Research classified by Journal of Economic Literature (JEL) codes

2021

• Bevilacqua, Mattia & Tunaru, Radu, 2021, "The SKEW index: Extracting what has been left," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2020.100816.
• Moratis, Georgios & Sakellaris, Plutarchos, 2021, "Measuring the systemic importance of banks," Journal of Financial Stability, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfs.2021.100878.
• Chen, William & Phelan, Gregory, 2021, "International coordination of macroprudential policies with capital flows and financial asymmetries," Journal of Financial Stability, Elsevier, volume 56, issue C, DOI: 10.1016/j.jfs.2021.100929.
• Herron, Richard & Platt, Katarzyna, 2021, "World dividends and tax shocks," Global Finance Journal, Elsevier, volume 47, issue C, DOI: 10.1016/j.gfj.2020.100516.
• Knill, April M. & Lee, Bong Soo & Ang, James, 2021, "Leveling of the playing field and corporate financing patterns around the world," Global Finance Journal, Elsevier, volume 47, issue C, DOI: 10.1016/j.gfj.2020.100515.
• Baig, Ahmed S. & Blau, Benjamin M. & Sabah, Nasim, 2021, "Free trade and the efficiency of financial markets," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100545.
• Salisu, Afees A. & Gupta, Rangan, 2021, "Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100546.
• Li, Shan & Mihaylov, George & Peranginangin, Yessy & Zurbruegg, Ralf, 2021, "Short selling patterns in cross-listed stocks," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100542.
• Yamani, Ehab, 2021, "Can technical trading beat the foreign exchange market in times of crisis?," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100550.
• Kunkler, Michael, 2021, "Currency hedging for single-currency equity portfolios: Does cross-asset risk matter?," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2020.100575.
• Suleman, Muhammad Tahir & McIver, Ron & Kang, Sang Hoon, 2021, "Asymmetric volatility connectedness between Islamic stock and commodity markets," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2021.100653.
• Goel, Garima & Ahluwalia, Eshan, 2021, "Do pricing efficiencies in Indian equity ETF market impact its performance?," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2021.100654.
• Mukherji, Sandip & Jeong, Jin-Gil, 2021, "Long-term international diversification of equities," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2020.100584.
• Nejad, Ali Ebrahim & Hoseinzade, Saeid, 2021, "Idiosyncratic return volatility and the role of firm fundamentals: A cross-country analysis," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2021.100667.
• Broner, Fernando & Martin, Alberto & Pandolfi, Lorenzo & Williams, Tomas, 2021, "Winners and losers from sovereign debt inflows," Journal of International Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.jinteco.2021.103446.
• Cerutti, Eugenio M. & Obstfeld, Maurice & Zhou, Haonan, 2021, "Covered interest parity deviations: Macrofinancial determinants," Journal of International Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.jinteco.2021.103447.
• Schumacher, Julian & Trebesch, Christoph & Enderlein, Henrik, 2021, "Sovereign defaults in court," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2020.103388.
• Asis, Gonzalo & Chari, Anusha & Haas, Adam, 2021, "In search of distress risk in emerging markets," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103463.
• Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021, "The international spillover effects of US monetary policy uncertainty," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103525.
• Fraiberger, Samuel P. & Lee, Do & Puy, Damien & Ranciere, Romain, 2021, "Media sentiment and international asset prices," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103526.
• Horn, Sebastian & Reinhart, Carmen M. & Trebesch, Christoph, 2021, "China's overseas lending," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103539.
• Peersman, Gert & Rüth, Sebastian K. & Van der Veken, Wouter, 2021, "The interplay between oil and food commodity prices: Has it changed over time?," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103540.
• Reitz, Stefan & Umlandt, Dennis, 2021, "Currency returns and FX dealer balance sheets," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103541.
• Cezar, Rafael & Silvestrini, Maéva, 2021, "Impact of the ECB Quantitative Easing on the International Investment Position," International Economics, Elsevier, volume 165, issue C, pages 241-263, DOI: 10.1016/j.inteco.2020.12.006.
• Urom, Christian & Ndubuisi, Gideon & Ozor, Jude, 2021, "Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes," International Economics, Elsevier, volume 165, issue C, pages 51-66, DOI: 10.1016/j.inteco.2020.11.005.
• Bazán-Palomino, Walter & Winkelried, Diego, 2021, "FX markets’ reactions to COVID-19: Are they different?," International Economics, Elsevier, volume 167, issue C, pages 50-58, DOI: 10.1016/j.inteco.2021.05.006.
• Adekoya, Oluwasegun B. & Ogunbowale, Gideon O. & Akinseye, Ademola B. & Oduyemi, Gabriel O., 2021, "Improving the predictability of stock returns with global financial cycle and oil price in oil-exporting African countries," International Economics, Elsevier, volume 168, issue C, pages 166-181, DOI: 10.1016/j.inteco.2021.10.001.

2020

• Doidge, Craig & Karolyi, George Andrew & Stulz, Rene M., 2020, "Is Financial Globalization in Reverse after the 2008 Global Financial Crisis? Evidence from Corporate Valuations," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-05, Apr.
• Soleman Alsabban & Omar Alarfaj, 2020, "An Empirical Analysis of Behavioral Finance in the Saudi Stock Market: Evidence of Overconfidence Behavior," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 73-86.
• Chia-Cheng Chen & Chia-Li Tai & Yi-Sheng Liu, 2020, "Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 109-117.
• Hashmat Ali & Zulfiqar Ali Menon & Ajab Khan & Muhammad Muddassar Khan & Imad Ali & Khan Baz & Muhammad Arif & Manzoor Hussain & Waqar Jalal, 2020, "Terrorist Activities, Investor Sentiment, and Stock Returns: Evidence from Pakistan," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 139-148.
• Van-Thep Nguyen & Day-Yang Liu, 2020, "The Impact of Ownership Structure on Vietnamese Commercial Banks' Profitability," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 187-194.
• Abhay Kumar & Rashmi Soni & Iqbal Thonse Hawaldar & Meghna Vyas & Vaibhav Yadav, 2020, "The Testing of Efficient Market Hypotheses: A Study of Indian Pharmaceutical Industry," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 208-216.
• Shailesh Rana & William H. Bommer & G. Michael Phillips, 2020, "Predicting Returns for Growth and Value Stocks: A Forecast Assessment Approach Using Global Asset Pricing Models," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 4, pages 88-106.
• Paulo Vitor Souza de Souza & C sar Augusto Tib rcio Silva, 2020, "Effects of COVID-19 Pandemic on International Capital Markets," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 163-171.
• Godfred Aawaar & Nicholas Addai Boamah & Joseph Oscar Akotey, 2020, "Investor herd behaviour in Africa s emerging and frontier markets," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 194-205.
• Ahmed Al Samman & Mostafa Kotb GabAlla, 2020, "Impact of Country Risk and Return on FPI," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 57-68.
• La Ode Saidi & Hasan Aedy & Fajar Saranani & Rosnawintang Rosnawintang & Pasrun Adam & La Ode Arsad Sani, 2020, "Crude Oil Price and Exchange Rate: An Analysis of the Asymmetric Effect and Volatility Using the Non Linear Autoregressive Distributed Lag and General Autoregressive Conditional Heterochedasticity in Mean Models," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 1, pages 104-108.
• Zainuddin Saenong & Abd Azis Muthalib & Pasrun Adam & Wali Aya Rumbia & Heppi Millia & La Ode Saidi, 2020, "Symmetric and Asymmetric Effect of Crude Oil Prices and Exchange Rate on Bond Yields in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 95-100.
• Nurkhodzha Akbulaev & Etimad Rahimli, 2020, "Statistical Analysis of the Relationship between Oil Prices and Industry Index Prices," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 324-331.
• Iqbal Thonse Hawaldar & T. M. Rajesha & Lokesha Lokesha & Adel M. Sarea, 2020, "Causal Nexus between the Anamolies in the Crude Oil Price and Stock Market," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 3, pages 233-238.
• Javid Elkhan Suleymanli & Etimad Munasib Rahimli & Nurkhodzha Nazirkhodzha Akbulaev, 2020, "The Causality Analysis of the Effect of Oil and Natural Gas Prices on Ukraine Stock Index," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 4, pages 108-114.
• Ayben Koy & G l Okay, 2020, "Are Carbon Leader Indexes Related with Carbon Prices under Different Regimes?," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 4, pages 115-121.
• Adedoyin Isola Lawal & Samuel Olatunde Dahunsi & Abiola Ayopo Babajide & Abiola John Asaleye & Joseph Ojo Iseolorunkanmi & Henry Inegbedion & Charles O. Manasseh & Bukola, B. Lawal-Adedoyin, 2020, "Examining the Effects of Oil Price Long Memory and Exchange Rate Long Memory on Stock Market Behavior in Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 4, pages 430-436.
• Dimitrios Kartsonakis-Mademlis & Nikolaos Dritsakis, 2020, "Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 5, pages 164-182.
• Bharat Kumar Meher & Iqbal Thonse Hawaldar & Latasha Mohapatra & Adel M. Sarea, 2020, "The Impact of COVID-19 on Price Volatility of Crude Oil and Natural Gas Listed on Multi Commodity Exchange of India," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 5, pages 422-431.
• Velip Suraj Pavto & Guntur Anjana Raju, 2020, "Linkages between Oil Sectors Returns of Asian Emerging Stock Markets: Unearthing the Hidden Opportunity for Portfolio Diversification," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 152-156.
• Symbat Nakhipbekova & Gulzhan Baibosynova & Nazygul Batyrova & Aigerim Kulbayeva, 2020, "Analysis of the Relationship between Energy Price Changes and Stock Market Indices in Developed Countries," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 169-174.
• Nouf Bin Ayyaf Al-Mogren, 2020, "The Impact of Oil Price Fluctuations on Saudi Arabia Stock Market: A Vector Error-Correction Model Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 310-317.
• Shripad Ramchandra Marathe & Guntur Anjana Raju, 2020, "Does Crude Oil Prices have Effect on Exports, Imports and GDP on BRICS Countries? - An Empirical Evidence," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 524-528.
• Zekai SENOL & Mesut POLATGIL, 2020, "Borsalar Arasi Iliskilerin Ozduzenleyici Haritalarla Kumelendirilmesi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 8, issue 1, pages 1-13.
• Ocampo, José Antonio, 2020, "La cooperación financiera internacional frente a la crisis económica latinoamericana," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Ocampo, José Antonio, 2020, "International financial cooperation to address the Latin American economic crisis," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Gordon, Elizabeth A. & Hsu, Hsiao-Tang & Huang, Huichi, 2020, "Peer R&D disclosure and corporate innovation: Evidence from American depositary receipt firms," Advances in accounting, Elsevier, volume 49, issue C, DOI: 10.1016/j.adiac.2020.100471.
• Yang, Lu & Yang, Lei & Ho, Kung-Cheng & Hamori, Shigeyuki, 2020, "Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach," Journal of Asian Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.asieco.2020.101200.
• Ali, Fahad & Ülkü, Numan, 2020, "Weekday seasonality of stock returns: The contrary case of China," Journal of Asian Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.asieco.2020.101201.
• Palao, Fernando & Pardo, Ángel & Roig, Marta, 2020, "Is the leadership of the Brent-WTI threatened by China’s new crude oil futures market?," Journal of Asian Economics, Elsevier, volume 70, issue C, DOI: 10.1016/j.asieco.2020.101237.
• Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Öztürkkal, Belma, 2020, "Does mood affect institutional herding?," Journal of Behavioral and Experimental Finance, Elsevier, volume 26, issue C, DOI: 10.1016/j.jbef.2020.100290.
• Blau, Benjamin M. & Whitby, Ryan J., 2020, "Gambling activity and stock price volatility: A cross-country analysis," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100338.
• Wanidwaranan, Phasin & Padungsaksawasdi, Chaiyuth, 2020, "The effect of return jumps on herd behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100375.
• Al-Awadhi, Abdullah M. & Alsaifi, Khaled & Al-Awadhi, Ahmad & Alhammadi, Salah, 2020, "Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100326.
• Donadelli, Michael & Lalanne, Marie, 2020, "Sex and “the City”: Financial stress and online pornography consumption," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100379.
• Schell, Daniel & Wang, Mei & Huynh, Toan Luu Duc, 2020, "This time is indeed different: A study on global market reactions to public health crisis," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100349.
• Espenlaub, Susanne & Goyal, Abhinav & Mohamed, Abdulkadir, 2020, "The impact of shareholders and creditors rights on IPO performance: An international study," The British Accounting Review, Elsevier, volume 52, issue 1, DOI: 10.1016/j.bar.2019.100872.
• Caban-Garcia, Maria T. & Choi, Heeick & Kim, Myungsun, 2020, "The effects of operating cash flow disclosure on earnings comparability, analysts' forecasts, and firms’ investment decisions during the Pre-IFRS era," The British Accounting Review, Elsevier, volume 52, issue 4, DOI: 10.1016/j.bar.2020.100883.
• Zhang, Xiaoqian & Yu, Mingqiang & Chen, Gaoquan, 2020, "Does mixed-ownership reform improve SOEs' innovation? Evidence from state ownership," China Economic Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.chieco.2020.101450.
• Dong, Gang Nathan & Gu, Ming & He, Hua, 2020, "Invisible hand and helping hand: Private placement of public equity in China," Journal of Corporate Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.jcorpfin.2018.08.011.
• Matousek, Roman & Panopoulou, Ekaterini & Papachristopoulou, Andromachi, 2020, "Policy uncertainty and the capital shortfall of global financial firms," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2020.101558.
• Boulton, Thomas J. & Smart, Scott B. & Zutter, Chad J., 2020, "Worldwide short selling regulations and IPO underpricing," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2020.101596.
• Kalcheva, Ivalina & Smith, Janet Kiholm & Smith, Richard L., 2020, "Institutional investment and the changing role of public equity markets: International evidence," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101705.
• Krapl, Alain A., 2020, "The time-varying diversifiability of corporate foreign exchange exposure," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2019.101506.
• Keswani, Aneel & Medhat, Mamdouh & Miguel, Antonio F. & Ramos, Sofia B., 2020, "Uncertainty avoidance and mutual funds," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101748.
• Coroneo, Laura & Jackson, Laura E. & Owyang, Michael T., 2020, "International Stock Comovements with Endogenous Clusters," Journal of Economic Dynamics and Control, Elsevier, volume 116, issue C, DOI: 10.1016/j.jedc.2020.103904.
• Han, Xing & Li, Kai & Li, Youwei, 2020, "Investor overconfidence and the security market line: New evidence from China," Journal of Economic Dynamics and Control, Elsevier, volume 117, issue C, DOI: 10.1016/j.jedc.2020.103961.
• Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Nguyen, Sang Phu & Duong, Duy, 2020, "An assessment of contagion risks in the banking system using non-parametric and Copula approaches," Economic Analysis and Policy, Elsevier, volume 65, issue C, pages 105-116, DOI: 10.1016/j.eap.2019.11.007.
• Li, Hong, 2020, "Volatility spillovers across European stock markets under the uncertainty of Brexit," Economic Modelling, Elsevier, volume 84, issue C, pages 1-12, DOI: 10.1016/j.econmod.2019.03.001.
• Davidson, Sharada Nia, 2020, "Interdependence or contagion: A model switching approach with a focus on Latin America," Economic Modelling, Elsevier, volume 85, issue C, pages 166-197, DOI: 10.1016/j.econmod.2019.05.015.
• Ouyang, Ruolan & Zhang, Xuan, 2020, "Financialization of agricultural commodities: Evidence from China," Economic Modelling, Elsevier, volume 85, issue C, pages 381-389, DOI: 10.1016/j.econmod.2019.11.009.
• Gradojevic, Nikola & Erdemlioglu, Deniz & Gençay, Ramazan, 2020, "A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage," Economic Modelling, Elsevier, volume 85, issue C, pages 57-73, DOI: 10.1016/j.econmod.2019.05.006.
• Niţoi, Mihai & Pochea, Maria Miruna, 2020, "Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis," Economic Modelling, Elsevier, volume 86, issue C, pages 133-147, DOI: 10.1016/j.econmod.2019.06.007.
• Wang, Lu & Ma, Feng & Niu, Tianjiao & He, Chengting, 2020, "Crude oil and BRICS stock markets under extreme shocks: New evidence," Economic Modelling, Elsevier, volume 86, issue C, pages 54-68, DOI: 10.1016/j.econmod.2019.06.002.
• Ben Ameur, Hachmi & Jawadi, Fredj & Jawadi, Nabila & Cheffou, Abdoulkarim Idi, 2020, "Assessing downside and upside risk spillovers across conventional and socially responsible stock markets," Economic Modelling, Elsevier, volume 88, issue C, pages 200-210, DOI: 10.1016/j.econmod.2019.09.023.
• Zhang, Jinhua & Wang, Guipu & Yan, Cheng, 2020, "Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China," Economic Modelling, Elsevier, volume 90, issue C, pages 11-20, DOI: 10.1016/j.econmod.2020.04.025.
• Zeng, Ting & Yang, Mengying & Shen, Yifan, 2020, "Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks," Economic Modelling, Elsevier, volume 90, issue C, pages 209-220, DOI: 10.1016/j.econmod.2020.05.003.
• Hao, Xiangchao & Sun, Qinru & Xie, Fang, 2020, "Does foreign exchange derivatives market promote R&D? International industry-level evidence," Economic Modelling, Elsevier, volume 91, issue C, pages 33-42, DOI: 10.1016/j.econmod.2020.05.019.
• Kumar, Vikram, 2020, "Liquidity shocks: A new solution to the forward premium puzzle," Economic Modelling, Elsevier, volume 91, issue C, pages 445-454, DOI: 10.1016/j.econmod.2020.06.006.
• Bai, Ye & Green, Christopher J., 2020, "Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets," Economic Modelling, Elsevier, volume 92, issue C, pages 180-194, DOI: 10.1016/j.econmod.2019.12.019.
• Umar, Zaghum & Kenourgios, Dimitris & Papathanasiou, Sypros, 2020, "The static and dynamic connectedness of environmental, social, and governance investments: International evidence," Economic Modelling, Elsevier, volume 93, issue C, pages 112-124, DOI: 10.1016/j.econmod.2020.08.007.
• Ji, Hao & Wang, Hao & Zhong, Rui & Li, Min, 2020, "China's liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach," Economic Modelling, Elsevier, volume 93, issue C, pages 187-204, DOI: 10.1016/j.econmod.2020.07.022.
• Xu, Yahua & Xiao, Jun & Zhang, Liguo, 2020, "Global predictive power of the upside and downside variances of the U.S. equity market," Economic Modelling, Elsevier, volume 93, issue C, pages 605-619, DOI: 10.1016/j.econmod.2020.09.006.
• Sikarwar, Ekta, 2020, "Forex interventions and exchange rate exposure: Evidence from emerging market firms," Economic Modelling, Elsevier, volume 93, issue C, pages 69-81, DOI: 10.1016/j.econmod.2020.07.010.
• Chan, Shu Hui & Huang, Yu Chuan & Lin, Sheng-Min, 2020, "Market transparency and closing price behavior on month-end days: Evidence from Taiwan," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.010.
• Tennant, David F. & Tracey, Marlon R. & King, Damien W., 2020, "Sovereign credit rating: Evidence of bias against poor countries," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.11.006.
• Tan, Siow-Hooi & Lai, Ming-Ming & Tey, Eng-Xin & Chong, Lee-Lee, 2020, "Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.12.007.
• Montes, Gabriel Caldas & Souza, Ivan, 2020, "Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.009.
• Lee, Chia-Hao & Chou, Pei-I, 2020, "Structural breaks in the correlations between Asian and US stock markets," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101087.
• Tiwari, Aviral Kumar & Adewuyi, Adeolu O. & Albulescu, Claudiu T. & Wohar, Mark E., 2020, "Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101083.
• Salisu, Afees A. & Ndako, Umar B. & Adediran, Idris A. & Swaray, Raymond, 2020, "A fractional cointegration VAR analysis of Islamic stocks: A global perspective," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101056.
• Guerello, Chiara & Tronzano, Marco, 2020, "“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101073.
• Mensi, Walid & Hammoudeh, Shawkat & Rehman, Mobeen Ur & Al-Maadid, Alanoud Ali S. & Hoon Kang, Sang, 2020, "Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101086.
• Zhang, Weiping & Zhuang, Xintian & Lu, Yang, 2020, "Spatial spillover effects and risk contagion around G20 stock markets based on volatility network," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101064.
• Lee, Chien-Chiang & Chen, Mei-Ping, 2020, "Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101054.
• Sarwar, Ghulam, 2020, "Interrelations in market fears of U.S. and European equity markets," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101136.
• Wang, Jiexin & Han, Xue & Huang, Emily J. & Yost-Bremm, Chris, 2020, "Predictability in international stock returns using currency fluctuations and forward rate forecasts," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101108.
• He, Qing & Guo, Yongxiu & Yu, Jishuang, 2020, "Nonlinear dynamics of gold and the dollar," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101160.
• Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Zhang, Weiping, 2020, "Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101185.
• Yavas, Burhan F. & Malladi, Rama K., 2020, "Foreign direct investment and financial markets influences: Results from the United States," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101182.
• Leite, André Luis & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silveira Barbedo, Claudio Henrique, 2020, "The Fama-French’s five-factor model relation with interest rates and macro variables," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101197.
• Su, Xianfang, 2020, "Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101218.
• Huang, Weihong & Chen, Zhenxi, 2020, "Modelling contagion of financial crises," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.06.007.
• Gubareva, Mariya & Borges, Maria Rosa, 2020, "Switching interest rate sensitivity regimes of U.S. Corporates," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.11.017.
• Cheng, Wan-Hsiu & Chen, Chun-Da & Lai, Hsiao-Pin, 2020, "Revisiting the roles of gold: Does gold ETF matter?," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.12.003.
• Do, A. & Powell, R. & Yong, J. & Singh, A., 2020, "Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101096.
• Ding, Shusheng & Cui, Tianxiang & Zhang, Yongmin, 2020, "Incorporating the RMB internationalization effect into its exchange rate volatility forecasting," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101103.
• An, Jiyoun & Ho, Kin-Yip & Zhang, Zhaoyong, 2020, "What drives the liquidity premium in the Chinese stock market?," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101088.
• Chen, Chun-Da & Chiang, Shu-Mei & Huang, Tze-Chin, 2020, "The contagion effects of volatility indices across the U.S. and Europe," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101234.
• Lee, Chien-Chiang & Chen, Mei-Ping, 2020, "Happiness sentiments and the prediction of cross-border country exchange-traded fund returns," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101254.
• Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Vo, Xuan Vinh & Nguyen, Thong Trung, 2020, "“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101277.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Al-Jarrah, Idries Mohammad Wanas & Vo, Xuan Vinh & Kang, Sang Hoon, 2020, "Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101285.
• Liu, Guy & Gregoriou, Andros & Bo, Yibo, 2020, "How do markets value stock liquidity? Comparative evidence from the UK, the US, Germany and China," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.06.006.
• Sharma, Prateek & Paul, Samit & Sharma, Swati, 2020, "What’s in a name? A lot if it has “blockchain”," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108818.
• Li, Xiao-Lin & Li, Xin & Si, Deng-Kui, 2020, "Investigating asymmetric determinants of the CNY–CNH exchange rate spreads: The role of economic policy uncertainty," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108827.
• Stefan, Martin & Wellenreuther, Claudia, 2020, "London vs. Leipzig: Price discovery of carbon futures during Phase III of the ETS," Economics Letters, Elsevier, volume 188, issue C, DOI: 10.1016/j.econlet.2020.108990.
• Damianov, Damian S. & Elsayed, Ahmed H., 2020, "Does Bitcoin add value to global industry portfolios?," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108935.
• Marchesi, Silvia & Masi, Tania, 2020, "Sovereign rating after private and official restructuring," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109178.
• Hoffmann, Peter & Kremer, Manfred & Zaharia, Sonia, 2020, "Financial integration in Europe through the lens of composite indicators," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109344.
• Mensi, Walid & Hammoudeh, Shawkat & Tiwari, Aviral Kumar & Al-Yahyaee, Khamis Hamed, 2020, "Impact of Islamic banking development and major macroeconomic variables on economic growth for Islamic countries: Evidence from panel smooth transition models," Economic Systems, Elsevier, volume 44, issue 1, DOI: 10.1016/j.ecosys.2019.100739.
• Haddad, Hedi Ben & Mezghani, Imed & Al Dohaiman, Mohammed, 2020, "Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors," Economic Systems, Elsevier, volume 44, issue 2, DOI: 10.1016/j.ecosys.2020.100760.
• Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2020, "Economic indicators and stock market volatility in an emerging economy," Economic Systems, Elsevier, volume 44, issue 2, DOI: 10.1016/j.ecosys.2020.100788.
• Cimadomo, Jacopo & Ciminelli, Gabriele & Furtuna, Oana & Giuliodori, Massimo, 2020, "Private and public risk sharing in the euro area," European Economic Review, Elsevier, volume 121, issue C, DOI: 10.1016/j.euroecorev.2019.103347.
• Alper, Koray & Altunok, Fatih & Çapacıoğlu, Tanju & Ongena, Steven, 2020, "The Effect of Unconventional Monetary Policy on Cross-Border Bank Loans: Evidence from an Emerging Market," European Economic Review, Elsevier, volume 127, issue C, DOI: 10.1016/j.euroecorev.2020.103426.
• Demirgüç-Kunt, Asli & Horváth, Bálint L. & Huizinga, Harry, 2020, "Foreign banks and international transmission of monetary policy: Evidence from the syndicated loan market," European Economic Review, Elsevier, volume 129, issue C, DOI: 10.1016/j.euroecorev.2020.103542.
• Foye, James & Valentinčič, Aljoša, 2020, "Testing factor models in Indonesia," Emerging Markets Review, Elsevier, volume 42, issue C, DOI: 10.1016/j.ememar.2019.100628.
• Chen, Jun & Tian, Gaoliang & Yang, Fan, 2020, "Individual investors' propensity to speculate and A-share premiums in China's A-shares and H-shares," Emerging Markets Review, Elsevier, volume 43, issue C, DOI: 10.1016/j.ememar.2020.100689.
• Ho, Kin-Yip & An, Jiyoun, 2020, "Decomposing the value premium: The role of intangible information in the Chinese stock market," Emerging Markets Review, Elsevier, volume 44, issue C, DOI: 10.1016/j.ememar.2020.100700.
• Yue, Tian & Zhang, Jin E. & Tan, Eric K.M., 2020, "The Chinese equity index options market," Emerging Markets Review, Elsevier, volume 45, issue C, DOI: 10.1016/j.ememar.2020.100742.
• Wu, Ji & Chen, Limei & Chen, Minghua & Jeon, Bang Nam, 2020, "Diversification, efficiency and risk of banks: Evidence from emerging economies," Emerging Markets Review, Elsevier, volume 45, issue C, DOI: 10.1016/j.ememar.2020.100720.
• Wan, Xiaoyuan, 2020, "The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 104-118, DOI: 10.1016/j.jempfin.2019.11.003.
• Caglayan, Mustafa Onur & Xue, Wenjun & Zhang, Liwen, 2020, "Global investigation on the country-level idiosyncratic volatility and its determinants," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 143-160, DOI: 10.1016/j.jempfin.2019.11.006.
• Zaremba, Adam & Kizys, Renatas & Raza, Muhammad Wajid, 2020, "The long-run reversal in the long run: Insights from two centuries of international equity returns," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 177-199, DOI: 10.1016/j.jempfin.2019.11.007.
• Otchere, Isaac & Senbet, Lemma W. & Zhu, Pengcheng, 2020, "Does political connection distort competition and encourage corporate risk taking? International evidence," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 21-42, DOI: 10.1016/j.jempfin.2019.10.006.
• Christensen, Kim & Christiansen, Charlotte & Posselt, Anders M., 2020, "The economic value of VIX ETPs," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 121-138, DOI: 10.1016/j.jempfin.2020.05.009.
• Piccotti, Louis R. & Schreiber, Ben Z., 2020, "Information shares in a two-tier FX market," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 19-35, DOI: 10.1016/j.jempfin.2020.05.001.
• Lee, Hyunchul & Kim, Heeho, 2020, "Time varying integration of European stock markets and monetary drivers," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 369-385, DOI: 10.1016/j.jempfin.2020.07.004.
• Francis, Bill B. & Hunter, Delroy M. & Kelly, Patrick J., 2020, "Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 386-411, DOI: 10.1016/j.jempfin.2020.07.003.
• Florentsen, Bjarne & Nielsson, Ulf & Raahauge, Peter & Rangvid, Jesper, 2020, "Turning local: Home-bias dynamics of relocating foreigners," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 436-452, DOI: 10.1016/j.jempfin.2020.07.006.
• Bravo Caro, José Manuel & Golpe, Antonio A. & Iglesias, Jesús & Vides, José Carlos, 2020, "A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104546.
• Huang, Wanling & Mollick, Andre Varella, 2020, "Tight oil, real WTI prices and U.S. stock returns," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104574.
• Reboredo, Juan C. & Ugolini, Andrea & Aiube, Fernando Antonio Lucena, 2020, "Network connectedness of green bonds and asset classes," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104629.
• Huang, Shupei & An, Haizhong & Lucey, Brian, 2020, "How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104641.
• Filippidis, Michail & Filis, George & Kizys, Renatas, 2020, "Oil price shocks and EMU sovereign yield spreads," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104656.
• Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin, 2020, "The relationship between oil prices and exchange rates: Revisiting theory and evidence," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104772.
• Jiang, Zhuhua & Yoon, Seong-Min, 2020, "Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104835.
• Naeem, Muhammad Abubakr & Peng, Zhe & Suleman, Mouhammed Tahir & Nepal, Rabindra & Shahzad, Syed Jawad Hussain, 2020, "Time and frequency connectedness among oil shocks, electricity and clean energy markets," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104914.
• Hassan, Kamrul & Hoque, Ariful & Wali, Muammer & Gasbarro, Dominic, 2020, "Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104985.
• Albulescu, Claudiu Tiberiu & Tiwari, Aviral Kumar & Ji, Qiang, 2020, "Copula-based local dependence among energy, agriculture and metal commodities markets," Energy, Elsevier, volume 202, issue C, DOI: 10.1016/j.energy.2020.117762.
• Yahya, Muhammad & Ghosh, Sajal & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah, 2020, "Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes," Energy, Elsevier, volume 202, issue C, DOI: 10.1016/j.energy.2020.117777.
• Su, Chi-Wei & Khan, Khalid & Tao, Ran & Umar, Muhammad, 2020, "A review of resource curse burden on inflation in Venezuela," Energy, Elsevier, volume 204, issue C, DOI: 10.1016/j.energy.2020.117925.
• Mokni, Khaled, 2020, "A dynamic quantile regression model for the relationship between oil price and stock markets in oil-importing and oil-exporting countries," Energy, Elsevier, volume 213, issue C, DOI: 10.1016/j.energy.2020.118639.
• Dang, Tung Lam & Dang, Man & Hoang, Luong & Nguyen, Lily & Phan, Hoang Long, 2020, "Media coverage and stock price synchronicity," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101430.
• Iwatsubo, Kentaro & Watkins, Clinton, 2020, "Who influences the fundamental value of commodity futures in Japan?," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101404.
• Meng, Xiangtong & Zhang, Wei & Li, Youwei & Cao, Xing & Feng, Xu, 2020, "Social media effect, investor recognition and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101432.
• Andrikopoulos, Athanasios & Dassiou, Xeni & Zheng, Min, 2020, "Exchange-rate exposure and Brexit: The case of FTSE, DAX and IBEX," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2019.101437.
• Anagnostidis, Panagiotis & Fontaine, Patrice, 2020, "Liquidity commonality and high frequency trading: Evidence from the French stock market," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2019.101428.
• Ibikunle, Gbenga & McGroarty, Frank & Rzayev, Khaladdin, 2020, "More heat than light: Investor attention and bitcoin price discovery," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101459.
• Rognone, Lavinia & Hyde, Stuart & Zhang, S. Sarah, 2020, "News sentiment in the cryptocurrency market: An empirical comparison with Forex," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101462.
• Kwabi, Frank O. & Boateng, Agyenim & Du, Min, 2020, "Impact of central bank independence and transparency on international equity portfolio allocation: A cross-country analysis," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101464.
• Chuliá, Helena & Koser, Christoph & Uribe, Jorge M., 2020, "Uncovering the time-varying relationship between commonality in liquidity and volatility," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101466.
• Nguyen, Minh, 2020, "Collateral haircuts and bond yields in the European government bond markets," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101467.
• Tsuji, Chikashi, 2020, "Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2019.101392.
• Kallinterakis, Vasileios & Liu, Fei & Pantelous, Athanasios A. & Shao, Jia, 2020, "Pricing inefficiencies and feedback trading: Evidence from country ETFs," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101498.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020, "Profitability of momentum strategies in Latin America," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101502.
• de Oliveira, Erick Meira & Cunha, Felipe Arias Fogliano de Souza & Palazzi, Rafael Baptista & Klotzle, Marcelo Cabus & Maçaira, Paula Medina, 2020, "On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101505.
• Bergsma, Kelley & Tayal, Jitendra, 2020, "Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101511.
• Loncan, Tiago, 2020, "Foreign institutional ownership and corporate cash holdings: Evidence from emerging economies," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2018.12.003.
• Zhang, Weiping & Zhuang, Xintian & Lu, Yang & Wang, Jian, 2020, "Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101454.
• Ji, Qiang & Zhang, Dayong & Zhao, Yuqian, 2020, "Searching for safe-haven assets during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101526.
• Smales, Lee A., 2020, "Examining the relationship between policy uncertainty and market uncertainty across the G7," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101540.
• Qiao, Xingzhi & Zhu, Huiming & Hau, Liya, 2020, "Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101541.
• Maghyereh, Aktham & Abdoh, Hussein, 2020, "Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101545.
• Fang, Tong & Su, Zhi & Yin, Libo, 2020, "Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101566.
• Hasselgren, Anton & Peltomäki, Jarkko & Graham, Michael, 2020, "Speculator activity and the cross-asset predictability of FX returns," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101561.
• Yang, Boyu & Sun, Yuying & Wang, Shouyang, 2020, "A novel two-stage approach for cryptocurrency analysis," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101567.
• Le, Anh Tu & Le, Thai-Ha & Liu, Wai-Man & Fong, Kingsley Y., 2020, "Multiple duration analyses of dynamic limit order placement strategies and aggressiveness in a low-latency market environment," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101575.
• David-Pur, Lior & Galil, Koresh & Rosenboim, Mosi, 2020, "The dynamics of sovereign yields over swap rates in the Eurozone market," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101578.
• Bhattacharya, Mita & Inekwe, John Nkwoma & Valenzuela, Maria Rebecca, 2020, "Credit risk and financial integration: An application of network analysis," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101588.
• Gkillas, Konstantinos & Boako, Gideon & Vortelinos, Dimitrios & Vasiliadis, Lavrentios, 2020, "Non-parametric quantile dependencies between volatility discontinuities and political risk," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.022.
• Li, Xin & Li, Shenghong & Xu, Chong, 2020, "Price clustering in Bitcoin market—An extension," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.020.
• Chen, Clara Chia Sheng & Chou, Yan-Yu & Wei, Peihwang, 2020, "Country factors in earnings management of ADR firms," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.003.
• Zhang, Tonghui & Yuan, Ying & Wu, Xi, 2020, "Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.030.
• de Boer, Jantke & Bövers, Kim J. & Meyer, Steffen, 2020, "Business cycle variations in exchange rate correlations: Revisiting global currency hedging," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.013.
• Bakoush, Mohamed & Gerding, Enrico H. & Wolfe, Simon, 2020, "Interest rate swaps clearing and systemic risk," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.016.
• Bouri, Elie & Lucey, Brian & Roubaud, David, 2020, "Cryptocurrencies and the downside risk in equity investments," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.009.
• Cepni, Oguzhan & Gul, Selcuk & Gupta, Rangan, 2020, "Local currency bond risk premia of emerging markets: The role of local and global factors," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.001.
• Shi, Guangping & Liu, Xiaoxing, 2020, "Stock price fluctuation and the business cycle in the BRICS countries: A nonparametric quantiles causality approach," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.021.
• Ballis, Antonis & Drakos, Konstantinos, 2020, "Testing for herding in the cryptocurrency market," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.008.
• Sebastião, Helder & Godinho, Pedro, 2020, "Bitcoin futures: An effective tool for hedging cryptocurrencies," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.07.003.
• Drobetz, Wolfgang & Schröder, Henning & Tegtmeier, Lars, 2020, "The role of catastrophe bonds in an international multi-asset portfolio: Diversifier, hedge, or safe haven?," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.016.
• Bouri, Elie & Lucey, Brian & Roubaud, David, 2020, "The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.006.
• Bley, Jorg & Saad, Mohsen, 2020, "An analysis of technical trading rules: The case of MENA markets," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.04.038.