Research classified by Journal of Economic Literature (JEL) codes

2020

• 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.
• 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, Centre for Economic Policy Research, number 14392, Feb.
• Accominotti, Olivier & BRIERE, Marie & Burietz, Aurore & Oosterlinck, Kim & Szafarz, Ariane, 2020, "Did Globalization Kill Contagion?," CEPR Discussion Papers, Centre for Economic Policy Research, number 14395, Feb.
• Gambacorta, Leonardo & Mayordomo, Sergio & Serena Garralda, Jose-Maria, 2020, "Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities," CEPR Discussion Papers, Centre for Economic Policy Research, number 14419, Feb.
• Anderson, Gareth & Cesa-Bianchi, Ambrogio, 2020, "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," CEPR Discussion Papers, Centre for Economic Policy Research, number 14426, Feb.
• Boyarchenko, Nina & Larsen, Lars & Whelan, Paul, 2020, "The Overnight Drift," CEPR Discussion Papers, Centre for Economic Policy Research, number 14462, Mar.
• Corsetti, Giancarlo & Marin, Emile, 2020, "A century of arbitrage and disaster risk pricing in the foreign exchange market," CEPR Discussion Papers, Centre for Economic Policy Research, number 14497, Mar.
• Ramelli, Stefano & Wagner, Alexander F., 2020, "Feverish Stock Price Reactions to COVID-19," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 14573, Apr.
• Maenhout, Pascal & Vedolin, Andrea & Xing, Hao, 2020, "Generalized Robustness and Dynamic Pessimism," CEPR Discussion Papers, Centre for Economic Policy Research, number 14592, Apr.
• Alfaro, Laura & Faia, Ester & Judson, Ruth & Schmidt-Eisenlohr, Tim, 2020, "Elusive Safety: The New Geography of Capital Flows and Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 14636, Apr.
• Ghironi, Fabio & Ozhan, Galip Kemal, 2020, "Interest Rate Uncertainty as a Policy Tool," CEPR Discussion Papers, Centre for Economic Policy Research, number 14660, Apr.
• Ehrmann, Michael & Jansen, David-Jan, 2020, "Stock Return Comovement when Investors are Distracted: More, and More Homogeneous," CEPR Discussion Papers, Centre for Economic Policy Research, number 14713, May.
• Elenev, Vadim & Landvoigt, Tim & Van Nieuwerburgh, Stijn, 2020, "Can the Covid Bailouts Save the Economy?," CEPR Discussion Papers, Centre for Economic Policy Research, number 14714, May.
• Bahaj, Saleem & Reis, Ricardo, 2020, "Jumpstarting an International Currency," CEPR Discussion Papers, Centre for Economic Policy Research, number 14793, May.
• Schularick, Moritz & ter Steege, Lucas & Ward, Felix, 2020, "Leaning against the wind and crisis risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 14797, May.
• Gandré, Pauline & Mariathasan, Mike & Merrouche, Ouarda & Ongena, Steven, 2020, "Unintended Consequences Of The Global Derivatives Market Reform," CEPR Discussion Papers, Centre for Economic Policy Research, number 14802, May.
• Meisenzahl, Ralf & Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2020, "The Dollar and Corporate Borrowing Costs," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 14986, Jul.
• Keuschnigg, Christian & Kirschner, Linda & Kogler, Michael & Winterberg, Hannah, 2020, "Italy in the Eurozone," CEPR Discussion Papers, Centre for Economic Policy Research, number 15040, Jul.
• Hsu, Po-Hsuan & Taylor, Mark & Wang, Zigan, 2020, "The Out-of-Sample Performance of Carry Trades," CEPR Discussion Papers, Centre for Economic Policy Research, number 15052, Jul.
• Hale, Galina & Juvenal, Luciana, 2020, "External Balance Sheets and the COVID-19 Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 15170, Aug.
• Acalin, Julien & Rebucci, Alessandro, 2020, "Global Business and Financial Cycles: A Tale of Two Capital Account Regimes," CEPR Discussion Papers, Centre for Economic Policy Research, number 15190, Aug.
• Hadzi-Vaskov, Metodij & Ricci, Luca Antonio, 2020, "The Nonlinear Relationship Between Public Debt and Sovereign Credit Ratings," CEPR Discussion Papers, Centre for Economic Policy Research, number 15267, Sep.
• Fendoglu, Salih & Gulsen, Eda & Peydro, Jose-Luis, 2020, "Global Liquidity and Impairment of Local Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 15273, Sep.
• Filippou, Ilias & Rapach, David & Taylor, Mark & Zhou, Guofu, 2020, "Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio," CEPR Discussion Papers, Centre for Economic Policy Research, number 15305, Sep.
• Xu, Qi & Kozhan, Roman & Taylor, Mark, 2020, "Prospect Theory and Currency Returns: Empirical Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 15306, Sep.
• Hassan, Tarek & Zhang, Tony, 2020, "The Economics of Currency Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 15313, Sep.
• Korsaye, Sofonias Alemu & Trojani, Fabio & Vedolin, Andrea, 2020, "The Global Factor Structure of Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 15337, Oct.
• Di Giovanni, Julian & Hale, Galina, 2020, "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 15404, Oct.
• Acharya, Viral & Vij, Siddharth, 2020, "Foreign Currency Borrowing of Corporations as Carry Trades: Evidence from India," CEPR Discussion Papers, Centre for Economic Policy Research, number 15440, Nov.
• Cenedese, Gino & Della Corte, Pasquale & Wang, Tianyu, 2020, "Currency Mispricing and Dealer Balance Sheets," CEPR Discussion Papers, Centre for Economic Policy Research, number 15569, Dec.
• Chernov, Mikhail & Dahlquist, Magnus & Lochstoer, Lars, 2020, "Pricing Currency Risks," CEPR Discussion Papers, Centre for Economic Policy Research, number 15571, Dec.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2020, "The Expected Return on Risky Assets: International Long-run Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 15610, Dec.
• Camanho, Nelson & Hau, Harald & Rey, Hélène, 2020, "Global Portfolio Rebalancing and Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, 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 & Veiga, 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.
• 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 University of Applied Sciences, Maribor, Slovenia, 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.
• 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.
• Rosati, Nicoletta & Bellia, Mario & Matos, Pedro Verga & Oliveira, Vasco, 2020, "Ratings matter: Announcements in times of crisis and the dynamics of stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101166.
• Hu, Haoshen & Prokop, Jörg & Shi, Yukun & Trautwein, Hans-Michael, 2020, "The rating spillover from banks to sovereigns: An empirical investigation across the European Union," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101161.
• Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2020, "Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101173.
• Otchere, Isaac & Abukari, Kobana, 2020, "Are super stock exchange mergers motivated by efficiency or market power gains?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101164.
• Kobinger, Sonja & Bornholt, Graham & Malin, Mirela, 2020, "Long-term time series reversal: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101185.
• Atanasova, Christina & Weisskopf, Jean-Philippe, 2020, "The price of international equity ETFs: The role of relative liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101190.
• Philippas, Dionisis & Philippas, Nikolaos & Tziogkidis, Panagiotis & Rjiba, Hatem, 2020, "Signal-herding in cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101191.
• Grigaliuniene, Zana & Celov, Dmitrij & Hartwell, Christopher A., 2020, "The more the Merrier? The reaction of euro area stock markets to new members," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 66, issue C, DOI: 10.1016/j.intfin.2020.101195.
• Li, Wanli & Wang, Chaohui & Ren, Qizhe & Zhao, Ding, 2020, "Institutional distance and cross-border M&A performance: A dynamic perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 66, issue C, DOI: 10.1016/j.intfin.2020.101207.
• Inekwe, John Nkwoma, 2020, "Liquidity connectedness and output synchronisation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 66, issue C, DOI: 10.1016/j.intfin.2020.101208.
• Kwon, Ji Ho, 2020, "Tail behavior of Bitcoin, the dollar, gold and the stock market index," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 67, issue C, DOI: 10.1016/j.intfin.2020.101202.
• Andrada-Félix, Julián & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simón, 2020, "Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 67, issue C, DOI: 10.1016/j.intfin.2020.101219.
• Abad, Pilar & Ferreras, Rodrigo & Robles, M.-Dolores, 2020, "Information opacity and corporate bond returns: The dynamics of split ratings," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101239.
• Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam, 2020, "Economic uncertainty and bank risk: Evidence from emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101242.
• Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2020, "From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 69, issue C, DOI: 10.1016/j.intfin.2020.101245.
• Mercado, Rogelio & Noviantie, Shanty, 2020, "Financial flows centrality: Empirical evidence using bilateral capital flows," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 69, issue C, DOI: 10.1016/j.intfin.2020.101255.
• Currie, Russell R. & Pandher, Gurupdesh S., 2020, "Finance journal rankings: Active scholar assessment revisited," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105717.
• Belkhir, Mohamed & Saad, Mohsen & Samet, Anis, 2020, "Stock extreme illiquidity and the cost of capital," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.01.005.
• Liang, Quanxi & Li, Donghui & Gao, Wenlian, 2020, "Ultimate ownership, crash risk, and split share structure reform in China," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105751.
• Bostanci, Gorkem & Yilmaz, Kamil, 2020, "How connected is the global sovereign credit risk network?," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105761.
• Kim, Kyungkeun & Lee, Dongwon, 2020, "Equity market integration and portfolio rebalancing," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105775.
• O’Sullivan, Conall & Papavassiliou, Vassilios G., 2020, "On the term structure of liquidity in the European sovereign bond market," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105777.
• Baur, Dirk G. & Smales, Lee A., 2020, "Hedging geopolitical risk with precious metals," Journal of Banking & Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jbankfin.2020.105823.
• Eichler, Stefan & Plaga, Timo, 2020, "The economic record of the government and sovereign bond and stock returns around national elections," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105832.
• Lee, Edward & Pappas, Kostas & Xu, Alice Liang, 2020, "Foreign Lenders’ adoption of performance pricing provisions in syndicated loans," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105869.
• Xu, Yuqian & Saunders, Anthony & Xiao, Binqing & Li, Xindan, 2020, "Bank relationship loss: The moderating effect of information opacity," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105872.
• Held, Matthias & Kapraun, Julia & Omachel, Marcel & Thimme, Julian, 2020, "Up- and downside variance risk premia in global equity markets," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105875.
• Hu, Xiaolu & Shi, Jing & Wang, Lafang & Yu, Jing, 2020, "Foreign ownership in Chinese credit ratings industry: Information revelation or certification?," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105891.
• Fotak, Veljko & Lee, Haekwon, 2020, "Public-private co-lending: Evidence from syndicated corporate loans," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105898.
• Bae, Kee-Hong & Ding, Yi & Wang, Xiaoqiao, 2020, "Relative industry valuation and cross-border listing," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105899.
• Broman, Markus S., 2020, "Local demand shocks, excess comovement and return predictability," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105910.
• Zaremba, Adam & Umutlu, Mehmet & Maydybura, Alina, 2020, "Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105966.
• Hollstein, Fabian, 2020, "Estimating beta: The international evidence," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105968.
• Loureiro, Gilberto & Silva, Sónia, 2020, "The impact of cross-delisting from the U.S. On firms’ financial constraints," Journal of Business Research, Elsevier, volume 108, issue C, pages 132-146, DOI: 10.1016/j.jbusres.2019.09.055.
• Chen, Tao, 2020, "Does news affect disagreement in global markets?," Journal of Business Research, Elsevier, volume 109, issue C, pages 174-183, DOI: 10.1016/j.jbusres.2019.11.082.
• Saad, Mohsen & Samet, Anis, 2020, "Collectivism and commonality in liquidity," Journal of Business Research, Elsevier, volume 116, issue C, pages 137-162, DOI: 10.1016/j.jbusres.2020.04.012.
• Li, Xiao, 2020, "The impact of economic policy uncertainty on insider trades: A cross-country analysis," Journal of Business Research, Elsevier, volume 119, issue C, pages 41-57, DOI: 10.1016/j.jbusres.2020.07.025.
• Chen, Shaojian & Mao, Hui & Feng, Zongxian, 2020, "Political uncertainty and firm entry: Evidence from Chinese manufacturing industries," Journal of Business Research, Elsevier, volume 120, issue C, pages 16-30, DOI: 10.1016/j.jbusres.2020.07.021.
• Frijns, Bart & Zwinkels, Remco C.J., 2020, "Absence of speculation in the European sovereign debt markets," Journal of Economic Behavior & Organization, Elsevier, volume 169, issue C, pages 245-265, DOI: 10.1016/j.jebo.2019.11.017.
• Hens, Thorsten & Schindler, Nilüfer, 2020, "Value and patience: The value premium in a dividend-growth model with hyperbolic discounting," Journal of Economic Behavior & Organization, Elsevier, volume 172, issue C, pages 161-179, DOI: 10.1016/j.jebo.2020.01.028.
• Fink, Alexander & Stahl, Jörg R., 2020, "The value of international political connections: Evidence from Trump's 2016 surprise election," Journal of Economic Behavior & Organization, Elsevier, volume 176, issue C, pages 691-700, DOI: 10.1016/j.jebo.2020.03.034.
• Ahmed, Walid M.A., 2020, "Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin," Journal of Economics and Business, Elsevier, volume 108, issue C, DOI: 10.1016/j.jeconbus.2019.105886.
• Arjoon, Vaalmikki & Bhatnagar, Chandra Shekhar & Ramlakhan, Prakash, 2020, "Herding in the Singapore stock Exchange," Journal of Economics and Business, Elsevier, volume 109, issue C, DOI: 10.1016/j.jeconbus.2019.105889.
• Goldstein, Michael A. & Hotchkiss, Edith S., 2020, "Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 16-40, DOI: 10.1016/j.jfineco.2019.05.014.
• Jacobs, Heiko & Müller, Sebastian, 2020, "Anomalies across the globe: Once public, no longer existent?," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 213-230, DOI: 10.1016/j.jfineco.2019.06.004.
• Makarov, Igor & Schoar, Antoinette, 2020, "Trading and arbitrage in cryptocurrency markets," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 293-319, DOI: 10.1016/j.jfineco.2019.07.001.
• Asness, Cliff & Frazzini, Andrea & Gormsen, Niels Joachim & Pedersen, Lasse Heje, 2020, "Betting against correlation: Testing theories of the low-risk effect," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 629-652, DOI: 10.1016/j.jfineco.2019.07.003.
• Huang, Dashan & Li, Jiangyuan & Wang, Liyao & Zhou, Guofu, 2020, "Time series momentum: Is it there?," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 774-794, DOI: 10.1016/j.jfineco.2019.08.004.
• Dahlquist, Magnus & Hasseltoft, Henrik, 2020, "Economic momentum and currency returns," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 152-167, DOI: 10.1016/j.jfineco.2019.09.002.
• Pitkäjärvi, Aleksi & Suominen, Matti & Vaittinen, Lauri, 2020, "Cross-asset signals and time series momentum," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 63-85, DOI: 10.1016/j.jfineco.2019.02.011.
• Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2020, "OTC premia," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 86-105, DOI: 10.1016/j.jfineco.2019.09.010.
• Gavazzoni, Federico & Santacreu, Ana Maria, 2020, "International R&D spillovers and asset prices," Journal of Financial Economics, Elsevier, volume 136, issue 2, pages 330-354, DOI: 10.1016/j.jfineco.2019.09.009.
• Mäkinen, Taneli & Sarno, Lucio & Zinna, Gabriele, 2020, "Risky bank guarantees," Journal of Financial Economics, Elsevier, volume 136, issue 2, pages 490-522, DOI: 10.1016/j.jfineco.2019.10.005.
• Opie, Wei & Riddiough, Steven J., 2020, "Global currency hedging with common risk factors," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 780-805, DOI: 10.1016/j.jfineco.2019.12.001.
• Colacito, Riccardo & Riddiough, Steven J. & Sarno, Lucio, 2020, "Business cycles and currency returns," Journal of Financial Economics, Elsevier, volume 137, issue 3, pages 659-678, DOI: 10.1016/j.jfineco.2020.04.005.
• Lang, Mark & Maffett, Mark & Omartian, James D. & Silvers, Roger, 2020, "Regulatory cooperation and foreign portfolio investment," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 138-158, DOI: 10.1016/j.jfineco.2020.04.016.
• Liao, Gordon Y., 2020, "Credit migration and covered interest rate parity," Journal of Financial Economics, Elsevier, volume 138, issue 2, pages 504-525, DOI: 10.1016/j.jfineco.2020.06.002.
• Zhu, Xiaoyang & Asimakopoulos, Stylianos & Kim, Jaebeom, 2020, "Financial development and innovation-led growth: Is too much finance better?," Journal of International Money and Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.jimonfin.2019.102083.
• Cheung, Yin-Wong & Steinkamp, Sven & Westermann, Frank, 2020, "Capital flight to Germany: Two alternative measures," Journal of International Money and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.jimonfin.2019.102095.
• Fatum, Rasmus & Yetman, James, 2020, "Accumulation of foreign currency reserves and risk-taking," Journal of International Money and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.jimonfin.2019.102097.
• Lee, Seungyoon & Bowdler, Christopher, 2020, "US monetary policy and global banking flows," Journal of International Money and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.jimonfin.2019.102118.
• Galstyan, Vahagn & Mehigan, Caroline & Mercado, Rogelio, 2020, "The currency composition of international portfolio assets," Journal of International Money and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.jimonfin.2019.102132.
• Gandré, Pauline, 2020, "US stock prices and recency-biased learning in the run-up to the Global Financial Crisis and its aftermath," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102165.
• Mitchener, Kris James & Pina, Gonçalo, 2020, "Pegxit pressure," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102191.
• Bremus, Franziska & Kliatskova, Tatsiana, 2020, "Legal harmonization, institutional quality, and countries’ external positions: A sectoral analysis," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102217.
• Andreou, Christoforos K. & Lambertides, Neophytos & Savvides, Andreas, 2020, "Sovereign credit risk and global equity fund returns in emerging markets," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102218.
• Cezar, Rafael & Gigout, Timothée & Tripier, Fabien, 2020, "Cross-border investments and uncertainty: Firm-level evidence," Journal of International Money and Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jimonfin.2020.102159.
• Pavlidis, Efthymios G. & Vasilopoulos, Kostas, 2020, "Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102222.
• Perego, Erica, 2020, "Sovereign risk and asset market dynamics in the euro area," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102234.
• Bathia, Deven & Bouras, Christos & Demirer, Riza & Gupta, Rangan, 2020, "Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102258.
• Cerutti, Eugenio & Osorio-Buitron, Carolina, 2020, "US vs. euro area: Who drives cross-border bank lending to EMs?," Journal of the Japanese and International Economies, Elsevier, volume 57, issue C, DOI: 10.1016/j.jjie.2020.101090.
• Ito, Takatoshi & Yabu, Tomoyoshi, 2020, "Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy," Journal of the Japanese and International Economies, Elsevier, volume 58, issue C, DOI: 10.1016/j.jjie.2020.101106.
• Sawadogo, Pegdéwendé Nestor, 2020, "Can fiscal rules improve financial market access for developing countries?," Journal of Macroeconomics, Elsevier, volume 65, issue C, DOI: 10.1016/j.jmacro.2020.103214.
• Golubeva, Olga, 2020, "Maximising international returns: Impact of IFRS on foreign direct investments," Journal of Contemporary Accounting and Economics, Elsevier, volume 16, issue 2, DOI: 10.1016/j.jcae.2020.100200.
• Kusnadi, Yuanto & Srinidhi, Bin, 2020, "Cross-country differences in the effect of political connections on stock price informativeness," Journal of Contemporary Accounting and Economics, Elsevier, volume 16, issue 2, DOI: 10.1016/j.jcae.2020.100203.
• Li, Fengyun & Petsas, Iordanis & Cai, Jinghan, 2020, "Corporate events, return synchronicity and price efficiency," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2019.e00136.
• Ahmed, Bouteska, 2020, "Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00172.
• Demirer, Riza & Yuksel, Aydin & Yuksel, Asli, 2020, "Oil price uncertainty, global industry returns and active investment strategies," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00177.
• Alves, Paulo & Carvalho, Luís, 2020, "Recent evidence on international stock market’s overreaction," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00179.
• Ben Slimane, Faten & Boubaker, Sabri & Jouini, Jamel, 2020, "Does the Euro–Mediterranean Partnership contribute to regional integration?," Journal of Policy Modeling, Elsevier, volume 42, issue 2, pages 328-348, DOI: 10.1016/j.jpolmod.2019.10.003.
• Ordu-Akkaya, Beyza Mina & Soytas, Ugur, 2020, "Does foreign portfolio investment strengthen stock-commodity markets connection?," Resources Policy, Elsevier, volume 65, issue C, DOI: 10.1016/j.resourpol.2019.101536.
• Salisu, Afees A. & Raheem, Ibrahim D. & Ndako, Umar B., 2020, "The inflation hedging properties of gold, stocks and real estate: A comparative analysis," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101605.
• Ali, Sajid & Bouri, Elie & Czudaj, Robert Lukas & Shahzad, Syed Jawad Hussain, 2020, "Revisiting the valuable roles of commodities for international stock markets," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101603.
• Jiang, Yong & Ren, Yi-Shuai & Ma, Chao-Qun & Liu, Jiang-Long & Sharp, Basil, 2020, "Does the price of strategic commodities respond to U.S. partisan conflict?," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101617.
• Reboredo, Juan C. & Ugolini, Andrea, 2020, "Price spillovers between rare earth stocks and financial markets," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101647.
• Salisu, Afees A. & Adediran, Idris, 2020, "Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101606.
• Jareño, Francisco & González, María de la O & Tolentino, Marta & Sierra, Karen, 2020, "Bitcoin and gold price returns: A quantile regression and NARDL analysis," Resources Policy, Elsevier, volume 67, issue C, DOI: 10.1016/j.resourpol.2020.101666.
• Morema, Kgotso & Bonga-Bonga, Lumengo, 2020, "The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101740.
• Dutta, Anupam & Das, Debojyoti & Jana, R.K. & Vo, Xuan Vinh, 2020, "COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101816.
• Chirwa, Themba G. & Odhiambo, Nicholas M., 2020, "Determinants of gold price movements: An empirical investigation in the presence of multiple structural breaks," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101818.
• Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020, "Macroprudential policy analysis in an estimated DSGE model with a heterogeneous banking system: An application to Chile," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 1, issue 1, DOI: 10.1016/j.latcb.2020.100016.
• Chien, YiLi & Lustig, Hanno & Naknoi, Kanda, 2020, "Why are exchange rates so smooth? A household finance explanation," Journal of Monetary Economics, Elsevier, volume 112, issue C, pages 129-144, DOI: 10.1016/j.jmoneco.2019.02.003.
• Ozhan, Galip Kemal, 2020, "Financial intermediation, resource allocation, and macroeconomic interdependence," Journal of Monetary Economics, Elsevier, volume 115, issue C, pages 265-278, DOI: 10.1016/j.jmoneco.2019.07.001.
• Wen, Tiange & Wang, Gang-Jin, 2020, "Volatility connectedness in global foreign exchange markets," Journal of Multinational Financial Management, Elsevier, volume 54, issue C, DOI: 10.1016/j.mulfin.2020.100617.
• Grossmann, Axel & Ngo, Thanh, 2020, "Economic policy uncertainty and ADR mispricing," Journal of Multinational Financial Management, Elsevier, volume 55, issue C, DOI: 10.1016/j.mulfin.2020.100627.