Research classified by Journal of Economic Literature (JEL) codes

2026

• Michael D. Bordo & Cécile Bastidon, 2026, "Currency Dominance Is Not Forever: Some Insights from a Non-Linear Dynamic Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 35647, Aug.
• Sumit Agarwal & Peiyi Jin & Eswar S. Prasad & Daniel Rabetti, 2026, "Crypto Capture of Foreign Aid," NBER Working Papers, National Bureau of Economic Research, Inc, number 35655, Aug.
• Arvind Krishnamurthy & Miguel Chumbo, 2026, "Disappearing Dollar Convenience?," NBER Working Papers, National Bureau of Economic Research, Inc, number 35742, Sep.
• Michael D. Bordo & Carolyn Wilkins, 2026, "Money and Power: Historical Lessons for Stablecoins and U.S. Dollar Dominance," NBER Working Papers, National Bureau of Economic Research, Inc, number 35768, Sep.
• Gordon Y. Liao & Eswar S. Prasad & Tony Zhang, 2026, "Financial Innovation and the International Monetary System," NBER Working Papers, National Bureau of Economic Research, Inc, number 35822, Sep.
• Rohan Kekre & Moritz Lenel, 2026, "A Model of U.S. Monetary Policy and the Global Financial Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 35902, Oct.
• Stefan Avdjiev & Kristin Forbes & Tsvetelina Nenova & Marjorie Santos, 2026, "Unraveling the Cobweb of Global Imbalances: Drivers, Vulnerabilities and Adjustment Scenarios," NBER Working Papers, National Bureau of Economic Research, Inc, number 35962, Oct.
• Abramov, A. & Chernova, M., 2026, "Crises in stock markets: New understanding, analysis of magnitude and frequency," Journal of the New Economic Association, New Economic Association, volume 70, issue 1, pages 74-95, DOI: 10.31737/22212264_2026_1_74-95.
• Krupochkin, A. & Khominich, I., 2026, "Bitcoin: From the exchange equation to inverse leverage volatility forecasting," Journal of the New Economic Association, New Economic Association, volume 71, issue 2, pages 103-126, DOI: 10.31737/22212264_2026_2_103-126.
• Saurav Karki, 2026, "Time-Varying Efficiency and Volatility Regimes in Nepal Stock Exchange (NEPSE): Evidence from Daily Data (1995-2025) under the Adaptive Market Hypothesis," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 37, issue 1, pages 28-58, April.
• Svetoslav Borisov, 2026, "Integration of Cryptocurrencies into Investment Portfolios: Application of Modern Portfolio Theory and Minimum Spanning Tree Analysis," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 407-432, June.
• Ioannis Thanos & Simeon Karafolas, 2026, "The Accounting Dimension to the Explanation of Financialisation: A Literature Survey in the Case of Merchant Shipping," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 468-498, June.
• Peter BAGDACS, 2026, "Empirical Analysis Of The Efficiency Of Working Capital Management Among Hungarian Food Industry Smes," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 35, issue 1, pages 407-417, July, DOI: 10.47535/1991AUOES35(1)034.
• Éva DARABOS & Anita KISS & Orsolya Tünde NAGY, 2026, "The Role Of Accommodation, Food Service And Hospitality In The Hungarian Economy In 2008-2023," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 35, issue 1, pages 83-92, July, DOI: 10.47535/1991AUOES35(1)006.
• Arseny Gorbenko, 2026, "Short Selling Around News in International Stock Markets," The Review of Asset Pricing Studies, Society for Financial Studies, volume 16, issue 1, pages 95-132.
• Christoph E Boehm & T Niklas Kroner, 2026, "The U.S., Economic News, and the Global Financial Cycle," The Review of Economic Studies, Review of Economic Studies Ltd, volume 93, issue 1, pages 215-249.
• Jyoti Garg & Madhusudan Karmakar, 2026, "Achieving international diversification benefits with domestically traded assets: a study based on mean–CVaR optimization framework," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 2, pages 1-23, June, DOI: 10.1057/s41260-026-00451-5.
• Azhar Mohamad & Vincent Fromentin & Sarveshwar Kumar Inani & Arunava Bandyopadhyay, 2026, "When crises hit: Volatility, price discovery leadership, and causal linkages among WTI, Brent, and Shanghai crude oil futures," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 3, pages 1-20, September, DOI: 10.1057/s41260-026-00447-1.
• Farah Nasri & Salim Ben Sassi, 2026, "A dual approach to ESG risk factor extraction and implementation: quantile regression method," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 3, pages 1-15, September, DOI: 10.1057/s41260-026-00464-0.
• Dimitris Anastasiou & Antonis Ballis & Christos Kallandranis & Ioannis Vlassas, 2026, "Positive COVID-19 related sentiment, economic uncertainty & risk management implications," Journal of Banking Regulation, Palgrave Macmillan, volume 27, issue 1, pages 1-13, March, DOI: 10.1057/s41261-025-00303-z.
• Jian Liu & Chaoqiang Chen & Lei Sun & Hua-Tang Yin & Chun-Ping Chang, 2026, "Risk contagion in global REITs markets based on volatility spillover networks," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-35, May, DOI: 10.1057/s41283-026-00193-z.
• Xiaohang Ren & Wanping Yang & Wenting Jiang & Yi Jin, 2026, "Extreme volatility of crude oil futures in the wake of a black swan event," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-19, May, DOI: 10.1057/s41283-026-00198-8.
• Tin H. Ho, 2026, "Do sustainable transitions help banks enhance resilience against unexpected shocks? Evidence from ASEAN banks," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-27, May, DOI: 10.1057/s41283-026-00201-2.
• Carlos Rincon & Olga Alekseeva & Darko Vukovic & Varvara Nazarova, 2026, "Effects of the ECB’s monetary policy on sovereign bonds pricing," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-38, May, DOI: 10.1057/s41283-026-00205-y.
• Si-Yao Wei & Kun-Liang Jiang & Wei-Xing Zhou, 2026, "Uncertainty and financial market resilience: evidence from China," Risk Management, Palgrave Macmillan, volume 28, issue 3, pages 1-26, September, DOI: 10.1057/s41283-026-00223-w.
• Lichao Zhou & Haocheng Gu & Haonan Wang & Jinhui Xu, 2026, "Global currency exchange rate contagion network, capital account liberalization and exchange rate regime," Risk Management, Palgrave Macmillan, volume 28, issue 4, pages 1-36, December, DOI: 10.1057/s41283-026-00240-9.
• Zhixing Lin & Shuoyan Lin, 2026, "Volatility persistence across global equity markets: long-memory diagnostics versus horizon-specific VaR rankings," Risk Management, Palgrave Macmillan, volume 28, issue 4, pages 1-28, December, DOI: 10.1057/s41283-026-00247-2.
• Gonzalo Hernández Soto & Jingzhu Chen, 2026, "Institutionalisation and market microstructure in cryptocurrency markets: price discovery, volatility regimes, and systematic risk pricing across the ETF approval cycle," Risk Management, Palgrave Macmillan, volume 28, issue 4, pages 1-26, December, DOI: 10.1057/s41283-026-00250-7.
• Julio Villavicencio Vásquez, 2026, "When Political Uncertainty Mimics Efficiency under the Adaptive Markets Hypothesis: Peru as a Rare Case Today, a Precedent for Tomorrow?," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2026-556, DOI: 10.18800/2079-8474.0556.
• Mue, Kelvin, 2026, "The African Premium in Fixed Income Markets: An Empirical Analysis of Sovereign Bond Spreads and Money Market Dynamics," MPRA Paper, University Library of Munich, Germany, number 128017, Feb.
• Uquillas, Carlos Alfredo, 2026, "Reformas Económicas y Políticas Expansivas en Mercados Emergentes: Un Análisis del Tráfico Bidireccional
  [Economic Reforms and Expansionary Policies in Emerging Markets: An Analysis of Bidirectional Traffic]," MPRA Paper, University Library of Munich, Germany, number 128513, Mar.
• Uquillas, Carlos Alfredo, 2026, "La Deuda Externa del Ecuador: Evaluación de la Sostenibilidad y el Riesgo de Default en un Contexto Global de Deuda Creciente
  [Ecuador's External Debt: Assessing Sustainability and Default Risk in a Growing Global Debt Context]," MPRA Paper, University Library of Munich, Germany, number 128515, Oct.
• Ji, Zihao & Wang, Guan & Hu, Chenxi & Zhang, Hongru, 2026, "Non-linear Spillover of External EPU on Macau Gaming Stock Volatility: Micro-foundations using TVP-VAR and ML Attribution," MPRA Paper, University Library of Munich, Germany, number 128532, Jan.
• Rogers, Mike, 2026, "Multi-Regime Observations Across Fifteen Digital Asset Windows," MPRA Paper, University Library of Munich, Germany, number 129071, May.
• Djouad, Djellal, 2026, "The China AI Disruption Thesis : Why the Sell-Side Is Six Months Late," MPRA Paper, University Library of Munich, Germany, number 129363, Jun.
• Djouad, Djellal, 2026, "FX Traders vs Brokers : Vanilla and Exotic Options, Forwards, and Other OTC Structures: What Retail Traders Never See," MPRA Paper, University Library of Munich, Germany, number 129364, Jun.
• Djouad, Djellal, 2026, "Beyond Gamma Exposure : Four-Lens Framework for Options Trader Who See What GEX Misses," MPRA Paper, University Library of Munich, Germany, number 129365, Jun.
• Suresh, Karthik Ramakrishna, 2026, "The G-Spread: A Business-Economics-Based Measure of Permanent Capital Loss Risk," MPRA Paper, University Library of Munich, Germany, number 129370, Jun, revised 02 Jun 2026.
• Cachaga Herrera, Pablo, 2026, "El mercado cambiario boliviano y la formación del Tipo de Cambio Oficial
  [Bolivia's Foreign Exchange Market and the Formation of the Official Exchange Rate]," MPRA Paper, University Library of Munich, Germany, number 130180, Jul.
• Ean Lay, Sam & Phon, Sophat & Som, Vuddneath & Lum, Sothearak, 2026, "Currency Sovereignty in Transition: Cash Circulation Governance at the Central Bank in Cambodia and Lessons from Four Central Banking Systems," MPRA Paper, University Library of Munich, Germany, number 130364, Aug.
• Ruipeng Liu & Christian Pierdzioch & Rangan Gupta & Elie Bouri, 2026, "Bank Runs and Gold-Price Returns and Volatility: Evidence from Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202637, Oct.
• Zekai Şenol & Bahri Fatih Tekin, 2026, "The Connectedness between Bitcoin, Stock Market, Gold, Oil, Bond and Exchange Rate: Evidence from Quantile VAR Approach and Portfolio Strategies," Central European Business Review, Prague University of Economics and Business, volume 2026, issue 1, pages 29-60, DOI: 10.18267/j.cebr.405.
• Marco I. Bonelli, 2026, "Equity Risk Premium in Hungary's Emerging Market: Evaluating Country Risk and Financial Dynamics," Central European Business Review, Prague University of Economics and Business, volume 2026, issue 2, pages 49-68, DOI: 10.18267/j.cebr.413.
• Jitka Veselá & Alžběta Zíková, 2026, "The Correlation between World Stock Markets over the Past Three Decades and its Impact on Portfolio Risk
  [Vzájemná korelace mezi světovými akciovými trhy v uplynulých třech dekádách a její dopad na diverzifikaci rizika v portfoliu]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2026, issue 1, pages 21-44, DOI: 10.18267/j.cfuc.627.
• Piotr Mielus, 2026, "Volatility Modelling - What Drives Cee Currency Option Prices?," Prague Economic Papers, Prague University of Economics and Business, volume 2026, issue 1, pages 1-27, DOI: 10.18267/j.pep.906.
• Veysel Karagöl & Deniz Sevinç & Ayşegül Şahin, 2026, "US-China Tensions and Financial Spillovers: Uncovering Asymmetric TVP-VAR Transmission," Prague Economic Papers, Prague University of Economics and Business, volume 2026, issue 3, pages 314-344, DOI: 10.18267/j.pep.917.
• Deniz Sevinç & Veysel Karagöl, 2026, "Do Climate Risks Affect Stock Markets? Quantile Connectedness Analysis for Major European Economies," Politická ekonomie, Prague University of Economics and Business, volume 2026, issue SpecialIs, pages 751-781, DOI: 10.18267/j.polek.1516.
• Michael D Bordo & Cecile Bastidon, 2026, "Currency Dominance Is Not Forever: Some Insights from a Non-linear Dynamic Model," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 355, Aug.
• Michael D. Bordo & Carolyn A. Wilkins, 2026, "Money and Power: Historical Lessons for Stablecoins and U.S. Dollar Dominance," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 359, Sep.
• Dudley Cooke & Tatiana Damjanovic, 2026, "Optimal Macroprudential Policy and Bank Capital in Open Economies," Working Papers, Banco de Portugal, Economics and Research Department, number w202601.
• Júlio Lobão & Ana C. Costa, 2026, "Calendar Anomalies and the Adaptive Market Hypothesis: New Evidence from a Historical Financial Dataset," American Business Review, Pompea College of Business, University of New Haven, volume 29, issue 1, pages 287-308, May, DOI: 10.37625/abr.29.1.287-308.
• Souhir Amri Amamou & Balkissa Hassane Ali, 2026, "The Relationship Between Spot and Future Cryptocurrencies: A VECM Approach," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 33, issue 1, January.
• Evgeny Vinokurov & Alexey Kuznetsov & Anton Malakhov & A. Usanov & Madi Aldanazarov, 2026, "Multilateral Development Banks: How They Work and Where They Are Headed," Working Papers, Eurasian Development Bank, number 023338, Jun.
• Han Yan & Heejoon Han, 2026, "Verifying and Ranking Safe-Haven Assets under Different Sources of Shocks: Evidence from a Quantile-Based Triple-Check Framework," East Asian Economic Review, Korea Institute for International Economic Policy, volume 30, issue 3, pages 395-435, September, DOI: 10.11644/KIEP.EAER.2026.30.3.470.
• Ioannis Katrakylidis & Athanasios Athanasenas & Michael Madas & Anastasios Karasavvoglou & Constantinos Katrakilidis, 2026, "Financial Development, Financial Globalization and Logistics Performance in Mediterranean Economies: Long-Run and Distributional Evidence," Bulletin of Applied Economics, Risk Market Journals, volume 13, issue 2, pages 113-139.
• Ferrari Minesso, Massimo & Siena, Daniele, 2026, "Private money and public debt. U.S. Stablecoins and the global safe asset channel," Working Paper Series, European Central Bank, number 3174, Jan.
• Fornari, Fabio & Pianeselli, Daniele & Zaghini, Andrea, 2026, "Environmental score and bond pricing: it better be good, it better be green," Working Paper Series, European Central Bank, number 3176, Jan.
• Anyfantaki, Sofia & Migiakis, Petros & Petroulakis, Filippos & Giannakidis, Haris & Malliaropulos, Dimitris, 2026, "Bond funds’ risk taking and monetary policy," Working Paper Series, European Central Bank, number 3196, Feb.
• Metzler, Julian & Danisewicz, Piotr & Dieler, Tobias & Mancini, Loriano & Mazzari, Francesco, 2026, "Central clearing and the pricing of specialness in repo markets," Working Paper Series, European Central Bank, number 3214, Apr.
• Banu, Elena & Vinci, Francesca & Best, Lea, 2026, "Does shareholder diversification enhance firm investment resilience? Evidence from the euro area," Working Paper Series, European Central Bank, number 3296, Oct.
• Chahal, Rishman Jot Kaur & Bidasaria, Hemant & Khan, Hera Asif & Ahmad, Wasim, 2026, "Do global bond market sentiments transmit to green bonds? Evidence from a quantile connectedness framework," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101151.
• Ngo, Thanh & Grossmann, Axel, 2026, "Financial inclusion and stock price synchronicity: A cross-country study," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101156.
• Huynh, Nhan, 2026, "Tuning into the news: Sentiment-driven high-frequency movements in cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101183.
• Todea, Alexandru & Todea, Anita Mihaela, 2026, "Host religiosity, religious proximity, and cross-border portfolio allocation," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101192.
• Sun, Yike & Wu, Yimin & Kitamura, Yoshihiro & Fan, Zuojun, 2026, "Transparency matters: Public vs. non-public use of the counter-cyclical factor and renminbi exchange rate volatility," China Economic Review, Elsevier, volume 97, issue C, DOI: 10.1016/j.chieco.2026.102688.
• Cai, Yifei & Yang, Jialin & Fu, Xiaowen & Zhang, Yahua, 2026, "The relative contribution of political shocks to total spillovers in semiconductor industry," China Economic Review, Elsevier, volume 98, issue C, DOI: 10.1016/j.chieco.2026.102703.
• Waris, Muhammad & Younis, Ijaz & Naveed, Rana Tahir & Shahid, Muhammad Sadiq & Abbas, Muhammad, 2026, "Dynamic co-movement of stock market and risk management by hedging strategies in diverse portfolios: A wavelet-multivariate GARCH," Chaos, Solitons & Fractals, Elsevier, volume 202, issue P2, DOI: 10.1016/j.chaos.2025.117512.
• Chan, Keith Jin Deng & Wan, Wilson Tsz Shing, 2026, "The double-edged sword of corporate net zero commitment on the carbon risk premium," Journal of Corporate Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.jcorpfin.2025.102920.
• Benlialper, Ahmet, 2026, "Global corporate bond markets and local monetary policy transmission," Journal of Corporate Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jcorpfin.2026.102987.
• Conlon, Thomas & Cotter, John & Ropotos, Ioannis, 2026, "Drivers of firm-level tail dependence: A machine learning approach," Journal of Economic Dynamics and Control, Elsevier, volume 182, issue C, DOI: 10.1016/j.jedc.2025.105207.
• Goosen, Kasper & de Vette, Nander & Willem van den End, Jan, 2026, "The impact of uncertainty on economic tail risk: bank capital as mitigating factor," Economic Analysis and Policy, Elsevier, volume 91, issue C, pages 1469-1485, DOI: 10.1016/j.eap.2026.05.001.
• Boccaletti, Simone & Maranzano, Paolo & Morelli, Caterina & Ossola, Elisa, 2026, "ESG performance and stock market responses to geopolitical turmoil: evidence from the Russia-Ukraine war," Economic Modelling, Elsevier, volume 154, issue C, DOI: 10.1016/j.econmod.2025.107380.
• Lv, Qian & Tang, Yicheng & Ge, Lulan & Ni, Daohan, 2026, "Cross-border M&As, international knowledge flows and global value chain upgrading: Evidence from belt & road countries," Economic Modelling, Elsevier, volume 157, issue C, DOI: 10.1016/j.econmod.2026.107492.
• Ma, Zhenyu & Mei, Dongzhou & Zhu, Ruojia, 2026, "External risk shocks and China's macroeconomic Fluctuations: Which transmission channel matters?," Economic Modelling, Elsevier, volume 162, issue C, DOI: 10.1016/j.econmod.2026.107656.
• Ling, Xianchong & Zhang, Runchi & Zhang, Keke, 2026, "Capital market internationalization ignites investor sentiment: Evidence from China," Economic Modelling, Elsevier, volume 163, issue C, DOI: 10.1016/j.econmod.2026.107694.
• Tian, Dingshi & Tao, Siyuan & Zhang, Xuan, 2026, "Climate shocks and extreme risk transmission in the carbon-energy nexus," Economic Modelling, Elsevier, volume 163, issue C, DOI: 10.1016/j.econmod.2026.107707.
• Li, Xiaojuan & Lin, Juan & Zhang, Ming, 2026, "Hedging currency risk with SHFE gold futures: A tale of two regimes," Economic Modelling, Elsevier, volume 163, issue C, DOI: 10.1016/j.econmod.2026.107732.
• Anwar, Amar & Khalid, Arshia, 2026, "Do remittances promote financial development? Global evidence from a meta-analysis," Economic Modelling, Elsevier, volume 164, issue C, DOI: 10.1016/j.econmod.2026.107764.
• Mensi, Walid & Kumar, Anoop S. & Rajesh, S.P. & Kang, Sang Hoon, 2026, "Tail risk connectedness and systemic volatility in the cryptocurrency market: Evidence from a value-at-risk framework," Economic Modelling, Elsevier, volume 164, issue C, DOI: 10.1016/j.econmod.2026.107779.
• Han, SeungOh, 2026, "Connectedness and hedging in digital asset sectors around geopolitical conflicts," Economic Modelling, Elsevier, volume 164, issue C, DOI: 10.1016/j.econmod.2026.107826.
• Ji, Zihao & Wang, Guan & Hu, Chenxi & Zhang, Hongru, 2026, "External uncertainty, balance-sheet vulnerability, and stock volatility: Evidence from Macau gaming firms," Economic Modelling, Elsevier, volume 164, issue C, DOI: 10.1016/j.econmod.2026.107839.
• Huai, Jingliang & Cheung, Adrian (Wai Kong) & Wang, Bin, 2026, "On completing the connectedness analysis—A bootstrap-based DCC-GARCH approach," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102526.
• Jena, Sangram Keshari & Lahiani, Amine & Dash, Ashutosh & Ray, Sougata, 2026, "Stock market vulnerability to US monetary policy: Evidenced from quantile coherency analysis," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102536.
• Almeida, José & Gonçalves, Tiago Cruz, 2026, "Cryptocurrencies and economic sanctions," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102537.
• Nasir, Rana Muhammad & He, Feng & Asadi, Mehrad & Roubaud, David, 2026, "Spillover and return connectedness between uncertainties, digital assets, green bond, green and traditional energy markets: Evidence from quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102538.
• Będowska-Sójka, Barbara & Wójcik, Piotr & Pele, Daniel Traian, 2026, "Early warning systems for cryptocurrency markets: Predicting ‘zombie’ assets using machine learning," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102543.
• Yuan, Jiayuan & Zhu, Weineng & Huang, Zishan & Zhu, Huiming, 2026, "Time-frequency quantile effect of global uncertainty on stock markets: evidence from wavelet decomposition," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102554.
• Nishimura, Yusaku & Ji, Yang & Sun, Bianxia, 2026, "Geopolitical crises, financial markets, and intraday volatility spillovers," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102571.
• Aslam, Adnan & Brahmana, Rayenda Khresna, 2026, "Systemic spillovers in high-growth private market sectors: determinants and portfolio implications," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102579.
• Yildirim, Zekeriya & Erdal, Fuat, 2026, "Global interest rates, US dollar, and global risk," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2025.102575.
• De Gregorio, José & de la Horra, Luis P. & Jara, Mauricio, 2026, "Currency mismatches in emerging markets: Effects on corporate liquidity, investment dynamics and performance," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102597.
• Abou Tanos, Barbara & Jaafar, Azzam & Shahrour, Mohamad H., 2026, "Are green bonds the new quasi-havens? novel evidence from sentiment-driven volatility spillovers," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102606.
• 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.
• Obojska, Lidia & Charteris, Ailie & Szczygielski, Jan Jakub & Brzeszczyński, Janusz, 2026, "Never normal: Distributional properties of rare earth returns," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113109.
• La Barbera, Salvatore, 2026, "Competitive shield or carbon burden? Evidence from equity market reactions to CBAM enforcement," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113185.
• Pastén-Henríquez, Boris & Maquieira, Carlos P., 2026, "Do stock markets price words or actions? President Donald Trump´s geopolitical signals and conflict risk," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113206.
• 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.
• Pradhan, Rudra P. & Samarakoon, S.M.R.K. & Tharanga, B.B., 2026, "Climate change disclosure and board dynamics: A study of Indian banks," Emerging Markets Review, Elsevier, volume 75, issue C, DOI: 10.1016/j.ememar.2026.101533.
• Diallo, Hamidou, 2026, "Mineral windfalls, global liquidity, and the composition of sovereign external financing," Emerging Markets Review, Elsevier, volume 75, issue C, DOI: 10.1016/j.ememar.2026.101560.
• 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.
• Soliman, Alain & Abid, Ilyes & Guesmi, Khaled & Urom, Christian, 2026, "The empirical impact of energy transition on developing economies: Sectoral analysis and predictive insights," Energy Economics, Elsevier, volume 163, issue C, DOI: 10.1016/j.eneco.2026.109601.
• 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.
• Ahelegbey, Daniel Felix & Gerth, Florian & Ibhagui, Oyakhilome Wallace, 2026, "Dollar funding stress and the long-run structure of exchange rates," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105338.
• Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2026, "Natural disasters and sovereigns' exclusion from international capital markets," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105340.
• Holmes, Mark J. & Otero, Jesús, 2026, "Understanding psychological barriers in crude oil prices: The role of geopolitical tensions beyond policy uncertainty," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105356.
• Yamamoto, Taihei, 2026, "Sovereign Z-spread relative value and currency risk: Evidence from a cross-asset block network," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105369.
• Huang, Yujing & Liu, Li & Liu, Honglin & Zhao, Libin, 2026, "Cross-border financial regulatory tensions and corporate innovation: evidence from Chinese companies listed in the United States," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105395.
• Cui, Jinxin & El Khoury, Rim & Alshater, Muneer M., 2026, "Higher-order and cross-moment spillovers between digital and traditional financial assets," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105399.
• Kwabi, Frank & Boateng, Agyenim & Wonu, Chizindu & Guney, Yilmaz, 2026, "Political uncertainty and international investment diversification: Cross country evidence," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105426.
• 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.
• Russo, Riccardo, 2026, "Third-country multi-issuers, runs and the guarantee pool proposal," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110394.
• Atilgan, Yigit & Ozgur Demirtas, K. & Doruk Gunaydin, A. & Tosun, Aynur Dilan, 2026, "Economic uncertainty and the beta anomaly in G10 Countries," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110484.
• Rajhi, Wassim, 2026, "Political duration risk in foreign treasury portfolios: Evidence from the 2022 sanctions shock," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110489.
• Rajhi, Wassim, 2026, "Temperature Anomalies, Inflation Expectations, and Treasury Inconvenience," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110500.
• Ogunjumo, Rotimi Ayoade & Ibitowa, Stephen Adesina & Onabote, Ademola Andrew, 2026, "Real effective exchange rate volatility series for West African Monetary Zone," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110513.
• Kaczmarek, Tomasz & Demir, Ender & Rouatbi, Wael & Zaremba, Adam, 2026, "When war moves oil: Energy dependence and global equity responses to the 2026 Iran conflict," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110577.
• Kaplanski, Guy, 2026, "Market learning from sequential geopolitical escalations: Evidence from airline stocks," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110625.
• Krysa, Gil & Raviv, Alon, 2026, "Structural pricing models for corporate bond index credit spreads: Senior vs subordinated," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110637.
• Wang, Qi & Xu, Wen & Sun, Quan, 2026, "Geopolitical risk, financial frictions and bank capital flows," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110651.
• Chakrabarty, Bidisha & Nawn, Samarpan & Pascual, Roberto, 2026, "Financial market opacity and systemic liquidity risk," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110655.
• Chandorkar, Pankaj Avinash, 2026, "Who can time which market? Domestic and international timing across the return distribution of UK investment trusts," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110669.
• Zhang, Yanzhe & Lv, Xiwen & Zhang, Jian, 2026, "Tail risk and the persistence of U.S. Monetary spillovers to China’s capital-flow pressure," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110722.
• Shin, Seungho & Tian, Jiayuan, 2026, "Microstructure noise decomposition: a liquidity–adjusted volatility estimator," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110749.
• 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.