Research classified by Journal of Economic Literature (JEL) codes

2025

• Chahine, Salim & Panizza, Ugo & Suedekum, Guilherme, 2025, "IMF programs and borrowing costs does size matter?," European Economic Review, Elsevier, volume 177, issue C, DOI: 10.1016/j.euroecorev.2025.105070.
• Camarero, Mariam & Muñoz, Alejandro & Tamarit, Cecilio, 2025, "Unveiling the drivers of portfolio equity and bond investment in the European Union: The interplay of tax havens and gravity factors," European Economic Review, Elsevier, volume 179, issue C, DOI: 10.1016/j.euroecorev.2025.105130.
• Kaldorf, Matthias & Röttger, Joost, 2025, "Convenient but risky government bonds," European Economic Review, Elsevier, volume 180, issue C, DOI: 10.1016/j.euroecorev.2025.105152.
• Han, Yonghui & Cheng, Hao & Wang, Hao, 2025, "How bilateral investment treaties affect cross-border mergers and acquisitions: Novel evidence from China's internationalization," Emerging Markets Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.ememar.2024.101235.
• Abad, David & Massot, Magdalena & Nawn, Samarpan & Pascual, Roberto & Yagüe, José, 2025, "Message traffic and short-term illiquidity in high-speed markets," Emerging Markets Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.ememar.2024.101251.
• Gunay, Samet & Dömötör, Barbara & Víg, Attila András, 2025, "Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity," Emerging Markets Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.ememar.2025.101262.
• Ocampo, José Antonio & Villamizar-Villegas, Mauricio & Orbegozo-Rodríguez, Germán & Fajardo-Baquero, Nicolás & Botero-Ramírez, Oscar & Orozco-Vanegas, Camilo, 2025, "The role of investor participation on sovereign debt markets: Evidence from an emerging economy," Emerging Markets Review, Elsevier, volume 66, issue C, DOI: 10.1016/j.ememar.2025.101284.
• Bazán-Palomino, Walter & Winkelried, Diego, 2025, "Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative," Emerging Markets Review, Elsevier, volume 66, issue C, DOI: 10.1016/j.ememar.2025.101286.
• Ordu-Akkaya, Beyza Mina & Özyıldırım, Süheyla, 2025, "Commodity dependence: Providing information on emerging market CDS spreads when economic indicators are absent," Emerging Markets Review, Elsevier, volume 67, issue C, DOI: 10.1016/j.ememar.2025.101299.
• Jursa, Lukáš & Janků, Jan, 2025, "From the core to the European periphery: Spillover effects of financial cycles," Emerging Markets Review, Elsevier, volume 68, issue C, DOI: 10.1016/j.ememar.2025.101305.
• Alsabah, Humoud & Alsabah, Khaled, 2025, "Kuwait Stock Exchange: A re-examination of seasonal anomalies," Emerging Markets Review, Elsevier, volume 68, issue C, DOI: 10.1016/j.ememar.2025.101317.
• Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar M. & Kim, Bum, 2025, "Doom loops in Latin America," Emerging Markets Review, Elsevier, volume 68, issue C, DOI: 10.1016/j.ememar.2025.101334.
• Samarawickrama, Dhanushika & Biswas, Pallab Kumar & Roberts, Helen, 2025, "CSR disclosure, business groups and firm risk," Emerging Markets Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.ememar.2025.101364.
• Molina-Muñoz, Jesús & Mora-Valencia, Andrés & Perote, Javier, 2025, "Dynamic volatility spillovers among commodities, bitcoin, and emerging markets," Emerging Markets Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.ememar.2025.101375.
• Schwarz, Patrick, 2025, "On the performance of volatility-managed equity factors — International and further evidence," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101560.
• Cao, Jie & Hsu, Jason C. & Song, Linjia & Xiao, Zhanbing & Zhan, Xintong, 2025, "Smart beta, “smarter” flows," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101580.
• Li, Yunhe & Liu, Yu & Miletkov, Mihail & Yang, Tina, 2025, "Creating value through corporate social responsibility: The role of foreign institutional investors in Chinese listed firms," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101621.
• Gong, Jue & Wang, Gang-Jin & Zhou, Yang & Xie, Chi, 2025, "Cross-market volatility forecasting with attention-based spatial–temporal graph convolutional networks," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101639.
• Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Li, Yan, 2025, "On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101640.
• Phylaktis, Kate & Yamani, Ehab, 2025, "Foreign currency forecasting in emerging markets: What can stock and bond markets tell us?," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101641.
• Dong, Mengmeng, 2025, "Economic aggregation of return signals in global markets," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101663.
• Bartolini, Nicola & Romagnoli, Silvia & Santini, Amia, 2025, "Understanding climate risk in Europe: Are transition and physical risk priced in equity and fixed-income markets?," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101672.
• Liu, Liping & Lü, Zheng & Yoon, Seong-Min, 2025, "Impact of policy uncertainty on stock market volatility in the China’s low-carbon economy," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108056.
• Iqbal, Najaf & Umar, Zaghum & Shaoyong, Zhang & Sokolova, Tatiana, 2025, "Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108077.
• Tiwari, Aviral Kumar & Dam, Mehmet Metin & Altıntaş, Halil & Bekun, Festus Victor, 2025, "The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108101.
• Ben Jabeur, Sami & Bakkar, Yassine & Cepni, Oguzhan, 2025, "Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108112.
• Adeabah, David & Pham, Thu Phuong, 2025, "Asymmetric tail risk spillover and co-movement between climate risk and the international energy market," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108122.
• Cai, Yifei & Zhang, Yahua & Xu, Yuchao, 2025, "Assessing the influence of unplanned oil supply outages on airline stock connectedness," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108145.
• Dunbar, Kwamie & Treku, Daniel N., 2025, "Do energy transition investment flows aid climate commitments?," Energy Economics, Elsevier, volume 142, issue C, DOI: 10.1016/j.eneco.2024.108163.
• Xie, Qichang & Bi, Yanhao & Xi, Yiyu & Xu, Xin, 2025, "The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108292.
• Cao, Jin-Hui & Xie, Chi & Zhou, Yang & Wang, Gang-Jin & Zhu, You, 2025, "Forecasting carbon price: A novel multi-factor spatial-temporal GNN framework integrating Graph WaveNet and self-attention mechanism," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108318.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Karim, Sitara & Sadorsky, Perry, 2025, "A partial correlation-based connectedness approach: Extreme dependence among commodities and portfolio implications," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108421.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Boubaker, Sabri, 2025, "Government intervention and green innovation in renewable energy," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108185.
• Xu, Zhiwei & Gou, Xinyi & Zhang, Teng, 2025, "Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108409.
• Marzioni, Stefano & Murè, Pina & Paccione, Cosimo & Spallone, Marco, 2025, "Does Natural Gas Matter for Financial Stability? A SVAR-X Analysis on the European Financial System and Financial Intermediaries," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108415.
• Dell'Atti, Stefano & Paltrinieri, Andrea & Di Tommaso, Caterina & Onorato, Grazia, 2025, "Assessment of banking risk in the context of the oil and gas bubbles," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108593.
• Bei, Honghan & Wang, Qian & Yan, Xiaoxiao & Geng, Xinpeng, 2025, "Multiscale extreme risk spillover between shipping and commodity markets: An analysis based on GARCH-Copula-CoVaR," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108564.
• Zhou, Jinlan & Li, Zhensheng & Liu, Zhuang, 2025, "Oil market uncertainty and China's macroeconomy: Causality-in-quantiles test and quantile spillover effects analysis," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108618.
• Turquet, Briac & Bajgrowicz, Pierre & Scaillet, Olivier, 2025, "Mean reversion trading on the naphtha crack," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108620.
• Baltodano López, Ovielt & Billio, Monica & Casarin, Roberto & Costola, Michele, 2025, "Compounding geopolitical and energy risks: A clustered stochastic multi-COVOL model," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108700.
• Candila, Vincenzo & Petrella, Lea & Andreani, Mila, 2025, "Mixed-frequency Quantile Regression Forests for Value-at-Risk forecasting," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108706.
• Smimou, K. & Abrokwah, M. & Drougas, A., 2025, "Corporate investment decisions and related commodities: International evidence from energy and mining industries," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108766.
• Das, Narasingha & Tanin, Tauhidul Islam & Gangopadhyay, Partha & Abbas, Qaiser & Akadiri, Seyi Saint & Janjua, Laeeq Razzak, 2025, "Quantile VAR connectedness and price spillovers between soybean and energy," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108774.
• Kotsompolis, Giorgos & Prelorentzos, Arsenios-Georgios N. & Xidonas, Panos & Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2025, "European financial markets, energy returns and geopolitical risk: A frequency domain spectral analysis," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108856.
• Di Tommaso, Caterina & Perdichizzi, Salvatore & Vigne, Samuel & Zaghini, Andrea, 2025, "Is the Government always greener?," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108976.
• Kočenda, Evžen & Albrecht, Peter & Pastorek, Daniel, 2025, "Geopolitical risk and extreme spillovers among oil-based energy commodities," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108977.
• Razi, Ummara & Cheong, Calvin W.H. & Shams, Syed & Sarker, Tapan & Sharif, Arshian & Afshan, Sahar, 2025, "Assessing the turbulence: Wavelet coherence and causality analysis of energy price volatility and exchange rate instability," Energy, Elsevier, volume 331, issue C, DOI: 10.1016/j.energy.2025.136948.
• Attílio, Luccas Assis, 2025, "The impact of climate change and energy transition on production: Are the results sensitive to spillover effects?," Energy, Elsevier, volume 334, issue C, DOI: 10.1016/j.energy.2025.137558.
• Gomez-Gonzalez, Patricia & Mathy, Gabriel, 2025, "The world’s first global safe asset: British public debt, 1718-1913," Explorations in Economic History, Elsevier, volume 97, issue C, DOI: 10.1016/j.eeh.2025.101679.
• Bao, Kun & Chen, Denghui & Gu, Chen & Papakroni, Erlina & Stan, Raluca & Wang, Muhan, 2025, "The informational role of forex option volume," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103978.
• Parnes, Dror & Parnes, Sapir S., 2025, "Hedging geopolitical risks with diverse commodities," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104129.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk & Tosun, Aynur Dilan, 2025, "Regret in global equity markets," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104198.
• Qian, Binsheng & Tan, Yusen & Power, Gabriel & Mandal, Anandadeep, 2025, "Economic policy uncertainty, information production, and transparency," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104203.
• Magazzino, Cosimo & Gattone, Tulia & Horky, Florian, 2025, "Economic and financial development as determinants of crypto adoption," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104217.
• Ling, Chuanqi & Dong, Dayong & Yang, Jinyu & Cao, Jiawei, 2025, "In government-supported academic institutions we trust: Enterprise postdoctoral programmes and stock liquidity," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104289.
• Wang, Wei & Enilov, Martin & Stankov, Petar, 2025, "Can cryptocurrency or gold rescue BRICS stocks amid the Russia-Ukraine conflict?," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104321.
• Li, Xiaodan & Qin, Run-Chuan & Shi, Wei-Zhong & Yu, Min-Teh, 2025, "Bank information rents and loan pricing: How U.S. banks extract higher spreads than European banks," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104345.
• Mensi, Walid & Belghouthi, Houssem Eddine & Al-Kharusi, Sami & Kang, Sang Hoon, 2025, "Tail risk contagion and connectedness between clean cryptocurrency, green assets and commodity markets," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104370.
• Fedenia, Mark & Skiba, Hilla & Sokolyk, Tatyana, 2025, "Concentration in mutual fund equity holdings during global economic crises," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104413.
• Yue, Tian & Li, Lu-Lu & Wu, Wenfeng, 2025, "Weekday variations in the Chinese crude oil futures market: Unveiling the influence of COVID-19 and EIA shocks," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104438.
• Snarska, Małgorzata & Frydrych, Sylwia & Łukowski, Michał & Czech, Maria & Perez, Katarzyna, 2025, "Semiconductor game of thrones: A comprehensive study of geopolitical and equity market uncertainty transmission," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104457.
• Yin, Wei & Wu, Fan & Zhou, Peng & Kirkulak-Uludag, Berna, 2025, "Exploring resilience in the cryptocurrency market: Risk transmission and network robustness," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104546.
• Fang, Yan & Zhu, Chen & Chen, Xiaojing & Yi, Yang, 2025, "Do EU-China spillover effects inhibit China's carbon market volatility? A mixed data sampling approach," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104566.
• Yao, Can-Zhong & Li, Yan-Li, 2025, "Structural evolution of industry association networks in Chinese stock market under major event shocks: A comparative analysis of two crises based on partial Granger causal networks," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104572.
• Otchere, Isaac & Phan, Hanh Hong Thi, 2025, "Value effects of sovereign wealth funds' exclusionary policies: The case of the Norwegian government pension fund-global (NGPF-G)," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104573.
• Ma, Liang & Zhang, Xiaowen, 2025, "Capital allocation efficiency of SMEs: Global evidence," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104596.
• Lütkebohmert, Eva & Sester, Julian, 2025, "Measuring name concentrations through deep learning," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104598.
• Ali, Fahad & Khurram, Muhammad Usman, 2025, "Leverage effects, volatility innovation spillovers, and inter- and intra-market asymmetric dependencies in cryptocurrencies and CFDs on equity indices: Evidence from high-frequency around-the-clock data," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104636.
• Nechvátalová, Lenka, 2025, "Autoencoder asset pricing models and economic restrictions — international evidence," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104642.
• Liu, Chenyang & Bae, Sung C. & Kwon, Taek Ho, 2025, "Gambling sentiment spillover to stock markets: Evidence from China surrounding FIFA world cup," International Review of Financial Analysis, Elsevier, volume 108, issue PB, DOI: 10.1016/j.irfa.2025.104715.
• Hearn, Bruce & Tauringana, Venancio & Ntim, Collins & Malagila, John K. & Mishra, Tapas, 2025, "Asset pricing in African frontier equity markets," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103752.
• Gong, Yuting & He, Zhongzhi & Xue, Wenjun, 2025, "EPU spillovers and exchange rate volatility," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103824.
• Xu, Danyang & Hu, Yang & Oxley, Les & Lin, Boqiang & He, Yongda, 2025, "Exploring the connectedness between major volatility indexes and worldwide sustainable investments," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103862.
• Bulut, Emre & Marangoz, Cumali, 2025, "Exploring the impact of economic recession indicators on global financial markets: A QVAR analysis," International Review of Financial Analysis, Elsevier, volume 99, issue C, DOI: 10.1016/j.irfa.2025.103966.
• Tapia-Griñen, Pablo & Pastén-Henríquez, Boris & Sepúlveda-Velásquez, Jorge, 2025, "Earthquakes in Chile and Peru: How are they reflected in the copper financial market?," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106429.
• Darvas, Zsolt & Schepp, Zoltán, 2025, "Forecasting the daily exchange rate of the UK pound sterling against the US dollar," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106451.
• Zhu, Steven X. & Cai, Kelly & Zhu, Hui, 2025, "Is corporate social responsibility priced into Yankee bonds?," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106474.
• Saggu, Aman & Ante, Lennart & Kopiec, Kaja, 2025, "Uncertain Regulations, Definite Impacts: The Impact of the U.S. Securities and Exchange Commission's Regulatory Interventions on Crypto Assets," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106413.
• Farrell, Hugh & O'Connor, Fergal, 2025, "The CNN Fear and Greed Index as a predictor of US equity index returns: Static and time-varying Granger causality," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106492.
• Choi, Sun-Yong & Hadad, Elroi, 2025, "The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106532.
• Proelss, Juliane & Schweizer, Denis & Buchwalter, Bastien, 2025, "Do risk preferences drive momentum in cryptocurrencies?," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106531.
• Kim, Hee-Eun & Lee, Wonkyung & Moon, Jiyong, 2025, "US economic policy uncertainty and China’s outward investment diversification," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106620.
• Gawęda, Adrian, 2025, "Does environmental, social, and governance performance elevate firm value? International evidence," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106639.
• Jeutang, Noel Pavel & Kesse, Kwabena & Payne, Brian C., 2025, "Political stability as a risk factor in global markets," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106658.
• Neto, David, 2025, "Wall Street sneezes and global finance catches a cold: How does geopolitical risk contribute? A tale of tail," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106662.
• Choudhury, Tonmoy, 2025, "US sectors and geopolitical risk: The investor's perspective," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106690.
• Alaminos, David, 2025, "Rising bubbles by margin calls," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2024.106733.
• Mounir, Amine, 2025, "Curvature and the mean-variance-ESG frontier: A new measure of risk-return-ESG trade-offs," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106765.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2025, "Do AI incidents and hazards matter for AI-themed cryptocurrency returns?," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106777.
• Corazza, Marco & di Tollo, Giacomo & Filograsso, Gianni, 2025, "The impact of rating announcements on stock returns: A nonlinear assessment," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106738.
• Humpe, Andreas & McMillan, David G. & Schöttl, Alfred, 2025, "Macroeconomic determinants of the stock market: A comparative study of Anglosphere and BRICS," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106869.
• Papavassiliou, Vassilios G., 2025, "On the relationship between geopolitical risks and euro area sovereign bond yields," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106877.
• Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2025, "US sectoral stock market volatility and geopolitical risk categories," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106916.
• Ge, Hongyan & Yang, Xuan & Guo, Yixuan & Zhu, Junyi & Wang, Jian, 2025, "Research on the impact of cut taxes and administrative fees on green total factor productivity in China," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.107001.
• Bajra, Ujkan Q. & Aliu, Florin & Prenaj, Vlora, 2025, "Connectivity of green financial assets under geopolitical risks and market-implied volatility," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.107037.
• Marangoz, Cumali & Gerekan, Bekir & Yılmaz, Erdal & Bulut, Emre, 2025, "Disentangling geopolitical risks: A quantile approach to geopolitical risk indices’ impacts on stock markets," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107113.
• Bonaparte, Yosef & Mikhailitchenko, Andrey & Fabozzi, Frank J., 2025, "How leadership turnover influences global financial markets," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.106980.
• Chiu, Ya-Ling & Gao, Xuechen & Liu, Hung-Chun & Zhai, Qiong, 2025, "Financial literacy of ChatGPT: Evidence through financial news," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107088.
• Coën, Alain & Guardiola, Philippe, 2025, "Leverage risk and REIT returns," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107133.
• Alshammari, Saad & Mbarek, Marouene & Mrad, Fatma & Msolli, Badreddine, 2025, "Downside risk transmission between green cryptocurrencies and carbon efficient equities: Evidence from a frequency connectedness approach," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107149.
• Assoe, Kodjovi & Mbengue, Mohamed Lamine & Sène, Babacar & Sy, Oumar, 2025, "Herding behavior in African stock markets: A state-space assessment during times of crisis," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107208.
• Shang, Zili & Yu, Bo & Lam, Keith S.K., 2025, "Does ESG explain stock returns? Evidence from Chinese stock markets," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107214.
• Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Sepúlveda-Velásquez, Jorge, 2025, "Gold and cryptocurrencies as safe-havens: Lessons from wartime," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107230.
• Sharma, Shivani & Sharma, Udayan, 2025, "What does green bond prospectus communicate about credit spread?," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107267.
• Wen, Conghua & Jiang, Rui & Lin, Xiao, 2025, "Convertible bond issuance and liquidity of small-cap listed companies," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107297.
• López Prol, Javier, 2025, "Taiwan’s stock market resilience to increasing geopolitical risk," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107319.
• Loveland, Robert & Okoeguale, Kevin, 2025, "Antitrust deregulation and the U.S. listing gap," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107425.
• Yang, Xing, 2025, "AI competition and firm value: Evidence from DeepSeek’s disruption," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107447.
• Kaya, Orçun & Çatak, Çiydem, 2025, "Do pre-market notifications and stock volatility trigger circuit breakers? Evidence from Turkish post-IPO stocks," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107509.
• Zhang, Qi & Wang, Ling & Sun, Xiaoxuan & Lin, Ning, 2025, "Geopolitical risk and offshore corporate bond issuance in local currency," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107556.
• Leone, Maria & Manelli, Alberto & Pace, Roberta, 2025, "Energy, metals, cereals and G7 indices: Russia–Ukraine conflict and risk spillovers," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107557.
• Peterburgsky, Stanley, 2025, "Investment opportunities and labor mobility: Evidence from Europe," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107570.
• Huang, Chun-Sung & Charteris, Ailie, 2025, "Shockwaves across borders: Did the 2023 banking crisis reshape global banking sector linkages?," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107571.
• Mensi, Walid & Khoury, Rim El & Kang, Sang Hoon, 2025, "Dynamic connectedness between oil shocks and BRICS stock markets," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107601.
• Yilmazkuday, Hakan, 2025, "U.S. tariffs and stock prices," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107708.
• Cheng, Zhengtao & Ding, Yong & Xiong, Ding, 2025, "Promoting efficiency through openness: Internationalization of capital markets and enterprises’ overseas investment efficiency," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107994.
• Yi, Xiaofang & Shen, Yijuan & Cai, Yifei, 2025, "Cryptocurrency meets U.S. trade policy uncertainty in the Trump era: A quantile Granger causality test," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107999.
• Li, Ying & Han, Jinhong, 2025, "International sanctions and export restructuring: How economic integration among BRICS nations drives trade transformation in Russia," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.108022.
• Wang, Peiwen & Huang, Guanglin & Lu, Wanbo, 2025, "Factor-based higher-order moment portfolio optimization," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108021.
• Hafeez, Bilal & Tosun, Onur Kemal, 2025, "How different are the (Non-)U.S. investors? Evidence from market reactions to global ESG incidents," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108074.
• Mao, Xiaodan & Hu, Cong & Xiong, Lin & Wang, Yebin, 2025, "Climate risk attention and financial markets: The time–frequency and quantile perspective," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108130.
• Melo-Vega-Angeles, Oscar & Chuquillanqui-Lichardo, Bryan, 2025, "From uncertainty to adjustment: the influence of the 2023 Israel–Hamas War on Latin American Stock Market Volatility," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108131.
• Nobanee, Haitham & Hasan, Md. Bokhtiar & Hossain, Md Tanim, 2025, "How impactful is the financial performance of impact investing? Compared to the conventional benchmark," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108168.
• Li, Weiwei & Long, Teng & Long, Can, 2025, "Does population aging increase household financial risk?," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108215.
• Berdiev, Urol, 2025, "Stock market reaction to green bond announcements: The role of firm sustainability," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108295.
• Nie, Chun-Xiao, 2025, "Trump tariff policies shock information flows across major global equity markets," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108319.
• Cai, Meng & Xie, Jianguo, 2025, "Chips and sanction: The impact of semiconductor export controls on stock volatility in China," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108345.
• Wang, Rongyu & Worrall, Tim, 2025, "The (In)stability of the international monetary system without direct default costs," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108410.
• Zhu, Yao-Long & Li, Ruihan & Liu, Peipei, 2025, "Time–frequency risk spillovers between Chinese climate policy uncertainty and the stock market," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108435.
• Kapar, Burcu & Buigut, Steven & Billah, Syed Mabruk, 2025, "The short-term reaction of financial markets to the U.S. trade tariff announcement," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108452.
• Mourey, Mathis & Shahrour, Mohamad H. & Şoiman, Florentina, 2025, "A crypto-stock weekend effect: Predicting Monday stock returns using weekend cryptocurrency returns," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108661.
• Liu, Juan & Zhu, Huiming & Huang, Zishan & Deng, Lingfeng, 2025, "Dynamic forecasting of exchange rate spillovers with TVP-VAR and deep learning models," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108677.
• Şen, Semih & Öz, Ramazan & Serbes, Halil & Tabar, Çağlayan, 2025, "A study of the impact of the relationship between fiscal space and credit default swaps on emerging and developing economies," Finance Research Letters, Elsevier, volume 86, issue PF, DOI: 10.1016/j.frl.2025.108709.
• Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar & Plakandaras, Vasilios, 2025, "Supply bottlenecks and machine learning forecasting of international stock market volatility," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108931.
• George, Keerthana Sunny & Ramachandran, M., 2025, "Making waves in a calm sea: The dual role of uncertainty and reserve adequacy in FX interventions," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108948.
• Lin, Juan & Ling, Yufan, 2025, "A unified factor model for emerging market currency comovements," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108960.
• Kim, Sang Rae, 2025, "What happens when stablecoins are introduced? Evidence from short-term funding market," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108964.
• Bonaldi, Pietro & Villamizar-Villegas, Mauricio, 2025, "Auction-based tests of inventory control and private information in a centralized interdealer FX market," Journal of Financial Markets, Elsevier, volume 74, issue C, DOI: 10.1016/j.finmar.2025.100981.
• Comerton-Forde, Carole & Marta, Thomas, 2025, "ETF effects: The role of primary versus secondary market activities," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100983.
• Qin, Lu & Autore, Don M. & Jiang, Danling & Zhu, Hongquan, 2025, "Faster than flying: High-speed rail, investors, and firms," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100984.
• Coppola, Anna & Urga, Giovanni & Varaldo, Alessandro, 2025, "Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101369.
• Kanda, Joana F. & Pinto, João M. & Silva, Beatriz P., 2025, "The ECB’s APP’s impact on non-financial firms’ cost of borrowing and debt choice," Journal of Financial Stability, Elsevier, volume 77, issue C, DOI: 10.1016/j.jfs.2025.101387.
• Grobys, Klaus & Junttila, Juha-Pekka & Kolari, James W., 2025, "A stablecoin that’s actually stable: A portfolio optimization approach," Journal of Financial Stability, Elsevier, volume 81, issue C, DOI: 10.1016/j.jfs.2025.101458.
• Nam, Hyun-Jung & Batten, Jonathan A. & Ryu, Doojin, 2025, "Do institutional quality and trade openness enhance the role of financial openness in Eastern European financial development?," Global Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.gfj.2024.101071.
• Ma, Gaoping & Bouri, Elie & Xu, Yahua & Zhou, Z. Ivy, 2025, "The “night effect” of intraday trading: Evidence from Chinese gold and silver futures markets," Global Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.gfj.2025.101084.
• Song, Jian & Zhou, Xiaozhou, 2025, "How does foreign economic policy uncertainty affect domestic analyst earnings forecasts?," Global Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.gfj.2025.101087.
• Patra, Saswat & Malik, Kunjana, 2025, "Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification," Global Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.gfj.2025.101094.
• Guidi, Francesco & Madonia, Giuseppina & Sarwar, Sohan, 2025, "Equity market linkages across Latin American countries," Global Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.gfj.2025.101107.
• Li, Yulin & Wald, John K. & Wang, Zijun, 2025, "Not just the news: Higher moments of macroeconomic variables and sovereign bond returns," Global Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.gfj.2025.101113.
• Lawrence, Edward R. & Raithatha, Mehul & Rodríguez, Iván M., 2025, "Terrorism and cross-border mergers and acquisitions," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101146.
• AlKhazali, Osamah & Kirimhan, Destan & Rabbani, Mustafa Raza & Billah, Syed Mabruk & Shaik, Muneer, 2025, "Cryptocurrencies and alternative bonds: Novel evidence on co-movement and risk sharing," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101149.
• Lütkebohmert, Eva & Sester, Julian & Shen, Hongyi, 2025, "Name concentration risk in Multilateral Development Banks’ portfolios: Measurement and capital adequacy implications," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101154.
• Nam, Hyun-Jung & Ryu, Doojin & Szilagyi, Peter G., 2025, "Technological progress and carbon emissions: Evidence from the European Union," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101156.
• Papathanasiou, Spyros & Syriopoulos, Theodore & Kenourgios, Dimitris & Koutsokostas, Drosos, 2025, "Sailing through uncertainty: Shipping's role in financial shock transmission and hedging strategies," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101159.
• Vasconcelos, Lucas N.C. & Schiozer, Rafael, 2025, "Sovereign fiscal capacity, implicit subsidies, and bank value," Global Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.gfj.2025.101197.
• Solís, Pavel, 2025, "Term premia and credit risk in emerging markets: The role of U.S. monetary policy," Journal of International Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jinteco.2025.104045.
• Kashif Ahmed Bhatty & Antanas Laurinavicius & Algimantas Laurinavicius & Bisharat Hussain Chang & Haitham M. ALZOUBI & Waseem Ahmed Channa, 2025, "Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach," Advances in Decision Sciences, Asia University, Taiwan, volume 29, issue 2, pages 1-35, June.
• ENNADIFI Imane & KADIL Ghizlane, 2025, "Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness," Advances in Decision Sciences, Asia University, Taiwan, volume 29, issue 3, pages 119-157, September.
• Dimiter Nenkov Nenkov, 2025, "An Analytical Approach to Comparing Actual Vs. Fundamental “Enterprise Value-to-EBITDA” Ratios on the US and European Stock Markets," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 7, issue 2, pages 221-234, December.
• Alejandro Rabinovich, 2025, "Bitcoin cyclicality and investment strategy," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 7, issue 2, pages 250-282, December.
• Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2025, "Trend-Breaks and the Persistence of Closed-End Fund Discounts," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2025-02, May.
• Nazif Ayyıldız, 2025, "Predicting Market Direction With Deep Learning: An Application on E-7 Country Stock Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue 123, pages 92-111, April, DOI: https://doi.org/10.33203/mfy.144258.
• Bülent Yıldız, 2025, "The Relationship Between the Capital Market and Composite Leading Indicators Under Economic Uncertainty: An Examination of Bist," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue 124, pages 394-424, October, DOI: https://doi.org/10.33203/mfy.174667.
• Orkun Bayram & Selminaz Adıgüzel & Mustafa Ruso, 2025, "Green Growth or Financial Trap? Revisiting the Resource Curse Hypothesis with Evidence From a Panel Model," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue 124, pages 81-102, October, DOI: https://doi.org/10.33203/mfy.169690.
• Pierre-Olivier Gourinchas & Walker Ray & Dimitri Vayanos, 2025, "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," American Economic Review, American Economic Association, volume 115, issue 11, pages 3788-3824, November, DOI: 10.1257/aer.20220379.
• Christopher Clayton & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2025, "Internationalizing Like China," American Economic Review, American Economic Association, volume 115, issue 3, pages 864-902, March, DOI: 10.1257/aer.20221722.
• Andrew Atkeson & Jonathan Heathcote & Fabrizio Perri, 2025, "The End of Privilege: A Reexamination of the Net Foreign Asset Position of the United States," American Economic Review, American Economic Association, volume 115, issue 7, pages 2151-2206, July, DOI: 10.1257/aer.20230732.
• Ester Faia & Juliana Salomao & Alexia Ventula Veghazy, 2025, "Market Segmentation and International Bond Prices: The Role of ECB Asset Purchases," American Economic Journal: Macroeconomics, American Economic Association, volume 17, issue 4, pages 391-421, October, DOI: 10.1257/mac.20220404.
• Rohan Kekre & Moritz Lenel, 2025, "The High-Frequency Effects of Dollar Swap Lines," American Economic Review: Insights, American Economic Association, volume 7, issue 1, pages 107-123, March, DOI: 10.1257/aeri.20230667.
• Dan Costin Nitescu & Radu Ciobanu & Adina Elena Calin & Ana-Gabriela Rusu & Eugen-Marian Vierescu, 2025, "From Cost to Opportunity: The Role of ESG In Banking," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 27, issue 68, pages 235-235, February.
• Alexandra Horobet & Maria-Alexandra Dalu & Iulian Marinescu & Lucian Belascu & Sofia Adriana Dumitrescu & Ioannis Kostakis, 2025, "Financial Inclusion, Technology, and Income Inequality in Europe," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 27, issue 68, pages 1-93, February.
• Iulia Lupu & Gheorghe Hurduzeu & Gabriela tigu & Georgiana Cosoveanu & Radu Ion Filip, 2025, "ESG Reporting and Systemic Risk: Evidence from European Markets," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 27, issue 70, pages 869-869, August.
• Wilfried Kisling & Marco Molteni, 2025, "The London money market and non-British bank lending during the frst globalisation: evidence from Brazil," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 19, issue 1, pages 81-122, January, DOI: 10.1007/s11698-024-00284-5.
• Aoki, Kosuke & Auerbach, Alan & Horioka, Charles Yuji & Kashyap, Anil & Watanabe, Tsutomu & Weinstein, David, 2025, "Takatoshi Ito: Scholarship on Japan's Economy Transformed," AGI Working Paper Series, Asian Growth Research Institute, number 2025-20, Nov.
• Aslan AYDOĞDU, 2025, "Risk Şokları ve Türkiye’deki Finansal Varlıklar Arasındaki Yayılım Etkisinin TVP-VAR Dayalı Wavelet Uyum Analizi İle İncelenmesi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 1, pages 303-331, DOI: https://doi.org/10.30784/epfad.1595.
• Nur Esra BEKERECİ & Aydın GÜRBÜZ & Meltam KILIÇ, 2025, "DeFi, Petrol, Altın ve VIX Korku Endeksinin Kırılgan Beşli Ülkelerindeki Hisse Senedi Piyasalarıyla Bağlantısı: Bir Dalgacık Tutarlılığı Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 1, pages 332-358, DOI: https://doi.org/10.30784/epfad.1598.
• Recep Ali KÜÇÜKÇOLAK & Sami KÜÇÜKOĞLU & Necla İ. KÜÇÜKÇOLAK, 2025, "Borsa İstanbul’da Hisse Geri Alım Kararlarına İlişkin Ampirik Bir Analiz," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 1, pages 412-428, DOI: https://doi.org/10.30784/epfad.1621.
• Pınar Evrim Mandacı & Birce Tedik Kocakaya & Efe Çağlar Çağlı & Dilvin Taşkın, 2025, "The Influence of Financial Stress on Dynamic Connectedness between Fossil Energy Commodities and Green Energy Markets," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 2, pages 444-466, DOI: 10.30784/epfad.1614216.
• Çağatay Vişne & Ramazan Ekinci, 2025, "The Multidimensional Effect of Financial Development on Total Factor Productivity: Evidence from Cross-country Panel Data," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 2, pages 568-595, DOI: 10.30784/epfad.1626643.
• Aykan Coşkun, 2025, "Performance Anomalies and Determinants of Equity Funds: Evidence from Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 2, pages 709-727, DOI: 10.30784/epfad.1653390.
• Umut Kemeç & Veysel Kula & Ender Baykut, 2025, "Decoding ETF Market Movements: The Impact of Internal and External Factors," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 3, pages 1122-1142, DOI: 10.30784/epfad.1718492.
• Pınar Kurt & Metin Kılıç, 2025, "Küreselleşmenin Hisse Senedi Piyasası Oynaklığı Üzerindeki Etkisi: BRICS-T Ülkeleri Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 3, pages 1263-1292, DOI: 10.30784/epfad.1642047.
• Ulaş Ünlü & Vildan Bayram, 2025, "Analysis of Bitcoin Volatility during the COVID-19 Pandemic: An Examination Using ARCH and GARCH Models," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 4, pages 812-831, DOI: https://doi.org/10.30784/epfad.1588.
• Ifeanyi MBUKANMA & Sunday Olabisi ADEWARA, 2025, "Exploring the Relationship Between Share Prices, Earnings, and Dividends in High-Dividend Mining Firms Listed on the Johannesburg Stock Exchange," Access Journal, Access Press Publishing House, volume 6, issue 3, pages 567-582, July, DOI: 10.46656/access.2025.6.3(6).
• Faroque Ahmed & Kazi Sohag & Oleg Mariev, 2025, "Response of financial stress in Russia, China, and USA: the role of global geopolitical and economic uncertainty," R-Economy, Ural Federal University, Graduate School of Economics and Management, volume 11, issue 1, pages 110-137, DOI: https://doi.org/10.15826/recon.2025.
• Alexander Alexandrovich TKACHENKO, 2025, "Significant Changes in International Capital Markets," Russian Foreign Economic Journal, Russian Foreign Trade Academy Ministry of economic development of the Russian Federation, issue 1, pages 26-48, January, DOI: 10.24412/2072-8042-2025-1-26-48.
• Matias Moretti & Lorenzo Pandolfi & Sergio L. Schmukler & Tomas Williams & German Villegas-Bauer, 2025, "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 192, Oct.
• Juan J. Cortina & Claudio Raddatz & Sergio L. Schmukler & Tomas Williams, 2025, "Green versus Conventional Corporate Debt:From Issuances to Emissions," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 193, Oct.
• Oumayma EL RHRIB & Laila BENNIS, 2025, "Geofinance: A Systematic Review of the Literature," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 6, issue 8, pages 524-541.
• Рустанов С. // Rustanov S. & Ыбраев Ж. // Ybrayev Z. & Куандыков Б. // Kuandykov B. & Хакимжанов С. // Khakimzhanov S., 2025, "Неплатежеспособные компании и их влияние на экономический рост в Казахстане // Insolvent firms: Identification and consequences in Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 57-69.
• Jasna Tonovska & Predrag Trpeski, 2025, "Digital Infrastructures As The New Pipes Of Global Capital," Proceedings of the International Conference "Economic and Business Trends Shaping the Future", Faculty of Economics-Skopje, Ss Cyril and Methodius University in Skopje, number 031, Dec.
• Gjorgji Gockov & Goran Hristovski, 2025, "Dynamic Connectedness Of Eastern European Stock Markets: An Extended Joint Connectedness Approach," Proceedings of the International Conference "Economic and Business Trends Shaping the Future", Faculty of Economics-Skopje, Ss Cyril and Methodius University in Skopje, number 003, Dec.
• Paweł Węgrzyn, 2025, "Geografia finansowa – w poszukiwaniu przestrzennego wymiaru w finansach," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 2, pages 259-277.
• Samuel Kaplan & Efstathios Polyzos & David Tercero-Lucas, 2025, "Crypto Listens: Asymmetric Reactions to Text-based Signals in Central Bank Communications," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 365, Jul.
• Camila Gutierrez & Javier Turen & Alejandro Vicondoa, 2025, "Global Financial Spillovers of ChineseMacroeconomic Surprises," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 366, Jul.
• Wasim Ullah, 2025, "Economic growth volatility: Is financialization a culprit?," Russian Journal of Economics, ARPHA Platform, volume 11, issue 4, pages 381-402, December, DOI: 10.32609/j.ruje.11.154180.
• Zainab Mourad & Mert Gül, 2025, "Crypto-driven growth: A comparative study of Bitcoin and Ethereum on economic growth for multi-country analysis," Russian Journal of Economics, ARPHA Platform, volume 11, issue 4, pages 403-425, December, DOI: 10.32609/j.ruje.11.164511.
• Ayyüce MemiÅŸ KarataÅŸ, 2025, "Asymmetric Effects of Shariah ESG Indices on Islamic Volatility: A QARDL Approach," Journal of Sustainable Development Issues (JOSDI), SDIjournals, volume 3, issue 1, pages 53-65, June, DOI: 10.62433/josdi.v3i1.49.
• Bastien Buchwalter & Francis X. Diebold & Kamil Yilmaz, 2025, "Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets," Papers, arXiv.org, number 2502.15458, Feb, revised Dec 2025.
• Matthew O. Jackson & Agathe Pernoud, 2025, "Optimal Regulation and Investment Incentives in Financial Networks," Papers, arXiv.org, number 2506.16648, Jun, revised Oct 2025.