Research classified by Journal of Economic Literature (JEL) codes

2021

• Chuck Fang & Julian Schumacher & Christoph Trebesch, 2021, "Restructuring Sovereign Bonds: Holdouts, Haircuts and the Effectiveness of CACs," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 69, issue 1, pages 155-196, March, DOI: 10.1057/s41308-020-00127-z.
• Subhransu S. Mohanty & Odette Mohanty & Mike Ivanof, 2021, "Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies," Risk Management, Palgrave Macmillan, volume 23, issue 3, pages 213-242, September, DOI: 10.1057/s41283-021-00075-6.
• Wishnu Mahraddika, 2021, "How effective is capital flow management? The Indonesian experience," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2021-15.
• Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021, "Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-03, Mar.
• Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021, "Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-06, May.
• Reinhold Heinlein & Scott M. R. Mahadeo, 2021, "Oil and US stock market shocks: implications for Canadian equities," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-07, Jul.
• Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer, 2021, "The Evolution of Monetary Policy Focal Points," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-10, Dec.
• Lilian Muchimba, 2021, "Could transaction-based financial benchmarks be susceptible to collusive behaviour?," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-11, Dec.
• Friesz, Melinda & Váradi, Kata, 2021, "How is it Done? Comparison between the Margin Calculation methodology of central counterparties and clearinghouses," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue 3, pages 397-412, DOI: https://doi.org/10.35551/PFQ_2021_3.
• Serkan, Samut & Yamak, Rahmi, 2021, "Did the Covid-19 Pandemic Affect the Relationship Between Trading Volume and Return Volatility in the Cryptocurrencies?," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue 4, pages 517-534, DOI: https://doi.org/10.35551/PFQ_2021_4.
• Biagio Bossone, 2021, "Global Capital, the Exchange Rate, and Policy (In)Effectiveness," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2113, Sep.
• Biagio Bossone, 2021, "Exercising Economic Sovereignty in Today's Global Financial World: The Lessons from John Maynard Keynes," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2120, Nov.
• Mendiela, Pauline, 2021, "Information security breaches and financial market reaction: the French case," MPRA Paper, University Library of Munich, Germany, number 105029, Jan.
• Salisu, Afees & Raheem, Ibrahim & Vo, Xuan, 2021, "Assessing the safe haven property of the gold market during COVID-19 pandemic," MPRA Paper, University Library of Munich, Germany, number 105353, Jan.
• Montshioa, Keitumetse & Muteba Mwamba, John Weirstrass & Bonga-Bonga, Lumengo, 2021, "Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 106248, Feb.
• Kohnert, Dirk, 2021, "The EU-Africa summit 2021 : Quo vadis, in the light of Brexit and Corona," MPRA Paper, University Library of Munich, Germany, number 106283, Feb.
• Kohnert, Dirk, 2021, "Le Sommet UE-Afrique 2021 : Quo vadis, compte tenu du Brexit et de la Covid-19
  [The EU-Africa summit 2021 : Quo vadis, in the light of Brexit and Corona]," MPRA Paper, University Library of Munich, Germany, number 106318, Feb.
• Kohnert, Dirk, 2021, "Dunkle Wolken über dem EU-Afrika Gipfel 2021 angesichts von Brexit und Corona
  [The EU-Africa summit 2021 : Quo vadis, in the light of Brexit and Corona]," MPRA Paper, University Library of Munich, Germany, number 106396, Mar.
• ZAAROUR, Fatma & AJIMI, Adnene, 2021, "Les Transferts de Fonds Monétaires et les marchés boursiers dans les pays en développement
  [Remittances and Stock Markets in Developing Countries]," MPRA Paper, University Library of Munich, Germany, number 106413, Feb.
• Kohnert, Dirk, 2021, "The EU-Africa summit 2021 : Quo vadis, in the light of Brexit and Corona," MPRA Paper, University Library of Munich, Germany, number 106429, Mar.
• Pelagidis, Theodore & Karaoulanis, Ioannis, 2021, "Capesize markets behavior: Explaining volatility and expectations," MPRA Paper, University Library of Munich, Germany, number 107034.
• Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
• Dąbrowski, Marek A. & Janus, Jakub, 2021, "Does the interest parity puzzle hold for Central and Eastern European economies?," MPRA Paper, University Library of Munich, Germany, number 107558, May.
• Imran, Zulfiqar Ali & Ahad, Muhammad, 2021, "Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan," MPRA Paper, University Library of Munich, Germany, number 107613, Apr, revised 02 May 2021.
• Kohnert, Dirk, 2021, "L'impact du Brexit sur l'Afrique en période de crise Corona: le cas de l'Afrique du Sud, du Nigeria, du Ghana et du Kenya
  [The impact of Brexit on Africa in times of the Corona Crisis : The case of South Africa, Nigeria, Ghana and Kenya]," MPRA Paper, University Library of Munich, Germany, number 107746, May.
• Sandoval Paucar, Giovanny, 2021, "A Conditional Correlation Analysis For The Colombian Stock Market," MPRA Paper, University Library of Munich, Germany, number 107963, May.
• Accolley, Delali, 2021, "Some Markov-Switching Models for the Toronto Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 108072, Mar.
• Sepúlveda Velásquez, Jorge & Tapia Griñen, Pablo & Pastén Henríquez, Boris, 2021, "Analyzing stock market signals for H1N1 and COVID-19: The BRIC case," MPRA Paper, University Library of Munich, Germany, number 108764, Jun.
• Mpoha, Salifya & Bonga-Bonga, Lumengo, 2021, "Spillover effects from China and the US to global emerging markets: a dynamic analysis," MPRA Paper, University Library of Munich, Germany, number 109349, Aug.
• Ullah, Irfan & Ahmed, Mumtaz, 2021, "Identifying Phases of Ebullience in EFTA Stock Markets," MPRA Paper, University Library of Munich, Germany, number 109633, Sep.
• Yaya, OlaOluwa S. & Vo, Xuan Vinh & Adekoya, Oluwasegun B., 2021, "Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test," MPRA Paper, University Library of Munich, Germany, number 109828, Sep.
• Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021, "How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses," MPRA Paper, University Library of Munich, Germany, number 109829, Jun.
• Karaoulanis, Ioannis & Pelagidis, Theodore, 2021, "Panamax markets behaviour: explaining volatility and expectations," MPRA Paper, University Library of Munich, Germany, number 110749.
• amri amamou, souhir, 2021, "Cryptocurrencies responses to the Covid-19 waves," MPRA Paper, University Library of Munich, Germany, number 110843, Nov.
• Czereszenko, Witalij, 2021, "Pursuing the aim of Exchange Traded Funds at the time of Covid-19," MPRA Paper, University Library of Munich, Germany, number 111319, Dec.
• Danila, Marius, 2021, "EURO DIGITAL – un raspuns firesc la provocarile actuale
  [DIGITAL EURO - a normal reaction to current challenges]," MPRA Paper, University Library of Munich, Germany, number 112615, Nov.
• houidi, Fatma & Ellouz, Siwar, 2021, "Volatility spillovers and Financial contagion during global financial crisis: Islamic versus conventional equity indices with Multivariate GARCH approch," MPRA Paper, University Library of Munich, Germany, number 122530.
• Riza Demirer & Rangan Gupta & He Li & Yu You, 2021, "Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models," Working Papers, University of Pretoria, Department of Economics, number 202112, Feb.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis," Working Papers, University of Pretoria, Department of Economics, number 202114, Feb.
• Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202120, Mar.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202121, Mar.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 202122, Mar.
• Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 202126, Apr.
• Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021, "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202127, Apr.
• Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer, 2021, "Gold and the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202129, Apr.
• Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2021, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202136, May.
• Afees A. Salisu & Rangan Gupta, 2021, "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers, University of Pretoria, Department of Economics, number 202144, Jun.
• Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar, 2021, "Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202154, Aug.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021, "Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202161, Sep.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021, "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202162, Sep.
• Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021, "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202173, Oct.
• Ruipeng Liu & Mawuli Segnon & Rangan Gupta & Elie Bouri, 2021, "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers, University of Pretoria, Department of Economics, number 202178, Nov.
• Juncal Cunado & David Gabauer & Rangan Gupta, 2021, "Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach," Working Papers, University of Pretoria, Department of Economics, number 202180, Nov.
• Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2021, "Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach," Working Papers, University of Pretoria, Department of Economics, number 202182, Nov.
• Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202183, Nov.
• Muhammad Yasir & A. Özlem Önder, 2021, "Dynamic Herding Behaviour In the US Stock Market," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 1, pages 115-130, DOI: 10.18267/j.pep.760.
• Martin Mandel & Jan Vejmělek, 2021, "Analýza vzájemných vztahů v nekryté úrokové paritě (příklad měnového páru CZK/EUR)
  [Analysis of Relations in Uncovered Interest Rate Parity: Example of CZK/EUR Exchange Rate]," Politická ekonomie, Prague University of Economics and Business, volume 2021, issue 3, pages 340-359, DOI: 10.18267/j.polek.1322.
• Julia Reynolds & Leopold Sögner & Martin Wagner, 2021, "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 13, issue 2, pages 105-146, June.
• Eda OGUZ & Nildag BASAK CEYLAN & Ayhan KAPUSUZOGLU, 2021, "The Use Of Crypto Coins To Finance Terrorism," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 20, issue 3, pages 9-18.
• Giampiero Maci & Vincenzo Pacelli & Elisabetta D'Apolito, 2021, "Societ〠Di Calcio Europee Quotate E Mercati Finanziari: Un'Analisi Empirica Sulle Determinanti Dei Corsi Azionari," Rivista di Diritto ed Economia dello Sport, Centro di diritto e business dello Sport, volume 17, issue 2, pages 69-90, novembre.
• Janesh Sami, 2021, "Stock Market Investment and Inflation: Evidence from the United States and Canada," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 3, pages 339-365, October, DOI: https://doi.org/10.15353/rea.v13i3..
• Marwan Mohamed Abdeldayem & Saeed Hameed Al Dulaimi, 2021, "A qualitative approach to evaluate the reconciliation of GOLDX and OneGram in Islamic Finance," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 39, issue 1, pages 113-134.
• Waqas Shair & Sundas Naeem & Farhat Rasul, 2021, "Nexus Of Covid-19 News With Stock Market Returns And Volatility In Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 10, issue 2, pages 92-99, June.
• Waqar Haider Hashmi & Nazima Ellahi & Saima Ehsan & Ajmal Waheed, 2021, "Transmission Of Contemporaneous Shocks From The World To Emerging Islamic Equity Markets: An Application Of Geweke Measure," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 10, issue 4, pages 44-55, December.
• Junkyu Lee & Peter Rosenkranz & Arief Ramayandi & Hoang Pham, 2021, "The Influence of US Dollar Funding Conditions on Asian Financial Markets," ADB Economics Working Paper Series, Asian Development Bank, number 634, Mar.
• Esin Cakan & Sercan Demiralay & Veysel Ulusoy, 2021, "Oil Prices and Firm Returns in an Emerging Market," American Business Review, Pompea College of Business, University of New Haven, volume 24, issue 1, pages 166-187.
• Mortaza OJAGHLOU & Rozita SATVATİ, 2021, "An Analysis of the Relationship between Inflation and Gold Prices: Evidence from Turkey," Bulletin of Economic Theory and Analysis, BETA Journals, volume 6, issue 2, pages 79-89.
• Faruk Mike & Ali Eren Alper, 2021, "The Effect of Financial Development on Economic Growth in Fragile Economics (Kırılgan Ekonomilerde Finansal Gelişme Düzeyinin Ekonomik Büyüme Üzerindeki Etkisi)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 1, pages 49-64.
• Apoorva Javadekar & Shekhar Tomar & Gautham Udupa, 2021, "Dollar Liquidity, Trade Invoicing And Real Effects: Evidence From India," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022288, Jul.
• Cédric Poutré & Georges Dionne & Gabriel Yergeau, 2021, "International High-Frequency Arbitrage for Cross-Listed Stocks," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 21-4, Jul.
• Bang Jeon & Yao Yao & Minghua Chen & Ji Wu, 2021, "Economic uncertainty, macroprudential policies and bank risk: Evidence from emerging Asian economies," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2021-6, Jan.
• Teresia Angelia Kusumahadi & Fikri C Permana, 2021, "Impact of COVID-19 on Global Stock Market Volatility," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 36, issue 1, pages 20-45.
• Murat Isiker & Oktay Tas, 2021, "Does leverage level matter for return anomaly during rights issue announcements? The case of Islamic countries," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 28, pages 141-155.
• Ibrahim A. Onour, 2021, "The impact of COVID-19 pandemic shock on major Asian stock markets: evidence of decoupling effects," Economic Consultant, Scientific and Educational Initiative LLC, volume 34, issue 2, pages 21-32.
• Bassam M. ABU-ABBAS, 2021, "The Role of Dividends on Equity Valuation: Evidence from the GCC Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 162-180, June.
• contact_cb@yahoo.com. & Simona STAMULE & Iulian Cornel LOLEA, 2021, "The Spillover Effect on the CEE Equity Markets and the Financial Contagion in the Context of Financial Integration," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 155-170, December.
• Alfred K. Mukong & Boscow Okumu & Edwin Muchapondwa & Gibson Mudiriza & Herbert Ntuli, 2022, "Does the uptake of multiple climate smart agriculture practices enhance household savings, food security and household vulnerability to climate change? Insights from Zimbabwe," ERSA Working Paper Series, Economic Research Southern Africa, number 870, Jan.
• Lee A. Smales, 2021, "Policy uncertainty in Australian financial markets," Australian Journal of Management, Australian School of Business, volume 46, issue 3, pages 523-547, August, DOI: 10.1177/0312896220959120.
• D. Dinets A. & R. Kamaev A. & Д. Динец А. & Р. Камаев А., 2021, "Влияние внутренних противоречий в экономике США на глобальную финансиализацию и экспансию фиктивного капитала // The Influence of Internal Contradictions in the Us Economy on Global Financialization and the Expansion of Fictitious Capital," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 25, issue 2, pages 6-34.
• L. Xin & Yu-X. Wang & С. Ли & Ю-С. Ван, 2021, "Итоги 20-летия экономического сотрудничества ШОС и перспективы развития // The Results of the 20-Year Economic Cooperation of the shanghai Cooperation Organization and its Development Prospects," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 25, issue 3, pages 159-174.
• Mariana Escobar & Lorenzo Pandolfi & Alvaro Pedraza & Tomas Williams, 2021, "Who Trades Index Rebalancings? Evidence on Benchmarking and Inelastic Demand," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 621, Aug, revised 05 May 2026.
• Carvalho, Daniel & Schmitz, Martin, 2021, "Shifts in the portfolio holdings of euro area investors in the midst of COVID-19: looking-through investment funds," Working Paper Series, European Central Bank, number 2526, Feb.
• Eguren-Martin, Fernando & O’Neill, Cian & Sokol, Andrej & Berge, Lukas von dem, 2021, "Capital flows-at-risk: push, pull and the role of policy," Working Paper Series, European Central Bank, number 2538, Apr.
• Baron, Matthew & Laeven, Luc & Pénasse, Julien & Usenko, Yevhenii, 2021, "Investing in crises," Working Paper Series, European Central Bank, number 2548, May.
• Zaghini, Andrea, 2021, "The Covid pandemic in the market: infected, immune and cured bonds," Working Paper Series, European Central Bank, number 2563, Jun.
• Ben-David, Itzhak & Franzoni, Francesco A. & Kim, Byungwook & Moussawi, Rabih, 2021, "Competition for Attention in the ETF Space," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-01, Mar.
• Jiang, Sheila & Li, Ye & Xu, Douglas, 2021, "The Persistent Effects of Financial Crises on the Composition of Real Investment," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-19, Nov, DOI: 10.2139/ssrn.3964839.
• Kim, Jinhwan & Olbert, Marcel, 2021, "How Does Private Firm Disclosure Affect Demand for Public Firm Equity? Evidence from the Global Equity Market," Research Papers, Stanford University, Graduate School of Business, number 3957, Apr, DOI: 10.2139/ssrn.3837658.
• Jiang, Zhengyang & Lustig, Hanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z., 2021, "Bond Convenience Yields in the Eurozone Currency Union," Research Papers, Stanford University, Graduate School of Business, number 3976, Jul.
• Dimitrios Kartsonakis Mademlis & Nikolaos Dritsakis, 2021, "Volatility Forecasting using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 1, pages 49-60.
• Francesco Carlier, 2021, "A Simple Options Trading Strategy based on Technical Indicators," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 2, pages 88-91.
• Ali Trabelsi Karoui & Aida Kammoun, 2021, "Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 3, pages 89-106.
• Kishor K. Guru-Gharana & Matiur Rahman & Anisul M. Islam, 2021, "Japan s Stock Market Performance: Evidence from Toda-Yamamoto and Dolado-Lutkepohl Tests for Multivariate Granger Causality," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 3, pages 107-122.
• Jamel Boukhatem, 2021, "Sukuk Market and Economic Welfare Nexus: A Partial Equilibrium Approach," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 3, pages 142-145.
• Cong Gu & Benfu Lv & Ying Liu & Geng Peng, 2021, "The Impact of Quantitative Easing on Cryptocurrency," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 4, pages 27-34.
• Sakli Hniya & Ahlem Boubker & Fatma Mrad & Sawssen Nafti, 2021, "The Impact of Real Exchange Rate Volatility on Foreign Direct Investment Inflows in Tunisia," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 5, pages 52-67.
• Jambotkar Mrunali Manohar & Guntur Anjana Raju, 2021, "Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 233-240.
• Ikhlaas Gurrib & Firuz Kamalov & Elgilani Elshareif, 2021, "Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 41-51.
• Aktolkin Abubakirova & Aziza Syzdykova & Assan Dosmakhanbet & Lyazzat Kudabayeva & Gulnar Abdulina, 2021, "Relationship between Oil Prices and Stock Prices in BRICS-T Countries: Symmetric and Asymmetric Causality Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 140-148.
• Tarek Bouazizi & Zouhaier Hadhek & Fatma Mrad & Mosbah Lafi, 2021, "Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 27-43.
• Katarzyna Czech & Michal Wielechowski, 2021, "Energy Commodity Price Response to COVID-19: Impact of Epidemic Status, Government Policy, and Stock Market Volatility," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 443-453.
• Khairulla Massadikov, 2021, "Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 121-126.
• Kamaldeen Ajala & Musa Abdullahi Sakanko & Sesan Oluseyi Adeniji, 2021, "The Asymmetric Effect of Oil Price on the Exchange Rate and Stock Price in Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 202-208.
• Izabela Pruchnicka-Grabias, 2021, "The Relationship between Gold and Brent Crude Oil Prices: An Unrestricted Vector Autoregression Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 276-282.
• Bilal Ahmed Memon & Rabia Tahir, 2021, "Examining Network Structures and Dynamics of World Energy Companies in Stock Markets: A Complex Network Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 329-344.
• Aqila Rafiuddin & Jennifer Daffodils & Jesus Cuauhtemoc Tellez Gaytan & Gyanendra Singh Sisodia, 2021, "Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 560-572.
• Xenia Tabachkova, 2021, "Consequences of Oil Supply and Demand on the Electricity Market: Coronavirus Effect," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 573-580.
• Huthaifa Sameeh Alqaralleh & Ahmad Al-Saraireh & Alessandra Canepa, 2021, "Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 130-137.
• Zeravan Abdulmuhsen Asaad, 2021, "Oil Price, Gold Price, Exchange Rate and Stock Market in Iraq Pre-During COVID19 Outbreak: An ARDL Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 562-571.
• Mubariz Mammadli & Elkhan Richard Sadik-Zada & Andrea Gatto & Rana Huseynova, 2021, "What Drives Public Debt Growth? A Focus on Natural Resources, Sustainability and Development," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 614-621.
• Anita Suurlaht, 2021, "The asymmetric effect of monetary policy on European financial markets," Bank of Estonia Working Papers, Bank of Estonia, number wp2021-3, Apr, revised 08 Apr 2021, DOI: 10.23656/25045520/032021/0185.
• Guo, Shijun & Jiao, Yang & Xu, Zhiwei, 2021, "Trump’s Effect on the Chinese Stock Market," Journal of Asian Economics, Elsevier, volume 72, issue C, DOI: 10.1016/j.asieco.2020.101267.
• Wan, Die & Yang, Teng & Yang, Xiaoguang, 2021, "IPO relative difficulty, M&A option and size effect," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101350.
• Peng, Qing & Li, Jie & Zhao, Yu & Wu, Han, 2021, "The informational content of implied volatility: Application to the USD/JPY exchange rates," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101363.
• Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam, 2021, "Does economic uncertainty affect the soundness of banks? Evidence from emerging Asian economies," Journal of Asian Economics, Elsevier, volume 77, issue C, DOI: 10.1016/j.asieco.2021.101394.
• Alexakis, Christos & Eleftheriou, Konstantinos & Patsoulis, Patroklos, 2021, "COVID-19 containment measures and stock market returns: An international spatial econometrics investigation," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100428.
• Fernandez-Perez, Adrian & Gilbert, Aaron & Indriawan, Ivan & Nguyen, Nhut H., 2021, "COVID-19 pandemic and stock market response: A culture effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100454.
• Ah Mand, Abdollah & Sifat, Imtiaz, 2021, "Static and regime-dependent herding behavior: An emerging market case study," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2021.100466.
• Rai, Anoop & Rojer, Guido & Susanna, Edirel, 2021, "Central bank transparency and market reaction in Brazil, Chile, and Colombia," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100475.
• Hiraki, Takato & Liu, Ming, 2021, "Do global equity mutual funds exhibit home bias?," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100508.
• Zhang, Wei & Wang, Pengfei & Li, Yi, 2021, "Bond intraday momentum," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100515.
• Huynh, Nhan & Dao, Anh & Nguyen, Dat, 2021, "Openness, economic uncertainty, government responses, and international financial market performance during the coronavirus pandemic," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100536.
• Ichev, Riste, 2021, "Stock price reaction to appointment of a chief health officer during COVID-19," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100541.
• Huynh, Toan Luu Duc, 2021, "Does Bitcoin React to Trump’s Tweets?," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100546.
• Baur, Dirk G. & Hoang, Lai, 2021, "The Bitcoin gold correlation puzzle," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100561.
• Hasan, Mudassar & Naeem, Muhammad Abubakr & Arif, Muhammad & Yarovaya, Larisa, 2021, "Higher moment connectedness in cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100562.
• Ranganathan, Kavitha & Saraogi, Aayush, 2021, "What explains voluntary premarket underpricing and aftermarket mispricing in Indian IPOs?," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100565.
• He, Qing & Liu, Junyi & Zhang, Ce, 2021, "Exchange rate exposure and its determinants in China," China Economic Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.chieco.2020.101579.
• Li, Xue & Liu, Yanghui & Li, Hanxu & Li, Jie, 2021, "Onshore spot and offshore forward markets for RMB: Evidence from the “8.11” exchange rate regime reform," China Economic Review, Elsevier, volume 67, issue C, DOI: 10.1016/j.chieco.2021.101617.
• Fuchs, Florian & Füss, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2021, "Winning a deal in private equity: Do educational ties matter?," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101740.
• Anolick, Nina & Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas, 2021, "Time for gift giving: Abnormal share repurchase returns and uncertainty," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101787.
• Duong, Huu Nhan & Goyal, Abhinav & Kallinterakis, Vasileios & Veeraraghavan, Madhu, 2021, "Market manipulation rules and IPO underpricing," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101846.
• Li, Yi & Zhang, Wei, 2021, "Another game in town: Spillover effects of IPOs in China," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101910.
• Baker, Edward D. & Boulton, Thomas J. & Braga-Alves, Marcus V. & Morey, Matthew R., 2021, "ESG government risk and international IPO underpricing," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101913.
• Neupane, Biwesh & Thapa, Chandra & Marshall, Andrew & Neupane, Suman, 2021, "Mimicking insider trades," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101940.
• Galvez, Julio & Gambacorta, Leonardo & Mayordomo, Sergio & Serena, Jose Maria, 2021, "Dollar borrowing, firm credit risk, and FX-hedged funding opportunities," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101945.
• Cheung, Yan-Leung & Rau, P. Raghavendra & Stouraitis, Aris & Tan, Weiqiang, 2021, "Does the market understand the ex ante risk of expropriation by controlling shareholders?," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101946.
• An, Zhe & Chen, Chen & Li, Donghui & Yin, Chao, 2021, "Foreign institutional ownership and the speed of leverage adjustment: International evidence," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101966.
• Andriosopoulos, Dimitris & Panetsidou, Styliani, 2021, "A global analysis of Private Investments in Public Equity," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2020.101832.
• Miller, Steve M. & Moussawi, Rabih & Wang, Bin & Yang, Tina, 2021, "Institutional investors and bank governance: An international analysis of bank earnings management," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102055.
• Roncoroni, Alan & Battiston, Stefano & D’Errico, Marco & Hałaj, Grzegorz & Kok, Christoffer, 2021, "Interconnected banks and systemically important exposures," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104266.
• Yang, Lu & Hamori, Shigeyuki, 2021, "Systemic risk and economic policy uncertainty: International evidence from the crude oil market," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 142-158, DOI: 10.1016/j.eap.2020.12.001.
• Mokni, Khaled & Ajmi, Ahdi Noomen, 2021, "Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 238-252, DOI: 10.1016/j.eap.2020.12.011.
• Song, Yuegang & Huang, Ruixian & Paramati, Sudharshan Reddy & Zakari, Abdulrasheed, 2021, "Does economic integration lead to financial market integration in the Asian region?," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 366-377, DOI: 10.1016/j.eap.2020.12.003.
• Feng, Gen-Fu & Yang, Hao-Chang & Gong, Qiang & Chang, Chun-Ping, 2021, "What is the exchange rate volatility response to COVID-19 and government interventions?," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 705-719, DOI: 10.1016/j.eap.2021.01.018.
• Abuzayed, Bana & Bouri, Elie & Al-Fayoumi, Nedal & Jalkh, Naji, 2021, "Systemic risk spillover across global and country stock markets during the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 180-197, DOI: 10.1016/j.eap.2021.04.010.
• Bing, Tao & Ma, Hongkun, 2021, "COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 384-396, DOI: 10.1016/j.eap.2021.05.012.
• Boubaker, Heni & Zorgati, Mouna Ben Saad & Bannour, Nawres, 2021, "Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 592-608, DOI: 10.1016/j.eap.2021.06.014.
• Mensi, Walid & Nekhili, Ramzi & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 73-96, DOI: 10.1016/j.eap.2021.04.009.
• Belhassine, Olfa & Karamti, Chiraz, 2021, "Contagion and portfolio management in times of COVID-19," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 73-86, DOI: 10.1016/j.eap.2021.07.010.
• Balcilar, Mehmet & Usman, Ojonugwa & Gungor, Hasan & Roubaud, David & Wohar, Mark E., 2021, "Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105576.
• Akhtaruzzaman, Md & Boubaker, Sabri & Lucey, Brian M. & Sensoy, Ahmet, 2021, "Is gold a hedge or a safe-haven asset in the COVID–19 crisis?," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105588.
• Todea, Alexandru & Petrescu, Daiana Florina, 2021, "Is stock price informativeness shaped by our genes?," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105596.
• Dogah, Kingsley E., 2021, "Effect of trade and economic policy uncertainties on regional systemic risk: Evidence from ASEAN," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105625.
• Saeed, Momna & Elnahass, Marwa & Izzeldin, Marwan & Tsionas, Mike, 2021, "Yield spread determinants of sukuk and conventional bonds," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105664.
• Fang, Yi & Jing, Zhongbo & Shi, Yukun & Zhao, Yang, 2021, "Financial spillovers and spillbacks: New evidence from China and G7 countries," Economic Modelling, Elsevier, volume 94, issue C, pages 184-200, DOI: 10.1016/j.econmod.2020.09.022.
• Lakshmi, Geeta & Saha, Shrabani & Bhattarai, Keshab, 2021, "Does corruption matter for stock markets? The role of heterogeneous institutions," Economic Modelling, Elsevier, volume 94, issue C, pages 386-400, DOI: 10.1016/j.econmod.2020.10.011.
• Wang, Haiying & Yuan, Ying & Li, Yiou & Wang, Xunhong, 2021, "Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory," Economic Modelling, Elsevier, volume 94, issue C, pages 401-414, DOI: 10.1016/j.econmod.2020.10.002.
• Viziniuc, Mădălin, 2021, "Winners and losers of central bank foreign exchange interventions," Economic Modelling, Elsevier, volume 94, issue C, pages 748-767, DOI: 10.1016/j.econmod.2020.02.016.
• Jiang, Yonghong & Lie, Jiayi & Wang, Jieru & Mu, Jinqi, 2021, "Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective," Economic Modelling, Elsevier, volume 95, issue C, pages 21-34, DOI: 10.1016/j.econmod.2020.12.002.
• Deng, Yang & Zhang, Ziqing & Zhu, Li, 2021, "A model-based index for systemic risk contribution measurement in financial networks," Economic Modelling, Elsevier, volume 95, issue C, pages 35-48, DOI: 10.1016/j.econmod.2020.11.011.
• Narayan, Seema & Rehman, Mobeen Ur, 2021, "Can home-biased investors diversify interregionally in the long run?," Economic Modelling, Elsevier, volume 97, issue C, pages 167-181, DOI: 10.1016/j.econmod.2021.01.016.
• Zaremba, Adam & Szyszka, Adam & Karathanasopoulos, Andreas & Mikutowski, Mateusz, 2021, "Herding for profits: Market breadth and the cross-section of global equity returns," Economic Modelling, Elsevier, volume 97, issue C, pages 348-364, DOI: 10.1016/j.econmod.2020.04.006.
• Frömmel, Michael & Midiliç, Murat, 2021, "Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function," Economic Modelling, Elsevier, volume 97, issue C, pages 461-476, DOI: 10.1016/j.econmod.2020.09.020.
• Ibhagui, Oyakhilome, 2021, "How do sovereign risk, equity and foreign exchange derivatives markets interact?," Economic Modelling, Elsevier, volume 97, issue C, pages 58-78, DOI: 10.1016/j.econmod.2021.01.013.
• Ftiti, Zied & Ben Ameur, Hachmi & Louhichi, Waël, 2021, "Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market," Economic Modelling, Elsevier, volume 99, issue C, DOI: 10.1016/j.econmod.2021.03.003.
• Su, Xiaoshan & Bai, Manying & Han, Yingwei, 2021, "Robust portfolio selection with regime switching and asymmetric dependence," Economic Modelling, Elsevier, volume 99, issue C, DOI: 10.1016/j.econmod.2021.03.011.
• Tian, Meiyu & Li, Wanyang & Wen, Fenghua, 2021, "The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101310.
• Mensi, Walid & Nekhili, Ramzi & Vo, Xuan Vinh & Suleman, Tahir & Kang, Sang Hoon, 2021, "Asymmetric volatility connectedness among U.S. stock sectors," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101327.
• Mensi, Walid & Hamed Al-Yahyaee, Khamis & Vinh Vo, Xuan & Hoon Kang, Sang, 2021, "Dynamic spillover and connectedness between oil futures and European bonds," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101342.
• Papadamou, Stephanos & Kyriazis, Nikolaos A. & Tzeremes, Panayiotis G., 2021, "Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101343.
• Jia, Fei & Shen, Yao & Ren, Junfan & Xu, Xiangyun, 2021, "The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101349.
• Tan, Zhengxun & Xiao, Binuo & Huang, Yilong & Zhou, Li, 2021, "Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101371.
• Będowska-Sójka, Barbara & Kliber, Agata, 2021, "Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101390.
• Liang, Chao & Liu, Bai & Weng, Yin-Che, 2021, "“One person’s decision” or “collective voting”: Evidence of overconfident investing in Chinese listed companies," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101393.
• Lin, Ling & Zhou, Zhongbao & Jiang, Yong & Ou, Yangchen, 2021, "Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101398.
• Chin, Chang-Chiang & Paphakin, Warinthorn, 2021, "The daily relationship between U.S. asset prices and stock prices of American countries," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101399.
• Kshatriya, Saranya & Prasanna, Krishna, 2021, "Jump Interdependencies: Stochastic linkages among international stock markets," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101418.
• Mensi, Walid & Lee, Yun-Jung & Vinh Vo, Xuan & Yoon, Seong-Min, 2021, "Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101446.
• Chen, Zhang-HangJian & Li, Sai-Ping & Cai, Mei-Ling & Zhong, Li-Xin & Ren, Fei, 2021, "Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101451.
• Vukovic, Darko B. & Lapshina, Kseniya A. & Maiti, Moinak, 2021, "Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101457.
• Zheng, Chengli & Su, Kuangxi & Yao, Yinhong, 2021, "Hedging futures performance with denoising and noise-assisted strategies," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101466.
• Dong, Xiyong & Li, Changhong & Yoon, Seong-Min, 2021, "How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101500.
• Hasan, Md. Bokhtiar & Mahi, Masnun & Hassan, M. Kabir & Bhuiyan, Abul Bashar, 2021, "Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101504.
• Nishimura, Yusaku & Sun, Bianxia, 2021, "President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101506.
• Chen, Zilin & Gang, Jianhua & Qian, Zongxin, 2021, "Stock returns and carry trades," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101507.
• Cao, Guangxi & Xie, Wenhao, 2021, "The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101514.
• Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2021, "Stock Market’s responses to intraday investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101516.
• Rehman, Mobeen Ur & Kang, Sang Hoon & Ahmad, Nasir & Vo, Xuan Vinh, 2021, "The impact of COVID-19 on the G7 stock markets: A time-frequency analysis," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101526.
• Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Dong, Zibing, 2021, "Analysis of the impact of COVID-19 pandemic on G20 stock markets," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101530.
• Ferreruela, Sandra & Mallor, Tania, 2021, "Herding in the bad times: The 2008 and COVID-19 crises," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101531.
• Giofré, Maela, 2021, "COVID-19 stringency measures and foreign investment: An early assessment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101536.
• Dong, Xiyong & Song, Li & Yoon, Seong-Min, 2021, "How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101546.
• Lin, Chiao-Han & Yen, Kuang-Chieh & Cheng, Hui-Pei, 2021, "Lottery-like momentum in the cryptocurrency market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101552.
• Abuelfadl, Moustafa & Yamani, Ehab, 2021, "Currency news and international bond markets," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101555.
• Du, Wenti & Pentecost, Eric J., 2021, "New “News” for the news model of the spot exchange rate," Economics Letters, Elsevier, volume 200, issue C, DOI: 10.1016/j.econlet.2021.109770.
• Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2021, "Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109891.
• Bertelsen, Kristoffer Pons & Borup, Daniel & Jakobsen, Johan Stax, 2021, "Stock market volatility and public information flow: A non-linear perspective," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109905.