Research classified by Journal of Economic Literature (JEL) codes

2020

• Paul J.J. Welfens & Kaan Celebi, 2020, "CO2 Allowance Price Dynamics and Stock Markets in EU Countries: Empirical Findings and Global CO2-Perspectives," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei267, Jan.
• Samir Kadiric, 2020, "The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei271, Mar.
• Franck Martin & Jiangxingyun Zhang, 2020, "La structure des taux revisitée pour période de crise : entre contagion, flight to quality et quantitative easing," Revue économique, Presses de Sciences-Po, volume 71, issue 4, pages 623-665.
• Ge, S., 2020, "A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20114, Nov.
• Corsetti, G. & Marin, E. A., 2020, "A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2020, Mar.
• Milsom, L. & Pažitka, V. & Roland, I. & Wójcik, D., 2020, "Gravity in International Finance: Evidence From Fees on Equity Transactions," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2059, Jun.
• Palma, J. G., 2020, "Finance as Perpetual Orgy. How the ‘new alchemists’ twisted Kindleberger’s cycle of “manias, panics and crashes” to “manias, panics and renewed-manias”," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2094, Oct.
• Emter, Lorenz, 2020, "Leverage Cycles, Growth Shocks, and Sudden Stops in Capital Inflows," Research Technical Papers, Central Bank of Ireland, number 06/RT/20, Jul.
• Golden, Brian & Maqui, Eduardo, 2020, "What ‘special purposes’ explain cross-border debt funding by banks? Evidence from Ireland," Research Technical Papers, Central Bank of Ireland, number 12/RT/20, Dec.
• Arampatzis Marios & Daskalou Kalliopi & Papaioannou Evangelia & Prassa Paraskevi, 2020, "Performance Evaluation of Global High-rated ETFs During the Taper Tantrum," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 1, pages 23-44.
• Milena Vučinić, 2020, "Fintech and Financial Stability Potential Influence of FinTech on Financial Stability, Risks and Benefits," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 2, pages 43-66.
• Anastasiadis Panagiotis & Katsaros Efthymios & Koutsioukis Anastasios-Taxiarchis & Pandazis Athanasios, 2020, "GARCH Modelling of High-Capitalization Cryptocurrencies' Impacts During Bearish Markets," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 3, pages 87-106.
• Moritz Wagner & Xiaopeng Wei, 2020, "Cum-Ex Trading – The Biggest Fraud in History?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 20/19, Sep.
• Arghyrou, Michael G & Lu, Wenna & Pourpourides, Panayiotis M., 2020, "Exchange Rate Risk and Deviations from Purchasing Power Parity," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/5, May.
• Hu, Chenyue, 2020, "Industrial specialization matters: A new angle on equity home Bias," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt5g52d8db, Sep.
• Luke Milsom & Vladimír Pažitka & Isabelle Roland & Dariusz Wójcik, 2020, "Gravity in international finance: evidence from fees on equity transactions," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1703, Jul.
• Guglielmo Maria Caporale & Woo-Young Kang, 2020, "Bitcoin Price Co-Movements and Culture," CESifo Working Paper Series, CESifo, number 8076.
• Benjamin Born & Gernot Müller & Johannes Pfeifer & Susanne Wellmann, 2020, "Different No More: Country Spreads in Advanced and Emerging Economies," CESifo Working Paper Series, CESifo, number 8083.
• Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2020, "Cross-Border Portfolio Flows and News Media Coverage," CESifo Working Paper Series, CESifo, number 8112.
• Michael Melvin & Wenqiang Pan & Petra Wikstrom, 2020, "Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns," CESifo Working Paper Series, CESifo, number 8143.
• Abir Abid & Christophe Rault, 2020, "On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," CESifo Working Paper Series, CESifo, number 8189.
• Laura Alfaro & Ester Faia & Ruth Judson & Tim Schmidt-Eisenlohr, 2020, "Elusive Safety: The New Geography of Capital Flows and Risk," CESifo Working Paper Series, CESifo, number 8249.
• Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020, "Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets," CESifo Working Paper Series, CESifo, number 8324.
• Reinhold Heinlein & Gabriella Deborah Legrenzi & Scott M. R. Mahadeo, 2020, "Energy Contagion in the Covid-19 Crisis," CESifo Working Paper Series, CESifo, number 8345.
• Ralf R. Meisenzahl & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2020, "The Dollar and Corporate Borrowing Costs," CESifo Working Paper Series, CESifo, number 8376.
• Yin-Wong Cheung & Louisa Grimm & Frank Westermann, 2020, "The Evolution of Offshore Renminbi Trading: 2016 to 2019," CESifo Working Paper Series, CESifo, number 8385.
• Christian Keuschnigg & Linda Kirschner & Michael Kogler & Hannah Winterberg, 2020, "Italy in the Eurozone," CESifo Working Paper Series, CESifo, number 8416.
• Moritz Schularick & Lucas ter Steege & Felix Ward, 2020, "Leaning against the Wind and Crisis Risk," CESifo Working Paper Series, CESifo, number 8484.
• Ludger Schuknecht & Vincent Siegerink, 2020, "The Political Economy of the G20 Agenda on Financial Regulation," CESifo Working Paper Series, CESifo, number 8509.
• Jakob Miethe, 2020, "The Elusive Banker: Using Hurricanes to Uncover (Non-)Activity in Offshore Financial Centers," CESifo Working Paper Series, CESifo, number 8625.
• Sai Ma & Tim Schmidt-Eisenlohr & Shaojun Zhang, 2020, "The Effect of the Dollar on Trade Prices," CESifo Working Paper Series, CESifo, number 8727.
• Gareth Anderson & Ambrogio Cesa-Bianchi, 2020, "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," Discussion Papers, Centre for Macroeconomics (CFM), number 2005, Jan.
• Saleem Bahaj & Ricardo Reis, 2020, "Jumpstarting an International Currency," Discussion Papers, Centre for Macroeconomics (CFM), number 2015, May.
• Giancarlo Corsetti & Emile A. Marin, 2020, "A century of arbitrage and disaster risk pricing in the foreign exchange market," Discussion Papers, Centre for Macroeconomics (CFM), number 2018, Mar.
• Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2020, "Unintended Consequences of the Global Derivatives Market Reform," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-02, Jan.
• Sofonias A. Korsaye & Fabio Trojani & Andrea Vedolin, 2020, "The Global Factor Structure of Exchange Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-107, Oct.
• Stefano Ramelli & Alexander F. Wagner, 2020, "Feverish Stock Price Reactions to COVID-19," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-12, Mar.
• Rajna Gibson & Simon Glossner & Philipp Krueger & Pedro Matos & Tom Steffen, 2020, "Responsible Institutional Investing Around the World," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-13, Feb.
• Umit Yilmaz, 2020, "Why Do Firms Borrow from Foreign Banks?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-47, Jun.
• Urban Ulrych & Nikola Vasiljevic, 2020, "Ambiguity and the Home Currency Bias," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-73, Aug.
• Rafael Cezar & Timothée Gigout & Fabien Tripier, 2020, "Cross-border Investments and Uncertainty Firm-level Evidence," Working Papers, CEPII research center, number 2020-03, Mar.
• Refk Selmi & Jamal Bouoiyour, 2020, "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," International Economics, CEPII research center, issue 161, pages 100-119.
• Hajer Dachraoui & Mounir Smida & Maamar Sebri, 2020, "Role of capital flight as a driver of sovereign bond spreads in Latin American countries," International Economics, CEPII research center, issue 162, pages 15-33.
• Dimitrios Kenourgios & Zaghum Umar & Paraskevi Lemonidi, 2020, "On the effect of credit rating announcements on sovereign bonds: International evidence," International Economics, CEPII research center, issue 163, pages 58-71.
• Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2020, "Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity," International Economics, CEPII research center, issue 164, pages 18-35.
• Contessi, Silvio & De Pace, Pierangelo, 2020, "The International Spread of COVID-19 Stock Market Collapses," Economics Department, Working Paper Series, Economics Department, Pomona College, number 1013, Jun, revised 25 Jun 2020.
• Giovanny Sandoval Paucar, 2020, "Efectos de propagación de los mercados financieros estadounidenses en los colombianos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 39, issue 81, pages 667-702.
• Oscar Valdemar de la Torre-Torres & Luis Guadalupe Mac�as-Trejo & Francisco L�pez-Herrera, 2020, "La eficiencia media-varianza de un portafolio sobreponderado en acciones socialmente responsables de México y Estados Unidos," Estudios Gerenciales, Universidad Icesi, volume 36, issue 154, pages 91-99.
• Andrés A. Acuna-Duarte & Marcelo Ar�valo-Alegr�a & Andrea King-Dom�nguez, 2020, "Composición del consejo de administración y desempeno financiero en mercados emergentes de América Latina: evidencia para Brasil, Chile y México," Estudios Gerenciales, Universidad Icesi, volume 36, issue 156, pages 272-287.
• Javier Emmanuel Anguiano Pita & Antonio Ruiz Porras, 2020, "Dinámicas e integración de los mercados financieros de los países del TLCAN," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 92, pages 67-100.
• Francesco Bogliacino & Sandra Rojas Berrio & Daniel Castellanos G & Julio Cesar Chamorro & David F Forero & Mauricio G�mez Villegas & Andrea del Pilar Gonz�lez Pe�a & Gustavo Junca, 2020, "#21n," Investigaciones y Productos CID, Universidad Nacional de Colombia, FCE, CID, number 18097, Apr.
• Facundo Abraham & Juan J. Cortina & Sergio L. Schmukler, 2020, "The Expansion of Corporate Bond Markets in East Asia and Latin America," Documentos de Trabajo, The Latin American and Caribbean Economic Association (LACEA), number 18594, Dec.
• Rob Luginbuhl, 2020, "Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 409, Feb.
• Jolanta Pasionek, 2020, "Countries of BRICS group on Forex market," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 19, issue 1, pages 99-117, March, DOI: 10.12775/EiP.2020.008.
• Born, Benjamin & Müller, Gernot & Pfeifer, Johannes & Wellmann, Susanne, 2020, "Different no more: Country spreads in advanced and emerging economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14392, Feb.
• Oosterlinck, Kim & Accominotti, Olivier & BRIERE, Marie & Burietz, Aurore & Szafarz, Ariane, 2020, "Did Globalization Kill Contagion?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14395, Feb.
• Gambacorta, Leonardo & Mayordomo, Sergio & Serena Garralda, Jose-Maria, 2020, "Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14419, Feb.
• Cesa-Bianchi, Ambrogio & Anderson, Gareth, 2020, "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14426, Feb.
• Boyarchenko, Nina & Larsen, Lars & Whelan, Paul, 2020, "The Overnight Drift," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14462, Mar.
• Corsetti, Giancarlo & Marin, Emile, 2020, "A century of arbitrage and disaster risk pricing in the foreign exchange market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14497, Mar.
• Wagner, Alexander F. & Ramelli, Stefano, 2020, "Feverish Stock Price Reactions to COVID-19," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14511, Mar.
• Hassan, Tarek & Hollander, Stephan & van Lent, Laurence & Schwedeler, Markus & Tahoun, Ahmed, 2020, "Firm-Level Exposure to Epidemic Diseases: Covid-19, SARS, and H1N1," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14573, Apr.
• Vedolin, Andrea & Maenhout, Pascal & Xing, Hao, 2020, "Generalized Robustness and Dynamic Pessimism," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14592, Apr.
• Faia, Ester & Alfaro, Laura & Judson, Ruth & Schmidt-Eisenlohr, Tim, 2020, "Elusive Safety: The New Geography of Capital Flows and Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14636, Apr.
• Ghironi, Fabio & Ozhan, Galip, 2020, "Interest Rate Uncertainty as a Policy Tool," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14660, Apr.
• Ehrmann, Michael & Jansen, David-Jan, 2020, "Stock Return Comovement when Investors are Distracted: More, and More Homogeneous," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14713, May.
• Van Nieuwerburgh, Stijn & Landvoigt, Tim & Elenev, Vadim, 2020, "Can the Covid Bailouts Save the Economy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14714, May.
• Bahaj, Saleem, 2020, "Jumpstarting an International Currency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14793, May.
• Schularick, Moritz & ter Steege, Lucas & Ward, Felix, 2020, "Leaning against the wind and crisis risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14797, May.
• Ongena, Steven & Gandré, Pauline & Mariathasan, Mike & Merrouche, Ouarda, 2020, "Unintended Consequences Of The Global Derivatives Market Reform," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14802, May.
• Niepmann, Friederike & Meisenzahl, Ralf & Schmidt-Eisenlohr, Tim, 2020, "The Dollar and Corporate Borrowing Costs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14892, Jun.
• Albagli, Elias & Calani, Mauricio & Hadzi-Vaskov, Metodij & Marcel, Mario & Ricci, Luca Antonio, 2020, "Comfort in Floating: Taking Stock of Twenty Years of Freely-Floating Exchange Rate in Chile," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14967, Jun.
• Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2020, "Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14986, Jul.
• Keuschnigg, Christian & Kirschner, Linda & Kogler, Michael & Winterberg, Hannah, 2020, "Italy in the Eurozone," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15040, Jul.
• Taylor, Mark & Hsu, Po-Hsuan & Wang, Zigan, 2020, "The Out-of-Sample Performance of Carry Trades," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15052, Jul.
• Hale, Galina & Juvenal, Luciana, 2020, "External Balance Sheets and the COVID-19 Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15170, Aug.
• Rebucci, Alessandro & Acalin, Julien, 2020, "Global Business and Financial Cycles: A Tale of Two Capital Account Regimes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15190, Aug.
• Hadzi-Vaskov, Metodij & Ricci, Luca Antonio, 2020, "The Nonlinear Relationship Between Public Debt and Sovereign Credit Ratings," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15267, Sep.
• Peydró, José-Luis & Fendoglu, Salih & Gulsen, Eda, 2020, "Global Liquidity and Impairment of Local Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15273, Sep.
• Taylor, Mark & Filippou, Ilias & Rapach, David & Zhou, Guofu, 2020, "Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15305, Sep.
• Taylor, Mark & Xu, Qi & Kozhan, Roman, 2020, "Prospect Theory and Currency Returns: Empirical Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15306, Sep.
• Hassan, Tarek & Zhang, Tony, 2020, "The Economics of Currency Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15313, Sep.
• Vedolin, Andrea & Korsaye, Sofonias Alemu & Trojani, Fabio, 2020, "The Global Factor Structure of Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15337, Oct.
• Hale, Galina & di Giovanni, Julian, 2020, "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15404, Oct.
• Acharya, Viral & Vij, Siddharth, 2020, "Foreign Currency Borrowing of Corporations as Carry Trades: Evidence from India," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15440, Nov.
• Della Corte, Pasquale & Cenedese, Gino & Wang, Tianyu, 2020, "Currency Mispricing and Dealer Balance Sheets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15569, Dec.
• Chernov, Mikhail & Dahlquist, Magnus & Lochstoer, Lars, 2020, "Pricing Currency Risks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15571, Dec.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2020, "The Expected Return on Risky Assets: International Long-run Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15610, Dec.
• Rey, Hélène & Camanho, Nelson & Hau, Harald, 2020, "Global Portfolio Rebalancing and Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15617, Dec.
• Silvia Marchesi & Tania Masi, 2020, "The price of haircuts: private and official default," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 460, Feb, revised 06 Feb 2020.
• Ramos, Sofía & Lopes Moreira da Veiga, María Helena & Huang, I-Chuan, 2020, "Valuation in the energy sector: Fundamentals or bubbles?," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 31056, Oct.
• Yin-Wong Cheung & Wenhao Wang, 2020, "Uncovered Interest Rate Parity Redux: Non- Uniform Effects," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_004, Mar.
• Rasmus Fatum & Takahiro Hattori & Yohei Yamamoto, 2020, "Reserves and Risk: Evidence from China," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_013, May.
• Yin-Wong Cheung, 2020, "A Decade of RMB Internationalization," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_024, Oct.
• Chang Ma & John Rogers & Sili Zhou, 2020, "The Effect of the China Connect," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_028, Dec.
• Zhitao Lin & Xingwang Qian, 2020, "U.S. monetary policy uncertainty and RMB deviations from covered interest parity," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_029, Dec.
• Yin-Wong Cheung & Louisa Grimm & Frank Westermann, 2020, "The Evolution of Offshore Renminbi Trading: 2016 to 2019," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_031, Dec.
• Jean-François Carpantier, 2020, "Anything but gold. The golden constant revisited," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2020036, Oct.
• Manuel Ángel Corrás-Arias, 2020, "Determinantes de la banca extranjera en España. Un análisis por país de origen," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 121, pages 48-62, Enero.
• Júlio Lobão & Ana Isabel Costa, 2020, "Do Fixed-Income ETFs Overreact? Evidence of Short-term Predictability following Extreme Price Shocks," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 122, pages 131-144, Mayo.
• Dashan Huang & Jiangyuan Li & Liyao Wang & Guofu Zhou, 2020, "Time series momentum: Is it there?," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 717.
• Flores Zendejas, Juan, 2020, "Explaining Latin America's persistent defaults: an analysis of the debtor–creditor relations in London, 1822–1914," Financial History Review, Cambridge University Press, volume 27, issue 3, pages 319-339, December.
• Frame, W. Scott & Mihov, Atanas & Sanz, Leandro, 2020, "Foreign Investment, Regulatory Arbitrage, and the Risk of U.S. Banking Organizations," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 3, pages 955-988, May.
• Karolyi, G. Andrew & Ng, David T. & Prasad, Eswar S., 2020, "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 4, pages 1369-1414, June.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert L., 2020, "The Relative Valuation Of Gold," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 6, pages 1346-1391, September.
• Magkonis, Georgios & Tsopanakis, Andreas, 2020, "The Financial Connectedness Between Eurozone Core And Periphery: A Disaggregated View," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 7, pages 1674-1699, October.
• Figen BÜYÜKAKIN & Ali KÜÇÜKÇOLAK, 2020, "Sukuk in the World and Turkey," Turkish Economic Review, EconSciences Journals, volume 7, issue 4, pages 266-279, December.
• Jakob Miethe, 2020, "The Storm-Impervious Financial Sector: Offshore Services Likely Booked Abroad," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 10, issue 43/44/45, pages 435-443.
• Steffen Günther & Christian Fieberg & Thorsten Poddig, 2020, "The Cross-Section of Cryptocurrency Risk and Return," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 89, issue 4, pages 7-28, DOI: 10.3790/vjh.89.4.7.
• Jakob Miethe, 2020, "Sturmfeste Finanzbranche: Offshore-Dienstleistungen wohl vornehmlich von außerhalb gebucht," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 87, issue 43, pages 813-821.
• Tatsiana Kliatskova & Loïc Baptiste Savatier, 2020, "Insolvency Regimes and Cross-Border Investment Decisions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1862.
• Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2020, "Currency Futures' Risk Premia and Risk Factors," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1866.
• Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020, "How banks respond to distress: Shifting risks in Europe's banking union," Working Papers, DNB, number 669, Jan.
• Andras Lengyel & Massimo Giuliodoril, 2020, "Demand shocks for public debt in the Eurozone," Working Papers, DNB, number 674, Mar.
• Martijn A. Boermans & John D. Burger, 2020, "Fickle Emerging Market Flows, Stable Euros, and the Dollar Risk Factor," Working Papers, DNB, number 676, Mar.
• Rui Dias & Paula Heliodoro & Paulo Alexandre, 2020, "Efficiency of Asean-5 Markets: An Detrended Fluctuation Analysis," Journal of Innovative Business and Management, DOBA Faculty, volume 12, issue 2, pages 13-19, DOI: 10.32015/JIBM.2020.12.2.2.13-19.
• Hope, Ole-Kristian Hope & Li, Yi & Liu, Qiliang & Wu, Han, 2020, "Newspaper Censorship in China: Evidence from Tunneling Scandals," HEC Research Papers Series, HEC Paris, number 1389, Sep.
• Ampudia, Miguel & Kapp, Daniel & Kristiansen, Kristian & Nicolay, Cornelius, 2020, "Euro area equity markets and shifting expectations for an economic recovery," Economic Bulletin Boxes, European Central Bank, volume 5.
• Adachi, Mitsutoshi & Cominetta, Matteo & Kaufmann, Christoph & van der Kraaij, Anton, 2020, "A regulatory and financial stability perspective on global stablecoins," Macroprudential Bulletin, European Central Bank, volume 10.
• Zaghini, Andrea, 2020, "How ECB purchases of corporate bonds helped reduce firms’ borrowing costs," Research Bulletin, European Central Bank, volume 66.
• Pancaro, Cosimo & Żochowski, Dawid & Arnould, Guillaume, 2020, "Bank funding costs and solvency," Working Paper Series, European Central Bank, number 2356, Jan.
• Schumacher, Julian & Trebesch, Christoph & Fang, Chuck, 2020, "Restructuring sovereign bonds: holdouts, haircuts and the effectiveness of CACs," Working Paper Series, European Central Bank, number 2366, Jan.
• Sokol, Andrej & Eguren-Martin, Fernando, 2020, "Attention to the tail(s): global financial conditions and exchange rate risks," Working Paper Series, European Central Bank, number 2387, Apr.
• Fidora, Michael & Schmitz, Martin & Bergant, Katharina, 2020, "International capital flows at the security level: evidence from the ECB’s Asset Purchase Programme," Working Paper Series, European Central Bank, number 2388, Apr.
• Ehrmann, Michael & Jansen, David-Jan, 2020, "Stock return comovement when investors are distracted: more, and more homogeneous," Working Paper Series, European Central Bank, number 2412, May.
• Bekaert, Geert & De Santis, Roberto A., 2020, "Risk and return in international corporate bond markets," Working Paper Series, European Central Bank, number 2452, Aug.
• Kaufmann, Christoph, 2020, "Investment funds, monetary policy, and the global financial cycle," Working Paper Series, European Central Bank, number 2489, Nov.
• 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.
• Yonghong Jiang & Gengyu Tian & Bin Mo, 2020, "Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-26, December, DOI: 10.1186/s40854-020-00208-y.
• Paolo Guasoni & Kwok Chuen Wong, 2020, "Asset prices in segmented and integrated markets," Finance and Stochastics, Springer, volume 24, issue 4, pages 939-980, October, DOI: 10.1007/s00780-020-00433-4.
• Jing Ao & Jihui Chen, 2020, "Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures Markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 627-654, October, DOI: 10.1007/s12197-019-09497-1.
• Faruk Balli & Hatice O. Balli & Mudassar Hasan & Russell Gregory-Allen, 2020, "Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 670-686, October, DOI: 10.1007/s12197-020-09508-6.
• Riza Demirer & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. term structure and return volatility in emerging stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 687-707, October, DOI: 10.1007/s12197-020-09511-x.
• Xinyi Qian, 2020, "Gold market price spillover between COMEX, LBMA and SGE," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 810-831, October, DOI: 10.1007/s12197-020-09517-5.
• Gaurav Raizada & Vartika Srivastava & S. V. D. Nageswara Rao, 2020, "Shall One Sit “Longer” for a Free Lunch? Impact of Trading Durations on the Realized Variances and Volatility Spillovers," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 1, pages 1-28, March, DOI: 10.1007/s40953-019-00169-9.
• José Soares Fonseca, 2020, "Portfolio selection in euro area with CAPM and Lower Partial Moments models," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 19, issue 1, pages 49-66, January, DOI: 10.1007/s10258-019-00153-4.
• Christian Espinosa-Méndez & Juan Gorigoitía & João Vieito, 2020, "Stock exchange mergers: a dynamic correlation analysis on Euronext," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 19, issue 2, pages 81-98, May, DOI: 10.1007/s10258-019-00160-5.
• Bingxu Fang & Ole-Kristian Hope & Zhongwei Huang & Rucsandra Moldovan, 2020, "The effects of MiFID II on sell-side analysts, buy-side analysts, and firms," Review of Accounting Studies, Springer, volume 25, issue 3, pages 855-902, September, DOI: 10.1007/s11142-020-09545-w.
• Mary Everett & Vahagn Galstyan, 2020, "Bilateral cross-border banking and macroeconomic determinants," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 156, issue 4, pages 921-944, November, DOI: 10.1007/s10290-020-00387-x.
• Chuo Chang, 2020, "Dynamic correlations and distributions of stock returns on China's stock markets," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 1, pages 1-6.
• Erhard Reschenhofer & Thomas Stark & Manveer K. Mangat, 2020, "Robust Estimation of the Memory Parameter," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 9, issue 4, pages 1-5.
• Argimón, Isabel & Ortiz, Elena Fernández & Rodriguez-Moreno, Maria, 2020, "Retrenchment of euro area banks and international banking models," ESRB Working Paper Series, European Systemic Risk Board, number 112, Nov.
• Alfreda Šapkauskienė & Alfreda Šapkauskienė & Ingrida Višinskaitė, 2020, "Initial Coin Offerings (ICOs): benefits, risks and success measures," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 3, pages 1472-1483, March, DOI: 10.9770/jesi.2020.7.3(3).
• Nikolay I. Dorogov & Ivan A. Kapitonov & Ivan A. Kapitonov & Nazygul T. Batyrova, 2020, "The role of national plans in developing the competitiveness of the state economy," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 1, pages 672-686, September, DOI: 10.9770/jesi.2020.8.1(46).
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• Ruijun Bu & Fredj Jawadi & Yuyi Li, 2020, "A multifactor transformed diffusion model with applications to VIX and VIX futures," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 1, pages 27-53, January, DOI: 10.1080/07474938.2019.1690195.
• Marco Barassi & Lajos Horváth & Yuqian Zhao, 2020, "Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 340-349, April, DOI: 10.1080/07350015.2018.1505630.
• Jérôme Lahaye & Christopher Neely, 2020, "The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 410-427, April, DOI: 10.1080/07350015.2018.1512865.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2020, "The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 3, pages 662-678, July, DOI: 10.1080/07350015.2018.1564318.
• Hayot Berk Saydaliyev & Lee Chin & Yessengali Oskenbayev, 2020, "The nexus of remittances, institutional quality, and financial inclusion," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 33, issue 1, pages 3528-3544, January, DOI: 10.1080/1331677X.2020.1774795.
• Dirk Kohnert, 2020, "The impact of Brexit on francophone Africa," Review of African Political Economy, Taylor & Francis Journals, volume 46, issue 162, pages 673-685, July, DOI: 10.1080/03056244.2019.1696292.
• Abdullah Kazdal & Halil Ibrahim Korkmaz & Doruk Kucuksarac & Yigit Onay, 2020, "A Measure of Turkey's Sovereign and Banking Sector Credit Risk: Asset Swap Spreads," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2007.
• Lorenz Emter, 2020, "Leverage Cycles, Growth Shocks, and Sudden Stops in Capital Inflows," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1120, Jul.
• Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2020, "Firm-Level Exposure to Epidemic Diseases: Covid-19, SARS, and H1N1," Working Papers Series, Institute for New Economic Thinking, number inetwp119, Apr, DOI: 10.36687/inetwp119.
• Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020, "How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-006/IV, Feb.
• John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2020, "Commodity Futures Return Predictability and Intertemporal Asset Pricing," Working Papers, Geary Institute, University College Dublin, number 202011, Nov.
• Matteo Maggiori & Brent Neiman & Jesse Schreger, 2020, "International Currencies and Capital Allocation," Journal of Political Economy, University of Chicago Press, volume 128, issue 6, pages 2019-2066, DOI: 10.1086/705688.
• Olga Bondarenko, 2020, "The Missing Cycle Part and Other Thoughts on the Global Financial Cycle," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 250, pages 15-32, DOI: 10.26531/vnbu2020.250.02.
• Ritzen, Jo & Lopez, Javi & Knottnerus, Andre & Perez Moreno, Salvador & Papandreou, George & Zimmermann, Klaus F., 2020, "Taking the challenge: A joint European policy response to the corona crisis to strengthen the public sector and restart a more sustainable and social Europe," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2020-015, Apr.
• Ritzen, Jozef M., 2020, "Once the great lockdown is lifted: Post COVID-19 options for the economy," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2020-057, Dec.
• Julian di Giovanni & Galina Hale, 2020, "Stock market spillovers via the global production network: Transmission of U.S. monetary policy," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1747, Oct.
• Fernando Broner & Tatiana Didier & Sergio L. Schmukler & Goetz von Peter, 2020, "Bilateral international investments: The big sur?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1760, Dec, revised Jun 2023.
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• KEVSER, Mustafa & DOGAN, Mesut, 2020, "The Analysis Of Relationship Between Participation-30 Index In Turkey And Commodity Markets, National And International Indexes," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 24, issue 2, pages 37-48, June.
• SATTAR, Muhammad Atif & ARCILLA Jr., Felix E. & SATTAR, Muhammad Fahad, 2020, "The Response Of Financial Market Indices To Covid-19 Pandemic," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 24, issue 3, pages 83-92, September.
• CELIK, Ismail & YILMAZ, Tayfun & EMIR, Suleyman & SAK, Ahmet Furkan, 2020, "The Effects Of Covid-19 Outbreak On Financial Markets," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 24, issue 4, pages 6-28, December.
• Philip Arestis & Sixia Zhang, 2020, "Are there Irrational Bubbles under the High Residential Housing Prices in China’s Major Cities?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 67, issue 1, pages 1-26.
• José Carlos Vides & Antonio A. Golpe & Jesús Iglesias, 2020, "The Role of Eonia in the Dynamics of Short-Term Interbank Rates," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 67, issue 2, pages 225-240.
• Elena Stavrova & Mariya Paskaleva & Ani Stoykova, 2020, "Empirical Analysis Of “Black Swan Effect”: Evidence Of China," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 129-146.
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• Uyduran Burak, 2020, "The Crypto Effect on Cross Border Transfers and Future Trends of Cryptocurrencies," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 16, issue 4, pages 12-23, December, DOI: 10.2478/fiqf-2020-0024.
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• Niewińska Katarzyna, 2020, "Factors affecting stock return volatility in the banking sector in the euro zone," Journal of Economics and Management, Sciendo, volume 39, issue 1, pages 132-148, March, DOI: 10.22367/jem.2020.39.07.
• Radke Michał, 2020, "The position of NewConnect against the Alternative Markets of European countries. The impact of GDP on volatility in the indices and turnover value," Journal of Economics and Management, Sciendo, volume 40, issue 2, pages 109-131, June, DOI: 10.22367/jem.2020.40.06.
• Zemla Sebastian, 2020, "Financial Crises in Comparative Perspective – Crisis Management and its Phenomenon of Repetition/Return," Naše gospodarstvo/Our economy, Sciendo, volume 66, issue 1, pages 65-77, March, DOI: 10.2478/ngoe-2020-0006.
• Mészáros Mercédesz & Kiss Gábor Dávid, 2020, "Spillover effects of unconventional monetary policy on capital markets in the shadow of the Eurozone: A sample of non-Eurozone countries," Review of Economic Perspectives, Sciendo, volume 20, issue 2, pages 171-195, June, DOI: 10.2478/revecp-2020-0008.
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• Illya Barziy & Marcin Chlebus, 2020, "HRP performance comparison in portfolio optimization under various codependence and distance metrics," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-21.
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• Broner,Fernando & Didier Brandao,Tatiana & Schmukler,Sergio L. & von Peter,Goetz, 2020, "Bilateral International Investments : The Big Sur ?," Policy Research Working Paper Series, The World Bank, number 9501, Dec.
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• Sahan T. M. Dissanayake & Sarah Jacobson, 2020, "Money Growing on Trees: A Classroom Game about Payments for Ecosystem Services and Tropical Deforestation," Department of Economics Working Papers, Department of Economics, Williams College, number 2020-06, Jun.
• Christian Gross & Pierre L. Siklos, 2020, "Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 1, pages 61-81, January, DOI: 10.1002/jae.2726.
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• Muzhao Jin & Fearghal Kearney & Youwei Li & Yung Chiang Yang, 2020, "Intraday time‐series momentum: Evidence from China," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 40, issue 4, pages 632-650, April, DOI: 10.1002/fut.22084.
• Ron Alquist & Reinhard Ellwanger & Jianjian Jin, 2020, "The effect of oil price shocks on asset markets: Evidence from oil inventory news," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 40, issue 8, pages 1212-1230, August, DOI: 10.1002/fut.22096.
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