Research classified by Journal of Economic Literature (JEL) codes

2026

• Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2026, "Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets," Empirical Economics, Springer, volume 70, issue 2, pages 1-41, February, DOI: 10.1007/s00181-026-02886-6.
• Oguzhan Ozcelebi & Rim El Khoury & Sang Hoon Kang, 2026, "Dynamic quantile frequency connectedness and dependence between global football club fan tokens, cryptocurrencies, and uncertainty indices," Empirical Economics, Springer, volume 70, issue 2, pages 1-52, February, DOI: 10.1007/s00181-026-02889-3.
• Carlos Trucíos, 2026, "Hierarchical risk clustering versus traditional risk-based portfolios: an empirical out-of-sample comparison," Empirical Economics, Springer, volume 70, issue 3, pages 1-24, March, DOI: 10.1007/s00181-026-02900-x.
• Nazif Durmaz, 2026, "The nexus of exchange rates and stock prices: an ARDL and Granger non-causality study," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 16, issue 1, pages 351-384, March, DOI: 10.1007/s40822-025-00342-x.
• Hicham Ouakil & Salah Eddine Kartobi & Zakaria Salhi & Zineb Elhachimi, 2026, "Hedging MENA stock markets with gold, oil, and cryptocurrencies: evidence from the COVID-19 pandemic and Russia–Ukraine war periods," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 16, issue 1, pages 271-309, March, DOI: 10.1007/s40822-025-00347-6.
• Seong-Min Yoon & Oguzhan Ozcelebi & Sang Hoon Kang, 2026, "Extreme dependence and frequency connectedness across international stock markets and global uncertainties," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 16, issue 1, pages 115-164, March, DOI: 10.1007/s40822-025-00351-w.
• Tarek Chebbi & Bruno S. Sergi & Salem Hamad Aldawsari, 2026, "Spread the foreign redenomination risk to default premia: dynamic frequency connectedness analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-40, December, DOI: 10.1186/s40854-025-00799-4.
• Peter Albrecht & Evžen Kočenda, 2026, "Event-driven changes in return connectedness among cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-37, December, DOI: 10.1186/s40854-025-00808-6.
• Jinxin Cui & Elie Bouri, 2026, "Jumps and higher-order moments of crude oil and stock sectors in China: new insights from timescales connectedness," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-48, December, DOI: 10.1186/s40854-025-00830-8.
• Hongjun Zeng & Abdullahi D. Ahmed, 2026, "Dependency structure and volatility connectedness among China-ASEAN stock market, cryptocurrencies, and crude oil," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-39, December, DOI: 10.1186/s40854-025-00841-5.
• Md Akhtaruzzaman & Walid Mensi & Molla Ramizur Rahman & Ahmet Sensoy, 2026, "Systemic risk sharing among conventional and socially responsible investments," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-21, December, DOI: 10.1186/s40854-025-00884-8.
• Tuna Can Güleç & Elif Erer & Selim Duramaz, 2026, "Cryptocurrencies as shock transmitters: dynamic connectedness, hedging strategies, and portfolio management across financial markets for higher-order moments," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-58, December, DOI: 10.1186/s40854-025-00886-6.
• Mohammad Enamul Hoque & Low Soo-Wah & Lain-Tze Tee & Md. Akther Uddin & Si-Roei Kew & Mabruk Billah & Faik Bilgili, 2026, "Contemporaneous and lagged connectedness among international categorical economic policy uncertainty and ASEAN-5 stock markets: Do policy uncertainty sources and determinants matter?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-36, December, DOI: 10.1186/s40854-025-00895-5.
• Nourhaine Nefzi & Abir Melki & Sahar Loukil & Ahmed Jeribi, 2026, "How do cryptocurrencies connect? Insights from conventional cryptocurrencies, DeFi, NFTs, and gold-backed cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-23, December, DOI: 10.1186/s40854-025-00898-2.
• Soumya Basu & Takaya Ogawa & Hideyuki Okumura & Keiichi Ishihara, 2026, "Quantifying stability of time–frequency phase space co-movements for renewable energy and macroeconomic markets during dual shocks," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-52, December, DOI: 10.1186/s40854-026-00916-x.
• Alishba Rahman Ullah & Shahzeb Khurshid & Seong-Min Yoon, 2026, "Spillover dynamics between ReFi tokens, renewable energy tokens, energy markets, and the carbon market: determinants and implications for portfolio diversification," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-46, December, DOI: 10.1186/s40854-026-00932-x.
• Yusri Yahya & Abdul Hafizh Mohd Azam & Zulkefly Abdul Karim & Mohd Azlan Shah Zaidi & Mohammad Bintang Pamuncak, 2026, "Does geopolitical risk influence foreign investors’ decisions in the stock market? An ARDL approach," Future Business Journal, Springer, volume 12, issue 1, pages 1-12, December, DOI: 10.1186/s43093-026-00736-6.
• Vishal Roy & Amit Gautam, 2026, "Ripple effect of United States political uncertainty on developed and emerging markets: unveiling financial turbulence," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-27, December, DOI: 10.1007/s12197-025-09745-7.
• Umesh Kumar & Biqing Huang & Jennifer Paige Burks, 2026, "The linkage of bitcoin and Ethereum with financial markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-18, December, DOI: 10.1007/s12197-025-09747-5.
• Bilgehan Tekin, 2026, "Bitcoin as a Behavioral Bellwether: Unveiling the Bandwagon Effect and Investor Sensitivity in the NFT Landscape," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 17, issue 2, pages 3714-3739, April, DOI: 10.1007/s13132-025-02788-5.
• Daniel Tubik & Tim Alexander Herberger, 2026, "How endogeneity problems are addressed in analyzing the relationship between diversity in top management teams and company financial performance—a systematic literature review," Management Review Quarterly, Springer, volume 76, issue 1, pages 127-156, February, DOI: 10.1007/s11301-024-00476-3.
• Dinci J. Penzin & Afees A. Salisu, 2026, "Financial stress and exchange rate volatility in Nigeria: a predictability approach," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 1, pages 3223-3236, February, DOI: 10.1007/s11135-025-02389-z.
• Paweł Sakowski & Rafał Sieradzki & Robert Ślepaczuk, 2026, "Systemic risk indicator based on implied and realized volatility," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 2, pages 6389-6427, April, DOI: 10.1007/s11135-025-02515-x.
• Ngo Thai Hung, 2026, "Quantile-on-quantile connectedness between biodiversity and European stock markets," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 2, pages 7781-7804, April, DOI: 10.1007/s11135-026-02610-7.
• Cinthia De Souza, 2026, "Sovereign bondholders and the Eurozone core-periphery divide: from the debt crisis to the quantitative tightening," Review of Evolutionary Political Economy, Springer, volume 7, issue 1, pages 1-28, December, DOI: 10.1007/s43253-026-00170-y.
• Nattapat Luenglertpatboon & Chayanon Phucharoen & Aziz Nanthaamornphong, 2026, "Google Trends and stock price movements: an empirical analysis of investor attention using the ARDL approach," SN Business & Economics, Springer, volume 6, issue 4, pages 1-26, April, DOI: 10.1007/s43546-026-01092-x.
• Martin Iseringhausen, 2026, "Financial market interdependence, contagion and jumpy risk exposure," Working Papers, European Stability Mechanism, number 76, Feb, revised 09 Feb 2026.
• Fernando Broner & Juan J. Cortina & Sergio L. Schmukler & Tomas Williams, 2026, "Demand shocks in equity markets and firm responses," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1938, Feb.
• IANCU, Laura Andreea, 2026, "Explosive Price Dynamics In Global Reit Markets: Evidence From Developed Regions," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 30, issue 1, pages 50-67, March, DOI: https://doi.org/10.65672/fs.2026.1..
• Tatarczak Anna & Humeniuk Oleksandra, 2026, "Forecasting cryptocurrencies in turbulent times: Evidence on parsimony versus model complexity," Economics and Business Review, Sciendo, volume 12, issue 1, pages 135-158, DOI: 10.18559/ebr.2026.1.2652.
• Janse Kalin Anev & Beetsma Roel, 2026, "Momentum Builds for Strong and Deep European Safe Assets," Intereconomics: Review of European Economic Policy, Sciendo, volume 61, issue 1, pages 9-16, DOI: 10.2478/ie-2026-0004.
• Broner, Fernando & Cortina Lorente, Juan Jose & Schmukler, Sergio & Williams, Tomas, 2026, "Demand Shocks in Equity Markets and Firm Responses," Policy Research Working Paper Series, The World Bank, number 11315, Feb.
• Rethabile Nhlapho & Adefemi A Obalade & Paul-Francois Muzindutsi, 2026, "Regime-Dependent Linkages Across South African Asset Markets and Commodities: Application of Markov-Switching Vector Autoregressive Model," Economic Research Guardian, Mutascu Publishing, volume 16, issue 1, pages 45-69, June.
• Rupon Bhowmick, 2026, "Tariff Liberalization and Economic Outcomes of a Dual Economy: A General Equilibrium Analysis," Economic Research Guardian, Mutascu Publishing, volume 16, issue 1, pages 70-83, June.
• Rustam Azimov, 2026, "ESG in the Insurance Markets of Central Asia:Lessons from Uzbekistan," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14555, ISBN: ARRAY(0x6d8bb970).
• Zhiwu Hong & Linlin Niu, 2026, "The Russia-Ukraine Conflict and Eurozone Sovereign Risk: A Yield Net Analysis," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2026-01-28, Jan.
• Ambrocio, Gene & Bui, Dien Giau & Hasan, Iftekhar & Lin, Chih-Yung, 2026, "Pyrrhic diversification: Foreign institutional ownership and stock return sensitivity to the global financial cycle," Bank of Finland Research Discussion Papers, Bank of Finland, number 2/2026.
• Ballensiefen, Benedikt & Somogyi, Fabricius & Winterberg, Hannah, 2026, "Demand for dollars: Evidence from survey expectations," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-04.
• Röder, Jana & Tillmann, Peter & Winker, Peter & Yun, Jinyeong, 2026, "Safe-haven flows into the German bond market and the role of policy disagreement," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 239.
• Arshi Firdous & Sarbapriya Ray, 2026, "Analysis of Month of the Year Effect: Evidence from GARCH Model in Indian Stock Market," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 210-232.
• Imen Ben Achour & Jihed Majdoub, 2026, "Market Integration between Bitcoin, Crude-Oil and Gold: Evidence from ARDL and Johansen Models," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 16, issue 1, pages 03-20.
• Nils M. Gornemann & Eugenio Rojas & Felipe Saffie, 2026, "Volatile Rates, Fragile Growth: Global Financial Risk and Productivity Dynamics," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1434, Mar, DOI: 10.17016/IFDP.2026.1434.
• Oscar Botero-Ramírez, 2026, "The Role of Investor Composition in Sovereign Bond Pricing: Evidence from an Emerging Market," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 02-2026, Feb.
• Fernando Broner & Juan Cortina & Sergio Schmukler & Tomas Williams, 2026, "Demand Shocks in Equity Markets and Firm Responses," Working Papers, The George Washington University, The Center for Economic Research, number 2026-002, Feb.
• Angelo Leogrande & Fabio Anobile & Alberto Costantiello & Carlo Drago & Massimo Arnone, 2026, "Equity Market Structure and Trading Diversification: Insights from Panel Data, Clustering, and Machine Learning," Working Papers, HAL, number hal-05523554, Feb.
• Ahmad Al Izham Izadin & Ooi Kok Loang & Mohd Shahidan Shaari & Abdul Rahim Ridzuan & Sevenpri Candra, 2026, "Reassessing Attention to Fintech: Spillover Effects on Conventional and Islamic Financial Stocks," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 12, issue 1, pages 35-58, March, DOI: https://doi.org/10.21098//jimf.v12i.
• Iñaki Aldasoro & Paula Beltran & Federico Grinberg, 2026, "Stablecoin Inflows and Spillovers to FX Markets," IMF Working Papers, International Monetary Fund, number 2026/056, Mar.
• Shawn Cole & Martin Melecky & Florian Mölders & Tristan Reed, 2026, "Long-Run Returns to Private Equity in Emerging Markets," Management Science, INFORMS, volume 72, issue 3, pages 2041-2063, March, DOI: 10.1287/mnsc.2023.03313.
• Sergii Sheludko, 2026, "When the guns roar: how the war, reserves and exports shape Ukraine’s cost of external borrowing," Public Sector Economics, Institute of Public Finance, volume 50, issue 1, pages 95-115, DOI: 10.3326/pse.50.1.5.
• Mikhail Stolbov & Maria Shchepeleva, 2026, "Measuring global financial stress: is there any role for large language models?," Annals of Finance, Springer, volume 22, issue 1, pages 1-22, June, DOI: 10.1007/s10436-026-00481-4.
• Aswini Kumar Mishra & Mihir Dinesh Mahajan & Bibhu Prasad Kar & K Kamesh Anand, 2026, "From Global Financial Crisis to COVID-19: The Changing Multiscale Systematic Risks in Asian Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 2, pages 881-908, June, DOI: 10.1007/s10690-025-09526-6.
• Yueli Liu & Xiu Jin & Jinming Yu, 2026, "Revisiting Extreme Risk Contagion from the Oil Market to Stock Markets: A Systemic Perspective Based on Network Interconnectedness," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 609-642, February, DOI: 10.1007/s10614-025-10877-5.
• Müge Özdemir, 2026, "Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 555-608, February, DOI: 10.1007/s10614-025-10889-1.
• Amine Ben Amar & Néjib Hachicha & Mariem Brahim & Abdelkader Sbihi, 2026, "Portfolio Selection Based on Time–Frequency Connectedness: Evidence from GCC Sectoral Stock Markets and the Oil Market," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 3, pages 2151-2181, March, DOI: 10.1007/s10614-025-10937-w.
• Wael Dammak & Ali Ben Mrad & Christian de Peretti & Salah Ben Hamad, 2026, "Enhancing Currency Option Pricing Models: Incorporating Dynamic Information Costs and Machine Learning Techniques," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 4, pages 2603-2642, April, DOI: 10.1007/s10614-025-10939-8.
• Jesús Enrique Molina-Muñoz & Pilar Soriano-Felipe, 2026, "Dynamic spillovers among policy uncertainty, financial markets and energy markets in developed and emerging economies," Economic Change and Restructuring, Springer, volume 59, issue 1, pages 1-33, February, DOI: 10.1007/s10644-025-09949-1.
• Maen F. Nsour, 2026, "Economic Consequences of War: Evidence from the Tel Aviv Stock Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 32, issue 1, pages 63-80, February, DOI: 10.1007/s11294-025-09944-2.
• Seun Emmanuel Fabiyi, 2026, "Capital account liberalization and the margins of trade," International Economics and Economic Policy, Springer, volume 23, issue 1, pages 1-30, February, DOI: 10.1007/s10368-025-00693-5.
• Alessio Capriotti & Silvia Muzzioli, 2026, "Sovereign bond spreads and climate risk: An empirical analysis in the Euro area," International Economics and Economic Policy, Springer, volume 23, issue 2, pages 1-38, May, DOI: 10.1007/s10368-026-00741-8.
• Spyros Papathanasiou & Anastasios Magoutas & Drosos Koutsokostas, 2026, "The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-31, December, DOI: 10.1007/s11147-025-09226-3.
• Aamina Khurram & Abdullah Iqbal & Vasileios Pappas, 2026, "Systemic risk: new evidence from alternative financial systems," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 2, pages 731-755, February, DOI: 10.1007/s11156-025-01413-5.
• Paolo Matteucci & Daniela Venanzi, 2026, "Momentum, value, and size strategy returns: the explanatory power of global macroeconomic risks," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 3, pages 993-1033, April, DOI: 10.1007/s11156-025-01421-5.
• Hsuan Fu & Shu-Fu Lee & Jui-Chung Yang, 2026, "Time-varying betas in foreign exchange returns: An IPCA approach," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 3, pages 1253-1281, April, DOI: 10.1007/s11156-025-01424-2.
• Rita Ziqi Ju & Ming-Hua Liu & Keshab Shrestha, 2026, "The Relationships between Onshore and Offshore US Dollar vs. Chinese Yuan Exchange Rates," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 3, pages 1069-1091, April, DOI: 10.1007/s11156-025-01429-x.
• Rihab Belguith, 2026, "Dynamic Spillovers and Portfolio Construction: A TVP-VAR Analysis of the S&P 500, SSE, ESG ETFs, and Commodities," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 1, pages 186-221.
• Dilber Doğan & Şenol Doğan, 2026, "The Impact of Global Supply Chain Pressures on Financial Markets: An Analysis of Bist Transportation Index and Cds," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 41, issue 125, pages 222-242, April, DOI: https://doi.org/10.33203/mfy.183155.
• Özge Dinç Cavlak, 2026, "Examining Carbon Efficient Stock Indices Using the Quantile Connectedness Approach," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 41, issue 125, pages 277-298, April, DOI: https://doi.org/10.33203/mfy.183604.
• Muhammed Samancı & Emrah Noyan & Zeynep Öztürk Yaprak, 2026, "Can the Index Model Be Used in Cryptocurrencies? Evidence from Traditional Methods and Numerical Simulation," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 4, pages 1399-1418, DOI: 10.30784/epfad.1706657.
• Hidayet Beyhan & Erhan Ergin & Binali Selman Eren, 2026, "Dynamic Portfolio Optimization with Deep Reinforcement Learning: Evidence from Borsa Istanbul," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 1, pages 106-119, DOI: 10.30784/epfad.1811319.
• Benjamin Born & Gernot J. Müller & Johannes Pfeifer & Susanne Wellmann, 2026, "Different No More: Country Spreads in Advanced and Emerging Economies," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 403, Apr.
• Fernando Broner & Juan J. Cortina & Sergio L. Schmukler & Tomas Williams, 2026, "Demand Shocks in Equity Markets and Firm Responses," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 196, Feb.
• Liliana Liliana & Ariodillah Hidayat & Eka Meirawati & Xenaneira Shodrokova, 2026, "Do Exchange Rate Volatility, Inflation, and Stock Price Index Affect the Financial Institution Efficiency Index in G20 Emerging Markets?," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 22-43.
• Fabio Fornari & Daniele Pianeselli & Andrea Zaghini, 2026, "Environmental score and bond pricing: it better be good, it better be green," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1002, Mar.
• Claudia Biancotti, 2026, "What if Ether goes to zero? How market risk becomes infrastructure risk in crypto," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 74, Jan.
• Andrea Foschi, 2026, "Safety switches: the macroeconomic consequences of time-varying asset safety," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1527, Apr.
• Juan J. Cortina & Tomás Williams & Sergio L. Schmukler & Fernando Broner, 2026, "Demand Shocks in Equity Markets and Firm Responses," Working Papers, Barcelona School of Economics, number 1557, Feb.
• Swapan-Kumar Pradhan & Eswar Prasad & Előd Takáts & Judit Temesvary, 2026, "Dollarisation waves: new evidence from a comprehensive international bond database," BIS Papers, Bank for International Settlements, number 165, ISBN: ARRAY(0x989e6228).
• Iñaki Aldasoro & Bryan Hardy & Goetz von Peter & Philip Wooldridge, 2026, "International finance through the lens of BIS statistics: offshore activity," BIS Quarterly Review, Bank for International Settlements, March.
• Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2026, "Dollar funding and housing markets: the role of non-US global banks," BIS Working Papers, Bank for International Settlements, number 1332, Feb.
• Iñaki Aldasoro & Paula Beltrán & Federico Grinberg, 2026, "Stablecoin flows and spillovers to FX markets," BIS Working Papers, Bank for International Settlements, number 1340, Mar.
• Juliana Robbert & Vladyslav Sushko & Frank Westermann, 2026, "This paper explores factors driving the internationalization of Renminbi (RMB) trading, using data from the 2025 BIS Triennial Survey of global foreign exchange turnover. We analyze both short-term (three-year) trading growth and long-term RMB turnov," BIS Working Papers, Bank for International Settlements, number 1345, Apr.
• Daniel A. Dias & Christine Richmond & Grant Westfahl, 2026, "Duration of Capital Market Exclusion: An Empirical Investigation," Review of International Economics, Wiley Blackwell, volume 34, issue 1, pages 178-197, February, DOI: 10.1111/roie.70021.
• Sofia Anyfantaki & Haris Giannakidis & Dimitris Malliaropulos & Petros Migiakis & Filippos Petroulakis, 2026, "Bond funds' risk taking and monetary policy," Working Papers, Bank of Greece, number 358, Feb, DOI: 10.52903/wp2026358.
• Tomohiro Okubo & Yutaro Kaido & Kenta Yamamoto & Kazuaki Washimi, 2026, "Evolving Trends in Business Development Companies (BDCs) in the U.S. Direct Lending Market," Bank of Japan Review Series, Bank of Japan, number 26-E-1, Apr.
• Khan Naveed & Siddiqui Ozair & Yaya OlaOluwa S. & Vo Xuan Vinh, 2026, "Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 37-62, DOI: 10.1515/snde-2024-0116.
• Kugler, Peter, 2026, "A Note on Currency Hedging of Dollar Investments of Swiss Investors 1974-2025," Working papers, Faculty of Business and Economics - University of Basel, number 2026/02, Apr.
• Bippus, B. & Lloyd, S. & Ostry, D., 2026, "Granular Banking Flows and Exchange-Rate Dynamics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2359, Mar.
• Guglielmo Maria Caporale & Antonio Fons Palomares & Luis Alberiko Gil-Alana, 2026, "Long-Run Linkages and Parameter Instability in the Gold–Silver Relationship, 2010–2025," CESifo Working Paper Series, CESifo, number 12559.
• Andrea Foschi, 2026, "Safety Switches: The Macroeconomic Consequences of Time-Varying Asset Safety," CESifo Working Paper Series, CESifo, number 12567.
• Dimitrios Anastasiou & Theodore D. Bratis & Apostolos G. Katsafados & Steven Ongena, 2026, "Words That Move Markets: ECB Presidential Tone and Euro Area Bank CDS Spreads," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-35, Apr.
• Martijn Boermans & Laurens Swinkels, 2026, "Hedging Against Inflation: International Evidence on Investor Clientele Effects," Working Papers, Czech National Bank, Research and Statistics Department, number 2026/08, Apr.
• Ali Keya Anami, 2026, "Advancing Financial Markets: The Role of Sukuk in Trade Facilitation and Inclusive Development," African Journal of Commercial Studies, African Journal of Commercial Studies, volume 7, issue 1, DOI: 10.59413/ajocs/v7.i1.18.
• Ali Keya Anami, 2026, "Challenges and Opportunities in the Islamic Capital Market: Transforming Financial Services in the Digital Era," East African Finance Journal, East African Finance Journal, volume 5, issue 1, DOI: 10.59413/eafj/v5.i1.7.
• Ferrari Minesso, Massimo & Siena, Daniele, 2026, "Private money and public debt. U.S. Stablecoins and the global safe asset channel," Working Paper Series, European Central Bank, number 3174, Jan.
• Fornari, Fabio & Pianeselli, Daniele & Zaghini, Andrea, 2026, "Environmental score and bond pricing: it better be good, it better be green," Working Paper Series, European Central Bank, number 3176, Jan.
• Anyfantaki, Sofia & Migiakis, Petros & Petroulakis, Filippos & Giannakidis, Haris & Malliaropulos, Dimitris, 2026, "Bond funds’ risk taking and monetary policy," Working Paper Series, European Central Bank, number 3196, Feb.
• Metzler, Julian & Danisewicz, Piotr & Dieler, Tobias & Mancini, Loriano & Mazzari, Francesco, 2026, "Central clearing and the pricing of specialness in repo markets," Working Paper Series, European Central Bank, number 3214, Apr.
• Duong, Huu Nhan & Goyal, Abhinav & Rhee, S. Ghon, 2026, "Folklore narratives and IPO outcomes," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107578.
• Cakici, Nusret & Zaremba, Adam, 2026, "The more, the better? Predicting stock returns with local and global data," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107658.
• Gandhi, Priyank & Issa, George & Jarnecic, Elvis, 2026, "International spillover of bank liquidity shocks: Does organizational form of global banks matter?," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107672.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2026, "Government bond risk and return in the US and China," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104224.
• Feng, Lingbing & Shi, Jingyi & Kutan, Ali M., 2026, "Your fear is (partly) mine: the role of non-VIX volatility in forecasting regional stock market volatility using interpretable machine learning," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103467.
• Han, Kefei & Kong, Manyu & Xu, Qiuhua & Zhou, Jiayi, 2026, "Exchange rate contagion and international trade: Insights from the TENET method," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103471.
• Curcio, Domenico & D’Amico, Simona & Hasan, Iftekhar & Vioto, Davide, 2026, "Decoding the digital finance revolution: How BigTechs, FinTechs and crypto-assets shape financial systemic risk in US and EU," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103493.
• Bei, Zeyun & Cui, Liyuan & Zhou, Yinggang, 2026, "Liquidity, sentiment, and global spillover across financial markets," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103494.
• Li, Yuanyuan & Wang, Xun & Yu, Jingwen, 2026, "FOEs and the transmission of US monetary policy shocks: Evidence from China," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103497.
• Fornari, Fabio & Pianeselli, Daniele & Zaghini, Andrea, 2026, "Environmental score and bond pricing: It better be good, it better be green," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103498.
• Sen, Aariya & Sensarma, Rudra, 2026, "Beyond borders: spillover effects of US monetary policy on the financial stress of emerging market economies," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103500.
• Fang, Tong & Liu, Peng & Su, Zhi, 2026, "Global trade network and the cross-section of international stock market returns," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103507.
• Marmora, Paul, 2026, "Hiding in plain sight: Detecting underground sportsbooks through local Bitcoin demand," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103513.
• Al-Haschimi, Alexander & Apostolou, Apostolos & Azqueta-Gavaldon, Andres & Ricci, Martino, 2026, "Assessing financial risk in China: a text-based indicator approach," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2025.103514.
• Chen, Ran & Yang, Lu & Zhang, Xueyong, 2026, "Geopolitical risk and the cross-section of stock returns: International evidence," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2026.103526.
• Campos, Rodolfo G. & Manu, Ana-Simona & Molina, Luis & Suárez-Varela, Marta, 2026, "China’s financial spillovers to emerging markets," Journal of International Money and Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jimonfin.2026.103538.
• Liu, Yi, 2026, "How to maximize momentum returns in foreign exchange Markets?," Journal of International Money and Finance, Elsevier, volume 164, issue C, DOI: 10.1016/j.jimonfin.2026.103566.
• Lim, Jamus Jerome & Long, Xin, 2026, "The dollar squeeze and economic growth," Journal of Macroeconomics, Elsevier, volume 87, issue C, DOI: 10.1016/j.jmacro.2026.103740.
• Maquieira, Carlos P. & Pastén-Henríquez, Boris, 2026, "Does climate policy uncertainty impact gold-mining stock returns? International evidence," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2026.100539.
• Berger, Allen N. & Karlström, Peter & Karolyi, Stephen A. & Ossandon Busch, Matias & Pinzon-Puerto, Freddy & Roman, Raluca A., 2026, "Global banking with a Latin American rhythm," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 7, issue 1, DOI: 10.1016/j.latcb.2025.100195.
• Hadad, Elroi & Choi, Sun-Yong, 2026, "Volatility spillovers and risk transmission in global real estate investment trust markets: Role of uncertainty and macroeconomic shocks," Journal of Multinational Financial Management, Elsevier, volume 81, issue C, DOI: 10.1016/j.mulfin.2026.100948.
• Zhu, Chen & Li, Haohua, 2026, "Cross-border capital flows and China’s banking systemic risk: Cross-contagion effects based on the time-varying net spillover index," Pacific-Basin Finance Journal, Elsevier, volume 95, issue C, DOI: 10.1016/j.pacfin.2025.102972.
• Zhuang, Yangyang & Han, Haolun & Zhang, Ditian & Tang, Pan, 2026, "Clustering effects and spillover effects in major global government bond markets during the COVID-19 pandemic," Pacific-Basin Finance Journal, Elsevier, volume 95, issue C, DOI: 10.1016/j.pacfin.2025.102976.
• Beirne, John & Renzhi, Nuobu, 2026, "Geopolitical risk, capital flow volatility, and asset market spillovers," Pacific-Basin Finance Journal, Elsevier, volume 95, issue C, DOI: 10.1016/j.pacfin.2025.102985.
• Gharghori, Philip & Nguyen, Annette, 2026, "Which factors in China? A pre-registered study," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103012.
• Guo, Feng & Lai, Fujun, 2026, "Does RMB drive the dynamic of RCEP regional currency FXs?," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103019.
• Liu, Yang & Li, Shun, 2026, "Beyond market stress: Incremental long-term information in geopolitical tension for gold volatility," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2026.103074.
• Li, Xingyi & Liu, Zhuang & Yan, Jingzhou, 2026, "Performance-based regularization for downside-risk cryptocurrency portfolios: Evidence from mean-lower partial moment strategies," Pacific-Basin Finance Journal, Elsevier, volume 97, issue C, DOI: 10.1016/j.pacfin.2026.103084.
• Zhang, Jier & Yin, Libo & Li, Ying & Fang, Tong, 2026, "Forecasting stock market volatility with policy focus shifting: A GARCH-MIDAS model combined with machine learning approaches," Pacific-Basin Finance Journal, Elsevier, volume 97, issue C, DOI: 10.1016/j.pacfin.2026.103108.
• Bonaparte, Yosef, 2026, "Reprint of: Presidential versus parliamentary: Political system and stock market volatility," European Journal of Political Economy, Elsevier, volume 92, issue C, DOI: 10.1016/j.ejpoleco.2025.102729.
• Boubakri, Narjess & Cotelioglu, Efe & Samet, Anis, 2026, "Bank government ownership and reaction to SVB collapse: Evidence from emerging markets," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102086.
• șoiman, Florentina & Mourey, Mathis & Dumas, Jean-Guillaume & Jimenez-Garces, Sonia, 2026, "The forking effect," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102090.
• Samarakoon, S.M.R.K. & Pradhan, Rudra P., 2026, "How do return and volatility spillovers shape futures markets? Insights from index, commodity, and carbon emission futures," Renewable Energy, Elsevier, volume 256, issue PD, DOI: 10.1016/j.renene.2025.124110.
• Xing, Xiaochao & Hong, Yanran & Wang, Lu, 2026, "A novel LSTM-based Granger-causality approach: A case study on traditional energy and stock markets," Renewable Energy, Elsevier, volume 256, issue PG, DOI: 10.1016/j.renene.2025.124519.
• Basu, Soumya & Ogawa, Takaya & Das, Manisha, 2026, "Time-frequency connectedness of hydrogen markets and catalyst indices: A framework for resilient hydrogen transitions," Renewable and Sustainable Energy Reviews, Elsevier, volume 229, issue C, DOI: 10.1016/j.rser.2025.116595.
• Cong, Lin William & Tang, Vicki Wei & Zhang, Tony Qingquan, 2026, "How transparency shapes tax policy effectiveness: Evidence from cryptocurrency markets," Research Policy, Elsevier, volume 55, issue 1, DOI: 10.1016/j.respol.2025.105363.
• Sultana, Nargis, 2026, "Volatility regimes and structural shifts in geopolitical risk: Evidence from GARCH and breakpoint analysis," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104803.
• Li, Yaxing & Lau, Wee-Yeap & Ng, Kok-Haur, 2026, "From crisis to crisis: The roles of interest rate and inflation in shaping stock returns in selected advanced economies," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104804.
• Bagirov, Miramir & Mateus, Cesario, 2026, "Intraday volatility spillovers between oil prices and stock sectors," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104809.
• Wang, Xiaoqing & Safi, Adnan & Wang, Su & Zhang, Yifei, 2026, "How does carbon market react to economic policy uncertainty and oil price shocks? New evidence from a time-varying perspective," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104841.
• Hung, Jui-Cheng & Wu, An-Chi & Hsiao, I-Fan, 2026, "ESG, market microstructure, and herding behavior: Evidence from CSAD tests in Taiwan," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104865.
• Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2026, "Retraction notice to “Oil price shocks and yield curve dynamics in emerging markets” [International Review of Economics and Finance 80 (2022) 613–623]," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2026.104888.
• Dwumfour, Richard Adjei & Pan, Lei & Nsafoah, Dennis, 2026, "From beaches to Fintech: Exploring the connectedness of tourism, Fintech, and cryptocurrency," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2025.104845.
• Mishra, Anil V. & Anwar, Sajid, 2026, "Exploring the cost of home bias in international equity investment," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104895.
• Li, Shun & Liu, Yang, 2026, "A new perspective on gold as a risk hedge: Long-term impacts of bilateral political tensions between the U.S. and China," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104918.
• Niemann, Gunnar & Reichling, Peter & Zbandut, Anastasiia, 2026, "Cross-section of index option rates of return and elasticity dynamics on the EU and US markets," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104928.
• Su, Kuangxi & He, Yafang & Xiang, Yuxin & Ye, Meng & Yang, Xuduan, 2026, "Combining minimum-CVaR hedging models with a novel maximum efficiency strategy for crude oil future," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104993.
• Kumar, Satish & Trück, Stefan & Wellmann, Dennis, 2026, "Factors of the term structure of realized risk premiums in the Australian currency forward market," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.105005.
• Hou, Yang (Greg) & Hu, Yang & Oxley, Les & Goodell, John W., 2026, "Time-varying risk aversion and ‘investor fear’: Evidence from the crude oil markets," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.105017.
• Francisco, Paulo Morais, 2026, "Growth opportunities and asymmetric risk: An empirical investigation of upside and downside Beta," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.105033.
• Kyriazis, Nikolaos & Corbet, Shaen, 2026, "Can cryptocurrency fear influence technology firm investors?," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105043.
• De Angelis, Luca & Monasterolo, Irene & Zanin, Luca, 2026, "Look up and ahead: How climate scenarios affect European sovereign credit risk," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105057.
• Serrano, Karen & Ibáñez, Ana M. & Farinós, José E., 2026, "Was the Paris agreement a turning point? A worldwide stock market analysis," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105062.
• Li, Boxun & Rehman, Mobeen Ur & Raheem, Ibrahim D. & Oyewole, Oluwatomisin J. & Raheem, Mufutau I., 2026, "Sectoral Islamic finance and uncertainties: The role of different market condition," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105100.
• Papathanasiou, Spyros & Koutsokostas, Drosos & Christopoulos, Apostolos & Wierzbiński, Bogdan, 2026, "In gold and Franc we trust? Rethinking safe havens in Europe," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105140.
• M'bakob, Gilles Brice, 2026, "Are contemporary policies uncertainties driving public attention to blockchain-fintech and price movements of related derivative products? Evidence from the United States," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103177.
• Malhotra, Priya & Kumar, Sanjeev & Gubareva, Mariya & Mendes, José Zorro, 2026, "Dynamic nexus of clean energy metals, energy commodities and traditional assets: Multidimensional techniques and portfolio analysis," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103182.
• Min, Shiyao & Dai, Bin & Wu, Qiqi, 2026, "When global standards meet local firms: Capital market internationalization and the decline of R&D manipulation," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103183.
• Kim, Jinhwan & Cho, Hoon & Seok, Sangik, 2026, "How trading barriers in underlying markets impact ETF trading and characteristics," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103186.
• Jeong, Jin-Gyu & Byun, Suk-Joon & Kim, Donghoon, 2026, "Forecasting returns using image-based convolutional neural networks: Evidence from Korea," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103231.
• Obalade, Adefemi A. & Tita, Anthanasius Fomum & French, Joseph J. & Gurdgiev, Constantin, 2026, "Much Ado about global uncertainty: Volatility transmission between US-China tension and African foreign exchange markets," Research in International Business and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.ribaf.2026.103283.
• Valadkhani, Abbas & Marashdeh, Hazem, 2026, "Regime-dependent causality between Chinese and U.S. equity markets: Evidence from Markov switching models," Research in International Business and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.ribaf.2026.103285.
• Čeryová, Barbara & Árendáš, Peter & Kotlebová, Jana, 2026, "Connectedness and risk transmission across artificial intelligence industries," Research in International Business and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.ribaf.2026.103335.
• Hu, Yunchao & Wang, Gang-Jin & Gao, Wenyu & Lu, Guibin & Uddin, Gazi Salah, 2026, "Connectedness and systemic importance of global financial markets: A multilayer network perspective," Research in International Business and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.ribaf.2026.103336.
• Aloulou, Mariem & Rao, Amar & Dagar, Vishal & Yadav, Ashutosh, 2026, "Climate risk spillovers and financial tail-events: Evidence from quantile analysis," Research in International Business and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.ribaf.2026.103337.
• Karkowska, Renata & Urjasz, Szczepan & Aliu, Florin & Bajra, Ujkan Q., 2026, "Energy and foreign exchanges market: Mapping risk and return connectedness in developed and emerging economies," Research in International Business and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.ribaf.2026.103364.
• Escobari, Diego & Sharma, Shahil, 2026, "Bubbles, crashes, and financial market contagion: Evidence from G7 economies," Research in International Business and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.ribaf.2026.103382.
• Kaplanski, Guy & Shenhar, Yuval, 2026, "Turning adversity into opportunity: Market power, public policy, and financial market dynamics in times of war," Transportation Research Part A: Policy and Practice, Elsevier, volume 203, issue C, DOI: 10.1016/j.tra.2025.104753.
• Ceyhun, Gökçe Çiçek & Tarkun, Savaş, 2026, "Sustainability transitions in energy–metal systems: the systemic role of maritime logistics and cross-market connectedness," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 210, issue C, DOI: 10.1016/j.tre.2026.104834.
• Cory Baird & Jonathan Benchimol & Wook Sohn & Vira Vyshnevska & Iegor Vyshnevskyi, 2026, "The Monetary Policy Statement Database: An LLM Application to Global Financial Conditions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-25, Apr.
• Bahaj, Saleem & Reis, Ricardo, 2026, "Jumpstarting an international currency," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128001, Feb.
• Berger, Allen N. & Karlström, Peter & Karolyi, Stephen A. & Ossandon Busch, Matias & Pinzon-Puerto, Freddy & Roman, Raluca A., 2026, "Global banking with a Latin American rhythm," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130318, Feb.
• Li, Yuxuan & Zhou, Yuqin & Huang, Jun & Xie, Lin & Huang, Hancheng, 2026, "Bitcoin ETFs and structural decoupling in the cryptocurrency market: evidence from altcoin correlation dynamics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137306, Feb.
• Bahaj, Saleem & Fuchs, Marie & Reis, Ricardo, 2026, "The global network of liquidity lines," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137636, May.
• Małgorzata Zaleska, 2026, "Przyczyny upadłości banków," Bank i Kredyt, Narodowy Bank Polski, volume 57, issue 2, pages 161-174.
• Sinem Hacioglu Hoke & Daniel A. Ostry & Hélène Rey & Adrien Rousset Planat & Vania Stavrakeva & Jenny Tang, 2026, "Topography of the FX Derivatives Market: A View from London," NBER Working Papers, National Bureau of Economic Research, Inc, number 34588, Jan.
• Viral V. Acharya & Toomas Laarits, 2026, "Tariff War Shock and the Convenience Yield of US Treasuries — A Hedging Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 34640, Jan.
• Enrique G. Mendoza & Vincenzo Quadrini, 2026, "Capital Flows in a World Starved for Liquidity: Analysis and Policy Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 34688, Jan.
• Kristin Forbes & Jongrim Ha & M. Ayhan Kose, 2026, "Heaven or Earth? The Evolving Role of Global Shocks for Domestic Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 34806, Feb.
• Yu An & Amy W. Huber, 2026, "Geoeconomic Competition and Capital Reallocation in Global FX Funding," NBER Working Papers, National Bureau of Economic Research, Inc, number 34908, Feb.
• Swapan-Kumar Pradhan & Eswar S. Prasad & Elod Takáts & Judit Temesvary, 2026, "Dollarization Waves: New Evidence From a Comprehensive International Bond Database," NBER Working Papers, National Bureau of Economic Research, Inc, number 34942, Mar.
• Ricardo J. Caballero & Alp Simsek, 2026, "Financial Conditions Targeting in a Multi-Asset Open Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 34974, Mar.
• Gonzalo E. Basante Pereira & Ina Simonovska, 2026, "Contract Enforcement and Young Firm Capital Structure: A Global Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 34985, Mar.
• Wenxin Du & Ritt Keerati & Jesse Schreger, 2026, "Decoupling Dollar and Treasury Privilege," NBER Working Papers, National Bureau of Economic Research, Inc, number 35000, Mar.
• Jess Benhabib & Feng Dong & Pengfei Wang & Zhenyang Xu, 2026, "Liquidity-Driven Growth Cycles in Small Open Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 35035, Apr.
• Zhiguo He & Yuehan Wang & Xiaoquan Zhu, 2026, "Homemade Foreign Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 35095, Apr.
• Christoph E Boehm & T Niklas Kroner, 2026, "The U.S., Economic News, and the Global Financial Cycle," The Review of Economic Studies, Review of Economic Studies Ltd, volume 93, issue 1, pages 215-249.
• Jyoti Garg & Madhusudan Karmakar, 2026, "Achieving international diversification benefits with domestically traded assets: a study based on mean–CVaR optimization framework," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 2, pages 1-23, June, DOI: 10.1057/s41260-026-00451-5.
• Dimitris Anastasiou & Antonis Ballis & Christos Kallandranis & Ioannis Vlassas, 2026, "Positive COVID-19 related sentiment, economic uncertainty & risk management implications," Journal of Banking Regulation, Palgrave Macmillan, volume 27, issue 1, pages 1-13, March, DOI: 10.1057/s41261-025-00303-z.
• Jian Liu & Chaoqiang Chen & Lei Sun & Hua-Tang Yin & Chun-Ping Chang, 2026, "Risk contagion in global REITs markets based on volatility spillover networks," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-35, May, DOI: 10.1057/s41283-026-00193-z.
• Xiaohang Ren & Wanping Yang & Wenting Jiang & Yi Jin, 2026, "Extreme volatility of crude oil futures in the wake of a black swan event," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-19, May, DOI: 10.1057/s41283-026-00198-8.
• Tin H. Ho, 2026, "Do sustainable transitions help banks enhance resilience against unexpected shocks? Evidence from ASEAN banks," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-27, May, DOI: 10.1057/s41283-026-00201-2.
• Uquillas, Carlos Alfredo, 2026, "Reformas Económicas y Políticas Expansivas en Mercados Emergentes: Un Análisis del Tráfico Bidireccional
  [Economic Reforms and Expansionary Policies in Emerging Markets: An Analysis of Bidirectional Traffic]," MPRA Paper, University Library of Munich, Germany, number 128513, Mar.
• Uquillas, Carlos Alfredo, 2026, "La Deuda Externa del Ecuador: Evaluación de la Sostenibilidad y el Riesgo de Default en un Contexto Global de Deuda Creciente
  [Ecuador's External Debt: Assessing Sustainability and Default Risk in a Growing Global Debt Context]," MPRA Paper, University Library of Munich, Germany, number 128515, Oct.
• Zekai Şenol & Bahri Fatih Tekin, 2026, "The Connectedness between Bitcoin, Stock Market, Gold, Oil, Bond and Exchange Rate: Evidence from Quantile VAR Approach and Portfolio Strategies," Central European Business Review, Prague University of Economics and Business, volume 2026, issue 1, pages 29-60, DOI: 10.18267/j.cebr.405.
• Piotr Mielus, 2026, "Volatility Modelling - What Drives Cee Currency Option Prices?," Prague Economic Papers, Prague University of Economics and Business, volume 2026, issue 1, pages 1-27, DOI: 10.18267/j.pep.906.
• Dudley Cooke & Tatiana Damjanovic, 2026, "Optimal Macroprudential Policy and Bank Capital in Open Economies," Working Papers, Banco de Portugal, Economics and Research Department, number w202601.
• Souhir Amri Amamou & Balkissa Hassane Ali, 2026, "The Relationship Between Spot and Future Cryptocurrencies: A VECM Approach," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 33, issue 1, January.
• Lai Hoang & Duc Hong Vo, 2026, "Multi-market trading and overnight price discovery: Evidence from American Depository Receipts," Australian Journal of Management, Australian School of Business, volume 51, issue 1, pages 3-21, February, DOI: 10.1177/03128962241286085.
• Zhe Zhai & Lin Chen & Longfeng Zhao & Yajie Yang & Ramiz ur Rehman, 2026, "Climate Risk and Systemic Risk: Insights from Extreme Risk Spillover Networks," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 25, issue 1, pages 29-57, March, DOI: 10.1177/09726527251366484.
• Nadia Accoto & Valerio Astuti & Costanza Catalano, 2026, "A probabilistic method for reconstructing the Foreign Direct Investments network in search of ultimate host economies," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 20, issue 1, pages 59-79, March, DOI: 10.1007/s11634-023-00571-5.
• Shoaib Ali & Nassar S. Al-Nassar & Ali Awais Khalid & Charbel Salloum, 2026, "Dynamic Tail Risk Connectedness between Artificial Intelligence and Fintech Stocks," Annals of Operations Research, Springer, volume 357, issue 1, pages 373-407, February, DOI: 10.1007/s10479-024-06349-y.
• Emanuele Citera & Francesco De Pretis, 2026, "Analyzing financial markets dynamics: a statistical equilibrium framework for stocks and cryptocurrencies," Annals of Operations Research, Springer, volume 357, issue 1, pages 11-43, February, DOI: 10.1007/s10479-024-06451-1.