Rate," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 40, issue 82, pages 25-55.
• Erik Mauricio Munoz Henríquez & Francisco A. G�lvez-Gamboa, 2021, "Efecto contagio del mercado estadounidense a los mercados financieros latinoamericanos durante la pandemia por COVID-19," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 40, issue 85, pages 1091-1111.
• Francisco López-Herrera & C�sar Gurrola-R�os & Domingo Rodr�guez-Benavides, 2021, "Medición y análisis de los spillovers entre el S&P500 y los mercados del MILA antes y durante la expansión inicial de la pandemia por COVID," Estudios Gerenciales, Universidad Icesi, volume 37, issue 159, pages 178-187, DOI: 10.18046/j.estger.2021.159.4391.
• Rafael Romero-Meza & Semei Coronado & Fabricio Iba�ez-Veizaga, 2021, "COVID-19 y causalidad en la volatilidad del mercado accionario chileno," Estudios Gerenciales, Universidad Icesi, volume 37, issue 159, pages 242-250, DOI: 10.18046/j.estger.2021.159.4412.
• Magnolia Miriam Sosa Castro & Christian Bucio Pacheco & Edgar Ortiz Calisto, 2021, "Dynamic Stock Dependence and Monetary Variables in the United States (2000-2016): A Copula and Neural Network Approach," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 96, pages 201-234.
• Cristiane Canton & Mateus M�ller & Tarc�sio Pedro da Silva & Manuel Jos� da Rocha Armada, 2021, "Dificuldade financeira e desempenho de mercado de organizacoes latino-americanas," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 29, issue 1, pages 11-26, DOI: 10.18359/rfce.4450.
• Rogelio Ladrón de Guevara Cortés & Salvador Torra Porras & Enric Monte Moreno, 2021, "Statistical and computational techniques for extraction of underlying systematic risk factors: a comparative study in the Mexican Stock Exchange," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 13, issue 2, pages 513-543.
• Beau Soederhuizen & Bert van Stiphout-Kramer & Harro van Heuvelen & Rob Luginbuhl, 2021, "Optimal capital ratios for banks in the euro area," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 429, Sep, DOI: 10.34932/yy4h-xp73.
• Bartram, Söhnke & Djuranovik, Leslie & Garratt, Anthony, 2021, "Currency Anomalies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15653, Jan.
• Gambacorta, Leonardo & Amstad, Marlene & He, Chao & XIA, Fan Dora, 2021, "Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15682, Jan.
• Massa, Massimo & Cheng, Si & Zhang, Hong, 2021, "Financial Globalization vs. Income Inequality: The Surprising Role of Delegated Portfolio Flows in Taming the Top 1%," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15745, Feb.
• Massa, Massimo & Cheng, Si & Zhang, Hong, 2021, "Tax Evasion and Market Efficiency: Evidence from the FATCA and Offshore Mutual Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15747, Feb.
• Franzoni, Francesco & Ben-David, Itzhak & Kim, Byungwook & Moussawi, Rabih, 2021, "Competition for Attention in the ETF Space," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15762, Feb.
• Fischer, Andreas & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia, 2021, "Portfolio rebalancing in times of stress," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15777, Feb.
• Laeven, Luc & Baron, Matthew & Penasse, Julien & Usenko, Yevhenii, 2021, "Investing in Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15858, Feb.
• Engel, Charles & Kazakova, Ekaterina & Wang, Mengqi & Xiang, Nan, 2021, "A Reconsideration of the Failure of Uncovered Interest Parity for the U.S. Dollar," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15872, Mar.
• Engel, Charles & Wu, Steve Pak Yeung, 2021, "Forecasting the U.S. Dollar in the 21st Century," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15915, Mar.
• Mitchener, Kris & Trebesch, Christoph, 2021, "Sovereign Debt in the 21st Century: Looking Backward, Looking Forward," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15935, Mar.
• Anagnostopoulos, Alexios & Atesagaoglu, Orhan Erem & Faraglia, Elisa & Giannitsarou, Chryssi, 2022, "Cross-Country Stock Market Comovement: A Macro Perspective," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16021, May.
• Sarno, Lucio & Della Corte, Pasquale & Schmeling, Maik & Wagner, Christian, 2021, "Exchange Rates and Sovereign Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16058, Apr.
• Sarno, Lucio & Cespa, Giovanni & Gargano, Antonio & Riddiough, Steven, 2021, "Foreign Exchange Volume," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16128, May.
• Dasgupta, Sudipto & Chang, Yuk Ying, 2021, "Capital Inflows and Property Prices: Ethnicity, Education, and Spillovers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16146, May.
• Bahaj, Saleem & Malherbe, Frédéric, 2021, "The Cross-border Effects of Bank Capital Regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16148, May.
• Müller, Gernot & Kohler, Wilhelm & Wellmann, Susanne, 2021, "Risk Sharing in Currency Unions: The Migration Channel," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16178, May.
• Friedrich, Christian & Guerin, Pierre & Leiva-León, Danilo, 2021, "Monetary Policy Independence and the Strength of the Global Financial Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16203, May.
• Rey, Hélène & Jamilov, Rustam & Tahoun, Ahmed, 2021, "The Anatomy of Cyber Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16217, Jun.
• Bruno, Valentina & Shin, Hyun Song, 2021, "Dollar and Exports," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16311, Jun.
• Kosowski, Robert & Della Corte, Pasquale & Rapanos, Nikolaos, 2021, "Best Short," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16319, Jul.
• Mele, Antonio, 2021, "A Theory of Debt Accumulation and Deficit Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16329, Jul.
• Bekaert, Geert & Ermolov, Andrey, 2021, "International Yield Co-movements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16365, Jul.
• Panizza, Ugo & Oosterlinck, Kim & Weidemaier, Mark & Gulati, Mitu, 2021, "The Odious Haitian Independence Debt," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16413, Jul.
• Cesa-Bianchi, Ambrogio & Czech, Robert & Eguren Martin, Fernando, 2021, "Dash for Dollars," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16415, Aug.
• Corsetti, Giancarlo & Lipinska, Anna & Lombardo, Giovanni, 2021, "Sharing Asymmetric Tail Risk: Smoothing, Asset Pricing and Terms of Trade," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16443, Aug.
• Accominotti, Olivier & Albers, Thilo & Oosterlinck, Kim, 2021, "Selective Default Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16474, Aug.
• Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022, "A Tale of Two Global Monetary Policies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16485, Feb.
• Acharya, Viral & , & Johnson, Timothy, 2021, "Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16628, Oct.
• Dasgupta, Sudipto & Chang, Yuk Ying, 2021, "Escaping Air Pollution: Do Chinese Students and Immigrants Drive Property Prices and Economic Activity Abroad?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16700, Nov.
• Laeven, Luc & Popov, Alexander, 2021, "Carbon Taxes and the Geography of Fossil Lending," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16745, Nov.
• Silvia Marchesi & Tania Masi & Pietro Bomprezzi, 2021, "Is to Forgive to Forget? Sovereign Risk in the Aftermath of a Default," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 475, Jul.
• Vincent Bodart & François Courtoy & Erica Perego, 2021, "World interest rates and macroeconomic adjustments in developing commodity producing countries," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2021002, Jan.
• Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2021, "Interdependencies between Mining Costs, Mining Rewards and Blockchain Security," Annals of Economics and Finance, Society for AEF, volume 22, issue 1, pages 25-62, May.
• De Rosa, Clemente & Luciano, Elisa & Regis, Luca, 2021, "Geographical Diversification And Longevity Risk Mitigation In Annuity Portfolios," ASTIN Bulletin, Cambridge University Press, volume 51, issue 2, pages 375-410, May.
• Florian Horky & Mihai Mutascu & Jarko Fidrmuc, 2021, "Pandemic Versus Financial Shocks: Comparison of Two Episodes on the Bitcoin Market," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 67, issue 2, pages 113-141, DOI: 10.3790/aeq.67.2.113.
• Ritesh Patel, 2021, "Do Portfolio Diversification Benefits Exist? A Study of Selected Developed and Emerging Markets," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 67, issue 2, pages 177-198, DOI: 10.3790/aeq.67.2.177.
• Tanja Artiga Gonzalez & Teodor Dyakov & Justus Inhoffen & Evert Wipplinger, 2021, "Crowding of International Mutual Funds," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1937.
• Capucine Nobletz, 2021, "Green Energy Indexes & Financial Markets: An In-Depth Look," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-13.
• Capucine Nobletz, 2021, "Return spillovers between green energy indexes and financial markets: a first sectoral approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-24.
• Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2021, "Unintended Consequences of the Global Derivatives Market Reform," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-36.
• Cécile Couharde & Hamza Bennani & Yoan Wallois, 2021, "Do IMF Reports Affect Market Expectations ? A Sentiment Analysis Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-6.
• Langlois, Hugues, 2021, "What Matters in a Characteristic?," HEC Research Papers Series, HEC Paris, number 1439, May, DOI: 10.2139/ssrn.3848587.
• Hung, Mingyi & Kraft, Pepa & Wang, Shiheng & Yu, Gwen, 2021, "Market Power and Credit Rating Standards: Global Evidence," HEC Research Papers Series, HEC Paris, number 1447, Dec.
• Gräb, Johannes & Kellers, Moritz & Le Mezo, Helena, 2021, "Rotation towards normality – the impact of COVID-19 vaccine-related news on global financial markets," Economic Bulletin Boxes, European Central Bank, volume 1.
• Coste, Charles-Enguerrand & Tcheng, Céline & Vansieleghem, Ingmar, 2021, "One size fits some: analysing profitability, capital and liquidity constraints of custodian banks through the lens of the SREP methodology," Occasional Paper Series, European Central Bank, number 256, Jan.
• Carvalho, Daniel & Schmitz, Martin, 2021, "Shifts in the portfolio holdings of euro area investors in the midst of COVID-19: looking-through investment funds," Working Paper Series, European Central Bank, number 2526, Feb.
• Eguren-Martin, Fernando & O’Neill, Cian & Sokol, Andrej & Berge, Lukas von dem, 2021, "Capital flows-at-risk: push, pull and the role of policy," Working Paper Series, European Central Bank, number 2538, Apr.
• Baron, Matthew & Laeven, Luc & Pénasse, Julien & Usenko, Yevhenii, 2021, "Investing in crises," Working Paper Series, European Central Bank, number 2548, May.
• Zaghini, Andrea, 2021, "The Covid pandemic in the market: infected, immune and cured bonds," Working Paper Series, European Central Bank, number 2563, Jun.
• Ben-David, Itzhak & Franzoni, Francesco A. & Kim, Byungwook & Moussawi, Rabih, 2021, "Competition for Attention in the ETF Space," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-01, Mar.
• Jiang, Sheila & Li, Ye & Xu, Douglas, 2021, "The Persistent Effects of Financial Crises on the Composition of Real Investment," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-19, Nov, DOI: 10.2139/ssrn.3964839.
• Kim, Jinhwan & Olbert, Marcel, 2021, "How Does Private Firm Disclosure Affect Demand for Public Firm Equity? Evidence from the Global Equity Market," Research Papers, Stanford University, Graduate School of Business, number 3957, Apr, DOI: 10.2139/ssrn.3837658.
• Jiang, Zhengyang & Lustig, Hanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z., 2021, "Bond Convenience Yields in the Eurozone Currency Union," Research Papers, Stanford University, Graduate School of Business, number 3976, Jul.
• Cho, Dooyeon & Han, Heejoon, 2021, "The tail behavior of safe haven currencies: A cross-quantilogram analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101257.
• Ioannou, Stefanos & Wójcik, Dariusz & Pažitka, Vladimír, 2021, "Financial centre bias in sub-sovereign credit ratings," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101261.
• Ji, Jiao & Peng, Hongfeng & Sun, Hanwen & Xu, Haofeng, 2021, "Board tenure diversity, culture and firm risk: Cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101276.
• Zaremba, Adam & Kizys, Renatas & Tzouvanas, Panagiotis & Aharon, David Y. & Demir, Ender, 2021, "The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101284.
• Byun, Jinho & Kim, Kihun & Liao, Rose C. & Pan, Carrie, 2021, "The Impact of Investor Sentiment on Catering Incentives around the World," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101285.
• Assaf, Ata & Kristoufek, Ladislav & Demir, Ender & Kumar Mitra, Subrata, 2021, "Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101312.
• Chiang, Shu-hen & Liu, Wen-Chien & Suardi, Sandy & Zhao, Jing, 2021, "United we stand divided we fall: The time-varying factors driving European Union stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101316.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2021, "Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101315.
• Keefe, Helena Glebocki, 2021, "The transmission of global monetary and credit shocks on exchange market pressure in emerging markets and developing economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101320.
• Cakici, Nusret & Zaremba, Adam, 2021, "Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101333.
• Papavassiliou, Vassilios G. & Kinateder, Harald, 2021, "Information shares and market quality before and during the European sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101334.
• Hearn, Bruce & Li, Jing & Mykhayliv, Dariya & Waqas, Muhammad, 2021, "Asset pricing in the Middle East’s equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101337.
• Bekaert, Geert & De Santis, Roberto A., 2021, "Risk and return in international corporate bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101338.
• Belke, Ansgar & Gros, Daniel, 2021, "QE in the euro area: Has the PSPP benefited peripheral bonds?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101350.
• Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021, "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101353.
• J. Alsubaiei, Bader & Calice, Giovanni & Vivian, Andrew, 2021, "Sovereign CDS and mutual funds: Global evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101354.
• Mohsni, Sana & Otchere, Isaac & Shahriar, Saquib, 2021, "Board gender diversity, firm performance and risk-taking in developing countries: The moderating effect of culture," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101360.
• Huang, Yu-Li & Shen, Chung-Hua, 2021, "From revenue to safety: Rating agencies have changed their concerns after the crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101363.
• Loureiro, Gilberto & Silva, Sónia, 2021, "The impact of securities regulation on the information environment around stock-financed acquisitions," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101374.
• Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2021, "Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101377.
• Huang, Wei & Goodell, John W. & Goyal, Abhinav, 2021, "In times of crisis does ownership matter? Liquidity extraction through dividends during the 2007–2009 financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101380.
• Karanasos, M. & Yfanti, S., 2021, "On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101292.
• Abudy, Menachem (Meni) & Mugerman, Yevgeny & Wiener, Zvi, 2021, "Stock markets and female participation in the labor force," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101297.
• Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2021, "Cyber-attacks, spillovers and contagion in the cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101298.
• Hamill, Philip A. & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A. & Waterworth, James, 2021, "Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101300.
• Aziz, Saqib & Ashraf, Dawood & El-Khatib, Rwan, 2021, "Societal trust and Sukuk activity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101384.
• Dimic, Nebojsa & Piljak, Vanja & Swinkels, Laurens & Vulanovic, Milos, 2021, "The structure and degree of dependence in government bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101385.
• Ferriani, Fabrizio, 2021, "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101391.
• Byrne, Joseph P. & Sakemoto, Ryuta, 2021, "The conditional volatility premium on currency portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101415.
• Sakurai, Yuji, 2021, "How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101351.
• Hou, Xiaohui & Yang, Rui, 2021, "Policy signaling and stock price synchronicity: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101355.
• Alexakis, Christos & Kenourgios, Dimitris & Pappas, Vasileios & Petropoulou, Athina, 2021, "From dotcom to Covid-19: A convergence analysis of Islamic investments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101423.
• Ibikunle, Gbenga & Li, Youwei & Mare, Davide & Sun, Yuxin, 2021, "Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101435.
• Fiedor, Paweł & Killeen, Neill, 2021, "Securitisation special purpose entities, bank sponsors and derivatives," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101452.
• Reiter, Nayana, 2021, "Investor communication and the benefits of cross-listing," Journal of Accounting and Economics, Elsevier, volume 71, issue 1, DOI: 10.1016/j.jacceco.2020.101356.
• Dong, Yashu & Young, Danqing, 2021, "Foreign macroeconomic and industry-related information transfers around earnings announcements: Evidence from U.S.-listed non-U.S. firms," Journal of Accounting and Economics, Elsevier, volume 71, issue 2, DOI: 10.1016/j.jacceco.2021.101400.
• Jain, Pawan & Upadhyay, Arun, 2021, "Are REITs more resilient than non-REITs? Evidence from natural experiments," Japan and the World Economy, Elsevier, volume 58, issue C, DOI: 10.1016/j.japwor.2021.101069.
• Shimada, Junji & Tsukuda, Yoshihiko & Miyakoshi, Tatsuyoshi, 2021, "Who is the center of local currency Asian government bond markets?," Japan and the World Economy, Elsevier, volume 59, issue C, DOI: 10.1016/j.japwor.2021.101075.
• Abraham, Facundo & Cortina, Juan J. & Schmukler, Sergio L., 2021, "The rise of domestic capital markets for corporate financing: Lessons from East Asia," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105987.
• Indriawan, Ivan & Jiao, Feng & Tse, Yiuman, 2021, "The FOMC announcement returns on long-term US and German bond futures," Journal of Banking & Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jbankfin.2020.106027.
• Ahamed, M. Mostak & Ho, Shirley J. & Mallick, Sushanta K. & Matousek, Roman, 2021, "Inclusive banking, financial regulation and bank performance: Cross-country evidence," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2021.106055.
• Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2021, "Return signal momentum," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2021.106063.
• Liu, Clark & Wang, Shujing & Wei, K.C. John, 2021, "Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106102.
• He, Wen & Hu, Maggie Rong & Mi, Lin & Yu, Jin, 2021, "How stable are corporate capital structures? International evidence," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106103.
• Cakici, Nusret & Zaremba, Adam, 2021, "Liquidity and the cross-section of international stock returns," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106123.
• Chen, Yu-Lun & Xu, Ke, 2021, "The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106124.
• Bianchi, Robert J. & Fan, John Hua & Zhang, Tingxi, 2021, "Investable commodity premia in China," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106127.
• Hu, Jiafei & Yuan, Haishan, 2021, "Interest arbitrage under capital controls: Evidence from reported entrepôt trades," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106129.
• Atanasov, Victoria, 2021, "Unemployment and aggregate stock returns," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106159.
• Landis, Conrad & Skouras, Spyros, 2021, "Guidelines for asset pricing research using international equity data from Thomson Reuters Datastream," Journal of Banking & Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jbankfin.2021.106128.
• Chaboud, Alain & Hjalmarsson, Erik & Zikes, Filip, 2021, "The evolution of price discovery in an electronic market," Journal of Banking & Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jbankfin.2021.106171.
• Shao, Ran & Wang, Na, 2021, "Trust and local bias of individual investors," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106273.
• Füss, Roland & Ruf, Daniel, 2021, "Bank systemic risk exposure and office market interconnectedness," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106311.
• Chung, Chune Young & Sul, Hong Kee & Wang, Kainan, 2021, "A tale of two forms of proximity: Geography and market," Journal of Business Research, Elsevier, volume 122, issue C, pages 14-23, DOI: 10.1016/j.jbusres.2020.08.060.
• González, Maximiliano & Guzmán, Alexander & Téllez, Diego Fernando & Trujillo, María Andrea, 2021, "What you say and how you say it: Information disclosure in Latin American firms," Journal of Business Research, Elsevier, volume 127, issue C, pages 427-443, DOI: 10.1016/j.jbusres.2019.05.014.
• Oh, Seungjoon & Ding, Keli & Park, Heungju, 2021, "Cross-listing, foreign independent directors and firm value," Journal of Business Research, Elsevier, volume 136, issue C, pages 695-708, DOI: 10.1016/j.jbusres.2021.06.059.
• Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2021, "On the duration of sovereign ratings cycle phases," Journal of Economic Behavior & Organization, Elsevier, volume 182, issue C, pages 512-526, DOI: 10.1016/j.jebo.2019.01.016.
• ter Ellen, Saskia & Hommes, Cars H. & Zwinkels, Remco C.J., 2021, "Comparing behavioural heterogeneity across asset classes," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 747-769, DOI: 10.1016/j.jebo.2019.12.013.
• Andrikopoulos, Panagiotis & Gebka, Bartosz & Kallinterakis, Vasileios, 2021, "Regulatory mood-congruence and herding: Evidence from cannabis stocks," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 842-864, DOI: 10.1016/j.jebo.2020.10.019.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2021, "Long-run equilibrium in international assets and goods markets: Why is the law of one price required?," Journal of Economic Behavior & Organization, Elsevier, volume 190, issue C, pages 891-904, DOI: 10.1016/j.jebo.2021.08.023.
• Wang, Wenzhao & Duxbury, Darren, 2021, "Institutional investor sentiment and the mean-variance relationship: Global evidence," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 415-441, DOI: 10.1016/j.jebo.2021.08.029.
• Schmitt, Noemi & Westerhoff, Frank, 2021, "Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets," Journal of Economic Behavior & Organization, Elsevier, volume 192, issue C, pages 117-136, DOI: 10.1016/j.jebo.2021.10.006.
• Harjoto, Maretno Agus & Rossi, Fabrizio & Lee, Robert & Sergi, Bruno S., 2021, "How do equity markets react to COVID-19? Evidence from emerging and developed countries," Journal of Economics and Business, Elsevier, volume 115, issue C, DOI: 10.1016/j.jeconbus.2020.105966.
• Zhang, Si Ying, 2021, "Using equity market reactions and network analysis to infer global supply chain interdependencies in the context of COVID-19," Journal of Economics and Business, Elsevier, volume 115, issue C, DOI: 10.1016/j.jeconbus.2020.105974.
• Ahundjanov, Behzod B. & Akhundjanov, Sherzod B. & Okhunjanov, Botir B., 2021, "Risk perception and oil and gasoline markets under COVID-19," Journal of Economics and Business, Elsevier, volume 115, issue C, DOI: 10.1016/j.jeconbus.2020.105979.
• Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2021, "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 209-233, DOI: 10.1016/j.jfineco.2020.07.010.
• Bartram, Söhnke M. & Grinblatt, Mark, 2021, "Global market inefficiencies," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 234-259, DOI: 10.1016/j.jfineco.2020.07.011.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2021, "The real value of China’s stock market," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 679-696, DOI: 10.1016/j.jfineco.2020.08.012.
• Barro, Robert J. & Liao, Gordon Y., 2021, "Rare disaster probability and options pricing," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 750-769, DOI: 10.1016/j.jfineco.2020.10.001.
• Faccio, Mara & Morck, Randall & Deniz Yavuz, M., 2021, "Business groups and the incorporation of firm-specific shocks into stock prices," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 852-871, DOI: 10.1016/j.jfineco.2020.09.005.
• Corte, Pasquale Della & Kozhan, Roman & Neuberger, Anthony, 2021, "The cross-section of currency volatility premia," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 950-970, DOI: 10.1016/j.jfineco.2020.08.010.
• Moshirian, Fariborz & Tian, Xuan & Zhang, Bohui & Zhang, Wenrui, 2021, "Stock market liberalization and innovation," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 985-1014, DOI: 10.1016/j.jfineco.2020.08.018.
• Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro, 2021, "Inspecting the mechanism of quantitative easing in the euro area," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 1-20, DOI: 10.1016/j.jfineco.2020.11.006.
• Ahnert, Toni & Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2021, "Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 145-174, DOI: 10.1016/j.jfineco.2020.10.005.
• Ranaldo, Angelo & Somogyi, Fabricius, 2021, "Asymmetric information risk in FX markets," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 391-411, DOI: 10.1016/j.jfineco.2020.12.007.
• Bae, Kee-Hong & Bailey, Warren & Kang, Jisok, 2021, "Why is stock market concentration bad for the economy?," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 436-459, DOI: 10.1016/j.jfineco.2021.01.002.
• Doerr, Sebastian & Schaz, Philipp, 2021, "Geographic diversification and bank lending during crises," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 768-788, DOI: 10.1016/j.jfineco.2021.02.004.
• Fang, Xiang & Liu, Yang, 2021, "Volatility, intermediaries, and exchange rates," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 217-233, DOI: 10.1016/j.jfineco.2020.05.010.
• Berg, Tobias & Saunders, Anthony & Schäfer, Larissa & Steffen, Sascha, 2021, "Brexit and the contraction of syndicated lending," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 66-82, DOI: 10.1016/j.jfineco.2021.03.009.
• Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier, 2021, "Factors and risk premia in individual international stock returns," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 669-692, DOI: 10.1016/j.jfineco.2021.04.007.
• Hasbrouck, Joel & Levich, Richard M., 2021, "Network structure and pricing in the FX market," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 705-729, DOI: 10.1016/j.jfineco.2021.04.013.
• Fullwood, Jonathan & James, Jessica & Marsh, Ian W., 2021, "Volatility and the cross-section of returns on FX options," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 1262-1284, DOI: 10.1016/j.jfineco.2021.04.030.
• Maurer, Thomas & Tran, Ngoc-Khanh, 2021, "Entangled risks in incomplete FX markets," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 146-165, DOI: 10.1016/j.jfineco.2021.05.051.
• Rösch, Dominik, 2021, "The impact of arbitrage on market liquidity," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 195-213, DOI: 10.1016/j.jfineco.2021.04.034.
• Baltussen, Guido & Da, Zhi & Lammers, Sten & Martens, Martin, 2021, "Hedging demand and market intraday momentum," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 377-403, DOI: 10.1016/j.jfineco.2021.04.029.
• Azar, José & Duro, Miguel & Kadach, Igor & Ormazabal, Gaizka, 2021, "The Big Three and corporate carbon emissions around the world," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 674-696, DOI: 10.1016/j.jfineco.2021.05.007.
• Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim, 2021, "Global factor premiums," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1128-1154, DOI: 10.1016/j.jfineco.2021.06.030.