Research classified by Journal of Economic Literature (JEL) codes

2026

• Dimitris Anastasiou & Antonis Ballis & Christos Kallandranis & Ioannis Vlassas, 2026, "Positive COVID-19 related sentiment, economic uncertainty & risk management implications," Journal of Banking Regulation, Palgrave Macmillan, volume 27, issue 1, pages 1-13, March, DOI: 10.1057/s41261-025-00303-z.
• Jian Liu & Chaoqiang Chen & Lei Sun & Hua-Tang Yin & Chun-Ping Chang, 2026, "Risk contagion in global REITs markets based on volatility spillover networks," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-35, May, DOI: 10.1057/s41283-026-00193-z.
• Xiaohang Ren & Wanping Yang & Wenting Jiang & Yi Jin, 2026, "Extreme volatility of crude oil futures in the wake of a black swan event," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-19, May, DOI: 10.1057/s41283-026-00198-8.
• Tin H. Ho, 2026, "Do sustainable transitions help banks enhance resilience against unexpected shocks? Evidence from ASEAN banks," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-27, May, DOI: 10.1057/s41283-026-00201-2.
• Carlos Rincon & Olga Alekseeva & Darko Vukovic & Varvara Nazarova, 2026, "Effects of the ECB’s monetary policy on sovereign bonds pricing," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-38, May, DOI: 10.1057/s41283-026-00205-y.
• Si-Yao Wei & Kun-Liang Jiang & Wei-Xing Zhou, 2026, "Uncertainty and financial market resilience: evidence from China," Risk Management, Palgrave Macmillan, volume 28, issue 3, pages 1-26, September, DOI: 10.1057/s41283-026-00223-w.
• Mue, Kelvin, 2026, "The African Premium in Fixed Income Markets: An Empirical Analysis of Sovereign Bond Spreads and Money Market Dynamics," MPRA Paper, University Library of Munich, Germany, number 128017, Feb.
• Uquillas, Carlos Alfredo, 2026, "Reformas Económicas y Políticas Expansivas en Mercados Emergentes: Un Análisis del Tráfico Bidireccional
  [Economic Reforms and Expansionary Policies in Emerging Markets: An Analysis of Bidirectional Traffic]," MPRA Paper, University Library of Munich, Germany, number 128513, Mar.
• Uquillas, Carlos Alfredo, 2026, "La Deuda Externa del Ecuador: Evaluación de la Sostenibilidad y el Riesgo de Default en un Contexto Global de Deuda Creciente
  [Ecuador's External Debt: Assessing Sustainability and Default Risk in a Growing Global Debt Context]," MPRA Paper, University Library of Munich, Germany, number 128515, Oct.
• Ji, Zihao & Wang, Guan & Hu, Chenxi & Zhang, Hongru, 2026, "Non-linear Spillover of External EPU on Macau Gaming Stock Volatility: Micro-foundations using TVP-VAR and ML Attribution," MPRA Paper, University Library of Munich, Germany, number 128532, Jan.
• Rogers, Mike, 2026, "Multi-Regime Observations Across Fifteen Digital Asset Windows," MPRA Paper, University Library of Munich, Germany, number 129071, May.
• Djouad, Djellal, 2026, "The China AI Disruption Thesis : Why the Sell-Side Is Six Months Late," MPRA Paper, University Library of Munich, Germany, number 129363, Jun.
• Djouad, Djellal, 2026, "FX Traders vs Brokers : Vanilla and Exotic Options, Forwards, and Other OTC Structures: What Retail Traders Never See," MPRA Paper, University Library of Munich, Germany, number 129364, Jun.
• Djouad, Djellal, 2026, "Beyond Gamma Exposure : Four-Lens Framework for Options Trader Who See What GEX Misses," MPRA Paper, University Library of Munich, Germany, number 129365, Jun.
• Suresh, Karthik Ramakrishna, 2026, "The G-Spread: A Business-Economics-Based Measure of Permanent Capital Loss Risk," MPRA Paper, University Library of Munich, Germany, number 129370, Jun, revised 02 Jun 2026.
• Cachaga Herrera, Pablo, 2026, "El mercado cambiario boliviano y la formación del Tipo de Cambio Oficial
  [Bolivia's Foreign Exchange Market and the Formation of the Official Exchange Rate]," MPRA Paper, University Library of Munich, Germany, number 130180, Jul.
• Zekai Şenol & Bahri Fatih Tekin, 2026, "The Connectedness between Bitcoin, Stock Market, Gold, Oil, Bond and Exchange Rate: Evidence from Quantile VAR Approach and Portfolio Strategies," Central European Business Review, Prague University of Economics and Business, volume 2026, issue 1, pages 29-60, DOI: 10.18267/j.cebr.405.
• Marco I. Bonelli, 2026, "Equity Risk Premium in Hungary's Emerging Market: Evaluating Country Risk and Financial Dynamics," Central European Business Review, Prague University of Economics and Business, volume 2026, issue 2, pages 49-68, DOI: 10.18267/j.cebr.413.
• Jitka Veselá & Alžběta Zíková, 2026, "The Correlation between World Stock Markets over the Past Three Decades and its Impact on Portfolio Risk
  [Vzájemná korelace mezi světovými akciovými trhy v uplynulých třech dekádách a její dopad na diverzifikaci rizika v portfoliu]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2026, issue 1, pages 21-44, DOI: 10.18267/j.cfuc.627.
• Piotr Mielus, 2026, "Volatility Modelling - What Drives Cee Currency Option Prices?," Prague Economic Papers, Prague University of Economics and Business, volume 2026, issue 1, pages 1-27, DOI: 10.18267/j.pep.906.
• Dudley Cooke & Tatiana Damjanovic, 2026, "Optimal Macroprudential Policy and Bank Capital in Open Economies," Working Papers, Banco de Portugal, Economics and Research Department, number w202601.
• Júlio Lobão & Ana C. Costa, 2026, "Calendar Anomalies and the Adaptive Market Hypothesis: New Evidence from a Historical Financial Dataset," American Business Review, Pompea College of Business, University of New Haven, volume 29, issue 1, pages 287-308, May, DOI: 10.37625/abr.29.1.287-308.
• Souhir Amri Amamou & Balkissa Hassane Ali, 2026, "The Relationship Between Spot and Future Cryptocurrencies: A VECM Approach," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 33, issue 1, January.
• Guido De Marco and Alan Freeman (ed.), 2026, "Money, Value And Marx'S Circuit Of Capital," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, number volm41a, ISBN: ARRAY(0x73ef82e0).
• Lai Hoang & Duc Hong Vo, 2026, "Multi-market trading and overnight price discovery: Evidence from American Depository Receipts," Australian Journal of Management, Australian School of Business, volume 51, issue 1, pages 3-21, February, DOI: 10.1177/03128962241286085.
• Zhe Zhai & Lin Chen & Longfeng Zhao & Yajie Yang & Ramiz ur Rehman, 2026, "Climate Risk and Systemic Risk: Insights from Extreme Risk Spillover Networks," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 25, issue 1, pages 29-57, March, DOI: 10.1177/09726527251366484.
• Le Thi Minh Huong & Younis Ahmed Ghulam & Tran Thi Yen Vinh, 2026, "Oil Prices and Equity Market Volatility in the Asia-Pacific Region: A Multivariate GARCH and Wavelet Coherence Approach," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 20, issue 1, pages 64-96, May, DOI: 10.1177/00252921261430428.
• Aadil Ummar Zaman & Mohammad Shahid Zaman, 2026, "Analysing the Total Factor Productivity Change Among Urban Cooperative Banks in India: The Malmquist Productivity Approach," Studies in Microeconomics, , volume 14, issue 2, pages 151-167, August, DOI: 10.1177/23210222241227013.
• Ooi Kok Loang, 2026, "Framing the Market: How Brand Visibility and Sentiment Shape Stock Reactions in the US, China, and India?," SAGE Open, , volume 16, issue 1, pages 21582440251, January, DOI: 10.1177/21582440251409444.
• Fei Qiu & Hao Li & Xiaojie Li, 2026, "The Anatomy of Fear and Greed: Asymmetric Risk Spillovers in China’s Financial System," SAGE Open, , volume 16, issue 2, pages 21582440261, June, DOI: 10.1177/21582440261430061.
• Ferrari Minesso, Massimo & Siena, Daniele, 2026, "Private money and public debt. U.S. Stablecoins and the global safe asset channel," Working Paper Series, European Central Bank, number 3174, Jan.
• Fornari, Fabio & Pianeselli, Daniele & Zaghini, Andrea, 2026, "Environmental score and bond pricing: it better be good, it better be green," Working Paper Series, European Central Bank, number 3176, Jan.
• Anyfantaki, Sofia & Migiakis, Petros & Petroulakis, Filippos & Giannakidis, Haris & Malliaropulos, Dimitris, 2026, "Bond funds’ risk taking and monetary policy," Working Paper Series, European Central Bank, number 3196, Feb.
• Metzler, Julian & Danisewicz, Piotr & Dieler, Tobias & Mancini, Loriano & Mazzari, Francesco, 2026, "Central clearing and the pricing of specialness in repo markets," Working Paper Series, European Central Bank, number 3214, Apr.
• Chahal, Rishman Jot Kaur & Bidasaria, Hemant & Khan, Hera Asif & Ahmad, Wasim, 2026, "Do global bond market sentiments transmit to green bonds? Evidence from a quantile connectedness framework," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101151.
• Ngo, Thanh & Grossmann, Axel, 2026, "Financial inclusion and stock price synchronicity: A cross-country study," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101156.
• Huynh, Nhan, 2026, "Tuning into the news: Sentiment-driven high-frequency movements in cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101183.
• Todea, Alexandru & Todea, Anita Mihaela, 2026, "Host religiosity, religious proximity, and cross-border portfolio allocation," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101192.
• Sun, Yike & Wu, Yimin & Kitamura, Yoshihiro & Fan, Zuojun, 2026, "Transparency matters: Public vs. non-public use of the counter-cyclical factor and renminbi exchange rate volatility," China Economic Review, Elsevier, volume 97, issue C, DOI: 10.1016/j.chieco.2026.102688.
• Cai, Yifei & Yang, Jialin & Fu, Xiaowen & Zhang, Yahua, 2026, "The relative contribution of political shocks to total spillovers in semiconductor industry," China Economic Review, Elsevier, volume 98, issue C, DOI: 10.1016/j.chieco.2026.102703.
• Waris, Muhammad & Younis, Ijaz & Naveed, Rana Tahir & Shahid, Muhammad Sadiq & Abbas, Muhammad, 2026, "Dynamic co-movement of stock market and risk management by hedging strategies in diverse portfolios: A wavelet-multivariate GARCH," Chaos, Solitons & Fractals, Elsevier, volume 202, issue P2, DOI: 10.1016/j.chaos.2025.117512.
• Chan, Keith Jin Deng & Wan, Wilson Tsz Shing, 2026, "The double-edged sword of corporate net zero commitment on the carbon risk premium," Journal of Corporate Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.jcorpfin.2025.102920.
• Benlialper, Ahmet, 2026, "Global corporate bond markets and local monetary policy transmission," Journal of Corporate Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jcorpfin.2026.102987.
• Conlon, Thomas & Cotter, John & Ropotos, Ioannis, 2026, "Drivers of firm-level tail dependence: A machine learning approach," Journal of Economic Dynamics and Control, Elsevier, volume 182, issue C, DOI: 10.1016/j.jedc.2025.105207.
• Goosen, Kasper & de Vette, Nander & Willem van den End, Jan, 2026, "The impact of uncertainty on economic tail risk: bank capital as mitigating factor," Economic Analysis and Policy, Elsevier, volume 91, issue C, pages 1469-1485, DOI: 10.1016/j.eap.2026.05.001.
• Boccaletti, Simone & Maranzano, Paolo & Morelli, Caterina & Ossola, Elisa, 2026, "ESG performance and stock market responses to geopolitical turmoil: evidence from the Russia-Ukraine war," Economic Modelling, Elsevier, volume 154, issue C, DOI: 10.1016/j.econmod.2025.107380.
• Lv, Qian & Tang, Yicheng & Ge, Lulan & Ni, Daohan, 2026, "Cross-border M&As, international knowledge flows and global value chain upgrading: Evidence from belt & road countries," Economic Modelling, Elsevier, volume 157, issue C, DOI: 10.1016/j.econmod.2026.107492.
• Ma, Zhenyu & Mei, Dongzhou & Zhu, Ruojia, 2026, "External risk shocks and China's macroeconomic Fluctuations: Which transmission channel matters?," Economic Modelling, Elsevier, volume 162, issue C, DOI: 10.1016/j.econmod.2026.107656.
• Huai, Jingliang & Cheung, Adrian (Wai Kong) & Wang, Bin, 2026, "On completing the connectedness analysis—A bootstrap-based DCC-GARCH approach," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102526.
• Jena, Sangram Keshari & Lahiani, Amine & Dash, Ashutosh & Ray, Sougata, 2026, "Stock market vulnerability to US monetary policy: Evidenced from quantile coherency analysis," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102536.
• Almeida, José & Gonçalves, Tiago Cruz, 2026, "Cryptocurrencies and economic sanctions," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102537.
• Nasir, Rana Muhammad & He, Feng & Asadi, Mehrad & Roubaud, David, 2026, "Spillover and return connectedness between uncertainties, digital assets, green bond, green and traditional energy markets: Evidence from quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102538.
• Będowska-Sójka, Barbara & Wójcik, Piotr & Pele, Daniel Traian, 2026, "Early warning systems for cryptocurrency markets: Predicting ‘zombie’ assets using machine learning," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102543.
• Yuan, Jiayuan & Zhu, Weineng & Huang, Zishan & Zhu, Huiming, 2026, "Time-frequency quantile effect of global uncertainty on stock markets: evidence from wavelet decomposition," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102554.
• Nishimura, Yusaku & Ji, Yang & Sun, Bianxia, 2026, "Geopolitical crises, financial markets, and intraday volatility spillovers," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102571.
• Aslam, Adnan & Brahmana, Rayenda Khresna, 2026, "Systemic spillovers in high-growth private market sectors: determinants and portfolio implications," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102579.
• Yildirim, Zekeriya & Erdal, Fuat, 2026, "Global interest rates, US dollar, and global risk," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2025.102575.
• De Gregorio, José & de la Horra, Luis P. & Jara, Mauricio, 2026, "Currency mismatches in emerging markets: Effects on corporate liquidity, investment dynamics and performance," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102597.
• Abou Tanos, Barbara & Jaafar, Azzam & Shahrour, Mohamad H., 2026, "Are green bonds the new quasi-havens? novel evidence from sentiment-driven volatility spillovers," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102606.
• Bernier, Katarzyna & Muzzioli, Silvia, 2026, "The role of attention, sentiment and uncertainty in the cryptocurrency market," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102627.
• Zięba, Damian, 2026, "Technological heterogeneity and the asymmetric volume–return relationship in the crypto-asset market," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102629.
• Shahzad, Khurram & Zhang, Yixiang & Imran, Zulfiqar Ali & Ahad, Muhammad, 2026, "Evaluating the safe haven potential of Chinese ESG stocks for international equity investors during the Russia-Ukraine conflict," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102640.
• Pham, Dung Thi Ngoc, 2026, "Investor sentiment and green finance indicators: exploring herding behavior in clean versus dirty cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102657.
• Umar, Muhammad & Luo, Hang, 2026, "The influence of geopolitical risk on CBDC adoption and uncertainty: wavelet coherence analysis," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102673.
• Nammouri, Hela & Braiek, Sana & Gheorghe, Catalin & Jeribi, Ahmed, 2026, "When does gold protect emerging markets? structural vs. cyclical uncertainty in a time–frequency analysis," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102676.
• Sun, Yike & Wu, Yimin, 2026, "Carry trades and risk factors heterogeneity: Three asymmetries," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112778.
• Xia, Fan Dora & Zhu, Xingyu Sonya, 2026, "Macroeconomic news and repricing of monetary policy expectations," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112779.
• Choi, Byoungho, 2026, "Central bank independence and stock price crash risk," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112775.
• Aksoy-Yurdagul, Dilan & Buchner, Axel & Zareei, Abalfazl, 2026, "The persistence of news sentiment: Implications for return predictability," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112803.
• Karoubi, Bruno & Seeballack, Parvesh, 2026, "When politics turn volatile: Equity market responses to the Trump–Zelensky confrontation," Economics Letters, Elsevier, volume 263, issue C, DOI: 10.1016/j.econlet.2026.112900.
• Gaies, Brahim, 2026, "AI uncertainty and global stock market volatility: Any signals of a Dot-com 2.0?," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112954.
• Omri, Imen & Almustafa, Hamza & Galariotis, Emilios & Ozcelebi, Oguzhan & Guesmi, Khaled, 2026, "Climate policy uncertainty and gas markets in transition," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112959.
• Huang, Zixuan, 2026, "Effects of US macroeconomic news on emerging market sovereign yields," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112987.
• Behn, Markus & Cappiello, Lorenzo & Reghezza, Alessio, 2026, "Capital headroom and bank cost of equity: Evidence from the Euro Area," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113004.
• Paltrinieri, Andrea & Perdichizzi, Salvatore & Piserà, Stefano, 2026, "Safe havens or war hedges? Asset behavior during the 2026 escalation of the Iran conflict," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113010.
• Zevallos, Mauricio & Rubesam, Alexandre, 2026, "Finite-sample properties of the Campbell and Thompson out-of-sample R2," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113011.
• Wahyono, Budi & Trinugroho, Irwan & Boungou, Whelsy & Williams, Jonathan, 2026, "Is peace priced in? Defense stock reactions to the Board of Peace," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113018.
• Degiannakis, Stavros & Filis, George & Siourounis, Grigorios, 2026, "Cryptokurtosis: Frequent trading fuels higher losses," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113027.
• Verdickt, Gertjan, 2026, "The economic cost of selection neglect in portfolio choice: evidence from Australian fine wine auctions," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113061.
• Nyberg, Henri & Savva, Christos S., 2026, "Risk-return trade-off in international stock returns: Skewness and business cycles," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 42-60, DOI: 10.1016/j.ecosta.2023.02.004.
• Park, Jin Suk & Newaz, Mohammad Khaleq, 2026, "EU stock market integration: Policy impact and drivers," Economic Systems, Elsevier, volume 50, issue 1, DOI: 10.1016/j.ecosys.2025.101338.
• Stolbov, Mikhail & Shchepeleva, Maria, 2026, "Russia gives less than she receives: Evidence from the cross-country causal network of financial stress," Economic Systems, Elsevier, volume 50, issue 2, DOI: 10.1016/j.ecosys.2025.101359.
• Wang, Yulin & Zhang, Xueying & Walker, Thomas & Liedtke, Gerrit, 2026, "Institutional ownership and bond pricing: Evidence from China," Emerging Markets Review, Elsevier, volume 70, issue C, DOI: 10.1016/j.ememar.2025.101396.
• Maung, Min, 2026, "Do state religions affect entrepreneurial financing? A cross-country analysis," Emerging Markets Review, Elsevier, volume 71, issue C, DOI: 10.1016/j.ememar.2025.101434.
• Boubakri, Narjess & Cotelioglu, Efe & Samet, Anis, 2026, "Government ownership and stock price crash risk in banks: International evidence," Emerging Markets Review, Elsevier, volume 72, issue C, DOI: 10.1016/j.ememar.2026.101439.
• Marmora, Paul, 2026, "Political polarization between foreign and local investment in emerging markets," Emerging Markets Review, Elsevier, volume 73, issue C, DOI: 10.1016/j.ememar.2026.101470.
• Zhou, Yi & Xia, Wenjing & Ye, Wuyi, 2026, "Measuring daily systemic risk with intraday data: Evidence from foreign exchange market," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101693.
• Liu, Qianqiu & Shou, Ming, 2026, "Trust and momentum: International evidence," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101710.
• Charteris, Ailie & Obojska, Lidia & Szczygielski, Jan Jakub & Brzeszczyński, Janusz, 2026, "Energy market connectedness: A tale of two crises," Energy Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.eneco.2025.108787.
• Vriz, Gian Luca & Grossi, Luigi, 2026, "Green bubbles: A four-stage paradigm for detection and propagation," Energy Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.eneco.2025.109095.
• Banerjee, Ameet Kumar & Boubaker, Sabri & Rahman, Molla Ramizur, 2026, "Growth dynamics and sustainability of BRICS economies under climate uncertainty," Energy Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.eneco.2026.109179.
• Hossain, Mohammad Razib & Doğan, Buhari & Tiwari, Aviral Kumar & Naeem, Muhammad Abubakr, 2026, "Do financial technology and clean bonds reshape risk spillovers in sectoral equity markets? A quantile-based assessment using the US case," Energy Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.eneco.2026.109222.
• Mammetti, Veronica & Zenios, Stavros A. & Morelli, Giacomo, 2026, "Are sovereign debts sustainable under energy transition?," Energy Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.eneco.2026.109230.
• Platania, Federico & Toscano Hernandez, Celina & El Ouadghiri, Imane & Peillex, Jonathan, 2026, "The price of going green: Multi-objective optimization in the energy equity space," Energy Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.eneco.2026.109302.
• Attílio, Luccas Assis, 2026, "Geopolitical tensions between the U.S. and China and renewable energy," Energy Policy, Elsevier, volume 208, issue C, DOI: 10.1016/j.enpol.2025.114893.
• Kalaitzoglou, Iordanis Angelos, 2026, "Lost in the crowd! Pricing carbon at the age of algorithms," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104761.
• Sun, Xuchu & Na, Jinling & Li, Tangrong, 2026, "Microstructure-based private information and institutional return predictability," International Review of Financial Analysis, Elsevier, volume 111, issue C, DOI: 10.1016/j.irfa.2026.105113.
• Orlova, Svetlana V. & Prevost, Andrew, 2026, "Environmental policy stringency and cash management: International evidence," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105151.
• Benkraiem, Ramzi & Kedidi, Islem & Mbarek, Marouene, 2026, "Interlinkages between cryptocurrency classes and the hydrogen economy: New diversification insights from a partial correlation-based connectedness approach," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105153.
• Han, Xinyun, 2026, "Market sentiment, risk spillover, and the heterogeneous performance of stablecoins: Evidence from cross-quantile analysis and network connectedness," International Review of Financial Analysis, Elsevier, volume 114, issue C, DOI: 10.1016/j.irfa.2026.105165.
• Alharbi, Samar S. & Ali, Shoaib & Ijaz, Shahzad & Grira, Joselin, 2026, "Green alchemy: Transforming market signals into sustainable portfolio investments," International Review of Financial Analysis, Elsevier, volume 115, issue C, DOI: 10.1016/j.irfa.2026.105183.
• Lai, Chun-Chuan & Tsai, Wei-Hsuan & Lin, Yueh-Neng & Lin, Anchor Y., 2026, "Trading on record-breaking monthly revenue announcements," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.109911.
• Heo, Ye Jin, 2026, "Global risk versus financial integration in portfolio bond flows," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.109951.
• Le, Anh Tuan & Nguyen, Harvey & Nguyen, Cuong & Hu, Baiding, 2026, "Is the grass always greener on the other side? Investor regret and equity returns in developed yet illiquid markets," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.110010.
• Hoang, Lai Trung & Phan, Trang Thu, 2026, "Time-of-day effects in the Bitcoin options market," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110008.
• Sun, Yike & Fan, Cunqi & Wu, Yimin, 2026, "Geopolitical shocks and currency co-movement: Country and risk regime heterogeneity," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110031.
• Frangiamore, Francesco & Saadaoui, Jamel, 2026, "Local and anglosphere-based geopolitical risk and sovereign stress in the Euro Area," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110078.
• Gao, Huasheng & Wang, Yuxi, 2026, "The spillover effect of U.S. stock market regulation on global entrepreneurship: Evidence from the Sarbanes-Oxley Act," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110051.
• Liu, Qi & Wang, Ziqi & Gao, Dongxi & Yan, Jingzhou, 2026, "Trade policy uncertainty, mining costs, and bitcoin prices," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110053.
• Switzer, Lorne N. & El Meslmani, Nabil & Bajaj, Aman, 2026, "From trade agreement to trade war: USMCA, tariff uncertainty, and stock market spillovers," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110139.
• Buchwalter, Bastien & Chibane, Messaoud & Giménez Roche, Gabriel A., 2026, "Is Bitcoin fragility systematically related to global uncertainty?," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110153.
• Rana, Hafiz Muhammad Usman & O'Connor, Fergal & Yerushalmi, Erez & Kim, Jae H., 2026, "Asynchronous market efficiency in gold and silver markets: A local currency lens," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110172.
• Bal, Hakan, 2026, "How should country risk enter the CAPM? Evidence from Sovereign CDS and international equity returns," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110177.
• Ooi, Kok-Hwa & Hooy, Chee-Wooi, 2026, "China's economic policy uncertainty and US variance risk premium: A flight-to-safety analysis," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110158.
• Shen, Yijuan & Li, Zecheng & Yuan, Yuan & Cai, Yifei, 2026, "Dependence in cryptocurrencies: A Partial correlation connectedness approach," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110195.
• Essanaani, Yassine & Abdelsalam, Omneya & Ahelegbey, Daniel Felix, 2026, "The impact of crisis on sustainable European companies: A network approach to industry-specific vulnerabilities," Finance Research Letters, Elsevier, volume 105, issue C, DOI: 10.1016/j.frl.2026.110157.
• Villena, Marcelo J. & Villena, Mauricio G., 2026, "Gold, Bitcoin, and equity market stress: Evidence from Double Machine Learning," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110194.
• Ding, Yue & Ma, Fanglin & Feng, Mengjun, 2026, "The impact of foreign investors on enterprise productivity," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110270.
• Biktimirov, Ernest N. & Afego, Pyemo N., 2026, "America first, markets last? Stock market effects of 2025 U.S. tariffs in middle-income countries," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.108942.
• Zhou, Fan & Guo, Wenjing, 2026, "Time-varying network structure and volatility prediction in the cryptocurrency market," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109028.
• Yang, Jerry T. & Lin, Meng-Ying & Chang, Jow-Ran, 2026, "Profit from analysts’ earnings forecasts consensus? Evidence from Taiwan stock market," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109164.
• Grobys, Klaus & Sandretto, Davide & Äijö, Janne, 2026, "On survivor cryptocurrency momentum," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109602.
• Youssef, Meriem & Gallas, Salma & Urom, Christian, 2026, "Cryptocurrency price dynamics during supply chain disruptions: A quantile-on-quantile connectedness approach," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109600.
• Chai, Haochen & Wang, Yunjing, 2026, "China–US relations and overseas capital allocation of chinese firms," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109621.
• Jahan, Fariha & Ryu, Doojin, 2026, "Geopolitical risk and external debt burden in low-income countries," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109646.
• Algarhi, Amr Saber & Hill, Archie & Oyebowale, Adeola Y., 2026, "Brexit and the reversal of financial influence: the UK’s shift from net volatility transmitter to receiver," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109675.
• Li, Wei & Hu, Xiaolu, 2026, "Perception versus fundamentals: How narrative tone shapes bond pricing," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109712.
• Sayed, Ayesha & Huang, Chun-Sung & Auret, Christo, 2026, "Causal and time-frequency spillovers from the Southern Oscillation index to grain futures: Evidence from CBOT Corn and Soybean futures and SAFEX Maize," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109715.
• Kim, Jeongsim, 2026, "Political uncertainty and stock prices: Evidence from South Korea’s martial law crisis," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109740.
• Li, Zhaodong & Wang, Xin & Wang, Xinyu & Zhou, Yang & Lu, Yanling, 2026, "Tail risk spillovers between Chinese USD-denominated bond market and Chinese stock market from a frequency-domain perspective," Finance Research Letters, Elsevier, volume 96, issue C, DOI: 10.1016/j.frl.2026.109739.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2026, "Sustainability uncertainty and cryptocurrency returns: Evidence from green and brown assets," Finance Research Letters, Elsevier, volume 96, issue C, DOI: 10.1016/j.frl.2026.109770.
• Zong, Jichuan & Xiong, Jingyu & Zhu, Xinxin, 2026, "Wealth effect versus portfolio rebalancing in driving cross-market contagion: A time–frequency quantile approach," Finance Research Letters, Elsevier, volume 96, issue C, DOI: 10.1016/j.frl.2026.109813.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2026, "Asymmetric effects on asymmetry: The resilience of ESG indices," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109737.
• Pastén-Henríquez, Boris & Tapia-Griñen, Pablo, 2026, "Asymmetric connectivity between climate risk and critical metals in Latin America," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109822.
• Alam, M. Jahangir & Sardar, Md. Rashedur Rahman & Schaffer, Matthew, 2026, "The convenience yield channel of monetary policy and international stock prices," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109826.
• V․K․, Anand Krishnan & Thomas, Sony & Kumar, S.S.S., 2026, "Trading on delay: Information frictions and cross-market arbitrage in index futures," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109842.
• Alvarez, F.Xavier & Sala, Hector, 2026, "Geopolitical risk and the volatility–activity trade-off: A thermodynamic analogy," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109858.
• Lu, Yunzhi & Fu, Hang & Cai, Jinghan & Zhou, Kaiguo, 2026, "AI advancement and financial market spillover," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109912.
• Aharon, David Y. & Ali, Shoaib & Naveed, Muhammad, 2026, "Quantile-dependent connectedness of ESG uncertainty in G7 countries," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109933.
• Ravi Anshuman, V. & Deuskar, Prachi & Subramanian, Krishnamurthy V. & Thirumalai, Ramabhadran S., 2026, "Intraday proprietary traders and short-term mispricing," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101028.
• Li, Delong & Lu, Lei & Qi, Zhen & Zhou, Guofu, 2026, "International corporate bond returns: Uncovering predictability using machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101008.
• Li, Zhiyong & Wang, Yining & Qiao, Fang & Yu, Mei, 2026, "Convertible bond return predictability with machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101010.
• Dai, Yuehao & Shi, Chao & Zhang, Ruixun, 2026, "Estimating market liquidity from daily data: Marrying microstructure models and machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101019.
• Anastasopoulos, Alexia & Gradojevic, Nikola & Liu, Fred & Maynard, Alex & Tsiakas, Ilias, 2026, "Order flow and cryptocurrency returns," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2026.101047.
• Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2026, "Social capital and stock price crash risk: cross-country evidence," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101499.
• Urom, Christian & Abid, Ilyes & Guesmi, Khaled & Saadi, Samir, 2026, "Contagion, interdependence and global crisis: Evidence from equity markets," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101508.
• Khiar, Mohamed Nasrallah & Kooli, Maher, 2026, "Corruption and IPO underpricing: A global perspective," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101261.
• Grossmann, Axel & Ngo, Thanh & Simpson, Marc W., 2026, "Stock price synchronicity and economic policy uncertainty: International evidence," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101265.
• Pyun, Sungjune & Sulaeman, Johan, 2026, "Cross-border trade competition and international stock return comovement," Journal of International Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jinteco.2025.104174.
• Bahaj, Saleem & Fuchs, Marie & Reis, Ricardo, 2026, "The global network of liquidity lines," Journal of International Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jinteco.2026.104255.
• Esparcia, Carlos & Jareño, Francisco & Escribano, Ana, 2026, "Considering the interaction between carbon allowances and cryptocurrencies across time and frequencies: Potential risk-return and environmental benefits," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100327.
• Mensi, Walid & El-Khoury, Rim & Alshater, Muneer & Kang, Sang Hoon, 2026, "Asymmetric spillovers between US sector stocks, Islamic stock index, conventional bond, green bond, and commodity markets," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100334.
• Guesmi, Mouna & Mensi, Walid & Boubaker, Adel & Al-Yahyaee, Khamis Hamed, 2026, "Frequency connectedness between green financial assets and GCC Islamic and conventional stock markets during bear and bull market modes," Innovation and Green Development, Elsevier, volume 5, issue 3, DOI: 10.1016/j.igd.2026.100353.

2025

• Molestina Vivar, Luis, 2025, "Mitigating fragility in open-ended investment funds: the role of redemption restrictions," Working Paper Series, European Central Bank, number 3025, Feb.
• Cappiello, Lorenzo & Ferrucci, Gianluigi & Maddaloni, Angela & Veggente, Veronica, 2025, "Creditworthy: do climate change risks matter for sovereign credit ratings?," Working Paper Series, European Central Bank, number 3042, Mar.
• De Haas, Ralph & Popov, Alexander & Mamonov, Mikhail & Shala, Iliriana, 2025, "Violent conflict and cross-border lending," Working Paper Series, European Central Bank, number 3073, Jul.
• Ferrari Minesso, Massimo & Van Robays, Ine & Cassinis, Maria Giulia, 2025, "Supply shocks and inflation: timely insights from financial markets," Working Paper Series, European Central Bank, number 3096, Aug.
• Castells-Jauregui, Madalen & Kuvshinov, Dmitry & Richter, Björn & Vanasco, Victoria, 2025, "Foreign demand for safety and macroeconomic instability," Working Paper Series, European Central Bank, number 3126, Sep.
• Alexiou, Georgios Angelis & Pereira, Sofia M. & Rodrigues-Gomes, Victor, 2025, "Repo collateral reuse and liquidity windfalls," Working Paper Series, European Central Bank, number 3147, Nov.
• Nenova, Tsvetelina, 2025, "Global or regional safe assets: evidence from bond substitution patterns," Working Paper Series, European Central Bank, number 3159, Dec.
• Baudino, Paolo Alberto & Grothe, Magdalena & Habib, Maurizio Michael & Manu, Ana-Simona & McQuade, Peter & Ricci, Martino & Siciliano, Emilio & Tomov, Toma & Tondo, Luca & Watfe, Gibran, 2025, "What safe haven after the April US tariff announcement? Implications for euro area financial stability," Financial Stability Review, European Central Bank, volume 2.
• Rongyu Wang & Tim Worrall, 2025, "A Repeated Model of the International Monetary System without Direct Default Costs," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 318, Feb.
• Leonidov, Andrey & Ponomarenko, Alexey & Radionov, Stanislav & Vasilyeva, Ekaterina, 2025, "A primer on a closed-loop system for international settlements in emerging market economies," Journal of Asian Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.asieco.2025.102077.
• Liu, Qingfu & Lu, Lei & Tse, Yiuman & Wang, Chuanjie, 2025, "Sovereign debt risk, government ESG, and bank stock performance," Journal of Asian Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.asieco.2025.102079.
• Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2025, "Examining psychological barriers in exchange rates across various regimes and FX intervention," Journal of Behavioral and Experimental Finance, Elsevier, volume 45, issue C, DOI: 10.1016/j.jbef.2025.101020.
• Mbarek, Marouene & Msolli, Badreddine, 2025, "Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101029.
• Ali, Shoaib & Cui, Jinxin, 2025, "Beyond averages: Quantile connectedness between G7 equity markets and derivative tokens," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101030.
• Hoang Vu, Ngan & Dang, Ha V. & Nguyen, Hung T. & Pham, Mia Hang, 2025, "Upholding integrity: The influence of executives’ backgrounds on corporate information environment," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101050.
• Popova, Ivilina & Liu, Yifan & Yi, Ha-Chin, 2025, "Anchoring on safe haven: Russia–Ukraine war effects on the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, volume 48, issue C, DOI: 10.1016/j.jbef.2025.101122.
• Yu, Mengxia & Xu, Ke & Zheng, Xinwei, 2025, "Reprint of: Mimicking crypto portfolios in sustainable investment," The British Accounting Review, Elsevier, volume 57, issue 1, DOI: 10.1016/j.bar.2025.101565.
• Kryzanowski, Lawrence & Li, Mingyang & Xu, Sheng & Zhang, Jie, 2025, "Share pledging and corporate misconduct," The British Accounting Review, Elsevier, volume 57, issue 3, DOI: 10.1016/j.bar.2024.101508.
• Zhou, Hang & Ding, Rong & Li, Yifan & Sun, Yuxin, 2025, "Disclosure of investor relationship activities and stock crash risk: Evidence from private in-house meetings," The British Accounting Review, Elsevier, volume 57, issue 4, DOI: 10.1016/j.bar.2024.101325.
• Shan, Yimin & Chen, Yang, 2025, "Valuing reform: How China's stock connect programs correct firm mispricing," China Economic Review, Elsevier, volume 94, issue PA, DOI: 10.1016/j.chieco.2025.102518.
• Liu, Tao & Wang, Xiaosong & Woo, Wing Thye, 2025, "Invoicing currency and settlement currency: An empirical study and implications for RMB internationalization," China Economic Review, Elsevier, volume 94, issue PC, DOI: 10.1016/j.chieco.2025.102595.
• Boermans, Martijn Adriaan & Galema, Rients, 2025, "Carbon home bias of European investors," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102748.
• Hearn, Bruce & Filatotchev, Igor & Goergen, Marc, 2025, "Dispersed ownership and asset pricing: An unpriced premium associated with free float," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102763.
• Alves, Rómulo & Krüger, Philipp & van Dijk, Mathijs, 2025, "Drawing up the bill: Are ESG ratings related to stock returns around the world?," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102768.
• Dong, Dayong & Jiang, Danling & Peng, Yuelin & Shen, Longmin & Zhu, Hongquan, 2025, "Intercity mentioning: Stock posts, city network, and firms," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102803.
• Duong, Huu Nhan & Kalev, Petko S. & Kalimipalli, Madhu & Trivedi, Saurabh, 2025, "Do firms benefit from carbon risk management? Evidence from the credit default swaps market," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102843.
• Janssen, Aljoscha & Thiel, Jurre, 2025, "Do search costs explain persistent investment in active mutual funds?," Journal of Economic Dynamics and Control, Elsevier, volume 176, issue C, DOI: 10.1016/j.jedc.2025.105099.
• Wang, Luqi & Urga, Giovanni, 2025, "Optimal N-state endogenous Markov-switching model for currency liquidity timing," Journal of Economic Dynamics and Control, Elsevier, volume 177, issue C, DOI: 10.1016/j.jedc.2025.105137.
• Mijiyawa, Abdoul’ Ganiou, 2025, "How does the changing financing landscape towards debt from international private creditors affect economic growth in developing countries?," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1318-1336, DOI: 10.1016/j.eap.2025.01.020.
• Nagy, Olivér & Neszveda, Gábor, 2025, "Assessing geopolitical risk: Sovereign CDS insights from the Russo-Ukrainian War," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1995-2006, DOI: 10.1016/j.eap.2025.02.027.
• Raheem, Ibrahim D. & Akinkugbe, Oluyele & Vo, Xuan Vinh, 2025, "Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 546-557, DOI: 10.1016/j.eap.2024.12.002.
• Wang, Jie & Hu, Jiukai & Yu, Bo, 2025, "Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 2263-2277, DOI: 10.1016/j.eap.2025.05.050.
• Cheng, Zhengtao & Zhong, Xin, 2025, "How does geopolitical risk affect tail risk contagion in global stock markets༟," Economic Analysis and Policy, Elsevier, volume 88, issue C, pages 1770-1788, DOI: 10.1016/j.eap.2025.11.006.
• Röhrer, Fabio E.G. & Mateane, Lebogang & Proaño, Christian R., 2025, "The Perverse Valuation Effect on Mergers and Acquisitions in Europe," Economic Modelling, Elsevier, volume 142, issue C, DOI: 10.1016/j.econmod.2024.106928.
• Peng, Michael & Stern, Elisheva R. & Hu, Hanwen, 2025, "Forecasting China bond default with severe class-imbalanced data: A simple learning model with causal inference," Economic Modelling, Elsevier, volume 144, issue C, DOI: 10.1016/j.econmod.2024.106985.
• Cho, Dooyeon & Lee, Kyung-woo, 2025, "Pension sustainability and government effectiveness in the presence of population aging," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107048.
• Hernández, Juan R., 2025, "Covered interest parity: A forecasting approach to estimate the neutral band," Economic Modelling, Elsevier, volume 148, issue C, DOI: 10.1016/j.econmod.2025.107076.
• Janus, Jakub, 2025, "Global financial risk and uncovered interest parity premia in Central and Eastern Europe," Economic Modelling, Elsevier, volume 148, issue C, DOI: 10.1016/j.econmod.2025.107078.
• Tanaka, Hiroya & Hori, Keiichi & Shibata, Akihisa, 2025, "Search for yield and home bias in Asian bond markets," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107168.
• Vashold, Lukas, 2025, "Heterogeneous responses of capital flows to macroprudential policies: Evidence from Central, Eastern, and Southeastern Europe," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107173.
• Dimitriadis, Konstantinos A. & Koursaros, Demetris & Savva, Christos S., 2025, "Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107195.
• Khan, Nasir & Mejri, Sami & Leccadito, Arturo & Kang, Sang Hoon, 2025, "Geopolitical risk, macroeconomic factors and different assets during the war periods: Implications for herding and portfolio diversification," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107312.
• Ma, Yong & Li, Shuaibing & Zhou, Mingtao, 2025, "Twitter-based market uncertainty and global stock volatility predictability," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102256.
• Guidolin, Massimo & Hansen, Erwin & Cabrera, Gabriel, 2025, "Time-varying risk aversion and international stock returns," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102271.
• Wang, Mei-Chih & Chang, Hao-Wen & Chang, Tsangyao, 2025, "Impact of COVID-19 on Taiwanese stock market," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102280.
• Vu, Thanh Nam & Lehkonen, Heikki & Junttila, Juha-Pekka & Lucey, Brian, 2025, "ESG investment performance and global attention to sustainability," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102287.
• Patel, Ritesh & Kumar, Sanjeev & Agnihotri, Shalini, 2025, "Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102289.