Research classified by Journal of Economic Literature (JEL) codes

2021

• HOROBEȚ Alexandra & VRÎNCEANU Georgiana Maria, 2021, "Foreign Exchange and Oil Exposure of CEE Companies: Risks for Investors in Financial and Energy Industries," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
• Ojea-Ferreiro, Javier & Reboredo, Juan C., 2021, "Exchange rates and the global transmission of equity market shocks," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-05, Apr.
• Xiao Li & Bin Liu, 2021, "The Short-Selling Hypothesis of Weekend Effect and T + 1 Trading Mechanism," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 3, pages 449-467, September, DOI: 10.1007/s10690-021-09329-5.
• Cândida Ferreira, 2021, "Financial Development and Macroeconomic Performance," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 49, issue 2, pages 251-253, June, DOI: 10.1007/s11293-021-09712-7.
• Aida Karmous & Heni Boubaker & Lotfi Belkacem, 2021, "Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 2, pages 461-482, August, DOI: 10.1007/s10614-020-10041-1.
• Justinas Lubys & Pradiptarathi Panda, 2021, "US and EU unconventional monetary policy spillover on BRICS financial markets: an event study," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 2, pages 353-371, May, DOI: 10.1007/s10663-020-09480-8.
• Chen Su, 2021, "A comprehensive investigation into style momentum strategies in China," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 1, pages 101-144, March, DOI: 10.1007/s11408-020-00375-z.
• Juan Andres Rodriguez-Nieto & Andre V. Mollick, 2021, "The US financial crisis, market volatility, credit risk and stock returns in the Americas," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 2, pages 225-254, June, DOI: 10.1007/s11408-020-00369-x.
• Pēteris Kloks, 2021, "Matthias Thiemann: The Growth of Shadow Banking: A Comparative Institutional Analysis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 2, pages 269-272, June, DOI: 10.1007/s11408-021-00378-4.
• Nadia Balemi & Roland Füss & Alois Weigand, 2021, "COVID-19’s impact on real estate markets: review and outlook," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 4, pages 495-513, December, DOI: 10.1007/s11408-021-00384-6.
• Zhichuan Frank Li & Saurin Patel & Srikanth Ramani, 2021, "The Role of Mutual Funds in Corporate Social Responsibility," Journal of Business Ethics, Springer, volume 174, issue 3, pages 715-737, December, DOI: 10.1007/s10551-020-04618-x.
• Nusret Cakici & Sris Chatterjee & Yi Tang & Lin Tong, 2021, "Alternative profitability measures and cross-section of expected stock returns: international evidence," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 1, pages 369-391, January, DOI: 10.1007/s11156-020-00897-7.
• David Gempesaw, 2021, "Corporate governance and product market competition: evidence from import tariff reductions," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 4, pages 1437-1473, May, DOI: 10.1007/s11156-020-00931-8.
• Jing Wang & Wei Li & Arno Forst, 2021, "Product market competition, stock price informativeness, and IFRS adoption: evidence from Europe," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 4, pages 1537-1559, May, DOI: 10.1007/s11156-020-00933-6.
• Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2021, "Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 4, pages 1593-1621, May, DOI: 10.1007/s11156-020-00937-2.
• Mamdouh Abdulaziz Saleh Al-Faryan & Everton Dockery, 2021, "Testing for efficiency in the Saudi stock market: does corporate governance change matter?," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 61-90, July, DOI: 10.1007/s11156-020-00939-0.
• Yang Hou & Steven Li & Fenghua Wen, 2021, "Time-varying information share and autoregressive loading factors: evidence from S&P 500 cash and E-mini futures markets," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 91-110, July, DOI: 10.1007/s11156-020-00940-7.
• Jacinta Chan Phooi M’ng & Ham Yi Jer, 2021, "Do economic statistics contain information to predict stock indexes futures prices and returns? Evidence from Asian equity futures markets," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 3, pages 1033-1060, October, DOI: 10.1007/s11156-021-00969-2.
• Gil Cohen, 2021, "Optimizing candlesticks patterns for Bitcoin's trading systems," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 3, pages 1155-1167, October, DOI: 10.1007/s11156-021-00973-6.
• Ramzi Benkraiem & Mondher Bouattour & Emilios Galariotis & Anthony Miloudi, 2021, "Do investors in SMEs herd? Evidence from French and UK equity markets," Small Business Economics, Springer, volume 56, issue 4, pages 1619-1637, April, DOI: 10.1007/s11187-019-00284-0.
• Shigeto Kitano & Yang Zhou, 2021, "Effects of China's Capital Controls on Individual Asset Categories," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2021-25, Dec, revised May 2022.
• Umut Akovali & Kamil Yilmaz, 2021, "Unconventional Monetary Policy and Bond Market Connectedness in the New Normal," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2101, Mar.
• Kentaro Iwatsubo & Clinton Watkins, 2021, "The Changing Role of Foreign Investors in Tokyo Stock Price Formation," Discussion Papers, Graduate School of Economics, Kobe University, number 2106, Feb.
• Soós, Károly Attila, 2021, "Az optimális valutaövezet két elmélete - aszimmetrikus sokkok és nemzetközi pénzügyi integráció
  [Principles of optimal currency areas: asymmetric shocks and international financial integration]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1250-1275, DOI: 10.18414/KSZ.2021.12.1250.
• Maya Jalloul & Mirela Miescu, 2021, "Equity Market Connectedness across Regimes of Geopolitical Risks," Working Papers, Lancaster University Management School, Economics Department, number 324219805.
• Jamal Bouoiyour, Refk Selmi, 2021, "The financial costs of terrorism: evidence from Germany," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 18, issue 1, pages 87-104, June.
• M. Abdi Shalihin & Sugiharso Safuan, 2021, "Effects of Financial Inclusion and Openness on Banking Stability: Evidence from Developing and Developed Countrie," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 67, pages 212-222, Desember.
• Jeanne Amar & Jean-François Carpantier & Christelle Lecourt, 2021, "Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 21-21.
• Isil Erol & Umut Unal & Yener Coskun, 2021, "ESG Investing and the Financial Performance: A Panel Data Analysis of Developed REIT Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202123.
• Jens Klose, 2021, "Cryptocurrencies and Gold - Similarities and Differences," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202128.
• Tehrani, Reza & Veisizadeh, Vahid, 2021, "Dynamic Cross Hedging Effectiveness between Gold and Stock Market Based on Downside Risk Measures: Evidence from Iran Emerging Capital Market," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 1, pages 43-70, March.
• Dehghan Khavari, Saeed & Mirjalili, Seyed Hossein & Iraji, Maryam, 2021, "The Asymmetric Impact of Weighting Economic and Political Events on the Fluctuations of Banking Group Index (Case of Tehran Stock Exchange)," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 3, pages 399-416, September.
• Alok Johri & Johnny Cotoc, 2021, "The Bribe Rate and Long Run Differences in Sovereign Borrowing Costs," Department of Economics Working Papers, McMaster University, number 2021-02, Jan.
• Josef Pavlata & Petr Strejček & Peter Albrecht & Martin Širůček, 2021, "The Empirical Linkage between Oil Prices and the Stock Returns of Oil Companies," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 7, issue 2, pages 186-197, DOI: 10.11118/ejobsat.2021.016.
• Lilian Muchimba & Alexis Stenfors, 2021, "Beyond LIBOR: Money Markets and the Illusion of Representativeness," Journal of Economic Issues, Taylor & Francis Journals, volume 55, issue 2, pages 565-573, April, DOI: 10.1080/00213624.2021.1915085.
• Ignatius Roni Setyawan & Buddi Wibowo, 2021, "Does Entropy Index Explain the Determinant of Capital Market Integration in ASEAN?," Capital Markets Review, Malaysian Finance Association, volume 29, issue 1, pages 17-39.
• Ritesh Patel, 2021, "ASEAN-5 and Indian Financial Market Linkages: Evidence from Cointegration and Factor Analysis," Capital Markets Review, Malaysian Finance Association, volume 29, issue 1, pages 41-58.
• Tamon Asonuma & Michael G. Papaioannou & Takahiro Tsuda, 2021, "Banking Crisis, Sovereign Debt Restructurings, and Financial Stability Policies in Cyprus During 2012–13," Multinational Finance Journal, Multinational Finance Journal, volume 25, issue 3-4, pages 163-186, September.
• Silvia Marchesi & Tania Masi & Pietro Bomprezzi, 2021, "The Price of Haircuts: Private and Official Default," Working Papers, University of Milano-Bicocca, Department of Economics, number 458, Jan, revised Jan 2021.
• Kok-Tiong Lim & Kian-Teng Kwek, 2021, "An Analysis of the Informational Value of Sovereign Credit Ratings," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 58, issue 1, pages 85-97, June, DOI: 10.22452/MJES.vol58no1.5.
• Tamás Katona, 2021, "Decentralized Finance - The Possibilities of a Blockchain "Money Lego" System," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 20, issue 1, pages 74-102.
• Balazs Stempler, 2021, "ESG Investing: The Use of ESG Ratings in a Smart Beta Strategy," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 20, issue 2, pages 91-116.
• Attila Becsi & Gergely Bognar & Mate Loga, 2021, "The Growing Importance of the Economic Role of the Corporate Bond Market," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 20, issue 4, pages 5-37..
• Facundo Abraham & Juan J. Cortina & Sergio L. Schmukler, 2021, "The Expansion of Corporate Bond Markets in East Asia and Latin America," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2101, Jan.
• Anusha Chari & Karlye Dilts-Stedman & Kristin Forbes, 2021, "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2021".
• Silvia Miranda-Agrippino & Tsvetelina Nenova, 2021, "A Tale of Two Global Monetary Policies," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2021".
• Itzhak Ben-David & Francesco Franzoni & Byungwook Kim & Rabih Moussawi, 2021, "Competition for Attention in the ETF Space," NBER Working Papers, National Bureau of Economic Research, Inc, number 28369, Jan.
• Theis Ingerslev Jensen & Bryan T. Kelly & Lasse Heje Pedersen, 2021, "Is There A Replication Crisis In Finance?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28432, Feb.
• Jennifer N. Carpenter & Fangzhou Lu & Robert F. Whitelaw, 2021, "The Price and Quantity of Interest Rate Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 28444, Feb.
• Charles Engel & Steve Pak Yeung Wu, 2021, "Forecasting the U.S. Dollar in the 21st Century," NBER Working Papers, National Bureau of Economic Research, Inc, number 28447, Feb.
• Joshua Aizenman & Hiro Ito & Gurnain Kaur Pasricha, 2021, "Central Bank Swap Arrangements in the COVID-19 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 28585, Mar.
• Kris James Mitchener & Christoph Trebesch, 2021, "Sovereign Debt in the 21st Century," NBER Working Papers, National Bureau of Economic Research, Inc, number 28598, Mar.
• Bruno Pellegrino & Enrico Spolaore & Romain Wacziarg, 2021, "Barriers to Global Capital Allocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 28694, Apr.
• Julian di Giovanni & Galina Hale, 2021, "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 28827, May.
• Maryam Farboodi & Péter Kondor, 2021, "Heterogeneous Global Booms and Busts," NBER Working Papers, National Bureau of Economic Research, Inc, number 28834, May.
• Lawrence Christiano & Husnu Dalgic & Armen Nurbekyan, 2021, "Financial Dollarization: Efficient Intranational Risk Sharing or Prescription for Disaster?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29034, Jul.
• Clemens Sialm & Qifei Zhu, 2021, "Currency Management by International Fixed Income Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 29082, Jul.
• Rohan Kekre & Moritz Lenel, 2021, "The Flight to Safety and International Risk Sharing," NBER Working Papers, National Bureau of Economic Research, Inc, number 29238, Sep.
• Galina Hale & Luciana Juvenal, 2021, "External Balance Sheets and the COVID-19 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 29277, Sep.
• Elisabeth Kempf & Mancy Luo & Larissa Schäfer & Margarita Tsoutsoura, 2021, "Political Ideology and International Capital Allocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 29280, Sep.
• Igor Makarov & Antoinette Schoar, 2021, "Blockchain Analysis of the Bitcoin Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 29396, Oct.
• Sara B. Holland & Sergei Sarkissian & Michael Schill & Francis E. Warnock, 2021, "Nonlinearities and a Pecking Order in Cross-border Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 29432, Oct.
• Tarek Alexander Hassan & Jesse Schreger & Markus Schwedeler & Ahmed Tahoun, 2021, "Sources and Transmission of Country Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 29526, Nov.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling Time-Varying Volatility Interactions," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2021.
• Gilberto Loureiro & Sónia Silva, 2021, "The Impact of Securities Regulation on the Information Environment around Stock-Financed Acquisitions," NIPE Working Papers, NIPE - Universidade do Minho, number 07/2021.
• Anna Hlazova, 2021, "Researching the problems of digital economy development as an indicator of the information society: potential threats and prospects," Technology audit and production reserves, Socionet;Technology audit and production reserves, volume 6, issue 4(62), pages 37-39.
• Hodrick, Robert J. & Tomunen, Tuomas, 2021, "Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications," Critical Finance Review, now publishers, volume 10, issue 1, pages 83-123, April, DOI: 10.1561/104.00000107.
• Sorin-Nicolae Curca, 2021, "The Internationalization of Emerging Economy Currencies: An Alternative to Protectionism?," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 9, issue 2, pages 17-26, December.
• Vilizar Chupetlovski & Peter Chobanov & Yavor Rusinov, 2021, "The Western Balkans Stock Exchanges Unification in Response to the Pandemic Crisis," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 372-388, September.
• Dimiter Nenkov, 2021, "The S&P 500 Index and the “Super 6” Technology Stocks in the Pandemic Crisis," Research Papers of UNWE, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 169-187, May, DOI: 10.37075/RP.2021.2.10.
• Kohnert, Dirk, 2021, "The EU-Africa summit 2021 : Quo vadis, in the light of Brexit and Corona," AfricArxiv, Center for Open Science, number wqxd6, Feb, DOI: 10.31730/osf.io/wqxd6.
• Takuro Hidaka & Jun Sakamoto, 2021, "Predictability of market returns for the UK's former colonies, protectorates, and mandates," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-08, Jun.
• Takuro Hidaka & Yuta Saito & Jun Sakamoto, 2021, "Historical Relationships and International Market Return Predictability: The Role of the UK in the Former British Colonies, Protectorates and Mandates," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-08-Rev., Jun, revised Oct 2023.
• Michal Hlaváček & Ilgar Ismayilov & Ayaz Zeynalov, 2021, "Reassessment of the Fiscal Multiplier in Developing Countries: Regime-Switching Model
  [Estimation of Panel Vector Autoregression in Stata]," CESifo Economic Studies, CESifo Group, volume 67, issue 4, pages 440-462.
• Jose A Lopez & Kris James Mitchener, 2021, "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I
  [Modeling and forecasting realized volatility]," The Economic Journal, Royal Economic Society, volume 131, issue 633, pages 450-475.
• Romanos Priftis & Srec̆ko Zimic, 2021, "Sources of Borrowing and Fiscal Multipliers
  [Emerging market business cycles: the cycle is the trend]," The Economic Journal, Royal Economic Society, volume 131, issue 633, pages 498-519.
• Bent Jesper Christensen & Rasmus Tangsgaard Varneskov, 2021, "Dynamic Global Currency Hedging
  [Arbitrage in the Foreign Exchange Market: Turning on the Microscope]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 1, pages 97-127.
• Ansgar Belke & Daniel Gros & Farzaneh Shamsfakhr, 2021, "Central bank purchases of sovereign bonds in the euro area, the random walk hypothesis, and different measures of risk," Oxford Economic Papers, Oxford University Press, volume 73, issue 4, pages 1471-1492.
• Theodoros Bratis & Nikiforos T Laopodis & Georgios P Kouretas, 2021, "Monetary policy expectations and sovereign risk dynamics in the Eurozone," Oxford Economic Papers, Oxford University Press, volume 73, issue 4, pages 1493-1515.
• Andrey Ermolov, 2021, "When and Where Is It Cheaper to Issue Inflation-Linked Debt?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 3, pages 610-653.
• Nicola Borri & Kirill Shakhnov, 2021, "Global Risk in Long-Term Sovereign Debt," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 3, pages 654-693.
• Jussi Keppo & Tyler Shumway & Daniel Weagley, 2021, "Are Monthly Market Returns Predictable?
  [Conditional market timing with benchmark investors]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 4, pages 806-836.
• Óscar Arce & Sergio Mayordomo & Ricardo Gimeno, 2021, "Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE
  [Whatever it takes: the real effects of unconventional monetary policy]," Review of Finance, European Finance Association, volume 25, issue 1, pages 43-84.
• Ricardo Correa & Keshav Garud & Juan M Londono & Nathan Mislang, 2021, "Sentiment in Central Banks’ Financial Stability Reports," Review of Finance, European Finance Association, volume 25, issue 1, pages 85-120.
• George Andrew Karolyi & Ying Wu, 2021, "Is Currency Risk Priced in Global Equity Markets?
  [Exposure to currency risk: definition and measurement]," Review of Finance, European Finance Association, volume 25, issue 3, pages 863-902.
• Jacob Boudoukh & Jordan Brooks & Matthew Richardson & Zhikai Xu, 2021, "Sovereign Credit Quality and Violations of the Law of One Price
  [Asset pricing and the bid-ask spread]," Review of Finance, European Finance Association, volume 25, issue 5, pages 1581-1607.
• Tania Babina & Chotibhak Jotikasthira & Christian Lundblad & Tarun Ramadorai, 2021, "Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds
  [The distribution of realized stock return volatility]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 509-568.
• Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang & Wei Jiang, 2021, "Do Foreign Institutional Investors Improve Price Efficiency?
  [Does governance travel around the world? Evidence from institutional investors]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1317-1367.
• George O Aragon & Vikram Nanda & Haibei Zhao & Wei Jiang, 2021, "Investor Protection and Capital Fragility: Evidence from Hedge Funds around the World
  [Liquidity transformation and financial fragility: Evidence from funds of hedge funds]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1368-1407.
• Patrick Bolton & Tano Santos & Jose A Scheinkman, 2021, "Savings Gluts and Financial Fragility
  [Money, liquidity and monetary policy]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1408-1444.
• Massimo Massa & David Schumacher & Yan Wang, 2021, "Who Is Afraid of BlackRock?
  [Connected stocks]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1987-2044.
• Mikhail Chernov & Drew Creal, 2021, "The PPP View of Multihorizon Currency Risk Premiums," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2728-2772.
• Abbassi Puriya & Falk Bräuning, 2021, "Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4177-4215.
• Ines Chaieb & Vihang Errunza & Hugues Langlois & Andrew Karolyi, 2021, "How is Liquidity Priced in Global Markets?," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4216-4268.
• Cristi Spulbar & Ramona Birau & Jatin Trivedi, 2021, "Is There a Necessary Prerequisite to Follow Ethical Issues in Entrepreneurship and Business ?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 426-428, August.
• Ramona Birau & Jatin Trivedi & Cristi Spulbar, 2021, "Estimating Volatility and Investment Risk: An Empirical Case Study for NIFTY MIDCAP 50 Index of National Stock Exchange (NSE) in India," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 691-696, August.
• Susana Campos-Martins & Cristina Amado, 2021, "Financial Market Linkages and the Sovereign Debt Crisis," Economics Series Working Papers, University of Oxford, Department of Economics, number 946 JEL classification: C, Sep.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling time-varying volatility interactions," Economics Series Working Papers, University of Oxford, Department of Economics, number 947 JEL classification: C, Sep.
• Fuentes Vélez, Mariana & Pinilla Barrera, Alejandro, 2021, "Transmisión de volatilidad en el Mercado Integrado Latinoamericano (MILA): una evidencia del grado de integración. || Transmission of volatility in the Latin American Integrated Market (MILA): evidence of the degree of integration," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 31, issue 1, pages 301-328, June, DOI: https://doi.org/10.46661/revmetodos.
• Meneses Cerón, Luis Ángel & Carabalí Mosquera, Jaime Andrés & Pérez Pacheco, Camilo Andrés, 2021, "La relación entre el gobierno corporativo y la valoración, apalancamiento y desempeño financiero en Colombia || The relationship between corporate governance, valuation, leverage and financial performance in Colombia," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 32, issue 1, pages 324-340, December, DOI: https://doi.org/10.46661/revmetodos.
• Martínez Patiño, Manuel Andrés & Ariza Garzón, Miller Janny & Cadena Lozano, Javier Bernardo, 2021, "Relevancia del patrón de persistencia de Hurst en la gestión de portafolios de renta variable|| Relevance of Hurst's pattern in equity portfolio management," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 32, issue 1, pages 66-82, December, DOI: https://doi.org/10.46661/revmetodos.
• Martin Zurek & Lars Heinrich, 2021, "Bottom-up versus top-down factor investing: an alpha forecasting perspective," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 1, pages 11-29, February, DOI: 10.1057/s41260-020-00188-9.
• Imed Medhioub & Mustapha Chaffai, 2021, "Herding behaviour theory and oil price dispersion: a sectoral analysis of the Gulf Cooperation Council stock market," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 1, pages 43-50, February, DOI: 10.1057/s41260-020-00197-8.
• Lars Heinrich & Antoniya Shivarova & Martin Zurek, 2021, "Factor investing: alpha concentration versus diversification," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 6, pages 464-487, October, DOI: 10.1057/s41260-021-00226-0.
• Chuck Fang & Julian Schumacher & Christoph Trebesch, 2021, "Restructuring Sovereign Bonds: Holdouts, Haircuts and the Effectiveness of CACs," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 69, issue 1, pages 155-196, March, DOI: 10.1057/s41308-020-00127-z.
• Subhransu S. Mohanty & Odette Mohanty & Mike Ivanof, 2021, "Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies," Risk Management, Palgrave Macmillan, volume 23, issue 3, pages 213-242, September, DOI: 10.1057/s41283-021-00075-6.
• Wishnu Mahraddika, 2021, "How effective is capital flow management? The Indonesian experience," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2021-15.
• Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021, "Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-03, Mar.
• Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021, "Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-06, May.
• Reinhold Heinlein & Scott M. R. Mahadeo, 2021, "Oil and US stock market shocks: implications for Canadian equities," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-07, Jul.
• Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer, 2021, "The Evolution of Monetary Policy Focal Points," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-10, Dec.
• Lilian Muchimba, 2021, "Could transaction-based financial benchmarks be susceptible to collusive behaviour?," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-11, Dec.
• Friesz, Melinda & Váradi, Kata, 2021, "How is it Done? Comparison between the Margin Calculation methodology of central counterparties and clearinghouses," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue 3, pages 397-412, DOI: https://doi.org/10.35551/PFQ_2021_3.
• Serkan, Samut & Yamak, Rahmi, 2021, "Did the Covid-19 Pandemic Affect the Relationship Between Trading Volume and Return Volatility in the Cryptocurrencies?," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue 4, pages 517-534, DOI: https://doi.org/10.35551/PFQ_2021_4.
• Biagio Bossone, 2021, "Global Capital, the Exchange Rate, and Policy (In)Effectiveness," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2113, Sep.
• Biagio Bossone, 2021, "Exercising Economic Sovereignty in Today's Global Financial World: The Lessons from John Maynard Keynes," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2120, Nov.
• Mendiela, Pauline, 2021, "Information security breaches and financial market reaction: the French case," MPRA Paper, University Library of Munich, Germany, number 105029, Jan.
• Salisu, Afees & Raheem, Ibrahim & Vo, Xuan, 2021, "Assessing the safe haven property of the gold market during COVID-19 pandemic," MPRA Paper, University Library of Munich, Germany, number 105353, Jan.
• Montshioa, Keitumetse & Muteba Mwamba, John Weirstrass & Bonga-Bonga, Lumengo, 2021, "Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 106248, Feb.
• Kohnert, Dirk, 2021, "The EU-Africa summit 2021 : Quo vadis, in the light of Brexit and Corona," MPRA Paper, University Library of Munich, Germany, number 106283, Feb.
• Kohnert, Dirk, 2021, "Le Sommet UE-Afrique 2021 : Quo vadis, compte tenu du Brexit et de la Covid-19
  [The EU-Africa summit 2021 : Quo vadis, in the light of Brexit and Corona]," MPRA Paper, University Library of Munich, Germany, number 106318, Feb.
• Kohnert, Dirk, 2021, "Dunkle Wolken über dem EU-Afrika Gipfel 2021 angesichts von Brexit und Corona
  [The EU-Africa summit 2021 : Quo vadis, in the light of Brexit and Corona]," MPRA Paper, University Library of Munich, Germany, number 106396, Mar.
• ZAAROUR, Fatma & AJIMI, Adnene, 2021, "Les Transferts de Fonds Monétaires et les marchés boursiers dans les pays en développement
  [Remittances and Stock Markets in Developing Countries]," MPRA Paper, University Library of Munich, Germany, number 106413, Feb.
• Kohnert, Dirk, 2021, "The EU-Africa summit 2021 : Quo vadis, in the light of Brexit and Corona," MPRA Paper, University Library of Munich, Germany, number 106429, Mar.
• Pelagidis, Theodore & Karaoulanis, Ioannis, 2021, "Capesize markets behavior: Explaining volatility and expectations," MPRA Paper, University Library of Munich, Germany, number 107034.
• Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
• Dąbrowski, Marek A. & Janus, Jakub, 2021, "Does the interest parity puzzle hold for Central and Eastern European economies?," MPRA Paper, University Library of Munich, Germany, number 107558, May.
• Imran, Zulfiqar Ali & Ahad, Muhammad, 2021, "Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan," MPRA Paper, University Library of Munich, Germany, number 107613, Apr, revised 02 May 2021.
• Kohnert, Dirk, 2021, "L'impact du Brexit sur l'Afrique en période de crise Corona: le cas de l'Afrique du Sud, du Nigeria, du Ghana et du Kenya
  [The impact of Brexit on Africa in times of the Corona Crisis : The case of South Africa, Nigeria, Ghana and Kenya]," MPRA Paper, University Library of Munich, Germany, number 107746, May.
• Sandoval Paucar, Giovanny, 2021, "A Conditional Correlation Analysis For The Colombian Stock Market," MPRA Paper, University Library of Munich, Germany, number 107963, May.
• Accolley, Delali, 2021, "Some Markov-Switching Models for the Toronto Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 108072, Mar.
• Sepúlveda Velásquez, Jorge & Tapia Griñen, Pablo & Pastén Henríquez, Boris, 2021, "Analyzing stock market signals for H1N1 and COVID-19: The BRIC case," MPRA Paper, University Library of Munich, Germany, number 108764, Jun.
• Mpoha, Salifya & Bonga-Bonga, Lumengo, 2021, "Spillover effects from China and the US to global emerging markets: a dynamic analysis," MPRA Paper, University Library of Munich, Germany, number 109349, Aug.
• Ullah, Irfan & Ahmed, Mumtaz, 2021, "Identifying Phases of Ebullience in EFTA Stock Markets," MPRA Paper, University Library of Munich, Germany, number 109633, Sep.
• Yaya, OlaOluwa S. & Vo, Xuan Vinh & Adekoya, Oluwasegun B., 2021, "Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test," MPRA Paper, University Library of Munich, Germany, number 109828, Sep.
• 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," MPRA Paper, University Library of Munich, Germany, number 109829, Jun.
• Karaoulanis, Ioannis & Pelagidis, Theodore, 2021, "Panamax markets behaviour: explaining volatility and expectations," MPRA Paper, University Library of Munich, Germany, number 110749.
• amri amamou, souhir, 2021, "Cryptocurrencies responses to the Covid-19 waves," MPRA Paper, University Library of Munich, Germany, number 110843, Nov.
• Czereszenko, Witalij, 2021, "Pursuing the aim of Exchange Traded Funds at the time of Covid-19," MPRA Paper, University Library of Munich, Germany, number 111319, Dec.
• Danila, Marius, 2021, "EURO DIGITAL – un raspuns firesc la provocarile actuale
  [DIGITAL EURO - a normal reaction to current challenges]," MPRA Paper, University Library of Munich, Germany, number 112615, Nov.
• houidi, Fatma & Ellouz, Siwar, 2021, "Volatility spillovers and Financial contagion during global financial crisis: Islamic versus conventional equity indices with Multivariate GARCH approch," MPRA Paper, University Library of Munich, Germany, number 122530.
• Riza Demirer & Rangan Gupta & He Li & Yu You, 2021, "Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models," Working Papers, University of Pretoria, Department of Economics, number 202112, Feb.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis," Working Papers, University of Pretoria, Department of Economics, number 202114, Feb.
• Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202120, Mar.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202121, Mar.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 202122, Mar.
• Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 202126, Apr.
• Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021, "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202127, Apr.
• Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer, 2021, "Gold and the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202129, Apr.
• Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2021, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202136, May.
• Afees A. Salisu & Rangan Gupta, 2021, "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers, University of Pretoria, Department of Economics, number 202144, Jun.
• Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar, 2021, "Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202154, Aug.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021, "Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202161, Sep.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021, "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202162, Sep.
• Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021, "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202173, Oct.
• Ruipeng Liu & Mawuli Segnon & Rangan Gupta & Elie Bouri, 2021, "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers, University of Pretoria, Department of Economics, number 202178, Nov.
• Juncal Cunado & David Gabauer & Rangan Gupta, 2021, "Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach," Working Papers, University of Pretoria, Department of Economics, number 202180, Nov.
• Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2021, "Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach," Working Papers, University of Pretoria, Department of Economics, number 202182, Nov.
• Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202183, Nov.
• Muhammad Yasir & A. Özlem Önder, 2021, "Dynamic Herding Behaviour In the US Stock Market," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 1, pages 115-130, DOI: 10.18267/j.pep.760.
• Martin Mandel & Jan Vejmělek, 2021, "Analýza vzájemných vztahů v nekryté úrokové paritě (příklad měnového páru CZK/EUR)
  [Analysis of Relations in Uncovered Interest Rate Parity: Example of CZK/EUR Exchange Rate]," Politická ekonomie, Prague University of Economics and Business, volume 2021, issue 3, pages 340-359, DOI: 10.18267/j.polek.1322.
• Julia Reynolds & Leopold Sögner & Martin Wagner, 2021, "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 13, issue 2, pages 105-146, June.
• Eda OGUZ & Nildag BASAK CEYLAN & Ayhan KAPUSUZOGLU, 2021, "The Use Of Crypto Coins To Finance Terrorism," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 20, issue 3, pages 9-18.
• Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2021, "Risk and Return Spillovers in a Global Model of the Foreign Exchange Network," Working Papers, South African Reserve Bank, number 11014, Aug.
• Giampiero Maci & Vincenzo Pacelli & Elisabetta D'Apolito, 2021, "Societ〠Di Calcio Europee Quotate E Mercati Finanziari: Un'Analisi Empirica Sulle Determinanti Dei Corsi Azionari," Rivista di Diritto ed Economia dello Sport, Centro di diritto e business dello Sport, volume 17, issue 2, pages 69-90, novembre.
• Janesh Sami, 2021, "Stock Market Investment and Inflation: Evidence from the United States and Canada," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 3, pages 339-365, October, DOI: https://doi.org/10.15353/rea.v13i3..
• Marwan Mohamed Abdeldayem & Saeed Hameed Al Dulaimi & Fuaad Hameed Al Dulaimi, 2021, "A qualitative approach to evaluate the reconciliation of GOLDX and OneGram in Islamic Finance," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 39, issue 1, pages 113-134.
• Waqas Shair & Sundas Naeem & Farhat Rasul, 2021, "Nexus Of Covid-19 News With Stock Market Returns And Volatility In Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 10, issue 2, pages 92-99, June.
• Waqar Haider Hashmi & Nazima Ellahi & Saima Ehsan & Ajmal Waheed, 2021, "Transmission Of Contemporaneous Shocks From The World To Emerging Islamic Equity Markets: An Application Of Geweke Measure," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 10, issue 4, pages 44-55, December.
• Junkyu Lee & Peter Rosenkranz & Arief Ramayandi & Hoang Pham, 2021, "The Influence of US Dollar Funding Conditions on Asian Financial Markets," ADB Economics Working Paper Series, Asian Development Bank, number 634, Mar.
• Esin Cakan & Sercan Demiralay & Veysel Ulusoy, 2021, "Oil Prices and Firm Returns in an Emerging Market," American Business Review, Pompea College of Business, University of New Haven, volume 24, issue 1, pages 166-187.
• Mortaza OJAGHLOU & Rozita SATVATİ, 2021, "An Analysis of the Relationship between Inflation and Gold Prices: Evidence from Turkey," Bulletin of Economic Theory and Analysis, BETA Journals, volume 6, issue 2, pages 79-89.
• Faruk Mike & Ali Eren Alper, 2021, "The Effect of Financial Development on Economic Growth in Fragile Economics (Kırılgan Ekonomilerde Finansal Gelişme Düzeyinin Ekonomik Büyüme Üzerindeki Etkisi)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 1, pages 49-64.
• Apoorva Javadekar & Shekhar Tomar & Gautham Udupa, 2021, "Dollar Liquidity, Trade Invoicing And Real Effects: Evidence From India," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022288, Jul.
• Cédric Poutré & Georges Dionne & Gabriel Yergeau, 2021, "International High-Frequency Arbitrage for Cross-Listed Stocks," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 21-4, Jul.
• Bang Jeon & Yao Yao & Minghua Chen & Ji Wu, 2021, "Economic uncertainty, macroprudential policies and bank risk: Evidence from emerging Asian economies," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2021-6, Jan.
• Teresia Angelia Kusumahadi & Fikri C Permana, 2021, "Impact of COVID-19 on Global Stock Market Volatility," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 36, issue 1, pages 20-45.
• Murat Isiker & Oktay Tas, 2021, "Does leverage level matter for return anomaly during rights issue announcements? The case of Islamic countries," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 28, pages 141-155.
• Ibrahim A. Onour, 2021, "The impact of COVID-19 pandemic shock on major Asian stock markets: evidence of decoupling effects," Economic Consultant, Scientific and Educational Initiative LLC, volume 34, issue 2, pages 21-32.
• Bassam M. ABU-ABBAS, 2021, "The Role of Dividends on Equity Valuation: Evidence from the GCC Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 162-180, June.
• contact_cb@yahoo.com. & Simona STAMULE & Iulian Cornel LOLEA, 2021, "The Spillover Effect on the CEE Equity Markets and the Financial Contagion in the Context of Financial Integration," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 155-170, December.
• Broner, Fernando & Martin, Alberto & Pandolfi, Lorenzo & Williams, Tomas, 2021, "Winners and losers from sovereign debt inflows," Journal of International Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.jinteco.2021.103446.
• Cerutti, Eugenio M. & Obstfeld, Maurice & Zhou, Haonan, 2021, "Covered interest parity deviations: Macrofinancial determinants," Journal of International Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.jinteco.2021.103447.
• Schumacher, Julian & Trebesch, Christoph & Enderlein, Henrik, 2021, "Sovereign defaults in court," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2020.103388.
• Asis, Gonzalo & Chari, Anusha & Haas, Adam, 2021, "In search of distress risk in emerging markets," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103463.
• Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021, "The international spillover effects of US monetary policy uncertainty," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103525.
• Fraiberger, Samuel P. & Lee, Do & Puy, Damien & Ranciere, Romain, 2021, "Media sentiment and international asset prices," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103526.
• Horn, Sebastian & Reinhart, Carmen M. & Trebesch, Christoph, 2021, "China's overseas lending," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103539.
• Peersman, Gert & Rüth, Sebastian K. & Van der Veken, Wouter, 2021, "The interplay between oil and food commodity prices: Has it changed over time?," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103540.
• Reitz, Stefan & Umlandt, Dennis, 2021, "Currency returns and FX dealer balance sheets," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103541.
• Cezar, Rafael & Silvestrini, Maéva, 2021, "Impact of the ECB Quantitative Easing on the International Investment Position," International Economics, Elsevier, volume 165, issue C, pages 241-263, DOI: 10.1016/j.inteco.2020.12.006.
• Urom, Christian & Ndubuisi, Gideon & Ozor, Jude, 2021, "Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes," International Economics, Elsevier, volume 165, issue C, pages 51-66, DOI: 10.1016/j.inteco.2020.11.005.
• Bazán-Palomino, Walter & Winkelried, Diego, 2021, "FX markets’ reactions to COVID-19: Are they different?," International Economics, Elsevier, volume 167, issue C, pages 50-58, DOI: 10.1016/j.inteco.2021.05.006.
• Adekoya, Oluwasegun B. & Ogunbowale, Gideon O. & Akinseye, Ademola B. & Oduyemi, Gabriel O., 2021, "Improving the predictability of stock returns with global financial cycle and oil price in oil-exporting African countries," International Economics, Elsevier, volume 168, issue C, pages 166-181, DOI: 10.1016/j.inteco.2021.10.001.
• 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.