Research classified by Journal of Economic Literature (JEL) codes

2026

• Bernier, Katarzyna & Muzzioli, Silvia, 2026, "The role of attention, sentiment and uncertainty in the cryptocurrency market," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102627.
• Zięba, Damian, 2026, "Technological heterogeneity and the asymmetric volume–return relationship in the crypto-asset market," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102629.
• Shahzad, Khurram & Zhang, Yixiang & Imran, Zulfiqar Ali & Ahad, Muhammad, 2026, "Evaluating the safe haven potential of Chinese ESG stocks for international equity investors during the Russia-Ukraine conflict," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102640.
• Pham, Dung Thi Ngoc, 2026, "Investor sentiment and green finance indicators: exploring herding behavior in clean versus dirty cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102657.
• Umar, Muhammad & Luo, Hang, 2026, "The influence of geopolitical risk on CBDC adoption and uncertainty: wavelet coherence analysis," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102673.
• Nammouri, Hela & Braiek, Sana & Gheorghe, Catalin & Jeribi, Ahmed, 2026, "When does gold protect emerging markets? structural vs. cyclical uncertainty in a time–frequency analysis," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102676.
• Gürbüz, Aydın & Gazel, Sümeyra & Kısakürek, Muhammet Mustafa, 2026, "Green bonds, sukuk, and clean energy: Cross-quantilogram evidence from global regions," The North American Journal of Economics and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.najef.2026.102687.
• Mishra, Sibanjan & Bhattacherjee, Purba & Mohanty, Sunil K, 2026, "Oil shocks aren’t all alike: do stock markets know the difference?," The North American Journal of Economics and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.najef.2026.102693.
• Papathanasiou, Spyros & Koutsokostas, Drosos & Xidonas, Panos & Goutte, Stephane, 2026, "The semiconductor realignment: portfolio optimization and systemic resilience in the post-pandemic era," The North American Journal of Economics and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.najef.2026.102701.
• Sun, Yike & Wu, Yimin, 2026, "Carry trades and risk factors heterogeneity: Three asymmetries," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112778.
• Xia, Fan Dora & Zhu, Xingyu Sonya, 2026, "Macroeconomic news and repricing of monetary policy expectations," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112779.
• Choi, Byoungho, 2026, "Central bank independence and stock price crash risk," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112775.
• Aksoy-Yurdagul, Dilan & Buchner, Axel & Zareei, Abalfazl, 2026, "The persistence of news sentiment: Implications for return predictability," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112803.
• Karoubi, Bruno & Seeballack, Parvesh, 2026, "When politics turn volatile: Equity market responses to the Trump–Zelensky confrontation," Economics Letters, Elsevier, volume 263, issue C, DOI: 10.1016/j.econlet.2026.112900.
• Gaies, Brahim, 2026, "AI uncertainty and global stock market volatility: Any signals of a Dot-com 2.0?," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112954.
• Omri, Imen & Almustafa, Hamza & Galariotis, Emilios & Ozcelebi, Oguzhan & Guesmi, Khaled, 2026, "Climate policy uncertainty and gas markets in transition," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112959.
• Huang, Zixuan, 2026, "Effects of US macroeconomic news on emerging market sovereign yields," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112987.
• Behn, Markus & Cappiello, Lorenzo & Reghezza, Alessio, 2026, "Capital headroom and bank cost of equity: Evidence from the Euro Area," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113004.
• Paltrinieri, Andrea & Perdichizzi, Salvatore & Piserà, Stefano, 2026, "Safe havens or war hedges? Asset behavior during the 2026 escalation of the Iran conflict," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113010.
• Zevallos, Mauricio & Rubesam, Alexandre, 2026, "Finite-sample properties of the Campbell and Thompson out-of-sample R2," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113011.
• Wahyono, Budi & Trinugroho, Irwan & Boungou, Whelsy & Williams, Jonathan, 2026, "Is peace priced in? Defense stock reactions to the Board of Peace," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113018.
• Degiannakis, Stavros & Filis, George & Siourounis, Grigorios, 2026, "Cryptokurtosis: Frequent trading fuels higher losses," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113027.
• Verdickt, Gertjan, 2026, "The economic cost of selection neglect in portfolio choice: evidence from Australian fine wine auctions," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113061.
• Nyberg, Henri & Savva, Christos S., 2026, "Risk-return trade-off in international stock returns: Skewness and business cycles," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 42-60, DOI: 10.1016/j.ecosta.2023.02.004.
• Park, Jin Suk & Newaz, Mohammad Khaleq, 2026, "EU stock market integration: Policy impact and drivers," Economic Systems, Elsevier, volume 50, issue 1, DOI: 10.1016/j.ecosys.2025.101338.
• Stolbov, Mikhail & Shchepeleva, Maria, 2026, "Russia gives less than she receives: Evidence from the cross-country causal network of financial stress," Economic Systems, Elsevier, volume 50, issue 2, DOI: 10.1016/j.ecosys.2025.101359.
• Wang, Yulin & Zhang, Xueying & Walker, Thomas & Liedtke, Gerrit, 2026, "Institutional ownership and bond pricing: Evidence from China," Emerging Markets Review, Elsevier, volume 70, issue C, DOI: 10.1016/j.ememar.2025.101396.
• Maung, Min, 2026, "Do state religions affect entrepreneurial financing? A cross-country analysis," Emerging Markets Review, Elsevier, volume 71, issue C, DOI: 10.1016/j.ememar.2025.101434.
• Boubakri, Narjess & Cotelioglu, Efe & Samet, Anis, 2026, "Government ownership and stock price crash risk in banks: International evidence," Emerging Markets Review, Elsevier, volume 72, issue C, DOI: 10.1016/j.ememar.2026.101439.
• Marmora, Paul, 2026, "Political polarization between foreign and local investment in emerging markets," Emerging Markets Review, Elsevier, volume 73, issue C, DOI: 10.1016/j.ememar.2026.101470.
• Wang, Haibo, 2026, "Modeling bank systemic risk of emerging markets under geopolitical shocks: Empirical evidence from BRICS countries," Emerging Markets Review, Elsevier, volume 74, issue C, DOI: 10.1016/j.ememar.2026.101502.
• de Boer, Jantke & Eichler, Stefan, 2026, "Protectionist U.S. trade policies and the cross-section of emerging market currency returns," Emerging Markets Review, Elsevier, volume 74, issue C, DOI: 10.1016/j.ememar.2026.101527.
• Zhou, Yi & Xia, Wenjing & Ye, Wuyi, 2026, "Measuring daily systemic risk with intraday data: Evidence from foreign exchange market," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101693.
• Liu, Qianqiu & Shou, Ming, 2026, "Trust and momentum: International evidence," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101710.
• Chung, Huimin & Chiu, Junmao & Lin, Chih-Yung & Tsao, Kuang-Chih & Chang, Hao-Wen, 2026, "Sovereign credit ceilings and corporate default risk: Evidence from global downgrades," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101742.
• Li, Zhiyong & Qiao, Fang & Wang, Tianyi, 2026, "Global currency volatility risk and currency return predictability," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101740.
• Charteris, Ailie & Obojska, Lidia & Szczygielski, Jan Jakub & Brzeszczyński, Janusz, 2026, "Energy market connectedness: A tale of two crises," Energy Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.eneco.2025.108787.
• Vriz, Gian Luca & Grossi, Luigi, 2026, "Green bubbles: A four-stage paradigm for detection and propagation," Energy Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.eneco.2025.109095.
• Banerjee, Ameet Kumar & Boubaker, Sabri & Rahman, Molla Ramizur, 2026, "Growth dynamics and sustainability of BRICS economies under climate uncertainty," Energy Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.eneco.2026.109179.
• Hossain, Mohammad Razib & Doğan, Buhari & Tiwari, Aviral Kumar & Naeem, Muhammad Abubakr, 2026, "Do financial technology and clean bonds reshape risk spillovers in sectoral equity markets? A quantile-based assessment using the US case," Energy Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.eneco.2026.109222.
• Mammetti, Veronica & Zenios, Stavros A. & Morelli, Giacomo, 2026, "Are sovereign debts sustainable under energy transition?," Energy Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.eneco.2026.109230.
• Platania, Federico & Toscano Hernandez, Celina & El Ouadghiri, Imane & Peillex, Jonathan, 2026, "The price of going green: Multi-objective optimization in the energy equity space," Energy Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.eneco.2026.109302.
• Attílio, Luccas Assis, 2026, "Geopolitical tensions between the U.S. and China and renewable energy," Energy Policy, Elsevier, volume 208, issue C, DOI: 10.1016/j.enpol.2025.114893.
• Olmstead-Rumsey, Jane & Ravalli, Giorgio, 2026, "Country banks and the Panic of 1825," Explorations in Economic History, Elsevier, volume 101, issue C, DOI: 10.1016/j.eeh.2026.101774.
• Kalaitzoglou, Iordanis Angelos, 2026, "Lost in the crowd! Pricing carbon at the age of algorithms," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104761.
• Sun, Xuchu & Na, Jinling & Li, Tangrong, 2026, "Microstructure-based private information and institutional return predictability," International Review of Financial Analysis, Elsevier, volume 111, issue C, DOI: 10.1016/j.irfa.2026.105113.
• Orlova, Svetlana V. & Prevost, Andrew, 2026, "Environmental policy stringency and cash management: International evidence," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105151.
• Benkraiem, Ramzi & Kedidi, Islem & Mbarek, Marouene, 2026, "Interlinkages between cryptocurrency classes and the hydrogen economy: New diversification insights from a partial correlation-based connectedness approach," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105153.
• Han, Xinyun, 2026, "Market sentiment, risk spillover, and the heterogeneous performance of stablecoins: Evidence from cross-quantile analysis and network connectedness," International Review of Financial Analysis, Elsevier, volume 114, issue C, DOI: 10.1016/j.irfa.2026.105165.
• Alharbi, Samar S. & Ali, Shoaib & Ijaz, Shahzad & Grira, Joselin, 2026, "Green alchemy: Transforming market signals into sustainable portfolio investments," International Review of Financial Analysis, Elsevier, volume 115, issue C, DOI: 10.1016/j.irfa.2026.105183.
• Zheng, Yan & Liu, Zhifeng & Liu, Hong, 2026, "Financial stress and the EU carbon market: Evidence from a quantile perspective," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105246.
• Samarakoon, S.M.R.K. & Nanayakkara, N.S. & Pradhan, Rudra P., 2026, "Hedging tail risk in foreign exchange markets: A copula-GARCH-EVT approach," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105266.
• Liu, Erzhuo & Li, Dongxu & He, Qing, 2026, "The impact of political connections on firms' exchange rate exposure: Evidence from China11We are grateful for comments from Terence Chong, Ce Zhang and seminar participants in Renmin University of China, and Xiamen University. This research is suppo," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105282.
• Fang, Boxuan & Lu, Yinan & Liu, Jiasong & Zhang, Qing, 2026, "Capital market internationalization and corporate labor income share: Evidence from the inclusion of A-shares in the MSCI index," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105289.
• Zhao, Mingguo & Hu, Wentao & Song, Zhequan & Zhu, Zhaokuan, 2026, "Return connectedness and risk spillovers between green bonds, conventional bonds, stocks, commodities, and currency markets: A multiscale quantile analysis," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105304.
• Lai, Chun-Chuan & Tsai, Wei-Hsuan & Lin, Yueh-Neng & Lin, Anchor Y., 2026, "Trading on record-breaking monthly revenue announcements," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.109911.
• Heo, Ye Jin, 2026, "Global risk versus financial integration in portfolio bond flows," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.109951.
• Le, Anh Tuan & Nguyen, Harvey & Nguyen, Cuong & Hu, Baiding, 2026, "Is the grass always greener on the other side? Investor regret and equity returns in developed yet illiquid markets," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.110010.
• Hoang, Lai Trung & Phan, Trang Thu, 2026, "Time-of-day effects in the Bitcoin options market," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110008.
• Sun, Yike & Fan, Cunqi & Wu, Yimin, 2026, "Geopolitical shocks and currency co-movement: Country and risk regime heterogeneity," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110031.
• Frangiamore, Francesco & Saadaoui, Jamel, 2026, "Local and anglosphere-based geopolitical risk and sovereign stress in the Euro Area," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110078.
• Gao, Huasheng & Wang, Yuxi, 2026, "The spillover effect of U.S. stock market regulation on global entrepreneurship: Evidence from the Sarbanes-Oxley Act," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110051.
• Liu, Qi & Wang, Ziqi & Gao, Dongxi & Yan, Jingzhou, 2026, "Trade policy uncertainty, mining costs, and bitcoin prices," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110053.
• Switzer, Lorne N. & El Meslmani, Nabil & Bajaj, Aman, 2026, "From trade agreement to trade war: USMCA, tariff uncertainty, and stock market spillovers," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110139.
• Buchwalter, Bastien & Chibane, Messaoud & Giménez Roche, Gabriel A., 2026, "Is Bitcoin fragility systematically related to global uncertainty?," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110153.
• Rana, Hafiz Muhammad Usman & O'Connor, Fergal & Yerushalmi, Erez & Kim, Jae H., 2026, "Asynchronous market efficiency in gold and silver markets: A local currency lens," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110172.
• Bal, Hakan, 2026, "How should country risk enter the CAPM? Evidence from Sovereign CDS and international equity returns," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110177.
• Ooi, Kok-Hwa & Hooy, Chee-Wooi, 2026, "China's economic policy uncertainty and US variance risk premium: A flight-to-safety analysis," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110158.
• Shen, Yijuan & Li, Zecheng & Yuan, Yuan & Cai, Yifei, 2026, "Dependence in cryptocurrencies: A Partial correlation connectedness approach," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110195.
• Essanaani, Yassine & Abdelsalam, Omneya & Ahelegbey, Daniel Felix, 2026, "The impact of crisis on sustainable European companies: A network approach to industry-specific vulnerabilities," Finance Research Letters, Elsevier, volume 105, issue C, DOI: 10.1016/j.frl.2026.110157.
• Villena, Marcelo J. & Villena, Mauricio G., 2026, "Gold, Bitcoin, and equity market stress: Evidence from Double Machine Learning," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110194.
• Ding, Yue & Ma, Fanglin & Feng, Mengjun, 2026, "The impact of foreign investors on enterprise productivity," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110270.
• Teruel-Gutiérrez, Ricardo & Bernal-Conesa, Juan Andrés & Aparicio Serrano, Genoveva, 2026, "Stress selective behavior: Asymmetric responses of bitcoin and gold to valuation and uncertainty shocks," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110036.
• Luo, Yongwen & Wang, Xiao, 2026, "Cross-border creditor protection and emerging-market firms’ access to global bond markets," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110345.
• Zheng, Yao, 2026, "Trump tariff shockwaves: Trade policy uncertainty and global equity connectedness," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110362.
• Zhu, Yao-Hua & Zhu, Pei-Hua & Zhou, Xuan-Bo & Meng, Xiang-Hui & Xue, Chang, 2026, "From bringing in to going out: The impact of foreign bank entry on enterprises’ OFDI," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110387.
• Zhang, Kai-Ge & Hu, Yaofeng & Yang, Ming-Yuan, 2026, "Liquidity spillovers in the cryptocurrency market: An entropy-based network analysis," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110407.
• Biktimirov, Ernest N. & Afego, Pyemo N., 2026, "America first, markets last? Stock market effects of 2025 U.S. tariffs in middle-income countries," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.108942.
• Zhou, Fan & Guo, Wenjing, 2026, "Time-varying network structure and volatility prediction in the cryptocurrency market," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109028.
• Yang, Jerry T. & Lin, Meng-Ying & Chang, Jow-Ran, 2026, "Profit from analysts’ earnings forecasts consensus? Evidence from Taiwan stock market," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109164.
• Grobys, Klaus & Sandretto, Davide & Äijö, Janne, 2026, "On survivor cryptocurrency momentum," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109602.
• Youssef, Meriem & Gallas, Salma & Urom, Christian, 2026, "Cryptocurrency price dynamics during supply chain disruptions: A quantile-on-quantile connectedness approach," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109600.
• Chai, Haochen & Wang, Yunjing, 2026, "China–US relations and overseas capital allocation of chinese firms," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109621.
• Jahan, Fariha & Ryu, Doojin, 2026, "Geopolitical risk and external debt burden in low-income countries," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109646.
• Algarhi, Amr Saber & Hill, Archie & Oyebowale, Adeola Y., 2026, "Brexit and the reversal of financial influence: the UK’s shift from net volatility transmitter to receiver," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109675.
• Li, Wei & Hu, Xiaolu, 2026, "Perception versus fundamentals: How narrative tone shapes bond pricing," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109712.
• Sayed, Ayesha & Huang, Chun-Sung & Auret, Christo, 2026, "Causal and time-frequency spillovers from the Southern Oscillation index to grain futures: Evidence from CBOT Corn and Soybean futures and SAFEX Maize," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109715.
• Kim, Jeongsim, 2026, "Political uncertainty and stock prices: Evidence from South Korea’s martial law crisis," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109740.
• Li, Zhaodong & Wang, Xin & Wang, Xinyu & Zhou, Yang & Lu, Yanling, 2026, "Tail risk spillovers between Chinese USD-denominated bond market and Chinese stock market from a frequency-domain perspective," Finance Research Letters, Elsevier, volume 96, issue C, DOI: 10.1016/j.frl.2026.109739.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2026, "Sustainability uncertainty and cryptocurrency returns: Evidence from green and brown assets," Finance Research Letters, Elsevier, volume 96, issue C, DOI: 10.1016/j.frl.2026.109770.
• Zong, Jichuan & Xiong, Jingyu & Zhu, Xinxin, 2026, "Wealth effect versus portfolio rebalancing in driving cross-market contagion: A time–frequency quantile approach," Finance Research Letters, Elsevier, volume 96, issue C, DOI: 10.1016/j.frl.2026.109813.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2026, "Asymmetric effects on asymmetry: The resilience of ESG indices," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109737.
• Pastén-Henríquez, Boris & Tapia-Griñen, Pablo, 2026, "Asymmetric connectivity between climate risk and critical metals in Latin America," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109822.
• Alam, M. Jahangir & Sardar, Md. Rashedur Rahman & Schaffer, Matthew, 2026, "The convenience yield channel of monetary policy and international stock prices," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109826.
• V․K․, Anand Krishnan & Thomas, Sony & Kumar, S.S.S., 2026, "Trading on delay: Information frictions and cross-market arbitrage in index futures," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109842.
• Alvarez, F.Xavier & Sala, Hector, 2026, "Geopolitical risk and the volatility–activity trade-off: A thermodynamic analogy," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109858.
• Lu, Yunzhi & Fu, Hang & Cai, Jinghan & Zhou, Kaiguo, 2026, "AI advancement and financial market spillover," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109912.
• Aharon, David Y. & Ali, Shoaib & Naveed, Muhammad, 2026, "Quantile-dependent connectedness of ESG uncertainty in G7 countries," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109933.
• Ravi Anshuman, V. & Deuskar, Prachi & Subramanian, Krishnamurthy V. & Thirumalai, Ramabhadran S., 2026, "Intraday proprietary traders and short-term mispricing," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101028.
• Li, Delong & Lu, Lei & Qi, Zhen & Zhou, Guofu, 2026, "International corporate bond returns: Uncovering predictability using machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101008.
• Li, Zhiyong & Wang, Yining & Qiao, Fang & Yu, Mei, 2026, "Convertible bond return predictability with machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101010.
• Dai, Yuehao & Shi, Chao & Zhang, Ruixun, 2026, "Estimating market liquidity from daily data: Marrying microstructure models and machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101019.
• Anastasopoulos, Alexia & Gradojevic, Nikola & Liu, Fred & Maynard, Alex & Tsiakas, Ilias, 2026, "Order flow and cryptocurrency returns," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2026.101047.
• Huang, Yiping & Ji, Yang & Lin, Juan & Su, Dan & Wang, Peng, 2026, "The crumbling wall between crypto and non-crypto markets: Risk transmission through stablecoins," Journal of Financial Markets, Elsevier, volume 80, issue C, DOI: 10.1016/j.finmar.2025.101043.
• Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2026, "Social capital and stock price crash risk: cross-country evidence," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101499.
• Urom, Christian & Abid, Ilyes & Guesmi, Khaled & Saadi, Samir, 2026, "Contagion, interdependence and global crisis: Evidence from equity markets," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101508.
• Cocozza, Rosa & Curcio, Domenico & Gallo, Serena & Vioto, Davide, 2026, "Unveiling the dark side of sustainability: Are banks’ ESG misrepresentations truly worthwhile?," Journal of Financial Stability, Elsevier, volume 85, issue C, DOI: 10.1016/j.jfs.2026.101554.
• Scharnowski, Stefan & Shi, Yanghua, 2026, "Bitcoin blackout: Proof-of-work and the risks of mining centralization," Journal of Financial Stability, Elsevier, volume 85, issue C, DOI: 10.1016/j.jfs.2026.101569.
• Fiordelisi, Franco & Girardone, Claudia & Özbekler, Merve Demirbaş, 2026, "Investor confidence in complex government action: The Brexit case," Journal of Financial Stability, Elsevier, volume 86, issue C, DOI: 10.1016/j.jfs.2026.101567.
• Khiar, Mohamed Nasrallah & Kooli, Maher, 2026, "Corruption and IPO underpricing: A global perspective," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101261.
• Grossmann, Axel & Ngo, Thanh & Simpson, Marc W., 2026, "Stock price synchronicity and economic policy uncertainty: International evidence," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101265.

2025

• Molestina Vivar, Luis, 2025, "Mitigating fragility in open-ended investment funds: the role of redemption restrictions," Working Paper Series, European Central Bank, number 3025, Feb.
• Cappiello, Lorenzo & Ferrucci, Gianluigi & Maddaloni, Angela & Veggente, Veronica, 2025, "Creditworthy: do climate change risks matter for sovereign credit ratings?," Working Paper Series, European Central Bank, number 3042, Mar.
• De Haas, Ralph & Popov, Alexander & Mamonov, Mikhail & Shala, Iliriana, 2025, "Violent conflict and cross-border lending," Working Paper Series, European Central Bank, number 3073, Jul.
• Ferrari Minesso, Massimo & Van Robays, Ine & Cassinis, Maria Giulia, 2025, "Supply shocks and inflation: timely insights from financial markets," Working Paper Series, European Central Bank, number 3096, Aug.
• Castells-Jauregui, Madalen & Kuvshinov, Dmitry & Richter, Björn & Vanasco, Victoria, 2025, "Foreign demand for safety and macroeconomic instability," Working Paper Series, European Central Bank, number 3126, Sep.
• Alexiou, Georgios Angelis & Pereira, Sofia M. & Rodrigues-Gomes, Victor, 2025, "Repo collateral reuse and liquidity windfalls," Working Paper Series, European Central Bank, number 3147, Nov.
• Nenova, Tsvetelina, 2025, "Global or regional safe assets: evidence from bond substitution patterns," Working Paper Series, European Central Bank, number 3159, Dec.
• Baudino, Paolo Alberto & Grothe, Magdalena & Habib, Maurizio Michael & Manu, Ana-Simona & McQuade, Peter & Ricci, Martino & Siciliano, Emilio & Tomov, Toma & Tondo, Luca & Watfe, Gibran, 2025, "What safe haven after the April US tariff announcement? Implications for euro area financial stability," Financial Stability Review, European Central Bank, volume 2.
• Rongyu Wang & Tim Worrall, 2025, "A Repeated Model of the International Monetary System without Direct Default Costs," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 318, Feb.
• Leonidov, Andrey & Ponomarenko, Alexey & Radionov, Stanislav & Vasilyeva, Ekaterina, 2025, "A primer on a closed-loop system for international settlements in emerging market economies," Journal of Asian Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.asieco.2025.102077.
• Liu, Qingfu & Lu, Lei & Tse, Yiuman & Wang, Chuanjie, 2025, "Sovereign debt risk, government ESG, and bank stock performance," Journal of Asian Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.asieco.2025.102079.
• Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2025, "Examining psychological barriers in exchange rates across various regimes and FX intervention," Journal of Behavioral and Experimental Finance, Elsevier, volume 45, issue C, DOI: 10.1016/j.jbef.2025.101020.
• Mbarek, Marouene & Msolli, Badreddine, 2025, "Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101029.
• Ali, Shoaib & Cui, Jinxin, 2025, "Beyond averages: Quantile connectedness between G7 equity markets and derivative tokens," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101030.
• Hoang Vu, Ngan & Dang, Ha V. & Nguyen, Hung T. & Pham, Mia Hang, 2025, "Upholding integrity: The influence of executives’ backgrounds on corporate information environment," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101050.
• Popova, Ivilina & Liu, Yifan & Yi, Ha-Chin, 2025, "Anchoring on safe haven: Russia–Ukraine war effects on the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, volume 48, issue C, DOI: 10.1016/j.jbef.2025.101122.
• Yu, Mengxia & Xu, Ke & Zheng, Xinwei, 2025, "Reprint of: Mimicking crypto portfolios in sustainable investment," The British Accounting Review, Elsevier, volume 57, issue 1, DOI: 10.1016/j.bar.2025.101565.
• Kryzanowski, Lawrence & Li, Mingyang & Xu, Sheng & Zhang, Jie, 2025, "Share pledging and corporate misconduct," The British Accounting Review, Elsevier, volume 57, issue 3, DOI: 10.1016/j.bar.2024.101508.
• Zhou, Hang & Ding, Rong & Li, Yifan & Sun, Yuxin, 2025, "Disclosure of investor relationship activities and stock crash risk: Evidence from private in-house meetings," The British Accounting Review, Elsevier, volume 57, issue 4, DOI: 10.1016/j.bar.2024.101325.
• Shan, Yimin & Chen, Yang, 2025, "Valuing reform: How China's stock connect programs correct firm mispricing," China Economic Review, Elsevier, volume 94, issue PA, DOI: 10.1016/j.chieco.2025.102518.
• Liu, Tao & Wang, Xiaosong & Woo, Wing Thye, 2025, "Invoicing currency and settlement currency: An empirical study and implications for RMB internationalization," China Economic Review, Elsevier, volume 94, issue PC, DOI: 10.1016/j.chieco.2025.102595.
• Boermans, Martijn Adriaan & Galema, Rients, 2025, "Carbon home bias of European investors," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102748.
• Hearn, Bruce & Filatotchev, Igor & Goergen, Marc, 2025, "Dispersed ownership and asset pricing: An unpriced premium associated with free float," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102763.
• Alves, Rómulo & Krüger, Philipp & van Dijk, Mathijs, 2025, "Drawing up the bill: Are ESG ratings related to stock returns around the world?," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102768.
• Dong, Dayong & Jiang, Danling & Peng, Yuelin & Shen, Longmin & Zhu, Hongquan, 2025, "Intercity mentioning: Stock posts, city network, and firms," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102803.
• Duong, Huu Nhan & Kalev, Petko S. & Kalimipalli, Madhu & Trivedi, Saurabh, 2025, "Do firms benefit from carbon risk management? Evidence from the credit default swaps market," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102843.
• Janssen, Aljoscha & Thiel, Jurre, 2025, "Do search costs explain persistent investment in active mutual funds?," Journal of Economic Dynamics and Control, Elsevier, volume 176, issue C, DOI: 10.1016/j.jedc.2025.105099.
• Wang, Luqi & Urga, Giovanni, 2025, "Optimal N-state endogenous Markov-switching model for currency liquidity timing," Journal of Economic Dynamics and Control, Elsevier, volume 177, issue C, DOI: 10.1016/j.jedc.2025.105137.
• Mijiyawa, Abdoul’ Ganiou, 2025, "How does the changing financing landscape towards debt from international private creditors affect economic growth in developing countries?," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1318-1336, DOI: 10.1016/j.eap.2025.01.020.
• Nagy, Olivér & Neszveda, Gábor, 2025, "Assessing geopolitical risk: Sovereign CDS insights from the Russo-Ukrainian War," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1995-2006, DOI: 10.1016/j.eap.2025.02.027.
• Raheem, Ibrahim D. & Akinkugbe, Oluyele & Vo, Xuan Vinh, 2025, "Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 546-557, DOI: 10.1016/j.eap.2024.12.002.
• Wang, Jie & Hu, Jiukai & Yu, Bo, 2025, "Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 2263-2277, DOI: 10.1016/j.eap.2025.05.050.
• Cheng, Zhengtao & Zhong, Xin, 2025, "How does geopolitical risk affect tail risk contagion in global stock markets༟," Economic Analysis and Policy, Elsevier, volume 88, issue C, pages 1770-1788, DOI: 10.1016/j.eap.2025.11.006.
• Röhrer, Fabio E.G. & Mateane, Lebogang & Proaño, Christian R., 2025, "The Perverse Valuation Effect on Mergers and Acquisitions in Europe," Economic Modelling, Elsevier, volume 142, issue C, DOI: 10.1016/j.econmod.2024.106928.
• Peng, Michael & Stern, Elisheva R. & Hu, Hanwen, 2025, "Forecasting China bond default with severe class-imbalanced data: A simple learning model with causal inference," Economic Modelling, Elsevier, volume 144, issue C, DOI: 10.1016/j.econmod.2024.106985.
• Cho, Dooyeon & Lee, Kyung-woo, 2025, "Pension sustainability and government effectiveness in the presence of population aging," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107048.
• Hernández, Juan R., 2025, "Covered interest parity: A forecasting approach to estimate the neutral band," Economic Modelling, Elsevier, volume 148, issue C, DOI: 10.1016/j.econmod.2025.107076.
• Janus, Jakub, 2025, "Global financial risk and uncovered interest parity premia in Central and Eastern Europe," Economic Modelling, Elsevier, volume 148, issue C, DOI: 10.1016/j.econmod.2025.107078.
• Tanaka, Hiroya & Hori, Keiichi & Shibata, Akihisa, 2025, "Search for yield and home bias in Asian bond markets," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107168.
• Vashold, Lukas, 2025, "Heterogeneous responses of capital flows to macroprudential policies: Evidence from Central, Eastern, and Southeastern Europe," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107173.
• Dimitriadis, Konstantinos A. & Koursaros, Demetris & Savva, Christos S., 2025, "Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107195.
• Khan, Nasir & Mejri, Sami & Leccadito, Arturo & Kang, Sang Hoon, 2025, "Geopolitical risk, macroeconomic factors and different assets during the war periods: Implications for herding and portfolio diversification," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107312.
• Ma, Yong & Li, Shuaibing & Zhou, Mingtao, 2025, "Twitter-based market uncertainty and global stock volatility predictability," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102256.
• Guidolin, Massimo & Hansen, Erwin & Cabrera, Gabriel, 2025, "Time-varying risk aversion and international stock returns," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102271.
• Wang, Mei-Chih & Chang, Hao-Wen & Chang, Tsangyao, 2025, "Impact of COVID-19 on Taiwanese stock market," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102280.
• Vu, Thanh Nam & Lehkonen, Heikki & Junttila, Juha-Pekka & Lucey, Brian, 2025, "ESG investment performance and global attention to sustainability," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102287.
• Patel, Ritesh & Kumar, Sanjeev & Agnihotri, Shalini, 2025, "Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102289.
• Owusu Amponsah, Dan & Abdullah, Mohammad & Joel Aikins Abakah, Emmanuel & Yindenaba Abor, Joshua & Lee, Chi-Chuan, 2025, "Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102294.
• Mishra, Aswini Kumar & Anand K, Kamesh & Venkatasai Kappagantula, Akhil, 2025, "Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102297.
• Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua & Pierdzioch, Christian, 2025, "Stock market volatility and multi-scale positive and negative bubbles," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102300.
• Zhang, Yi & Zhou, Long & Liu, Zhidong & Wu, Baoxiu, 2025, "Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102308.
• Song, Yingying & Chen, Xinxin, 2025, "Which opinion is more trustworthy: An analysts’ earnings forecast quality assessment framework based on machine learning," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PB, DOI: 10.1016/j.najef.2024.102318.
• Cao, Yufei, 2025, "Impact of climate change on dynamic tail-risk connectedness among stock market social sectors: Evidence from the US, Europe, and China," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PB, DOI: 10.1016/j.najef.2024.102319.
• Aloui, Chaker & Mejri, Sami & Ben Hamida, Hela & Yildirim, Ramazan, 2025, "Green bonds and clean energy stocks: Safe havens against global uncertainties? A wavelet quantile-based examination," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102310.
• Chen, Yan & Luo, Qiong & Zhang, Feipeng, 2025, "Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102317.
• Li, Houjian & Li, Yanjiao & Luo, Fangyuan, 2025, "Unveiling the gold-oil whirl amidst market uncertainty shocks in China," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102333.
• Samarakoon, S.M.R.K. & Pradhan, Rudra P. & Tripathy, Sasikanta & Jayakumar, Manju, 2025, "Does the VIX act as the main transmitter of mispricing in index futures markets? Insights from European and American regions," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102341.
• Wang, Qiyu & Yang, Junhong & Chong, Terence Tai-Leung, 2025, "Creditable bonds’ multifunctional roles during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102348.
• Huang, Wei-Qiang & Liu, Peipei & Zhu, Yao-Long, 2025, "International extreme sovereign risk connectedness: Network structure and roles," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102355.
• Ouyang, Zisheng & Chen, Zhen & Zhou, Xuewei & Ouyang, Zhongzhe, 2025, "Imported risk in global financial markets: Evidence from cross-market connectedness," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102374.
• Ariza, Juan & Ferrer, Román, 2025, "Explosiveness in the renewable energy equity sector: International evidence," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102378.
• Yang, Guangyi & Li, Yong & Liu, Xiaoxing, 2025, "Asymmetry and determinants of financial connectivity in G20: Evidence from a quantile-based and lasso regression analysis," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102379.
• Naifar, Nader, 2025, "Monetary policy expectations and financial Markets: A Quantile-on-Quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102389.
• Shi, Fengyuan & Deng, Yiwen & Guo, Yaoqi, 2025, "Comparison of the interdependence relationship between crude oil futures and spot in China and international crude oil markets − evidence from time-frequency and quantile perspectives," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102390.
• Fernandez-Perez, Adrián & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2025, "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102407.
• Civelli, Andrea & Jackson, Laura E., 2025, "Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102405.
• Li, Mingnan & Manahov, Viktor & Ashton, John, 2025, "A note on the relationship between Bitcoin price and sentiment: New evidence obtained from a cryptocurrency heist," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102432.
• Mo, Bin & Chen, Jiaru & Shi, Qinling & Zeng, Zichun, 2025, "Cryptocurrencies as safe havens for geopolitical risk? A quantile analysis approach," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102439.
• Algieri, Bernardina & Lawuobahsumo, Kokulo K. & Leccadito, Arturo & Zahid, Iliess, 2025, "Calendar effects on returns, volatility and higher moments: Evidence from crypto markets," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102441.
• Muckenhaupt, Jan & Hoesli, Martin & Zhu, Bing, 2025, "Real estate as an inflation hedge: new evidence from an international analysis," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102488.
• Gaies, Brahim, 2025, "Risky finance, riskier climate: when financial instability meets climate risks on the bridge of sustainability uncertainty," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102492.
• Mensi, Walid & Nabli, Mohamed Amine & Guesmi, Mouna & Belghouthi, Houssem Eddine & Kang, Sang Hoon, 2025, "Quantile on quantile connectedness between safe-haven assets and stock markets: a portfolio risk perspective," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102496.
• Wu, Baoxiu & Wang, Qing, 2025, "Cross-asset contagion and risk transmission in global financial networks," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102511.
• Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh & Saleh Al-Faryan, Mamdouh Abdulaziz, 2025, "Can we put green bonds in a single basket?," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102518.
• Boungou, Whelsy & Urom, Christian, 2025, "Geopolitical tensions and banks’ stock market performance," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112093.
• Papavassiliou, Vassilios G. & Xia, Fan Dora, 2025, "Liquidity in the euro area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112151.
• Behn, Markus & Lang, Jan Hannes & Reghezza, Alessio, 2025, "120 years of insight: Geopolitical risk and bank solvency," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112168.
• Bouri, Elie & Cepni, Oguzhan & Gupta, Rangan & Liu, Ruipeng, 2025, "Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112176.
• Martos, Blake DeBruin & Sekkel, Rodrigo & Stern, Henry & Zhang, Xu, 2025, "Is anyone surprised? The high-frequency impact of U.S. and domestic macro data announcements on Canadian asset prices," Economics Letters, Elsevier, volume 248, issue C, DOI: 10.1016/j.econlet.2025.112232.
• Cheng, Jiahui & Chang, Senfeng, 2025, "Rare disasters, local currency-denominated external debt and sovereign default risk," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112313.
• Vadhava, Charu, 2025, "Role of ECX futures in carbon pricing: Intraday evidence from EU-ETS," Economics Letters, Elsevier, volume 253, issue C, DOI: 10.1016/j.econlet.2025.112401.
• Xiao, Jihong & Wang, Yudong & Wen, Danyan, 2025, "Global climate policy uncertainty and carbon market volatility: Aggravating or mitigating across market conditions?," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112441.
• Le, Anh H. & Copestake, Alexander & Tan, Brandon & Papageorgiou, Evan & Peiris, S. Jay & Rawat, Umang, 2025, "Macro-financial impacts of foreign digital money," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112458.
• Todorova, Neda, 2025, "Uranium sector sensitivity to financial and geopolitical risks," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112475.
• Liu, Jia & Baek, Ingul & Noh, Sanha, 2025, "Commodity terms of trade news and country spreads in emerging economies," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112604.
• Aguilera-Torres, Boris & Talbot-Wright, Hipólito & Villena, Mauricio G., 2025, "Fiscal rules, escape clauses, and credit markets: Evidence from financial crises," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112648.
• Chen, Minghui & Hanauer, Matthias X. & Kalsbach, Tobias, 2025, "Model complexity and the performance of global versus regional models," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112641.
• Linton, Oliver B. & Tang, Haihan & Wu, Jianbin, 2025, "A large confirmatory dynamic factor model for stock market returns in different time zones," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105971.
• Inoguchi, Masahiro, 2025, "The impact of global shocks on sovereign risk: Role of domestic factors," Economic Systems, Elsevier, volume 49, issue 2, DOI: 10.1016/j.ecosys.2024.101277.