Research classified by Journal of Economic Literature (JEL) codes

2020

• Kannadhasan, M. & Das, Debojyoti, 2020, "Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.024.
• Biell, Lis & Mouchette, Xavier & Muller, Aline, 2020, "When does the market feel it? Magnitude, speed and persistence of market reactions to cross-listings," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.018.
• He, Chi-Wei & Chang, Kuang-Liang & Wang, Yung-Jang, 2020, "Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.011.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2020, "Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.016.
• Tsai, Hui-Ju & Chiang, Yao-Min, 2020, "Pension policy and the IPO market," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.005.
• Malikov, Emir & Hartarska, Valentina & Mersland, Roy, 2020, "Economies of diversification in microfinance: Evidence from quantile estimation on panel data," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.019.
• Goswami, Samrat & Gupta, Rangan & Wohar, Mark E., 2020, "Historical volatility of advanced equity markets: The role of local and global crises," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.013.
• Shen, Dehua & Urquhart, Andrew & Wang, Pengfei, 2020, "A three-factor pricing model for cryptocurrencies," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.021.
• Cheikh, Nidhaleddine Ben & Zaied, Younes Ben & Chevallier, Julien, 2020, "Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.008.
• Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei, 2020, "Does intraday time-series momentum exist in Chinese stock index futures market?," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.007.
• Júnior, Gerson de Souza Raimundo & Palazzi, Rafael Baptista & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo, 2020, "Analyzing herding behavior in commodities markets – an empirical approach," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.08.033.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2020, "Flight-to-safety and the risk-return trade-off: European evidence," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.009.
• Mizerka, Jacek & Stróżyńska-Szajek, Agnieszka & Mizerka, Piotr, 2020, "The role of Bitcoin on developed and emerging markets – on the basis of a Bitcoin users graph analysis," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101489.
• Aslan, Aylin & Sensoy, Ahmet, 2020, "Intraday efficiency-frequency nexus in the cryptocurrency markets," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.013.
• Cheng, Hui-Pei & Yen, Kuang-Chieh, 2020, "The relationship between the economic policy uncertainty and the cryptocurrency market," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.101308.
• Zaremba, Adam & Kizys, Renatas & Aharon, David Y. & Demir, Ender, 2020, "Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101597.
• Fjesme, Sturla Lyngnes, 2020, "Retail investor experience, asset learning, and portfolio risk-adjusted returns," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101315.
• Picault, Matthieu & Raffestin, Louis, 2020, "The other side of forward guidance: Are central banks constrained by financial markets?," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101324.
• Park, Cheolbeom & Park, Suyeon, 2020, "Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101314.
• Das, Debojyoti & Le Roux, Corlise Liesl & Jana, R.K. & Dutta, Anupam, 2020, "Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101335.
• Do, Trung K. & Lai, Tuan N. & Tran, Thuy T.C., 2020, "Foreign ownership and capital structure dynamics," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101337.
• Borri, Nicola & Shakhnov, Kirill, 2020, "Regulation spillovers across cryptocurrency markets," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101333.
• Choi, Paul Moon Sub & Choi, Joung Hwa & Chung, Chune Young, 2020, "Do individual traders undermine firm valuation?," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101567.
• Zhang, Dayong & Hu, Min & Ji, Qiang, 2020, "Financial markets under the global pandemic of COVID-19," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101528.
• Goodell, John W. & Huynh, Toan Luu Duc, 2020, "Did Congress trade ahead? Considering the reaction of US industries to COVID-19," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101578.
• Shehzad, Khurram & Xiaoxing, Liu & Kazouz, Hayfa, 2020, "COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101669.
• Mnif, Emna & Jarboui, Anis & Mouakhar, Khaireddine, 2020, "How the cryptocurrency market has performed during COVID 19? A multifractal analysis," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101647.
• Topcu, Mert & Gulal, Omer Serkan, 2020, "The impact of COVID-19 on emerging stock markets," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101691.
• Li, Yan & Liang, Chao & Ma, Feng & Wang, Jiqian, 2020, "The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101749.
• Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš & Molnár, Peter, 2020, "Fear of the coronavirus and the stock markets," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101735.
• Narayan, Seema & Ur Rehman, Mobeen, 2020, "International portfolio strategies and opportunities: The case of the US, Japan and Asia," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101358.
• Peng, Xiaofan, 2020, "Do precious metals act as hedges or safe havens for China's financial markets?," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101353.
• Jiang, Junhua & Piljak, Vanja & Tiwari, Aviral Kumar & Äijö, Janne, 2020, "Frequency volatility connectedness across different industries in China," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101376.
• Choi, Jae Yong & Yi, Junesuh & Yoon, Sun-Joong, 2020, "A better criterion for forced selling in bond markets: Credit ratings versus credit spreads," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101437.
• Buigut, Steven & Kapar, Burcu, 2020, "Effect of Qatar diplomatic and economic isolation on GCC stock markets: An event study approach," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101352.
• Akhtaruzzaman, Md & Sensoy, Ahmet & Corbet, Shaen, 2020, "The influence of Bitcoin on portfolio diversification and design," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101344.
• Abid, Abir, 2020, "Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101378.
• Sakurai, Yuji & Kurosaki, Tetsuo, 2020, "How has the relationship between oil and the US stock market changed after the Covid-19 crisis?," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101773.
• Ters, Kristyna & Urban, Jörg, 2020, "Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model," Journal of Financial Markets, Elsevier, volume 47, issue C, DOI: 10.1016/j.finmar.2019.07.002.
• Lee, Suzanne S. & Wang, Minho, 2020, "Tales of tails: Jumps in currency markets," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.05.002.
• Finta, Marinela Adriana & Aboura, Sofiane, 2020, "Risk premium spillovers among stock markets: Evidence from higher-order moments," Journal of Financial Markets, Elsevier, volume 49, issue C, DOI: 10.1016/j.finmar.2020.100533.
• Pedraza, Alvaro & Pulga, Fredy & Vasquez, Jose, 2020, "Costly index investing in foreign markets," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2019.100509.
• Melvin, Michael & Pan, Wenqiang & Wikstrom, Petra, 2020, "Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2020.100545.
• Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2020, "Systemic risk and financial stability dynamics during the Eurozone debt crisis," Journal of Financial Stability, Elsevier, volume 47, issue C, DOI: 10.1016/j.jfs.2020.100723.
• Morelli, David & Vioto, Davide, 2020, "Assessing the contribution of China’s financial sectors to systemic risk," Journal of Financial Stability, Elsevier, volume 50, issue C, DOI: 10.1016/j.jfs.2020.100777.
• Böhm, Hannes & Eichler, Stefan, 2020, "Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the Euro Area," Journal of Financial Stability, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfs.2020.100763.
• Kirschenmann, Karolin & Korte, Josef & Steffen, Sascha, 2020, "A zero-risk weight channel of sovereign risk spillovers," Journal of Financial Stability, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfs.2020.100780.
• Wang, Zhimin & Ettinger, Marilyn & Xie, Yuying & Xu, Li, 2020, "The cost of capital: U.S.-based multinational corporations versus U.S. domestic corporations," Global Finance Journal, Elsevier, volume 44, issue C, DOI: 10.1016/j.gfj.2018.07.002.
• Megginson, William L. & Gao, Xuechen, 2020, "The state of research on sovereign wealth funds," Global Finance Journal, Elsevier, volume 44, issue C, DOI: 10.1016/j.gfj.2019.03.003.
• Nikkinen, Jussi & Piljak, Vanja & Rothovius, Timo, 2020, "Impact of the 2008–2009 financial crisis on the external and internal linkages of European frontier stock markets," Global Finance Journal, Elsevier, volume 46, issue C, DOI: 10.1016/j.gfj.2019.100481.
• Hussain, Syed Mujahid & Ben Omrane, Walid & Al-Yahyaee, Khamis, 2020, "US macroeconomic news effects around the US and European financial crises: Evidence from Brazilian and Mexican equity indices," Global Finance Journal, Elsevier, volume 46, issue C, DOI: 10.1016/j.gfj.2019.100482.
• Bottero, Margherita & Lenzu, Simone & Mezzanotti, Filippo, 2020, "Sovereign debt exposure and the bank lending channel: Impact on credit supply and the real economy," Journal of International Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.jinteco.2020.103328.
• Dvorkin, Maximiliano & Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2020, "News, sovereign debt maturity, and default risk," Journal of International Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.jinteco.2020.103352.
• Hu, Chenyue, 2020, "Industrial specialization matters: A new angle on equity home Bias," Journal of International Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.jinteco.2020.103354.
• Devereux, Michael B. & Saito, Makoto & Yu, Changhua, 2020, "International capital flows, portfolio composition, and the stability of external imbalances," Journal of International Economics, Elsevier, volume 127, issue C, DOI: 10.1016/j.jinteco.2020.103386.
• Selmi, Refk & Bouoiyour, Jamal, 2020, "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," International Economics, Elsevier, volume 161, issue C, pages 100-119, DOI: 10.1016/j.inteco.2019.11.007.
• Dachraoui, Hajer & Smida, Mounir & Sebri, Maamar, 2020, "Role of capital flight as a driver of sovereign bond spreads in Latin American countries," International Economics, Elsevier, volume 162, issue C, pages 15-33, DOI: 10.1016/j.inteco.2020.04.002.
• Kenourgios, Dimitrios & Umar, Zaghum & Lemonidi, Paraskevi, 2020, "On the effect of credit rating announcements on sovereign bonds: International evidence," International Economics, Elsevier, volume 163, issue C, pages 58-71, DOI: 10.1016/j.inteco.2020.04.006.
• Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2020, "Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity," International Economics, Elsevier, volume 164, issue C, pages 18-35, DOI: 10.1016/j.inteco.2020.06.004.
• Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The US Term Structure and Return Volatility in Global REIT Markets," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 84-109, September.
• Baah A. Kusi & Elikplimi K. Agbloyor & Agyapomaa Gyeke-Dako & Simplice A. Asongu, 2020, "Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence," Research Africa Network Working Papers, Research Africa Network (RAN), number 20/087, Jan.
• Hyeongwoo Kim & Madeline H. Kim, 2020, "U.S. Presidential Election Polls and the Economic Prospects of China and Mexico," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2020-08, Nov.
• Haşim Bağcı, 2020, "Analysis of Stock Market Performance According to Capital Market Instruments of Euronext Stock Exchange: Application of Vıkor Method," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 35, issue 113, pages 75-98, April, DOI: https://doi.org/10.33203/mfy.568169.
• Haşmet Sarıgül, 2020, "A Research on the Relationship Between Sovereign Credit Default Swap Premiums and Stock Indexes in Emerging Financial Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 35, issue 114, pages 103-128, October, DOI: https://doi.org/10.33203/mfy.605173.
• Eyyüp Kaya & Mine Aksoy, 2020, "Effect of Country Governance Quality on International Portfolio Investments," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 35, issue 114, pages 181-210, October, DOI: https://doi.org/10.33203/mfy.740324.
• Maulik Jagnani & Christopher B. Barrett & Yanyan Liu & Liangzhi You, 2019, "Working Paper 314 - Within-Season Response to Warmer Temperatures: Defensive Investments by Kenyan Farmers," Working Paper Series, African Development Bank, number 2440, Jul.
• Hanan Morsy & Eman Moustafa, 2020, "Working Paper 331 - Mispricing of Sovereign Risk and Investor Herding in African Debt Markets," Working Paper Series, African Development Bank, number 2457, May.
• Martin Ellison & Andrew Scott, 2020, "Managing the UK National Debt 1694–2018," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 3, pages 227-257, July, DOI: 10.1257/mac.20180263.
• Iulia Lupu & Ana Barbara Bobirca & Paul Gabriel Miclaus & Tudor Ciumara, 2020, "Risk Management of Companies Included in the EURO STOXX Sustainability Index. An Investors' Perception," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 22, issue 55, pages 707-707, August.
• Dominique de Rambures & Alfonso Iozzo & Annamaria Viterbo, 2020, "A Safety Net for Africa: towards an African Monetary Fund?," Working Papers, Robert Triffin International, number N268, Jun.
• Baah A. Kusi & Elikplimi K. Agbloyor & Agyapomaa Gyeke-Dako & Simplice A. Asongu, 2020, "Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 20/087, Jan.
• Ceyda Yerdelen Kaygın & Abdulkadir Barut, 2020, "Çifte Kayıtlı Hisse Senetlerinin Fiyatlarını Etkileyen İçsel Faktörlerin Dinamik Panel Veri Analizi İle Belirlenmesi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 3, pages 805-821, DOI: 10.30784/epfad.773057.
• Utku Ölmez & Alper Aykut Ekinci, 2020, "Koronavirüs (Covid-19) Salgınının Hisse Senedi Piyasasına Etkisi: BIST 100 Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue SI, pages 225-239, DOI: 10.30784/epfad.811636.
• Deniz Sevinç, 2020, "Covid-19'un Uluslararası Pay Piyasalarına Etkisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue SI, pages 59-75, DOI: 10.30784/epfad.808308.
• Ngoc Bao Vuong & Yoshihisa Suzuki, 2020, "Does Fear has Stronger Impact than Confidence on Stock Returns? The Case of Asia-Pacific Developed Markets," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 67, issue 2, pages 157-175, June.
• Júlio Lobão & Maria Eva Jerke, 2020, "Short-term Overreaction in American Depository Receipts," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 67, issue 4, pages 423-435, December.
• cyril Dell'Eva & Eric Girardin & Patrick Pintus, 2020, "Monetary Policies and Destabilizing Carry Trades under Adaptive Learning," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2022, Jun.
• Jean-Baptiste Hasse, 2020, "Systemic Risk: a Network Approach," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2025, Jul.
• Fatemeh Salimi Namin, 2020, "Exchange Rates, Stock Prices, and Stock Market Uncertainty," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2037, Nov.
• Laura Vasilescu, 2020, "Global Foreign Direct Investment Under The Pandemic Crisis – Effects And Prospects," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 48, pages 133-139, December.
• Hafner, Christian & Herwartz, Helmut & Maxand, Simone, 2020, "Identification of structural multivariate GARCH models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020032, Jul, DOI: https://doi.org/10.1016/j.jeconom.2.
• Iania, Leonardo & Lyrio, Marco & Moura, Rubens, 2020, "Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020010, Jan.
• Moritz Schularick & Lucas ter Steege & Felix Ward, 2020, "Leaning against the wind and crisis risk," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 041, Nov.
• József Varga & Gyöngyi Bánkuti & Rita Kovács-Szamosi, 2020, "Analysis of the Turkish Islamic Banking Sector Using CAMEL and Similarity Analysis Methods," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 70, issue 2, pages 275-296, June, DOI: 10.1556/032.2020.00014.
• Ngo Thai Hung, 2020, "Does volatility transmission between stock market returns of Central and Eastern European countries vary from normal to turbulent periods?," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 70, issue 3, pages 449-468, September, DOI: 10.1556/032.2020.00022.
• Levent Bulut & Islam Rizvanoghlu, 2020, "Is gold a safe haven? The international evidence revisited," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 70, issue 4, pages 531-549, December, DOI: 10.1556/032.2020.00035.
• Fernando Toledo & Leonardo Caravaggio, 2020, "Noticias y tensiones cambiariasen Argentina," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 66, pages 57-81, January-D.
• Mahammad Allazov, , "Development Perspective And Optimization Of The Use Of Financial Instruments In The Fund Markets Of The Republic Of Azerbaijan," Review of Socio - Economic Perspectives, Reviewsep, number 202060, DOI: https://doi.org/10.19275/RSEP086.
• Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2020, "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 165, Aug.
• Nermina Pobric, , "Could Short Selling Improve the Quality of Emerging Stock Markets? -Review of Some Theoretical and Empirical Evidence Presented in Literature," Economy, Business & Development: An International Journal, Ss. Cyril and Methodius University in Skopje, Faculty of Economics-Skopje, number v:1:y:2020:i:1:p:1-18, DOI: 10.47063/ebd.00001.
• Marco Ortiz & Gerardo Herrera, 2020, "Heterogeneous Credit Constraints and Optimal Monetary Policy," Working Papers, Peruvian Economic Association, number 164, Feb.
• Carlos Montoro & Marco Ortiz, 2020, "The Portfolio Channel of Capital Flows and Foreign Exchange Intervention in A Small Open Economy," Working Papers, Peruvian Economic Association, number 168, Aug.
• Claudiu Albulescu, 2020, "Coronavirus and oil price crash," Papers, arXiv.org, number 2003.06184, Mar, revised Mar 2020.
• Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Hardle, 2020, "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," Papers, arXiv.org, number 2009.04200, Sep.
• Matthew O. Jackson & Agathe Pernoud, 2020, "Systemic Risk in Financial Networks: A Survey," Papers, arXiv.org, number 2012.12702, Dec.
• Alfonso Iozzo & Fabio Masini, 2020, "A Green Deal for European Cities. Rethinking the Role of the Euro," Policy Papers, Fondazione CSF, number 45, May.
• Alberto Majocchi, 2020, "A European Fiscal Structure for Equitable and Sustainable Development," Research Papers, Fondazione CSF, number 272, May.
• Donato Masciandaro & Davide Romelli & Gaia Rubera, 2020, "Tweeting on Monetary Policy and Market Sentiments: The Central Bank Surprise Index," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20134.
• Bernardo Bortolotti & Veljko Fotak & Chloe Hogg, 2020, "Sovereign Wealth Funds and the COVID-19 shock: Economic and Financial Resilience in Resource-Rich Countries," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20147.
• Mari­a J Nieto & Dalvinder Singh, 2020, "Incentive compatible relationship between ERMII and Close-Cooperation in the Banking Union: The case of Bulgaria and Croatia," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20150.
• Halyna Alekseievska & Anzor Mumladze, 2020, "Quantitative Easing As The Main Instrument Of Unconventional Monetary Policy," Three Seas Economic Journal, Publishing house "Baltija Publishing", volume 1, issue 1, DOI: 10.30525/2661-5150/2020-1-7.
• David Beers & Elliot Jones & John Walsh, 2020, "BoC–BoE Sovereign Default Database: Methodology, Assumptions and Sources," Technical Reports, Bank of Canada, number 117, DOI: 10.34989/tr-117.
• Fabio Ghironi & Galip Kemal Ozhan, 2020, "Interest Rate Uncertainty as a Policy Tool," Staff Working Papers, Bank of Canada, number 20-13, Apr, DOI: 10.34989/swp-2020-13.
• Christian Friedrich & Pierre Guérin & Danilo Leiva-Leon, 2020, "Monetary Policy Independence and the Strength of the Global Financial Cycle," Staff Working Papers, Bank of Canada, number 20-25, Jun, DOI: 10.34989/swp-2020-25.
• Ron Alquist & Reinhard Ellwanger & Jianjian Jin, 2020, "The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News," Staff Working Papers, Bank of Canada, number 2020-8, Mar, DOI: 10.34989/swp-2020-8.
• David Beers & Elliot Jones & John Walsh, 2020, "BoC-BoE Sovereign Default Database: What’s New in 2020?," Staff Analytical Notes, Bank of Canada, number 2020-13, Jun, DOI: 10.34989/san-2020-13.
• Antonio Diez de los Rios & Yu Zhu, 2020, "CBDC and Monetary Sovereignty," Staff Analytical Notes, Bank of Canada, number 2020-5, Feb, DOI: 10.34989/san-2020-5.
• Olga Bilyk & Anson T. Y. Ho & Mikael Khan & Geneviève Vallée, 2020, "Household indebtedness risks in the wake of COVID‑19," Staff Analytical Notes, Bank of Canada, number 2020-8, Jun, DOI: 10.34989/san-2020-8.
• Carlos González Pedraz & María Teresa González Pérez, 2020, "Factores de microestructura del mercado en la determinación del precio del petróleo," Boletín Económico, Banco de España, issue 3/2020.
• Carlos González Pedraz & María Teresa González Pérez, 2020, "Market microstructure factors in the determination of oil prices," Economic Bulletin, Banco de España, issue 3/2020.
• Leonardo Gambacorta & Sergio Mayordomo & José María Serena, 2020, "Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities," Working Papers, Banco de España, number 2005, Mar.
• Alessio Ciarlone & Daniela Marconi, 2020, "Financial spillovers to emerging economies: the role of exchange rates and domestic fundamentals," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 571, Jul.
• Sara Cecchetti, 2020, "An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1271, Mar.
• José Antonio Ocampo & Germán D. Orbegozo & Mauricio Villamizar-Villegas & Nicolás Fajardo-Baquero & Oscar Botero-Ramírez & Camilo OrozcoVanegas, 2020, "Post-graduation from the original sin problem The effects of investor participation on sovereign debt markets," Borradores de Economia, Banco de la Republica de Colombia, number 1113, Apr, DOI: https://doi.org/10.32468/be.1113.
• Valeria Bejarano-Salcedo & William Iván Moreno-Jimenez & Juan Manuel Julio-Román, 2020, "La Magnitud y Duración del Efecto de la Intervención por Subastas sobre el Mercado Cambiario: El caso Colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 1142, Nov, DOI: https://doi.org/10.32468/be.1142.
• Žarko Đorić, 2020, "Financial Innovations In Modern Financial System – Analytical Basics And Practical Aspects," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 38, pages 81-107, September.
• Mile Bošnjak & Vlatka Bilas & Gordana Kordić, 2020, "Determinants Of Foreign Exchange Reserves In Serbia And North Macedonia," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 65, issue 226, pages 103-120, July – Se.
• Oleg N. Salmanov & Natalia V. Babina & Marina V. Samoshkina & Irina P. Drachena & Irina P. Salmanova, 2020, "The Effects Of Volatility And Changes In Conditional Correlations In The Stock Markets Of Russia And Developed Countries," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 65, issue 227, pages 67-94, October –.
• John M. Barrios & Pietro A. Bianchi & Helena Isidro, 2020, "Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-20.
• Matthieu Bussière & Baptiste Meunier & Justine Pedrono, 2020, "Heterogeneity in Bank Leverage: the Funding Channels of Complexity," Working papers, Banque de France, number 771.
• Goulard Sylvie, 2020, "The international role of the euro
  [Le rôle international de l’euro]," Bulletin de la Banque de France, Banque de France, issue 229.
• Genre Véronique & Lecat Rémy & Marsilli Clément, 2020, "The euro in the history of the international monetary system
  [L’euro dans l’histoire du système monétaire international]," Bulletin de la Banque de France, Banque de France, issue 229.
• Bussière Matthieu & Lecat Rémy & Vidon Edouard, 2020, "Why and how to develop the international role of the euro?
  [Pourquoi et comment développer le rôle international de l’euro ?]," Bulletin de la Banque de France, Banque de France, issue 229.
• Gossé Jean-Baptiste & Hermet Émilie & Mourjane Anass & Dufouleur Mathilde, 2020, "Developing the Capital Markets Union to mobilise savings and stimulate investment in Europe
  [Développer l’Union des marchés de capitaux pour mobiliser l’épargne et stimuler l’investissement en Europe]," Bulletin de la Banque de France, Banque de France, issue 231.
• Guette-Khiter Christophe, 2020, "Non-residents holdings of French CAC 40 shares at end-2019 and early 2020
  [La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2019 et début 2020]," Bulletin de la Banque de France, Banque de France, issue 231.
• Tomás Williams & Lorenzo Pandolfi & Alberto Martin & Fernando Broner, 2020, "Winners and Losers from Sovereign Debt Inflows: Evidence from the Stock Market," Working Papers, Barcelona School of Economics, number 1152, Feb.
• Galina Hale & Julian di Giovanni, 2020, "Stock Market Spillovers Via the Global Production Network: Transmission of U.S. Monetary Policy," Working Papers, Barcelona School of Economics, number 1213, Nov.
• Goetz von Peter & Tatiana Didier & Sergio L. Schmukler & Fernando Broner, 2020, "Bilateral International Investments: The Big Sur?," Working Papers, Barcelona School of Economics, number 1226, Dec.
• Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2020, "Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals," Discussion Papers, Department of Economics, University of Birmingham, number 20-21, Aug.
• Morten Linnemann Bech & Jenny Hancock & Tara Rice & Amber Wadsworth, 2020, "On the future of securities settlement," BIS Quarterly Review, Bank for International Settlements, March.
• Ingomar Krohn & Vladyslav Sushko, 2020, "FX spot and swap market liquidity spillovers," BIS Working Papers, Bank for International Settlements, number 836, Jan.
• Leonardo Gambacorta & Sergio Mayordomo & Jose Maria Serena, 2020, "Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities," BIS Working Papers, Bank for International Settlements, number 843, Feb.
• Bryan Harcy & Can Sever, 2020, "Financial Crises and Innovation," BIS Working Papers, Bank for International Settlements, number 846, Mar.
• Robert N McCauley & Catherine R Schenk, 2020, "Central bank swaps then and now: swaps and dollar liquidity in the 1960s," BIS Working Papers, Bank for International Settlements, number 851, Apr.
• Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020, "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," BIS Working Papers, Bank for International Settlements, number 897, Oct.
• Fernando Broner & Tatiana Didier & Sergio L Schmukler & Goetz von Peter, 2020, "Bilateral International Investments: the Big Sur?," BIS Working Papers, Bank for International Settlements, number 911, Dec.
• Mikhail Andreev & M. Udara Peiris & Alexander Shirobokov & Dimitrios P. Tsomocos, 2020, "Commodity Cycles and Financial Instability in Emerging Economies," Bank of Russia Working Paper Series, Bank of Russia, number wps57, Apr.
• Laura Nowzohour & Livio Stracca, 2020, "More Than A Feeling: Confidence, Uncertainty, And Macroeconomic Fluctuations," Journal of Economic Surveys, Wiley Blackwell, volume 34, issue 4, pages 691-726, September, DOI: 10.1111/joes.12354.
• Falk Bräuning & Victoria Ivashina, 2020, "Monetary Policy and Global Banking," Journal of Finance, American Finance Association, volume 75, issue 6, pages 3055-3095, December, DOI: 10.1111/jofi.12959.
• David R. Haab & Thomas Nitschka, 2020, "Carry trade and forward premium puzzle from the perspective of a safe‐haven currency," Review of International Economics, Wiley Blackwell, volume 28, issue 2, pages 376-394, May, DOI: 10.1111/roie.12455.
• Martijn A. Boermans & Robert Vermeulen, 2020, "International investment positions revisited: Investor heterogeneity and individual security characteristics," Review of International Economics, Wiley Blackwell, volume 28, issue 2, pages 466-496, May, DOI: 10.1111/roie.12460.
• POP Ioana, 2020, "An Overview Of Central And Eastern European Capital Markets - Similarities And Contrasts Between Poland, Romania, Croatia And Hungary," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 72, issue 2, pages 45-57, July.
• SAVA Ana-Simina, 2020, "The Competitive Advantage Of Multinationals Operating In Emerging Markets Outside Their Economic Area Of Origin," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 72, issue 4, pages 82-100, December.
• Olav Syrstad & Ganesh Viswanath-Natraj, 2020, "Price-setting in the foreign exchange swap market: Evidence from order flow," Working Paper, Norges Bank, number 2020/16.
• Guillaume Arnould & Cosimo Pancaro & Dawid Żochowski, 2020, "Bank funding costs and solvency," Bank of England working papers, Bank of England, number 853, Feb.
• Gareth Anderson & Ambrogio Cesa-Bianchi, 2020, "Crossing the credit channel: credit spreads and firm heterogeneity," Bank of England working papers, Bank of England, number 854, Feb.
• Galina Potjagailo & Maik H Wolters, 2020, "Global financial cycles since 1880," Bank of England working papers, Bank of England, number 867, May.
• Fernando Eguren-Martin, 2020, "Dollar shortages and central bank swap lines," Bank of England working papers, Bank of England, number 879, Jul.
• Fernando Eguren-Martin & Cian O'Neill & Andrej Sokol & Lukas von dem Berge, 2020, "Capital flows-at-risk: push, pull and the role of policy," Bank of England working papers, Bank of England, number 881, Aug.
• WASHIMI Kazuaki & KADOGAWA Yoichi, 2020, "Recent Characteristics of FX Markets in Asia \A Comparison of Japan, Singapore, and Hong Kong SAR \," Bank of Japan Review Series, Bank of Japan, number 20-E-3, Jul.
• P. Manasse & G. Moramarco & G. Trigilia, 2020, "Exchange Rates and Political Uncertainty: The Brexit Case," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1141, Feb.
• Graziano Moramarco, 2020, "Measuring Global Macroeconomic Uncertainty," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1148, Jun.
• Tarek A. Hassan & Laurence van Lent & Stephan Hollander & Ahmed Tahoun, 2020, "Firm-Level Exposure to Epidemic Diseases: Covid-19, SARS, and H1N1," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-340, Apr.
• Chen Tao, 2020, "Does retail trading matter to price discovery?," German Economic Review, De Gruyter, volume 21, issue 4, pages 475-492, December, DOI: 10.1515/ger-2019-0041.
• 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.
• 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.