Research classified by Journal of Economic Literature (JEL) codes

2021

• Rafael Romero-Meza & Semei Coronado & Fabricio Iba�ez-Veizaga, 2021, "COVID-19 y causalidad en la volatilidad del mercado accionario chileno," Estudios Gerenciales, Universidad Icesi, volume 37, issue 159, pages 242-250, DOI: 10.18046/j.estger.2021.159.4412.
• Magnolia Miriam Sosa Castro & Christian Bucio Pacheco & Edgar Ortiz Calisto, 2021, "Dynamic Stock Dependence and Monetary Variables in the United States (2000-2016): A Copula and Neural Network Approach," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 96, pages 201-234.
• Cristiane Canton & Mateus M�ller & Tarc�sio Pedro da Silva & Manuel Jos� da Rocha Armada, 2021, "Dificuldade financeira e desempenho de mercado de organizacoes latino-americanas," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 29, issue 1, pages 11-26, DOI: 10.18359/rfce.4450.
• Rogelio Ladrón de Guevara Cortés & Salvador Torra Porras & Enric Monte Moreno, 2021, "Statistical and computational techniques for extraction of underlying systematic risk factors: a comparative study in the Mexican Stock Exchange," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 13, issue 2, pages 513-543.
• Beau Soederhuizen & Bert van Stiphout-Kramer & Harro van Heuvelen & Rob Luginbuhl, 2021, "Optimal capital ratios for banks in the euro area," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 429, Sep, DOI: 10.34932/yy4h-xp73.
• Bartram, Söhnke & Djuranovik, Leslie & Garratt, Anthony, 2021, "Currency Anomalies," CEPR Discussion Papers, Centre for Economic Policy Research, number 15653, Jan.
• Gambacorta, Leonardo & Amstad, Marlene & He, Chao & XIA, Fan Dora, 2021, "Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media," CEPR Discussion Papers, Centre for Economic Policy Research, number 15682, Jan.
• Massa, Massimo & Cheng, Si & Zhang, Hong, 2021, "Financial Globalization vs. Income Inequality: The Surprising Role of Delegated Portfolio Flows in Taming the Top 1%," CEPR Discussion Papers, Centre for Economic Policy Research, number 15745, Feb.
• Massa, Massimo & Cheng, Si & Zhang, Hong, 2021, "Tax Evasion and Market Efficiency: Evidence from the FATCA and Offshore Mutual Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 15747, Feb.
• Franzoni, Francesco & Ben-David, Itzhak & Kim, Byungwook & Moussawi, Rabih, 2021, "Competition for Attention in the ETF Space," CEPR Discussion Papers, Centre for Economic Policy Research, number 15762, Feb.
• Fischer, Andreas & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia, 2021, "Portfolio rebalancing in times of stress," CEPR Discussion Papers, Centre for Economic Policy Research, number 15777, Feb.
• Laeven, Luc & Baron, Matthew & Penasse, Julien & Usenko, Yevhenii, 2021, "Investing in Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 15858, Feb.
• Engel, Charles & Kazakova, Ekaterina & Wang, Mengqi & Xiang, Nan, 2021, "A Reconsideration of the Failure of Uncovered Interest Parity for the U.S. Dollar," CEPR Discussion Papers, Centre for Economic Policy Research, number 15872, Mar.
• Engel, Charles & Wu, Steve Pak Yeung, 2021, "Forecasting the U.S. Dollar in the 21st Century," CEPR Discussion Papers, Centre for Economic Policy Research, number 15915, Mar.
• Mitchener, Kris & Trebesch, Christoph, 2021, "Sovereign Debt in the 21st Century: Looking Backward, Looking Forward," CEPR Discussion Papers, Centre for Economic Policy Research, number 15935, Mar.
• Anagnostopoulos, Alexios & Atesagaoglu, Orhan Erem & Faraglia, Elisa & Giannitsarou, Chryssi, 2022, "Cross-Country Stock Market Comovement: A Macro Perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 16021, May.
• Sarno, Lucio & Della Corte, Pasquale & Schmeling, Maik & Wagner, Christian, 2021, "Exchange Rates and Sovereign Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 16058, Apr.
• Sarno, Lucio & Cespa, Giovanni & Gargano, Antonio & Riddiough, Steven, 2021, "Foreign Exchange Volume," CEPR Discussion Papers, Centre for Economic Policy Research, number 16128, May.
• Dasgupta, Sudipto & Chang, Yuk Ying, 2021, "Capital Inflows and Property Prices: Ethnicity, Education, and Spillovers," CEPR Discussion Papers, Centre for Economic Policy Research, number 16146, May.
• Bahaj, Saleem & Malherbe, Frédéric, 2021, "The Cross-border Effects of Bank Capital Regulation," CEPR Discussion Papers, Centre for Economic Policy Research, number 16148, May.
• Müller, Gernot & Kohler, Wilhelm & Wellmann, Susanne, 2021, "Risk Sharing in Currency Unions: The Migration Channel," CEPR Discussion Papers, Centre for Economic Policy Research, number 16178, May.
• Friedrich, Christian & Guerin, Pierre & Leiva-León, Danilo, 2021, "Monetary Policy Independence and the Strength of the Global Financial Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 16203, May.
• Rey, Hélène & Jamilov, Rustam & Tahoun, Ahmed, 2021, "The Anatomy of Cyber Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 16217, Jun.
• Bruno, Valentina & Shin, Hyun Song, 2021, "Dollar and Exports," CEPR Discussion Papers, Centre for Economic Policy Research, number 16311, Jun.
• Kosowski, Robert & Della Corte, Pasquale & Rapanos, Nikolaos, 2021, "Best Short," CEPR Discussion Papers, Centre for Economic Policy Research, number 16319, Jul.
• Mele, Antonio, 2021, "A Theory of Debt Accumulation and Deficit Cycles," CEPR Discussion Papers, Centre for Economic Policy Research, number 16329, Jul.
• Bekaert, Geert & Ermolov, Andrey, 2021, "International Yield Co-movements," CEPR Discussion Papers, Centre for Economic Policy Research, number 16365, Jul.
• Panizza, Ugo & Oosterlinck, Kim & Weidemaier, Mark & Gulati, Mitu, 2021, "The Odious Haitian Independence Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 16413, Jul.
• Cesa-Bianchi, Ambrogio & Czech, Robert & Eguren Martin, Fernando, 2021, "Dash for Dollars," CEPR Discussion Papers, Centre for Economic Policy Research, number 16415, Aug.
• Corsetti, Giancarlo & Lipinska, Anna & Lombardo, Giovanni, 2021, "Sharing Asymmetric Tail Risk: Smoothing, Asset Pricing and Terms of Trade," CEPR Discussion Papers, Centre for Economic Policy Research, number 16443, Aug.
• Accominotti, Olivier & Albers, Thilo & Oosterlinck, Kim, 2021, "Selective Default Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 16474, Aug.
• Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022, "A Tale of Two Global Monetary Policies," CEPR Discussion Papers, Centre for Economic Policy Research, number 16485, Feb.
• Acharya, Viral & , & Johnson, Timothy, 2021, "Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives," CEPR Discussion Papers, Centre for Economic Policy Research, number 16628, Oct.
• Dasgupta, Sudipto & Chang, Yuk Ying, 2021, "Escaping Air Pollution: Do Chinese Students and Immigrants Drive Property Prices and Economic Activity Abroad?," CEPR Discussion Papers, Centre for Economic Policy Research, number 16700, Nov.
• Laeven, Luc & Popov, Alexander, 2021, "Carbon Taxes and the Geography of Fossil Lending," CEPR Discussion Papers, Centre for Economic Policy Research, number 16745, Nov.
• Silvia Marchesi & Tania Masi & Pietro Bomprezzi, 2021, "Is to Forgive to Forget? Sovereign Risk in the Aftermath of a Default," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 475, Jul.
• Vincent Bodart & François Courtoy & Erica Perego, 2021, "World interest rates and macroeconomic adjustments in developing commodity producing countries," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2021002, Jan.
• Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2021, "Interdependencies between Mining Costs, Mining Rewards and Blockchain Security," Annals of Economics and Finance, Society for AEF, volume 22, issue 1, pages 25-62, May.
• De Rosa, Clemente & Luciano, Elisa & Regis, Luca, 2021, "Geographical Diversification And Longevity Risk Mitigation In Annuity Portfolios," ASTIN Bulletin, Cambridge University Press, volume 51, issue 2, pages 375-410, May.
• Florian Horky & Mihai Mutascu & Jarko Fidrmuc, 2021, "Pandemic Versus Financial Shocks: Comparison of Two Episodes on the Bitcoin Market," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 67, issue 2, pages 113-141, DOI: 10.3790/aeq.67.2.113.
• Ritesh Patel, 2021, "Do Portfolio Diversification Benefits Exist? A Study of Selected Developed and Emerging Markets," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 67, issue 2, pages 177-198, DOI: 10.3790/aeq.67.2.177.
• Tanja Artiga Gonzalez & Teodor Dyakov & Justus Inhoffen & Evert Wipplinger, 2021, "Crowding of International Mutual Funds," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1937.
• Capucine Nobletz, 2021, "Green Energy Indexes & Financial Markets: An In-Depth Look," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-13.
• Capucine Nobletz, 2021, "Return spillovers between green energy indexes and financial markets: a first sectoral approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-24.
• Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2021, "Unintended Consequences of the Global Derivatives Market Reform," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-36.
• Cécile Couharde & Hamza Bennani & Yoan Wallois, 2021, "Do IMF Reports Affect Market Expectations ? A Sentiment Analysis Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-6.
• Langlois, Hugues, 2021, "What Matters in a Characteristic?," HEC Research Papers Series, HEC Paris, number 1439, May, DOI: 10.2139/ssrn.3848587.
• Hung, Mingyi & Kraft, Pepa & Wang, Shiheng & Yu, Gwen, 2021, "Market Power and Credit Rating Standards: Global Evidence," HEC Research Papers Series, HEC Paris, number 1447, Dec.
• Gräb, Johannes & Kellers, Moritz & Le Mezo, Helena, 2021, "Rotation towards normality – the impact of COVID-19 vaccine-related news on global financial markets," Economic Bulletin Boxes, European Central Bank, volume 1.
• Coste, Charles-Enguerrand & Tcheng, Céline & Vansieleghem, Ingmar, 2021, "One size fits some: analysing profitability, capital and liquidity constraints of custodian banks through the lens of the SREP methodology," Occasional Paper Series, European Central Bank, number 256, Jan.
• 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.
• Byun, Jinho & Kim, Kihun & Liao, Rose C. & Pan, Carrie, 2021, "The Impact of Investor Sentiment on Catering Incentives around the World," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101285.
• Assaf, Ata & Kristoufek, Ladislav & Demir, Ender & Kumar Mitra, Subrata, 2021, "Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101312.
• Chiang, Shu-hen & Liu, Wen-Chien & Suardi, Sandy & Zhao, Jing, 2021, "United we stand divided we fall: The time-varying factors driving European Union stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101316.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2021, "Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101315.
• Keefe, Helena Glebocki, 2021, "The transmission of global monetary and credit shocks on exchange market pressure in emerging markets and developing economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101320.
• Cakici, Nusret & Zaremba, Adam, 2021, "Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101333.
• Papavassiliou, Vassilios G. & Kinateder, Harald, 2021, "Information shares and market quality before and during the European sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101334.
• Hearn, Bruce & Li, Jing & Mykhayliv, Dariya & Waqas, Muhammad, 2021, "Asset pricing in the Middle East’s equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101337.
• Bekaert, Geert & De Santis, Roberto A., 2021, "Risk and return in international corporate bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101338.
• Belke, Ansgar & Gros, Daniel, 2021, "QE in the euro area: Has the PSPP benefited peripheral bonds?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101350.
• Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021, "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101353.
• J. Alsubaiei, Bader & Calice, Giovanni & Vivian, Andrew, 2021, "Sovereign CDS and mutual funds: Global evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101354.
• Mohsni, Sana & Otchere, Isaac & Shahriar, Saquib, 2021, "Board gender diversity, firm performance and risk-taking in developing countries: The moderating effect of culture," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101360.
• Huang, Yu-Li & Shen, Chung-Hua, 2021, "From revenue to safety: Rating agencies have changed their concerns after the crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101363.
• Loureiro, Gilberto & Silva, Sónia, 2021, "The impact of securities regulation on the information environment around stock-financed acquisitions," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101374.
• Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2021, "Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101377.
• Huang, Wei & Goodell, John W. & Goyal, Abhinav, 2021, "In times of crisis does ownership matter? Liquidity extraction through dividends during the 2007–2009 financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101380.
• Karanasos, M. & Yfanti, S., 2021, "On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101292.
• Abudy, Menachem (Meni) & Mugerman, Yevgeny & Wiener, Zvi, 2021, "Stock markets and female participation in the labor force," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101297.
• Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2021, "Cyber-attacks, spillovers and contagion in the cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101298.
• Hamill, Philip A. & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A. & Waterworth, James, 2021, "Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101300.
• Aziz, Saqib & Ashraf, Dawood & El-Khatib, Rwan, 2021, "Societal trust and Sukuk activity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101384.
• Dimic, Nebojsa & Piljak, Vanja & Swinkels, Laurens & Vulanovic, Milos, 2021, "The structure and degree of dependence in government bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101385.
• Ferriani, Fabrizio, 2021, "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101391.
• Byrne, Joseph P. & Sakemoto, Ryuta, 2021, "The conditional volatility premium on currency portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101415.
• Sakurai, Yuji, 2021, "How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101351.
• Hou, Xiaohui & Yang, Rui, 2021, "Policy signaling and stock price synchronicity: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101355.
• Alexakis, Christos & Kenourgios, Dimitris & Pappas, Vasileios & Petropoulou, Athina, 2021, "From dotcom to Covid-19: A convergence analysis of Islamic investments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101423.
• Ibikunle, Gbenga & Li, Youwei & Mare, Davide & Sun, Yuxin, 2021, "Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101435.
• Fiedor, Paweł & Killeen, Neill, 2021, "Securitisation special purpose entities, bank sponsors and derivatives," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101452.
• Reiter, Nayana, 2021, "Investor communication and the benefits of cross-listing," Journal of Accounting and Economics, Elsevier, volume 71, issue 1, DOI: 10.1016/j.jacceco.2020.101356.
• Dong, Yashu & Young, Danqing, 2021, "Foreign macroeconomic and industry-related information transfers around earnings announcements: Evidence from U.S.-listed non-U.S. firms," Journal of Accounting and Economics, Elsevier, volume 71, issue 2, DOI: 10.1016/j.jacceco.2021.101400.
• Jain, Pawan & Upadhyay, Arun, 2021, "Are REITs more resilient than non-REITs? Evidence from natural experiments," Japan and the World Economy, Elsevier, volume 58, issue C, DOI: 10.1016/j.japwor.2021.101069.
• Shimada, Junji & Tsukuda, Yoshihiko & Miyakoshi, Tatsuyoshi, 2021, "Who is the center of local currency Asian government bond markets?," Japan and the World Economy, Elsevier, volume 59, issue C, DOI: 10.1016/j.japwor.2021.101075.
• Abraham, Facundo & Cortina, Juan J. & Schmukler, Sergio L., 2021, "The rise of domestic capital markets for corporate financing: Lessons from East Asia," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105987.
• Indriawan, Ivan & Jiao, Feng & Tse, Yiuman, 2021, "The FOMC announcement returns on long-term US and German bond futures," Journal of Banking & Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jbankfin.2020.106027.
• Ahamed, M. Mostak & Ho, Shirley J. & Mallick, Sushanta K. & Matousek, Roman, 2021, "Inclusive banking, financial regulation and bank performance: Cross-country evidence," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2021.106055.
• Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2021, "Return signal momentum," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2021.106063.
• Liu, Clark & Wang, Shujing & Wei, K.C. John, 2021, "Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106102.
• He, Wen & Hu, Maggie Rong & Mi, Lin & Yu, Jin, 2021, "How stable are corporate capital structures? International evidence," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106103.
• Cakici, Nusret & Zaremba, Adam, 2021, "Liquidity and the cross-section of international stock returns," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106123.
• Chen, Yu-Lun & Xu, Ke, 2021, "The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106124.
• Bianchi, Robert J. & Fan, John Hua & Zhang, Tingxi, 2021, "Investable commodity premia in China," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106127.
• Hu, Jiafei & Yuan, Haishan, 2021, "Interest arbitrage under capital controls: Evidence from reported entrepôt trades," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106129.
• Atanasov, Victoria, 2021, "Unemployment and aggregate stock returns," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106159.
• Landis, Conrad & Skouras, Spyros, 2021, "Guidelines for asset pricing research using international equity data from Thomson Reuters Datastream," Journal of Banking & Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jbankfin.2021.106128.
• Chaboud, Alain & Hjalmarsson, Erik & Zikes, Filip, 2021, "The evolution of price discovery in an electronic market," Journal of Banking & Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jbankfin.2021.106171.
• Shao, Ran & Wang, Na, 2021, "Trust and local bias of individual investors," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106273.
• Füss, Roland & Ruf, Daniel, 2021, "Bank systemic risk exposure and office market interconnectedness," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106311.
• Chung, Chune Young & Sul, Hong Kee & Wang, Kainan, 2021, "A tale of two forms of proximity: Geography and market," Journal of Business Research, Elsevier, volume 122, issue C, pages 14-23, DOI: 10.1016/j.jbusres.2020.08.060.
• González, Maximiliano & Guzmán, Alexander & Téllez, Diego Fernando & Trujillo, María Andrea, 2021, "What you say and how you say it: Information disclosure in Latin American firms," Journal of Business Research, Elsevier, volume 127, issue C, pages 427-443, DOI: 10.1016/j.jbusres.2019.05.014.
• Oh, Seungjoon & Ding, Keli & Park, Heungju, 2021, "Cross-listing, foreign independent directors and firm value," Journal of Business Research, Elsevier, volume 136, issue C, pages 695-708, DOI: 10.1016/j.jbusres.2021.06.059.
• Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2021, "On the duration of sovereign ratings cycle phases," Journal of Economic Behavior & Organization, Elsevier, volume 182, issue C, pages 512-526, DOI: 10.1016/j.jebo.2019.01.016.
• ter Ellen, Saskia & Hommes, Cars H. & Zwinkels, Remco C.J., 2021, "Comparing behavioural heterogeneity across asset classes," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 747-769, DOI: 10.1016/j.jebo.2019.12.013.
• Andrikopoulos, Panagiotis & Gebka, Bartosz & Kallinterakis, Vasileios, 2021, "Regulatory mood-congruence and herding: Evidence from cannabis stocks," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 842-864, DOI: 10.1016/j.jebo.2020.10.019.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2021, "Long-run equilibrium in international assets and goods markets: Why is the law of one price required?," Journal of Economic Behavior & Organization, Elsevier, volume 190, issue C, pages 891-904, DOI: 10.1016/j.jebo.2021.08.023.
• Wang, Wenzhao & Duxbury, Darren, 2021, "Institutional investor sentiment and the mean-variance relationship: Global evidence," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 415-441, DOI: 10.1016/j.jebo.2021.08.029.
• Schmitt, Noemi & Westerhoff, Frank, 2021, "Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets," Journal of Economic Behavior & Organization, Elsevier, volume 192, issue C, pages 117-136, DOI: 10.1016/j.jebo.2021.10.006.
• Harjoto, Maretno Agus & Rossi, Fabrizio & Lee, Robert & Sergi, Bruno S., 2021, "How do equity markets react to COVID-19? Evidence from emerging and developed countries," Journal of Economics and Business, Elsevier, volume 115, issue C, DOI: 10.1016/j.jeconbus.2020.105966.
• Zhang, Si Ying, 2021, "Using equity market reactions and network analysis to infer global supply chain interdependencies in the context of COVID-19," Journal of Economics and Business, Elsevier, volume 115, issue C, DOI: 10.1016/j.jeconbus.2020.105974.
• Ahundjanov, Behzod B. & Akhundjanov, Sherzod B. & Okhunjanov, Botir B., 2021, "Risk perception and oil and gasoline markets under COVID-19," Journal of Economics and Business, Elsevier, volume 115, issue C, DOI: 10.1016/j.jeconbus.2020.105979.
• Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2021, "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 209-233, DOI: 10.1016/j.jfineco.2020.07.010.
• Bartram, Söhnke M. & Grinblatt, Mark, 2021, "Global market inefficiencies," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 234-259, DOI: 10.1016/j.jfineco.2020.07.011.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2021, "The real value of China’s stock market," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 679-696, DOI: 10.1016/j.jfineco.2020.08.012.
• Barro, Robert J. & Liao, Gordon Y., 2021, "Rare disaster probability and options pricing," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 750-769, DOI: 10.1016/j.jfineco.2020.10.001.
• Faccio, Mara & Morck, Randall & Deniz Yavuz, M., 2021, "Business groups and the incorporation of firm-specific shocks into stock prices," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 852-871, DOI: 10.1016/j.jfineco.2020.09.005.
• Corte, Pasquale Della & Kozhan, Roman & Neuberger, Anthony, 2021, "The cross-section of currency volatility premia," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 950-970, DOI: 10.1016/j.jfineco.2020.08.010.
• Moshirian, Fariborz & Tian, Xuan & Zhang, Bohui & Zhang, Wenrui, 2021, "Stock market liberalization and innovation," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 985-1014, DOI: 10.1016/j.jfineco.2020.08.018.
• Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro, 2021, "Inspecting the mechanism of quantitative easing in the euro area," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 1-20, DOI: 10.1016/j.jfineco.2020.11.006.
• Ahnert, Toni & Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2021, "Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 145-174, DOI: 10.1016/j.jfineco.2020.10.005.
• Ranaldo, Angelo & Somogyi, Fabricius, 2021, "Asymmetric information risk in FX markets," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 391-411, DOI: 10.1016/j.jfineco.2020.12.007.
• Bae, Kee-Hong & Bailey, Warren & Kang, Jisok, 2021, "Why is stock market concentration bad for the economy?," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 436-459, DOI: 10.1016/j.jfineco.2021.01.002.
• Doerr, Sebastian & Schaz, Philipp, 2021, "Geographic diversification and bank lending during crises," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 768-788, DOI: 10.1016/j.jfineco.2021.02.004.
• Fang, Xiang & Liu, Yang, 2021, "Volatility, intermediaries, and exchange rates," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 217-233, DOI: 10.1016/j.jfineco.2020.05.010.
• Berg, Tobias & Saunders, Anthony & Schäfer, Larissa & Steffen, Sascha, 2021, "Brexit and the contraction of syndicated lending," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 66-82, DOI: 10.1016/j.jfineco.2021.03.009.
• Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier, 2021, "Factors and risk premia in individual international stock returns," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 669-692, DOI: 10.1016/j.jfineco.2021.04.007.
• Hasbrouck, Joel & Levich, Richard M., 2021, "Network structure and pricing in the FX market," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 705-729, DOI: 10.1016/j.jfineco.2021.04.013.
• Fullwood, Jonathan & James, Jessica & Marsh, Ian W., 2021, "Volatility and the cross-section of returns on FX options," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 1262-1284, DOI: 10.1016/j.jfineco.2021.04.030.
• Maurer, Thomas & Tran, Ngoc-Khanh, 2021, "Entangled risks in incomplete FX markets," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 146-165, DOI: 10.1016/j.jfineco.2021.05.051.
• Rösch, Dominik, 2021, "The impact of arbitrage on market liquidity," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 195-213, DOI: 10.1016/j.jfineco.2021.04.034.
• Baltussen, Guido & Da, Zhi & Lammers, Sten & Martens, Martin, 2021, "Hedging demand and market intraday momentum," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 377-403, DOI: 10.1016/j.jfineco.2021.04.029.
• Azar, José & Duro, Miguel & Kadach, Igor & Ormazabal, Gaizka, 2021, "The Big Three and corporate carbon emissions around the world," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 674-696, DOI: 10.1016/j.jfineco.2021.05.007.
• Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim, 2021, "Global factor premiums," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1128-1154, DOI: 10.1016/j.jfineco.2021.06.030.
• 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.