Research classified by Journal of Economic Literature (JEL) codes

2024

• Wen, Danyan & Wang, Huihui & Wang, Yudong & Xiao, Jihong, 2024, "Crude oil futures and the short-term price predictability of petroleum products," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132750.
• Alomari, Mohammed & Khoury, Rim El & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024, "Extreme downside risk connectedness between green energy and stock markets," Energy, Elsevier, volume 312, issue C, DOI: 10.1016/j.energy.2024.133477.
• Zhang, Jun & Chen, Donghui, 2024, "Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk?," Energy, Elsevier, volume 312, issue C, DOI: 10.1016/j.energy.2024.133545.
• Abakah, Emmanuel Joel Aikins & Shao, David Xuefeng & Tiwari, Aviral Kumar & Lee, Chien-Chiang, 2024, "Asymmetric relationship between carbon market and energy markets," Energy, Elsevier, volume 313, issue C, DOI: 10.1016/j.energy.2024.133656.
• Xu, Zhiwei & Wang, Xuefei & Zhang, Teng, 2024, "The international natural gas price and its cross-sectional pricing implication: Evidence from Chinese stock market," Energy, Elsevier, volume 313, issue C, DOI: 10.1016/j.energy.2024.133939.
• Palwishah, Rana & Kashif, Muhammad & Rehman, Mobeen Ur & Al-Faryan, Mamdouh Abdulaziz Saleh, 2024, "Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102919.
• Dobrynskaya, Victoria, 2024, "Is downside risk priced in cryptocurrency market?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102947.
• Chowdhury, Md Shahedur R. & Damianov, Damian S., 2024, "Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102949.
• Zhang, Zikai & Neupane, Suman, 2024, "Global IPO underpricing during the Covid-19 pandemic: The impact of firm fundamentals, financial intermediaries, and global factors," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102954.
• Hanauer, Matthias X. & Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2024, "Factor models for Chinese A-shares," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102975.
• Trabelsi, Nader & Umar, Zaghum & Dogah, Kingsley E. & Vo, Xuan Vinh, 2024, "Are investment grade Sukuks decoupled from the conventional yield curve?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102981.
• Naeem, Muhammad Abubakr & Chatziantoniou, Ioannis & Gabauer, David & Karim, Sitara, 2024, "Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102986.
• Hong, Yun & Zhang, Rushan & Zhang, Feipeng, 2024, "Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102991.
• Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2024, "Have shifts in investor tastes led the market portfolio to capture ESG preferences?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103019.
• Panagiotidis, Theodore & Papapanagiotou, Georgios & Stengos, Thanasis, 2024, "A Bayesian approach for the determinants of bitcoin returns," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103038.
• Simpson, Marc W. & Grossmann, Axel, 2024, "The resurrected size effect still sleeps in the (monetary) winter," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103081.
• Ge, Zhenyu & Sun, Yang, 2024, "Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103097.
• Donadelli, M. & Gufler, I. & Paradiso, A., 2024, "Financial market integration: A complex and controversial journey," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103100.
• Li, Wei & Wang, Xin & Zhang, Haofei, 2024, "The role of distance and financial development: Evidence from international financial markets," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103108.
• Xia, Feilian & Thewissen, James & Shrestha, Prabal & Yan, Shuo, 2024, "The power of a name: Exploring the relationship between ICO name fluency and investor decision making," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103142.
• Lang, Chunlin & Xu, Danyang & Corbet, Shaen & Hu, Yang & Goodell, John W., 2024, "Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103152.
• Bouri, Elie & Quinn, Barry & Sheenan, Lisa & Tang, Yayan, 2024, "Investigating extreme linkage topology in the aerospace and defence industry," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103166.
• Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024, "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103177.
• Albrecht, Peter & Kočenda, Evžen, 2024, "Volatility connectedness on the central European forex markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103179.
• Patel, Ritesh & Gubareva, Mariya & Chishti, Muhammad Zubair & Teplova, Tamara, 2024, "Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103181.
• Luo, Danglun & Piao, Zhirong & Wu, Cen & Zhang, Frank Feida, 2024, "Collateral damage: Evidence from share pledging in China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103187.
• Deng, Qi & Zheng, Linhong & Peng, Jiaqi & Li, Xu & Zhou, Zhong-guo & Hussein, Monica & Chen, Dingyi & Swartz, Mick, 2024, "The impacts of registration regime implementation on IPO pricing efficiency," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103189.
• U, Tony Sio-Chong & Lin, Yongjia & Wang, Yizhi, 2024, "The impact of the Russia–Ukraine war on volatility spillovers," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103194.
• Karim, Sitara & Shafiullah, Muhammad & Naeem, Muhammad Abubakr, 2024, "When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103202.
• Tang, Zhenpeng & Lin, Qiaofeng & Cai, Yi & Chen, Kaijie & Liu, Dinggao, 2024, "Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103210.
• Yousaf, Imran & Pham, Linh & Goodell, John W., 2024, "Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103156.
• Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Sensoy, Ahmet & Goodell, John W., 2024, "Volatility spillovers and hedging strategies between impact investing and agricultural commodities," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103237.
• Zhang, Huiming & Qian, Siji & Ma, Zhen, 2024, "An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103243.
• Lu, Man & Wang, Wei & Chen, Fengwen & Li, Hongmei, 2024, "Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103253.
• French, Joseph J. & Shin, Seungho & Gurdgiev, Constantin & Naka, Atsuyuki, 2024, "Uncertainty and international fund flows: A cross-country analysis," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103282.
• Díaz, Juan D. & Hansen, Erwin & Cabrera, Gabriel, 2024, "Machine-learning stock market volatility: Predictability, drivers, and economic value," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103286.
• Bhatia, Shipra & Tuteja, Divya, 2024, "Contagion and linkages across international currencies," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103301.
• Zhang, Shengpeng & Li, Yaokuang & Liang, Ruixin & He, Yu, 2024, "Does management tone matter in information disclosure? Evidence from IPO online roadshows in the SSE STAR market," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103307.
• Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2024, "Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103323.
• Li, Yanshuang & Shi, Yujie & Shi, Yongdong & Xiong, Xiong & Yi, Shangkun, 2024, "Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103339.
• Bouazizi, Tarek & Abid, Ilyes & Guesmi, Khaled & Makrychoriti, Panagiota, 2024, "Evolving energies: Analyzing stability amidst recent challenges in the natural gas market," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103346.
• Salisu, Afees A. & Akinsomi, Omokolade & Ametefe, Frank Kwakutse & Hammed, Yinka S., 2024, "Gold market volatility and REITs' returns during tranquil and turbulent episodes," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103348.
• Alshammari, Saad & Andriosopoulos, Kostas & Kaabia, Olfa & Mohamed, Kamel Si & Urom, Christian, 2024, "The interplay among corporate bonds, geopolitical risks, equity market, and economic uncertainties," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103350.
• Wadhwa, Kavita & Goodell, John W., 2024, "Political uncertainty and stock price crash risk: Insights from state-elections in an emerging market," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103419.
• Grobys, Klaus, 2024, "A universal exponent governing foreign exchange rate risks," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103422.
• Aharon, David Y. & Ali, Shoaib & Brahim, Mariem, 2024, "Connectedness at extremes between real estate tokens and real estate stocks," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103425.
• Cheng, Zishu & Li, Mingchen & Cui, Ruhong & Wei, Yunjie & Wang, Shouyang & Hong, Yongmiao, 2024, "The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103454.
• Muñoz Mendoza, Jorge A. & Veloso Ramos, Carmen L. & Delgado Fuentealba, Carlos L. & Araya Gómez, Iván E. & Sepúlveda Yelpo, Sandra M. & Cornejo Saavedra, Edinson E., 2024, "Connectedness in the global banking market network: Implications for risk management and financial policy," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103470.
• Awartani, Basel & Hussain, Syed Mujahid & Virk, Nader, 2024, "How do the gold intra-day returns and volatility react to monetary policy shocks?," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103486.
• Fallah, Mir Feiz & Pourmansouri, Rezvan & Ahmadpour, Bahador, 2024, "Presenting a new deep learning-based method with the incorporation of error effects to predict certain cryptocurrencies," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103466.
• Apostolakis, George N. & Giannellis, Nikolaos, 2024, "Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103513.
• Dai, Yixin & Yu, Cong & Xu, Xiangyun & Zhou, Jindie & Teng, Fengfan, 2024, "The macro driving factors of co-movement of RMB with other currencies in FX markets," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103581.
• Dong, Wenyi & Gao, Xin & Li, Donghui & Yang, Shijie, 2024, "Information centralization and stock price crash risk: Cross-country evidence," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103585.
• Xie, Qichang & Jiang, Yinghui & Jia, Nanfei & Wang, Hongtao, 2024, "Asymmetric impact of oil structural shocks on non-ferrous metals supply chains: A groundbreaking multidimensional quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103607.
• Karim, Muhammad Mahmudul & Shah, Mohamed Eskandar & Noman, Abu Hanifa Md. & Yarovaya, Larisa, 2024, "Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103617.
• Yue, Tian & Li, Lu-Lu & Ruan, Xinfeng & Zhang, Jin E., 2024, "Smirking in the energy market: Evidence from the Chinese crude oil options market," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103637.
• Yang, Ni & Fernandez-Perez, Adrian & Indriawan, Ivan, 2024, "Spillover between investor sentiment and volatility: The role of social media," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103643.
• Dunbar, Kwamie & Owusu-Amoako, Johnson & Treku, Daniel N., 2024, "Unveiling the Nexus: Carbon finance and climate technology advancements," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103658.
• Hu, Haoshen & Lazar, Emese & Pan, Jingqi & Wang, Shixuan, 2024, "Environmental performance and credit ratings: A transatlantic study," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103635.
• Liu, Peng & Yuan, Ying, 2024, "Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103663.
• Yousaf, Imran & Abrar, Afsheen & Ali, Shoaib & Goodell, John W., 2024, "Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103666.
• Zhang, Jinhua & Mao, Rui & Goodell, John W. & Du, Anna Min & Xu, Yimin, 2024, "Impact of bank-affiliation on liquidity seeking of foreign mutual funds during adverse shocks: Evidence from China," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103679.
• Gunay, Samet & Sraieb, Mohamed M. & Muhammed, Shahnawaz, 2024, "Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103714.
• Karkowska, Renata & Urjasz, Szczepan, 2024, "Volatility transmission and hedging strategies across green and conventional stocks in global markets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103727.
• Wiesen, Thomas F.P. & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson & Afatsao, Richard, 2024, "Does high volatility increase connectedness? A study of Asian equity markets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103735.
• Chen, Louisa & Liu, Estelle Xue & Liu, Zijun, 2024, "FX resilience around the world: Fighting volatile cross-border capital flows," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103753.
• Wen, Danyan & Zhang, Zihao & Nie, Jing & Cao, Yang, 2024, "Investor attention and anomalies: Evidence from the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103775.
• Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W. & Mahapatra, Biplab, 2024, "Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104658.
• Yousaf, Imran & Abrar, Afsheen & Yousaf, Umair Bin & Goodell, John W., 2024, "Environmental attention and uncertainties of cryptocurrency market: Examining linkages with crypto-mining stocks," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104672.
• Jin, Changlun & Tian, Xiujuan, 2024, "Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104689.
• Yahya, Muhammad & Allahdadi, Mohammad Reza & Uddin, Gazi Salah & Park, Donghyun & Wang, Gang-Jin, 2024, "Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104748.
• Hossain, Ashrafee T. & Masum, Abdullah-Al & Saadi, Samir, 2024, "The impact of geopolitical risks on foreign exchange markets: Evidence from the Russia–Ukraine war," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104750.
• Deng, Yuanyue & Li, Sijing, 2024, "Do global and local economic policy uncertainties matter for systemic risk in the international banking system," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104752.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104763.
• Péran, Thomas & Sdiri, Hasna, 2024, "Comparing the performance of Qatari banks: Islamic versus conventional, amidst major shocks," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104776.
• Aharon, David Y. & Ali, Shoaib, 2024, "A high-frequency data dive into SVB collapse," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104823.
• Dahlen, Niklas & Lahmann, Alexander & Schreiter, Maximilian, 2024, "Panacea for M&A dealmaking? Investor perceptions of earnouts," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104850.
• Gabauer, David & Stenfors, Alexis, 2024, "Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104852.
• Polat, Onur & Demirer, Riza & Ekşi, İbrahim Halil, 2024, "What drives green betas? Climate uncertainty or speculation," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104870.
• Naifar, Nader, 2024, "Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104935.
• Afik, Zvika & Dafna, Hofit Hamrani & Lahav, Yaron, 2024, "Winners and losers in investment competition – Experimental study," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105019.
• Xiong, Youlin & Shen, Jun & Yoon, Seong-Min & Dong, Xiyong, 2024, "Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105020.
• Banerjee, Anirban & Nawn, Samarpan, 2024, "Proprietary algorithmic traders and liquidity supply during the pandemic," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105052.
• Hadhri, Sinda, 2024, "The role of migration fear in (dis)connecting stock markets," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105060.
• Lin, Anchor Y. & Lin, Hung-Yi & Huang, Lin-Hsiang & Lin, Yueh-Neng, 2024, "Overnight returns following large price movements," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105136.
• Balestra, Anna & Caruso, Raul & Di Domizio, Marco, 2024, "What explains the size of Sovereign Wealth Funds? A panel analysis (2008–2018)," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105200.
• He, Zhipeng & Zhang, Shuguang, 2024, "Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105267.
• Li, Wei & Zhang, Junchao & Cao, Xiangye & Han, Wei, 2024, "Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105269.
• Assaf, Ata & Demir, Ender & Mokni, Khaled, 2024, "Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105260.
• Fernandez-Mejia, Julian, 2024, "Extremely stablecoins," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105268.
• Grobys, Klaus, 2024, "On co-dependent power-law behavior across cryptocurrencies," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105295.
• Fromentin, Vincent & Pecchioli, Bruno & Moroz, David, 2024, "Time-varying causality among whisky, wine, and equity markets," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105345.
• Blasco, Natividad & Casas, Luis & Ferreruela, Sandra, 2024, "Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105365.
• Helmi, Mohamad Husam & Elsayed, Ahmed H. & Khalfaoui, Rabeh, 2024, "The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105380.
• Coën, Alain & Desfleurs, Aurélie, 2024, "Geopolitical risk and the dynamics of REITs returns," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105437.
• Ryan, Michael & Corbet, Shaen & Oxley, Les, 2024, "Is gold always a safe haven?," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105438.
• Asano, Takao & Cai, Xiaojing & Sakemoto, Ryuta, 2024, "Currency portfolios and global foreign exchange ambiguity," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105534.
• Naifar, Nader, 2024, "Climate policy uncertainty and comparative reactions across sustainable sectors: Resilience or vulnerability?," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105543.
• Nissinen, Juuso, 2024, "Cross-country spillover effects of interest rate and credit constraint policies," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105617.
• Lin, Zi-Luo & Ouyang, Wen-Pei & Yu, Qing-Rui, 2024, "Risk spillover effects of the Israel–Hamas War on global financial and commodity markets: A time–frequency and network analysis," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105618.
• Qian, Binsheng & Tan, Yusen, 2024, "Firm-specific investor sentiment and stock price informativeness," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105680.
• Lee, Geesun, 2024, "The impact of North Korean nuclear threat on stock market linkages in Northeast Asia: The case of South Korea, China, and Japan," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105727.
• Askari, Abolfazl & Hajizadeh, Ehsan, 2024, "Exploring market efficiency levels: A powerful approach based on a gamma distribution," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105731.
• He, Shi & Yu, Huijuan & Luo, Zihao & Yan, Jiahong, 2024, "Currency tail risk measurement and spillovers: An improved TENET approach," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105759.
• Zhang, Huaqing & Wang, Miao & Li, Zhi & Zhang, Hua, 2024, "Financial mismatch and corporate litigation risk," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105825.
• Nam, Hyun-Jung & Ryu, Doojin, 2024, "Impacts of trade and institutional quality on carbon emissions in transition economies," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105872.
• Scharnowski, Stefan, 2024, "Dark web traffic, privacy coins, and cryptocurrency trading activity," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105875.
• Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Sepúlveda-Velásquez, Jorge, 2024, "Environmental policies on the systematic risk of critical metals companies," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106052.
• He, Yun & Li, Wei & Tan, Xiaofen & Wang, Yufan, 2024, "The time-varying interaction of northbound capital flows and stock market performance in China," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106076.
• Kusnadi, Yuanto, 2024, "Politically connected firms and the cash flow sensitivity of cash: International evidence," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106193.
• Zou, Renhao & Zhang, Shuguang & He, Zhipeng & Hao, Chenlu, 2024, "Co-jumps in the Chinese stock market before, during and after the COVID-19 pandemic: A network perspective," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106282.
• Jiang, Qi & Fan, Yawen, 2024, "Hedging downside risk in agricultural commodities: A novel nonparametric kernel method," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106340.
• Saadaoui, Jamel, 2024, "Financial development, international reserves, and real exchange rate dynamics: Insights from the Europe and Central Asia region," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106359.
• Hadad, Elroi & Malhotra, Davinder & Vasileiou, Evangelos, 2024, "Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106372.
• Onur, Esen & Reiffen, David & Sharma, Rajiv, 2024, "The impact of margin requirements on voluntary clearing decisions," Journal of Financial Markets, Elsevier, volume 68, issue C, DOI: 10.1016/j.finmar.2024.100892.
• Chari, Anusha & Garcés, Felipe & Martínez, Juan Francisco & Valenzuela, Patricio, 2024, "Sovereign credit spreads, banking fragility, and global factors," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101235.
• Apostolakis, George N. & Giannellis, Nikolaos, 2024, "International financial stress spillovers during times of unconventional monetary policy interventions," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101259.
• Yae, James & Tian, George Zhe, 2024, "Volatile safe-haven asset: Evidence from Bitcoin," Journal of Financial Stability, Elsevier, volume 73, issue C, DOI: 10.1016/j.jfs.2024.101285.
• Banti, Chiara & Bose, Udichibarna, 2024, "Shifts in global credit and corporate access to finance," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2021.100853.
• Makrychoriti, Panagiota & Pyrgiotakis, Emmanouil G., 2024, "Firm-level political risk and stock price crashes," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2024.101303.
• Nguyen, Dinh Trung & Pham, Thu Phuong & Tran, Ngoc Anh & Zurbruegg, Ralf, 2024, "The dynamic effects of debtor bankruptcy on unsecured creditors' stock liquidity," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2024.101322.
• Kalimipalli, Madhu & Morohunfolu, Olaleye & Ramachandran, Shankar, 2024, "Do repeated government infusions help financial stability? Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 75, issue C, DOI: 10.1016/j.jfs.2024.101334.
• Zhou, Cheng, 2024, "Capital controls in China: A necessity for macroeconomic stability," Journal of Financial Stability, Elsevier, volume 75, issue C, DOI: 10.1016/j.jfs.2024.101335.
• Chen, Jian & Haboub, Ahmad & Khan, Ali, 2024, "Limits of arbitrage and their impact on market efficiency: Evidence from China," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100916.
• Boulton, Thomas J. & Shank, Corey A., 2024, "Terror threat and investor sentiment: International evidence," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100921.
• Pham, Son Duy & Nguyen, Thao Thac Thanh & Li, Xiao-Ming, 2024, "Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100923.
• Klose, Jens, 2024, "Empirical effects of sanctions and support measures on stock prices and exchange rates in the Russia–Ukraine war," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100925.
• Clancey-Shang, Danjue & Fu, Chengbo, 2024, "CSR disclosure, political risk and market quality: Evidence from the Russia-Ukraine conflict," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100938.
• Orlov, Alexei G. & Sharma, Rajiv, 2024, "Which witch is which? Deconstructing the foreign exchange markets activity," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100947.
• Castro, César & Jiménez-Rodríguez, Rebeca, 2024, "The impact of oil shocks on the stock market," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100967.
• Khiar, Mohamed Nasrallah & Kooli, Maher, 2024, "Culture and exit mechanisms: International evidence," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100971.
• Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie, 2024, "Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100972.
• Li, Bo & Liu, Zhenya & Jia, Xuemei & Ma, Fengping, 2024, "Digital finance, financing constraints, and green technological innovation: A spatial analysis," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100988.
• Abdullah, Mohammad & Sarker, Provash Kumer & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Rehman, Mohd Ziaur, 2024, "Tail risk intersection between tech-tokens and tech-stocks," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100989.
• Assoe, Kodjovi & Attig, Najah & Sy, Oumar, 2024, "The battle of factors," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101004.
• Hematizadeh, Roksana & Tajaddini, Reza, 2024, "A state-dependent international CAPM for partially integrated markets: Using local and US risk factors," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101023.
• Muñoz Mendoza, Jorge A. & Veloso Ramos, Carmen L. & Delgado Fuentealba, Carlos L. & Cornejo Saavedra, Edinson E. & Sepúlveda Yelpo, Sandra M., 2024, "Stock, foreign exchange and commodity markets linkages: Implications for risk diversification and portfolio management," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101053.
• Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2024, "UIP deviations: Insights from event studies," Journal of International Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.jinteco.2024.103877.
• Ding, Haoyuan & Lin, Shu & Wu, Shujie & Ye, Haichun, 2024, "Financial spillovers of foreign direct investment: Evidence from China," Journal of International Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.jinteco.2024.103890.
• Kim, Youngju & Lim, Hyunjoon & Yun, Youngjin, 2024, "International transmission of the U.S. dollar liquidity shock: The channel of FX borrowing and lending," Journal of International Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.jinteco.2024.103907.
• Yu, Wenbo, 2024, "Consumption, exchange rate, and external adjustment during a crisis," Journal of International Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jinteco.2024.103964.
• Huang, Yi & Panizza, Ugo & Portes, Richard, 2024, "Corporate foreign bond issuance and interfirm loans in China," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103975.
• Ben Zeev, Nadav & Nathan, Daniel, 2024, "The widening of cross-currency basis: When increased FX swap demand meets limits of arbitrage," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103984.
• Hardy, Bryan & Saffie, Felipe, 2024, "From carry trades to trade credit: Financial intermediation by non-financial corporations," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103988.
• Germaschewski, Yin & Horvath, Jaroslav & Rubini, Loris, 2024, "How important are trend shocks? The role of the debt elasticity of interest rate," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103990.
• Deng, Minjie & Liu, Chang, 2024, "Sovereign risk and intangible investment," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.104009.
• Mijiyawa, Abdoul’ Ganiou, 2024, "Does private share of public external debt support economic growth in developing countries?," International Economics, Elsevier, volume 178, issue C, DOI: 10.1016/j.inteco.2024.100499.
• Gamboa-Estrada, Fredy & Sanchez-Jabba, Andres, 2024, "The effects of foreign investor composition on Colombia's sovereign debt flows," International Economics, Elsevier, volume 178, issue C, DOI: 10.1016/j.inteco.2024.100507.
• Raheem, Ibrahim D. & le Roux, Sara & Rehman, Mobeen Ur, 2024, "Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach," International Economics, Elsevier, volume 180, issue C, DOI: 10.1016/j.inteco.2024.100559.
• Cevik, Serhan & Gwon, Gyowon, 2024, "This is going to hurt: Weather anomalies, supply chain pressures and inflation," International Economics, Elsevier, volume 180, issue C, DOI: 10.1016/j.inteco.2024.100560.
• Cuong Nguyen Thanh & Hai Phan Thanh, 2024, "The Impact of Market Liquidity on The Stock Returns During the COVID-19 Outbreak: New Evidence from Vietnam," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 1, pages 75-95, March.
• Dimiter Nenkov, 2024, "“The Magnificent Seven” Technology Stocks and Their Impact on the S&P 500: A Review 4 Years Later," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 6, issue 2, pages 180-195, December.
• Shin Fukuda & Luna Akahira, 2024, "Decision-Making by Individual Investors in Japan: Verification Using a Binary Response Model with Survey Data," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 6, issue 2, pages 196-205, December.
• Rohan Kekre & Moritz Lenel, 2024, "The Flight to Safety and International Risk Sharing," American Economic Review, American Economic Association, volume 114, issue 6, pages 1650-1691, June, DOI: 10.1257/aer.20211319.
• Marina Azzimonti & Vincenzo Quadrini, 2024, "Digital Assets and the Exorbitant Dollar Privilege," AEA Papers and Proceedings, American Economic Association, volume 114, pages 153-156, May, DOI: 10.1257/pandp.20241069.
• Baioni Tomás, 2024, "Unconventional monetary policy in a high-inflation regime: evidence from Argentina," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4709, Nov.
• Horioka, Charles Yuji, 2024, "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," AGI Working Paper Series, Asian Growth Research Institute, number 2024-01, Jan.
• Binali Selman Eren, 2024, "An Investigation of Co-movements of Commodity Markets by Data Mining," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 1, pages 183-212, DOI: 10.30784/epfad.1413706.
• Mehmet Sinan Çelik, 2024, "The Effect of Budget Deficits on Stock Market Returns in Emerging Markets: A Panel VAR Analysis," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 2, pages 336-345, DOI: 10.30784/epfad.1446948.
• Algieri, Bernardina & Lawuobahsumo, Kokulo & Leccadito, Arturo, 2024, "Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024001, Jan.
• Candelon, Bertrand & Moura, Rubens, 2024, "A Multicountry Model of the Term Structures of Interest Rates with a GVAR," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024003, May, DOI: https://doi.org/10.1093/jjfinec/nba.
• Xia, Feilian & Thewissen, James & Shrestha, Prabal & Yan, Shuo, 2024, "The Power of a Name: Exploring the Relationship Between ICO Name Fluency and Investor Decision Making," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024015, Mar, DOI: https://doi.org/10.1016/j.irfa.2024.
• Samuel García, 2024, "Comparación del desempeño de arquitecturas de memoria a corto y largo plazo (LSTM) en el pronóstico de precios de acciones: una investigación sobre el mercado bursátil mexicano," The Anahuac Journal, Business and Economics School. Anahuac University (Mexico)., volume 24, issue 1, pages 160-179, June, DOI: https://doi.org/10.36105/theanahuac.
• Humberto Valencia Herrera, 2024, "¿Impacta el sentimiento estadounidense de las tasas de interés en los fondos latinoamericanos negociados en bolsa (ETF)?," The Anahuac Journal, Business and Economics School. Anahuac University (Mexico)., volume 24, issue 1, pages 92-113, June, DOI: https://doi.org/10.36105/theanahuac.
• Sergio Florez-Orrego & Matteo Maggiori & Jesse Schreger & Ziwen Sun & Serdil Tinda, 2024, "Global Capital Allocation," Annual Review of Economics, Annual Reviews, volume 16, issue 1, pages 623-653, August, DOI: 10.1146/annurev-economics-081623-02.
• Ажгалиева Д. // Azhgaliyeva D. & Капсалямова З. // Kapsalyamova Z., 2024, "Государственная поддержка в продвижении зеленых облигаций в Азии: эмпирические данные // Policy support in promoting green bonds in Asia: empirical evidence," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 63-64.
• Ыбраев Ж. Ж. // Ybrayev Zh. & Рустанов С. К. // Rustanov S. & Багланова А. М. // Baglanova A., 2024, "Корпоративные Характеристики И Финансовая Устойчивость Компаний: Эмпирические Результаты По Казахстану," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 14-30.
• Simona Kovachevska Stefanova & Kiril Jovanovski, 2024, "Investigating the Impact of EU ETS Allowances on the Capital Market – The Case of German Companies," Proceedings of the 5th International Conference "Economic and Business Trends Shaping the Future" 2024, Faculty of Economics-Skopje, Ss Cyril and Methodius University in Skopje, number 030, Dec.
• Stefan Petrov & Svetlana Aleksandrova & Silvia Kirova, 2024, "Environmental Effects of Green Bonds and Other Forms of Financing in the European Union," International Journal of Economic Sciences, European Research Center, volume 13, issue 1, pages 81-105, May.
• Faroque Ahmed, 2024, "Dynamic spillovers of various uncertainties to Russian financial stress: Evidence from quantile dependency and frequency connectedness approaches," Russian Journal of Economics, ARPHA Platform, volume 10, issue 3, pages 246-273, October, DOI: 10.32609/j.ruje.10.126926.
• Eva Lutkebohmert & Julian Sester, 2024, "Measuring Name Concentrations through Deep Learning," Papers, arXiv.org, number 2403.16525, Mar, revised Nov 2024.
• Aman Saggu & Lennart Ante & Kaja Kopiec, 2024, "Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets," Papers, arXiv.org, number 2412.02452, Dec.
• Victor Olkhov, 2024, "Expressions of Market-Based Correlations Between Prices and Returns of Two Assets," Papers, arXiv.org, number 2412.13172, Dec.
• Josko Maric & Mislav Sagovac & Luka Sikic, 2024, "The Effects Of Momentum And Contrarian Strategies On The Croatian Capital Market," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 33, issue 1, pages 149-175, june, DOI: 10.17818/EMIP/2024/1.8.
• Hashim JUSOH & AbdelKader Ouatik EL ALAOUI & Amina DCHIECHE & Ahmad Faizol ISMAIL & Rosalan ALI, 2024, "Relationship Between Bitcoin and Islamic Stock Indices During the COVID-19 Pandemic and the Russia-Ukraine Crisis," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 4, issue 3, pages 1-8, DOI: 2024/07/01.
• Isiaka Akande Raifu & Terver Theophilus Kumeka & Onyinye Maria David-Wayas, 2024, "Testing Multiple Structural Breaks in the Oil Price-Stock Price Nexus in Asian Oil-Importing Countries During the Russia-Ukraine War," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 4, issue 4, pages 1-8, DOI: 2024/07/08.
• Xiao Li & Wenjun Xue & Kaimeng Zhang, 2024, "The Predictive Power of Monetary Policy on International Stock Market Returns-Evidence From TV-ARMAX Model," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-8, DOI: 2024/06/28.
• Norhidayah Abu Bakar & Nik Hazimi Mohammed Foziah, 2024, "The Impact of Cryptocurrency Volatility Dynamics on the Islamic Equity Market - The Case of Emerging Asia," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-5, DOI: 2024/06/28.
• Lukman Lasisi & Philip C. Omoke & Afees A. Salisu, 2024, "Climate Policy Uncertainty and Stock Market Volatility," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-6, DOI: 2024/06/29.
• Seyed Alireza Athari & Ali Awais Khalid & Qasim Raza Syed, 2024, "Twitter-Based Economic Uncertainty and US Energy Market - An Investigation Using Wavelet Coherence," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 5, issue 1, pages 1-7, DOI: 2024/07/10.
• Olayemi O Adu & Blessing O Idakwoji, 2024, "Commodity Market Efficiency - New Evidence From the Russia-Ukraine War," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-6, DOI: 2024/07/10.
• Inzamam Ul Haq, 2024, "Cryptocurrency Environmental Attention, Green Financial Assets, and Information Transmission - Evidence From the COVID-19 Pandemic," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 4, pages 1-7, DOI: 2024/07/09.
• Svetoslav Borisov, 2024, "Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 148-170.
• Ani Stoykova & Mariya Paskaleva, 2024, "The Value Relevance of Accounting Information: Focusing on Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 130-148.
• Xun Deng & Sidi Mohamed Beillahi & Cyrus Minwalla & Han Du & Andreas Veneris & Fan Long, 2024, "Analysis of DeFi Oracles," Discussion Papers, Bank of Canada, number 2024-10, Jul, DOI: 10.34989/sdp-2024-10.
• David Beers & Obiageri Ndukwe & Alex Charron, 2024, "BoC–BoE Sovereign Default Database: What’s new in 2024?," Staff Analytical Notes, Bank of Canada, number 2024-19, Jul, DOI: 10.34989/san-2024-19.
• David Beers & Obiageri Ndukwe & Alex Charron, 2024, "Base de données de la Banque du Canada et de la Banque d’Angleterre sur les défauts souverains : quoi de neuf en 2024?," Staff Analytical Notes, Bank of Canada, number 2024-19fr, Jul, DOI: 10.34989/san-2024-19.
• Vladimir Skavysh & Jacob Sharples & Sofia Priazhkina & Salman H. Hasham, 2024, "Market structure of cryptoasset exchanges: Introduction, challenges and emerging trends," Staff Analytical Notes, Bank of Canada, number 2024-2, Jan, DOI: 10.34989/san-2024-2.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024, "How foreign central banks can affect liquidity in the Government of Canada bond market," Staff Analytical Notes, Bank of Canada, number 2024-26, Dec, DOI: 10.34989/san-2024-26.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024, "Le rôle des banques centrales étrangères sur la liquidité du marché des obligations du gouvernement du Canada," Staff Analytical Notes, Bank of Canada, number 2024-26fr, Dec, DOI: 10.34989/san-2024-26.
• Rodrigo Pérez Artica & Joel Rabinovich & Nicolás Hernán Zeolla, 2024, "Más allá del Carry-Trade: Nuevas perspectivas sobre los usos de emisiones de bonos denominados en moneda extranjera por parte de empresas latinoamericanas entre los años 2000 y 2022," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 2024116, Dec.
• Aykut SENGUL & Levent CINKO, 2024, "Examining Financial Development and Depth in the Context of Country Groups with the GMM Method," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 18, issue 2, pages 211-228.
• José Manuel Carbó & Hossein Jahanshahloo & José Carlos Piqueras, 2024, "Análisis de fuentes de datos para seguir la evolución de Bitcoin," Occasional Papers, Banco de España, number 2411, Apr, DOI: https://doi.org/10.53479/36475.
• Arturo Pablo Macías Fernández & Ignacio de la Peña Leal, 2024, "Sensibilidad a los tipos de interés soberanos de la cartera de colateral elegible para los préstamos de política monetaria," Occasional Papers, Banco de España, number 2417, May, DOI: https://doi.org/10.53479/36612.
• Pablo Burriel & Mar Delgado-Téllez & Camila Figueroa & Iván Kataryniuk & Javier J. Pérez, 2024, "Estimating the contribution of macroeconomic factors to sovereign bond spreads in the euro area," Working Papers, Banco de España, number 2408, Mar, DOI: https://doi.org/10.53479/36257.
• Rodolfo G. Campos & Ana-Simona Manu & Luis Molina & Marta Suárez-Varela, 2024, "China’s financial spillovers to emerging markets," Working Papers, Banco de España, number 2435, Oct, DOI: https://doi.org/10.53479/37815.
• Mikel Bedayo & Eva Valdeolivas & Carlos Pérez, 2024, "The stabilizing role of local claims in local currency on the variation of foreign claims," Working Papers, Banco de España, number 2447, Dec, DOI: https://doi.org/10.53479/38797.
• Cristina Di Luigi & Antonio Perrella & Alessio Ruggieri, 2024, "The fundamental role of the repo market and central clearing," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 48, Jul.
• Andrea Zaghini, 2024, "Unconventionally green," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1453, Apr.
• Fredy Gamboa-Estrada & José Vicente Romero, 2024, "Geopolitical Risk and Emerging Markets Sovereign Risk Premia," Borradores de Economia, Banco de la Republica de Colombia, number 1282, Sep, DOI: 10.32468/be.1282.