Research classified by Journal of Economic Literature (JEL) codes

2021

• Silvers, Roger, 2021, "Does regulatory cooperation help integrate equity markets?," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1275-1300, DOI: 10.1016/j.jfineco.2021.05.040.
• Calomiris, Charles W. & Larrain, Mauricio & Schmukler, Sergio L., 2021, "Capital inflows, equity issuance activity, and corporate investment," Journal of Financial Intermediation, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfi.2019.100845.
• Degryse, Hans & Karagiannis, Nikolaos & Tombeur, Geoffrey & Wuyts, Gunther, 2021, "Two shades of opacity: Hidden orders and dark trading," Journal of Financial Intermediation, Elsevier, volume 47, issue C, DOI: 10.1016/j.jfi.2021.100919.
• Xiong, Tao & Zhang, Wendong & Chen, Chen-Ti, 2021, "A Fortune from misfortune: Evidence from hog firms’ stock price responses to China’s African Swine Fever outbreaks," Food Policy, Elsevier, volume 105, issue C, DOI: 10.1016/j.foodpol.2021.102150.
• Karampinis, Nikolaos I., 2021, "A cross-national analysis on the impact of enforcement on impairments of tangible assets under IFRS," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 42, issue C, DOI: 10.1016/j.intaccaudtax.2020.100358.
• Aust, Viktoria & Pelger, Christoph & Drefahl, Christian, 2021, "Exploring the relationship between valuation and stewardship uses of accounting information: Empirical evidence from German listed firms," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 42, issue C, DOI: 10.1016/j.intaccaudtax.2020.100375.
• Bergant, Katharina, 2021, "The role of stock-flow adjustment during the global financial crisis," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102261.
• Roevekamp, Ingmar, 2021, "The impact of US monetary policy on managed exchange rates and currency peg regimes," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102266.
• Raddant, Matthias & Kenett, Dror Y., 2021, "Interconnectedness in the global financial market," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102280.
• Rho, Caterina & Saenz, Manrique, 2021, "Financial stress and the probability of sovereign default," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102305.
• Duygun, Meryem & Tunaru, Radu & Vioto, Davide, 2021, "Herding by corporates in the US and the Eurozone through different market conditions," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102311.
• Boehm, Hannes & Eichler, Stefan & Giessler, Stefan, 2021, "What drives the commodity-sovereign risk dependence in emerging market economies?," Journal of International Money and Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jimonfin.2020.102308.
• Corvino, Raffaele & Ruggiero, Francesco, 2021, "The relative pricing of sovereign credit risk after the Eurozone crisis," Journal of International Money and Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jimonfin.2020.102337.
• Marchesi, Silvia & Masi, Tania, 2021, "Life after default. Private and official deals," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2020.102339.
• Cheng, Xin & Chen, Hongyi & Zhou, Yinggang, 2021, "Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102359.
• Fischer, Andreas M. & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia, 2021, "Portfolio rebalancing in times of stress," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102360.
• Cheung, Yin-Wong & Grimm, Louisa & Westermann, Frank, 2021, "The evolution of offshore renminbi trading: 2016 to 2019," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102369.
• Cenedese, Gino & Elard, Ilaf, 2021, "Unconventional monetary policy and the portfolio choice of international mutual funds," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102357.
• Horvath, Jaroslav & Rothman, Philip, 2021, "Mortgage spreads, asset prices, and business cycles in emerging countries," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102370.
• Li, Yulin, 2021, "Investor sentiment and sovereign bonds," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102388.
• An, Jiyoun & Kim, Kyunghun & Pyun, Ju Hyun, 2021, "Does debt market integration amplify the international transmission of business cycles during financial crises?," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102396.
• Galstyan, Vahagn & Maqui, Eduardo & McQuade, Peter, 2021, "International debt and special purpose entities: Evidence from Ireland," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102398.
• He, Xie & Hamori, Shigeyuki, 2021, "Is volatility spillover enough for investor decisions? A new viewpoint from higher moments," Journal of International Money and Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jimonfin.2021.102412.
• Walker, Thomas & Zhang, Xueying & Zhang, Aoran & Wang, Yulin, 2021, "Fact or fiction: Implicit government guarantees in China’s corporate bond market," Journal of International Money and Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jimonfin.2021.102414.
• Konstantinov, Gueorgui S. & Fabozzi, Frank J., 2021, "Towards a dead end? EMU bond market exposure and manager performance," Journal of International Money and Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jimonfin.2021.102433.
• Dossani, Asad, 2021, "Central bank tone and currency risk premia," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102424.
• Wong, Anna, 2021, "Capital flight: The travel channel," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102437.
• Bernoth, Kerstin & Herwartz, Helmut, 2021, "Exchange rates, foreign currency exposure and sovereign risk," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102454.
• Hudepohl, Tom & van Lamoen, Ryan & de Vette, Nander, 2021, "Quantitative easing and exuberance in stock markets: Evidence from the euro area," Journal of International Money and Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jimonfin.2021.102471.
• de Haan, Leo & Vermeulen, Robert, 2021, "Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102473.
• Hattori, Masazumi & Shim, Ilhyock & Sugihara, Yoshihiko, 2021, "Cross-stock market spillovers through variance risk premiums and equity flows," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102480.
• Dzhambova, Krastina, 2021, "“When it rains, it pours”: Fiscal policy, credit constraints and business cycles in emerging and developed economies," Journal of Macroeconomics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jmacro.2021.103319.
• Ozhan, Galip Kemal, 2021, "News-driven international credit cycles," Journal of Macroeconomics, Elsevier, volume 70, issue C, DOI: 10.1016/j.jmacro.2021.103372.
• Wu, Bi-Bo, 2021, "The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?," Journal of Commodity Markets, Elsevier, volume 23, issue C, DOI: 10.1016/j.jcomm.2020.100158.
• Carpantier, Jean-François, 2021, "Anything but gold - The golden constant revisited," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100170.
• Al Refai, Hisham & Eissa, Mohamad Abdelaziz & Zeitun, Rami, 2021, "The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2021.e00200.
• Farinha, Jorge Bento & Vidrago, José, 2021, "The impact of the ECB's asset purchase programme on core and peripheral sovereign yields and its transmission channels," The Journal of Economic Asymmetries, Elsevier, volume 24, issue C, DOI: 10.1016/j.jeca.2021.e00213.
• Singh, Vikkram & Roca, Eduardo & Li, Bin, 2021, "Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic," Journal of Policy Modeling, Elsevier, volume 43, issue 2, pages 253-277, DOI: 10.1016/j.jpolmod.2021.01.004.
• Triki, Mohamed Bilel & Ben Maatoug, Abderrazek, 2021, "The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101872.
• Stoupos, Nikolaos & Kiohos, Apostolos, 2021, "Energy commodities and advanced stock markets: A post-crisis approach," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101887.
• Mishra, Shekhar & Mishra, Sibanjan, 2021, "Are Indian sectoral indices oil shock prone? An empirical evaluation," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101889.
• Adediran, Idris A. & Yinusa, Olalekan D. & Lakhani, Kanwal Hammad, 2021, "Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101932.
• Bahloul, Slah & Khemakhem, Imen, 2021, "Dynamic return and volatility connectedness between commodities and Islamic stock market indices," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2021.101993.
• Yilanci, Veli & Kilci, Esra N., 2021, "The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: Evidence from a time-varying bootstrap causality test," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102039.
• Naeem, Muhammad Abubakr & Qureshi, Fiza & Arif, Muhammad & Balli, Faruk, 2021, "Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102067.
• Zhang, Hongwei & Demirer, Riza & Huang, Jianbai & Huang, Wanjun & Tahir Suleman, Muhammad, 2021, "Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102078.
• Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Tahir, Hammad, 2021, "What do we know about the inflation-hedging property of precious metals in Africa? The case of leading producers of the commodities," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102120.
• Yousaf, Imran, 2021, "Risk transmission from the COVID-19 to metals and energy markets," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102156.
• Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara, 2021, "The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102164.
• Klein, Tony & Todorova, Neda, 2021, "Night trading with futures in China: The case of Aluminum and Copper," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102205.
• Balcilar, Mehmet & Gabauer, David & Umar, Zaghum, 2021, "Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102219.
• Mokni, Khaled & Al-Shboul, Mohammed & Assaf, Ata, 2021, "Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102238.
• Nekhili, Ramzi & Mensi, Walid & Vo, Xuan Vinh, 2021, "Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102263.
• Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021, "How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102273.
• Elgammal, Mohammed M. & Ahmed, Walid M.A. & Alshami, Abdullah, 2021, "Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102334.
• Lahiani, Amine & Mefteh-Wali, Salma & Vasbieva, Dinara G., 2021, "The safe-haven property of precious metal commodities in the COVID-19 era," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102340.
• Boateng, Ebenezer & Adam, Anokye M. & Junior, Peterson Owusu, 2021, "Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102389.
• Chkili, Walid & Ben Rejeb, Aymen & Arfaoui, Mongi, 2021, "Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102407.
• Nekhili, Ramzi & Sultan, Jahangir & Mensi, Walid, 2021, "Co-movements among precious metals and implications for portfolio management: A multivariate wavelet-based dynamic analysis," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102419.
• Torinelli, Viviane Helena & Silva Júnior, Antônio Francisco de Almeida da, 2021, "Environmental risk analysis (ERA) in the strategic asset allocation (SAA) of the international reserves (IRs) managed by central banks (CBs)," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 2, issue 1, DOI: 10.1016/j.latcb.2021.100021.
• Brownlees, Christian & Hans, Christina & Nualart, Eulalia, 2021, "Bank credit risk networks: Evidence from the Eurozone," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 585-599, DOI: 10.1016/j.jmoneco.2020.03.014.
• Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed, 2021, "Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management," Journal of Multinational Financial Management, Elsevier, volume 59, issue C, DOI: 10.1016/j.mulfin.2020.100666.
• Alqahtani, Faisal & Hamdi, Besma & Hammoudeh, Shawkat, 2021, "The effects of global factors on the Saudi Arabia equity market by firm size: Implications for risk management based on quantile analysis and frequency domain causality," Journal of Multinational Financial Management, Elsevier, volume 61, issue C, DOI: 10.1016/j.mulfin.2020.100665.
• Islam, Mollah Aminul & Liu, Haiyun & Khan, Muhammad Asif & Islam, Md Tariqul & Sultanuzzaman, Md Reza, 2021, "Does foreign direct investment deepen the financial system in Southeast Asian economies?," Journal of Multinational Financial Management, Elsevier, volume 61, issue C, DOI: 10.1016/j.mulfin.2021.100682.
• Ghadhab, Imen, 2021, "Cross-listing and the alignment between short and long-run performance," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100702.
• Chen, Yihao & Miguel, Antonio F. & Liu, Xiayue, 2021, "Does mutual fund family size matter? International evidence," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100708.
• Chang, Meng-Shiuh & Kung, Chih-Chun & Chen, Meng-Wei & Tian, Yuan, 2021, "Volatility regime, inverted asymmetry, contagion, and flights in the gold market," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101522.
• Zhou, Lu Jolly & Zhang, Xinyu & Sha, Yezhou, 2021, "The role of angel investment for technology-based SMEs: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101540.
• Iwatsubo, Kentaro & Watkins, Clinton, 2021, "The changing role of foreign investors in Tokyo stock price formation," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101548.
• LI, Yang & Luo, Jingqiu & Jiang, Yongmu, 2021, "Policy uncertainty spillovers and financial risk contagion in the Asia-Pacific network," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101554.
• Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya, 2021, "Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101563.
• Chen, Rong & Geng, Heng (Griffin) & Lin, Hai & Nguyen, Phuong Thi Ly, 2021, "Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101567.
• Deng, Lu & Liao, Mingqing & Luo, Rui & Sun, Jianfei & Xu, Chen, 2021, "Does corporate social responsibility reduce share price premium? Evidence from China's A- and H-shares," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101569.
• Umar, Zaghum & Gubareva, Mariya, 2021, "Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101571.
• Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Kang, Sang Hoon, 2021, "Quantile relationship between Islamic and non-Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101586.
• Caglayan, Mustafa Onur & Hu, Yu & Xue, Wenjun, 2021, "Mutual fund herding and return comovement in Chinese equities," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101599.
• Zhang, Han, 2021, "An inflation-based ICAPM in China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101601.
• Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2021, "Anomalies in the China A-share market," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101607.
• Zhang, Jinhua & Mao, Rui & Wang, Jieyu & Xing, Mengying, 2021, "The way back home: Trading behaviours of foreign institutional investors in China amid the COVID-19 pandemic," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101618.
• Yue, Tian & Gehricke, Sebastian A. & Zhang, Jin E. & Pan, Zheyao, 2021, "The implied volatility smirk in the Chinese equity options market," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101624.
• Panda, Ajaya Kumar & Panda, Pradiptarathi & Nanda, Swagatika & Parad, Atul, 2021, "Information bias and its spillover effect on return volatility: A study on stock markets in the Asia-Pacific region," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101653.
• Rahman, Md Lutfur & Al Mamun, Mohammed Abdullah, 2021, "How resilient are the Asia Pacific financial markets against a global pandemic?," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101656.
• Xu, Xiaoqing Eleanor, 2021, "Dissecting the segmentation of China's repo markets," Pacific-Basin Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.pacfin.2021.101645.
• Cakici, Nusret & Zaremba, Adam & Bianchi, Robert J. & Pham, Nga, 2021, "False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987)," Pacific-Basin Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.pacfin.2021.101675.
• Naeem, Muhammad Abubakr & Bouri, Elie & Peng, Zhe & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh, 2021, "Asymmetric efficiency of cryptocurrencies during COVID19," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 565, issue C, DOI: 10.1016/j.physa.2020.125562.
• Pagnottoni, Paolo & Spelta, Alessandro & Pecora, Nicolò & Flori, Andrea & Pammolli, Fabio, 2021, "Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 582, issue C, DOI: 10.1016/j.physa.2021.126240.
• Balcilar, Mehmet & Bathia, Deven & Demirer, Riza & Gupta, Rangan, 2021, "Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 290-302, DOI: 10.1016/j.qref.2020.07.005.
• Fassas, Athanasios P. & Siriopoulos, Costas, 2021, "Implied volatility indices – A review," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 303-329, DOI: 10.1016/j.qref.2020.07.004.
• Yamani, Ehab, 2021, "Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 74-89, DOI: 10.1016/j.qref.2020.05.009.
• Previati, Daniele Angelo & Galloppo, Giuseppe & Aliano, Mauro & Paimanova, Viktoria, 2021, "Why do banks react differently to short-selling bans? Evidence from the Asia-Pacific area and the United States," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 144-158, DOI: 10.1016/j.qref.2021.01.015.
• Haffar, Adlane & Le Fur, Eric, 2021, "Structural vector error correction modelling of Bitcoin price," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 170-178, DOI: 10.1016/j.qref.2021.02.010.
• Chamizo, Álvaro & Novales, Alfonso, 2021, "Evaluation of market risk associated with hedging a credit derivative portfolio," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 411-430, DOI: 10.1016/j.qref.2021.03.006.
• Ding, Liang, 2021, "Conditional correlation between exchange rates and stock prices," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 452-463, DOI: 10.1016/j.qref.2021.02.004.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Hernandez, Jose Areola & Roubaud, David, 2021, "Causal nexus between crude oil and US corporate bonds," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 577-589, DOI: 10.1016/j.qref.2021.04.012.
• Zhang, Sijia & Gregoriou, Andros, 2021, "The impact of order flow on event study returns: New evidence from zero-leverage firms," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 627-634, DOI: 10.1016/j.qref.2021.04.014.
• Mokni, Khaled, 2021, "When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 65-73, DOI: 10.1016/j.qref.2021.01.017.
• Psychoyios, Dimitrios & Missiou, Olympia & Dergiades, Theologos, 2021, "Energy based estimation of the shadow economy: The role of governance quality," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 797-808, DOI: 10.1016/j.qref.2019.07.001.
• Walkshäusl, Christian, 2021, "Predicting stock returns from the pricing and mispricing of accounting fundamentals," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 253-260, DOI: 10.1016/j.qref.2021.06.011.
• Zainudin, Ahmad Danial & Mohamad, Azhar, 2021, "Financial contagion in the futures markets amidst global geo-economic events," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 288-308, DOI: 10.1016/j.qref.2021.06.021.
• Kumah, Seyram Pearl & Odei-Mensah, Jones, 2021, "Are Cryptocurrencies and African stock markets integrated?," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 330-341, DOI: 10.1016/j.qref.2021.06.022.
• Tissaoui, Kais & Zaghdoudi, Taha, 2021, "Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 481-492, DOI: 10.1016/j.qref.2020.10.020.
• Zainudin, Ahmad Danial & Mohamad, Azhar, 2021, "Cross hedging with stock index futures," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 128-144, DOI: 10.1016/j.qref.2021.08.005.
• Heinlein, Reinhold & Legrenzi, Gabriella D. & Mahadeo, Scott M.R., 2021, "Crude oil and stock markets in the COVID-19 crisis: Evidence from oil exporters and importers," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 223-229, DOI: 10.1016/j.qref.2021.09.007.
• Farinha, Jorge Bento & Vidrago, José, 2021, "The impact of the ECB’s asset purchase programme on euro area equities," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 270-279, DOI: 10.1016/j.qref.2021.09.010.
• Alomari, Mohammad & Al Rababa’a, Abdel Razzaq & El-Nader, Ghaith & Alkhataybeh, Ahmad & Ur Rehman, Mobeen, 2021, "Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 280-297, DOI: 10.1016/j.qref.2021.09.013.
• Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed & Tayachi, Tahar, 2021, "Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 71-85, DOI: 10.1016/j.qref.2021.07.006.
• Liu, Yu & Maula, Markku, 2021, "Contextual status effects: The performance effects of host-country network status and regulatory institutions in cross-border venture capital," Research Policy, Elsevier, volume 50, issue 5, DOI: 10.1016/j.respol.2021.104216.
• López, Raquel & Esparcia, Carlos, 2021, "Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 32-54, DOI: 10.1016/j.iref.2020.08.019.
• Bai, Min & Qin, Yafeng & Zhang, Huiping, 2021, "Stock price crashes in emerging markets," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 466-482, DOI: 10.1016/j.iref.2020.12.007.
• Ahmed, Walid M.A. & Al Mafrachi, Mustafa, 2021, "Do higher-order realized moments matter for cryptocurrency returns?," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 483-499, DOI: 10.1016/j.iref.2020.12.009.
• Ballester, Laura & González-Urteaga, Ana, 2021, "Do sovereign ratings cause instability in cross-border emerging CDS markets?," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 643-663, DOI: 10.1016/j.iref.2020.12.014.
• Li, Yingqi & Mittoo, Usha R. & Yu, Xin & Zhang, Zhou, 2021, "The impact of global financial crisis on regulation S private debt market," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 231-248, DOI: 10.1016/j.iref.2021.01.001.
• Kim, Kyounghun & Kim, Sunghyun Henry, 2021, "Explaining equity home bias using hedging motives against real exchange rate and wage risks," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 30-43, DOI: 10.1016/j.iref.2020.12.030.
• Yao, Shouyu & Wang, Chunfeng & Fang, Zhenming & Chiao, Chaoshin, 2021, "MAX is not the max under the interference of daily price limits: Evidence from China," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 348-369, DOI: 10.1016/j.iref.2021.01.014.
• Erdem, F. Pinar & Geyikci, Utku Bora, 2021, "Local, global and regional shocks indices in emerging exchange rate markets," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 98-113, DOI: 10.1016/j.iref.2020.12.039.
• Chan, Sok-Gee & Aktan, Bora & Burton, Bruce & Koh, Eric H.Y., 2021, "The impact of soft information and institutional quality on foreign bank efficiency – Evidence from ASEAN-5 countries," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 23-32, DOI: 10.1016/j.iref.2021.01.017.
• Xiao, Jihong & Wen, Fenghua & Zhao, Yupei & Wang, Xiong, 2021, "The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 311-333, DOI: 10.1016/j.iref.2021.03.010.
• Adarov, Amat, 2021, "Dynamic interactions between financial cycles, business cycles and macroeconomic imbalances: A panel VAR analysis," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 434-451, DOI: 10.1016/j.iref.2021.03.021.
• Khan, Haris & Shehzad, Choudhry Tanveer & Ahmad, Ferhana, 2021, "Temporal effects of financial globalization on income inequality," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 452-467, DOI: 10.1016/j.iref.2021.03.012.
• Ghlamallah, Ezzedine & Alexakis, Christos & Dowling, Michael & Piepenbrink, Anke, 2021, "The topics of Islamic economics and finance research," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 145-160, DOI: 10.1016/j.iref.2021.04.006.
• Jiang, Cuixia & Li, Yuqian & Xu, Qifa & Liu, Yezheng, 2021, "Measuring risk spillovers from multiple developed stock markets to China: A vine-copula-GARCH-MIDAS model," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 386-398, DOI: 10.1016/j.iref.2021.04.024.
• Park, Heungju & Sohn, Sungbin, 2021, "Flight to quality and implicit guarantee: Evidence from Chinese trust products," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 399-419, DOI: 10.1016/j.iref.2021.04.026.
• Efremidze, Levan & Stanley, Darrol J. & Kownatzki, Clemens, 2021, "Entropy trading strategies reveal inefficiencies in Japanese stock market," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 464-477, DOI: 10.1016/j.iref.2021.04.021.
• Tan, Xiaoyu & Zhang, Zili & Zhao, Xuejun & Wang, Chengxiang, 2021, "Investor sentiment and limits of arbitrage: Evidence from Chinese stock market," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 577-595, DOI: 10.1016/j.iref.2021.04.009.
• Huang, Yuan & Li, Xiao & Wei, K.C. John, 2021, "Investor protection and resource allocation: International evidence," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 625-645, DOI: 10.1016/j.iref.2021.04.017.
• Lee, Kiryoung & Jeon, Yoontae & Nam, Eun-Young, 2021, "Chinese Economic Policy Uncertainty and the Cross-Section of U.S. Asset Returns," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 1063-1077, DOI: 10.1016/j.iref.2021.08.011.
• He, Qing & Zhang, Ce & Zhu, Wenyu, 2021, "Does currency matter for regional trade integration?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 1219-1234, DOI: 10.1016/j.iref.2019.11.010.
• Ye, Zhiqiang & Zhang, Fangfang & Zhang, Shunming, 2021, "Export effect and influence mechanism of foreign ownership," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 258-276, DOI: 10.1016/j.iref.2021.06.006.
• Balli, Faruk & Hasan, Mudassar & Ozer-Balli, Hatice & Gregory-Allen, Russell, 2021, "Why do U.S. uncertainties drive stock market spillovers? International evidence," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 288-301, DOI: 10.1016/j.iref.2021.06.015.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Wanas Al-Jarrah, Idries Mohammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 96-113, DOI: 10.1016/j.iref.2021.05.009.
• Enwereuzoh, Precious Adaku & Odei-Mensah, Jones & Owusu Junior, Peterson, 2021, "Crude oil shocks and African stock markets," Research in International Business and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.ribaf.2020.101346.
• Seven, Ünal & Yılmaz, Fatih, 2021, "World equity markets and COVID-19: Immediate response and recovery prospects," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101349.
• Zaremba, Adam & Aharon, David Y. & Demir, Ender & Kizys, Renatas & Zawadka, Dariusz, 2021, "COVID-19, government policy responses, and stock market liquidity around the world: A note," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101359.
• dos Santos, Marcelo Bittencourt Coelho & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo, 2021, "The impact of political risk on the currencies of emerging markets," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101375.
• Yildiz, Yilmaz, 2021, "Foreign institutional investors, information asymmetries, and asset valuation in emerging markets," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2021.101381.
• Pirgaip, Burak & Ertuğrul, Hasan Murat & Ulussever, Talat, 2021, "Is portfolio diversification possible in integrated markets? Evidence from South Eastern Europe," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2021.101384.
• Atukeren, Erdal & Çevik, Emrah İsmail & Korkmaz, Turhan, 2021, "Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2021.101385.
• Lee, Chien-Chiang & Chen, Mei-Ping & Lee, Chi-Chuan, 2021, "Investor attention, ETF returns, and country-specific factors," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2021.101386.
• Tamgac, Unay, 2021, "Emerging market exchange rates during quantitative tapering: The effect of US and domestic news," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101393.
• Zhang, Qian & Li, Zeguang, 2021, "Time-varying risk attitude and the foreign exchange market behavior," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101394.
• Hwang, Joon Ho & Kim, Joohwan & Park, Jinwoo, 2021, "Underwriters’ price support regulation and institutional investors’ trading: The case of the putback option," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101401.
• Vo, Thi Thuy Anh & Dang, Tung Lam & Dang, Man & Hoang, Viet Anh, 2021, "Institutional ownership and commonality in liquidity," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101422.
• Al Rababa’a, Abdel Razzaq & Alomari, Mohammad & McMillan, David, 2021, "Multiscale stock-bond correlation: Implications for risk management," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101435.
• Ozkan, Oktay, 2021, "Impact of COVID-19 on stock market efficiency: Evidence from developed countries," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101445.
• Disli, Mustafa & Nagayev, Ruslan & Salim, Kinan & Rizkiah, Siti K. & Aysan, Ahmet F., 2021, "In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101461.
• del Rio, Marta & Infante, Juan & Gil-Alana, Luis A., 2021, "Gender Diversity Index. Measuring persistence," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101474.
• Shi, Yujie & Wang, Liming & Ke, Jian, 2021, "Does the US-China trade war affect co-movements between US and Chinese stock markets?," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101477.
• Wu, Wanshan & Tiwari, Aviral Kumar & Gozgor, Giray & Leping, Huang, 2021, "Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101478.
• Wang, Peijin & Zhang, Hongwei & Yang, Cai & Guo, Yaoqi, 2021, "Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101479.
• Guo, Xiaochun & Lu, Fengbin & Wei, Yunjie, 2021, "Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101484.
• Hashmi, Shabir Mohsin & Chang, Bisharat Hussain & Rong, Li, 2021, "Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101485.
• Aharon, David Y. & Siev, Smadar, 2021, "COVID-19, government interventions and emerging capital markets performance," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101492.
• Umar, Zaghum & Gubareva, Mariya & Tran, Dang Khoa & Teplova, Tamara, 2021, "Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101493.
• Tarchella, Salma & Dhaoui, Abderrazak, 2021, "Chinese jigsaw: Solving the equity market response to the COVID-19 crisis: Do alternative asset provide effective hedging performance?," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101499.
• Ali, Fahad & Jiang, Yuexiang & Sensoy, Ahmet, 2021, "Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101502.
• Umar, Muhammad & Rizvi, Syed Kumail Abbas & Naqvi, Bushra, 2021, "Dance with the devil? The nexus of fourth industrial revolution, technological financial products and volatility spillovers in global financial system," Technological Forecasting and Social Change, Elsevier, volume 163, issue C, DOI: 10.1016/j.techfore.2020.120450.
• Umar, Muhammad & Su, Chi-Wei & Rizvi, Syed Kumail Abbas & Shao, Xue-Feng, 2021, "Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?," Technological Forecasting and Social Change, Elsevier, volume 167, issue C, DOI: 10.1016/j.techfore.2021.120680.
• Carter, Patrick & Van de Sijpe, Nicolas & Calel, Raphael, 2021, "The elusive quest for additionality," World Development, Elsevier, volume 141, issue C, DOI: 10.1016/j.worlddev.2021.105393.
• Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2021, "The Economic Dependency of the Bitcoin Security," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2021/01, Jan.
• Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2021, "Interdependencies between Mining Costs, Mining Rewards and Blockchain Security," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2021/02, Feb.
• Cascino, Stefano & Clatworthy, Mark A. & Osma, Beatriz Garcia & Gassen, Joachim & Imam, Shahed, 2021, "The usefulness of financial accounting information: evidence from the field," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107569, Nov.
• Bahaj, Saleem & Reis, Ricardo, 2022, "Central bank swap lines: evidence on the effects of the lender of last resort," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112601, Jul.
• Lleo, Sebastien & Zhitlukhin, Mikhail & Ziemba, William, 2021, "Using a mean changing stochastic processes exit-entry model for stock market long-short prediction," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118875, Jun.
• Makarov, Igor & Schoar, Antoinette, 2021, "Blockchain analysis of the Bitcoin market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118897, Oct.
• Scherrer, Cristina Mabel, 2021, "Information processing on equity prices and exchange rate for cross-listed stocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125649, Jun.
• Biagio Bossone, 2021, "Globalization of capital, erosion of economic policy sovereignty, and the lessons from John Maynard Keynes," Review of Keynesian Economics, Edward Elgar Publishing, volume 9, issue 4, pages 512–520-5, October.
• Villavicencio, Giovanni, 2021, "Financiarización subordinada y emisión de títulos de deuda en América Latina: las experiencias de Argentina, México y Brasil," El Trimestre Económico, Fondo de Cultura Económica, volume 88, issue 349, pages 181-200, enero-mar, DOI: https://doi.org/10.20430/ete.v88i34.
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• Mohammed Sawkat Hossain, 2021, "What do we know about cryptocurrency? Past, present, future," China Finance Review International, Emerald Group Publishing Limited, volume 11, issue 4, pages 552-572, February, DOI: 10.1108/CFRI-03-2020-0026.
• Thomas C. Chiang, 2021, "Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets," China Finance Review International, Emerald Group Publishing Limited, volume 11, issue 4, pages 474-501, March, DOI: 10.1108/CFRI-08-2020-0115.
• Mohammed Ayoub Ledhem & Mohammed Mekidiche, 2021, "Islamic securities (ṣukūk) and economic growth: New empirical investigation from Southeast Asia using non-parametric analysis of MCMC panel quantile regression," Islamic Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 119-138, December, DOI: 10.1108/IES-06-2021-0020.
• Maria Elisabete Neves & Mário Abreu Pinto & Carla Manuela de Assunção Fernandes & Elisabete Fátima Simões Vieira, 2021, "Value and growth stock returns: international evidence (JES)," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 29, issue 5, pages 698-733, October, DOI: 10.1108/IJAIM-05-2021-0097.
• Faten Moussa & Ezzeddine Delhoumi, 2021, "The asymmetric impact of interest and exchange rate on the stock market index: evidence from MENA region," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 10, pages 2510-2528, March, DOI: 10.1108/IJOEM-01-2020-0089.
• Diego Silveira Pacheco de Oliveira & Gabriel Caldas Montes, 2021, "Forecasting sovereign risk perception of Brazilian bonds: an evaluation of machine learning prediction accuracy," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 3414-3436, October, DOI: 10.1108/IJOEM-01-2021-0106.
• Mohamed Fakhfekh & Ahmed Jeribi & Ahmed Ghorbel & Nejib Hachicha, 2021, "Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies: a comparison between DCC, ADCC and GO-GARCH models," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 4, pages 978-1006, June, DOI: 10.1108/IJOEM-03-2020-0264.
• Maretno Agus Harjoto & Fabrizio Rossi, 2021, "Market reaction to the COVID-19 pandemic: evidence from emerging markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 1, pages 173-199, April, DOI: 10.1108/IJOEM-05-2020-0545.
• Taicir Mezghani & Mouna Boujelbène-Abbes, 2021, "Financial stress effects on financial markets: dynamic connectedness and portfolio hedging," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 4064-4087, December, DOI: 10.1108/IJOEM-06-2020-0619.
• Wanyi Chen, 2021, "Are financial derivatives tax havens? Evidence from China," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 8, pages 1949-1972, January, DOI: 10.1108/IJOEM-06-2020-0655.
• Oğuzhan Çepni & Selçuk Gül & Muhammed Hasan Yılmaz & Brian Lucey, 2021, "The impact of oil price shocks on Turkish sovereign yield curve," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 9, pages 2258-2277, February, DOI: 10.1108/IJOEM-06-2020-0681.
• Ali Fayyaz Munir & Shahrin Saaid Shaharuddin & Mohd Edil Abd Sukor & Mohamed Albaity & Izlin Ismail, 2021, "Financial liberalization and the behavior of reversals in emerging market economies," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 6, pages 1565-1582, January, DOI: 10.1108/IJOEM-11-2019-0939.
• Eyup Kadioglu, 2021, "Intraday analysis of regulation change in microstructure: evidence from an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 5, pages 1216-1235, June, DOI: 10.1108/IJOEM-11-2020-1310.
• Burak Çıkıryel & Hakan Aslan & Mücahit Özdemir, 2021, "Impact of Brexit on Islamic stock markets: employing MGARCH-DCC and wavelet correlation analysis," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 1, pages 179-202, August, DOI: 10.1108/IMEFM-01-2020-0007.
• Osman Ulas Aktas & Lawrence Kryzanowski & Jie Zhang, 2021, "Price-limit effectiveness: evidence from the Borsa Istanbul (BIST)," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 3, pages 527-568, November, DOI: 10.1108/IMEFM-04-2020-0151.
• Slah Bahloul & Mourad Mroua & Nader Naifar & nader naifar, 2021, "Are Islamic indexes, Bitcoin and gold, still “safe-haven” assets during the COVID-19 pandemic crisis?," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 2, pages 372-385, September, DOI: 10.1108/IMEFM-06-2020-0295.
• Naseem Al Rahahleh & Serkan Akguc & Turki Abalala, 2021, "Dow Jones Islamic Index firms: how profitable are they?," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 14, issue 3, pages 463-481, January, DOI: 10.1108/IMEFM-09-2019-0379.