Research classified by Journal of Economic Literature (JEL) codes

2026

• Cara Bordier & Lukas Frei & Simon Stalder, 2026, "Dollar dominance: A source of dollar volatility?," Working Papers, Swiss National Bank, number 2026-05.
• 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.
• Dario Palumbo, 2026, "Precious metals and currency risk: testing hedging effectiveness and safe-haven properties across trading frequencies during periods of market distress," Annals of Operations Research, Springer, volume 357, issue 1, pages 441-474, February, DOI: 10.1007/s10479-025-06824-0.
• Olfa El Aoun, 2026, "Market-specific connectedness behaviors across quantiles and frequencies connectedness patterns among G7 markets, commodities, bitcoin, and interest rate spread," Digital Finance, Springer, volume 8, issue 1, pages 1-45, March, DOI: 10.1007/s42521-025-00175-y.
• Grigoriy Korolev, 2026, "Liquidity provider position analysis and pricing in automated market making systems," Digital Finance, Springer, volume 8, issue 1, pages 1-28, March, DOI: 10.1007/s42521-026-00186-3.
• 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.
• My-Linh Thi Nguyen & Ngo Thai Hung, 2026, "Quantile analysis of ESG diversification benefits in CEE stock market portfolios," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 16, issue 2, pages 473-496, June, DOI: 10.1007/s40822-025-00345-8.
• 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.
• Walid Mensi & Rim El Khoury & Abdullah AlGhazali & Sang Hoon Kang, 2026, "Are green bonds and green energy markets hedges for green cryptocurrencies? A quantile VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-42, December, DOI: 10.1186/s40854-025-00868-8.
• 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.
• Oguzhan Ozcelebi & Rim El Khoury & Zhuhua Jiang & Seong-Min Yoon, 2026, "Global macroeconomic and financial determinants of fuel oil prices," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-64, December, DOI: 10.1186/s40854-026-00942-9.
• 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.
• Ashok Panigrahi, 2026, "Global dollar tightening, market liquidity, and business resilience: evidence from India’s NIFTY-50," Future Business Journal, Springer, volume 12, issue 1, pages 1-17, December, DOI: 10.1186/s43093-026-00857-y.
• 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.
• Marcin Kalinowski, 2026, "Has COVID-19 changed the travel & tourism stock market behavior in the USA?: Case of Dow Jones U.S. Travel & Tourism and S&P 500 indexes," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 3, pages 8043-8058, June, DOI: 10.1007/s11135-023-01822-5.
• Faroque Ahmed & Kazi Sohag & Md. Monirul Islam, 2026, "G7 financial resilience: the time-varying effects of volatility in global oil prices, economic policy, and geopolitical uncertainty," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 3, pages 8863-8911, June, DOI: 10.1007/s11135-026-02612-5.
• 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.
• Xiaoxian Zhao & Swann Chmil & Takashi Kanamura, 2026, "Risk mitigation effects of ESG scores on Chinese A-shares and Sustainability Kuznets Curves around COVID-19 periods," SN Business & Economics, Springer, volume 6, issue 7, pages 1-20, July, DOI: 10.1007/s43546-026-01170-0.
• 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.
• Arsov Sasho, 2026, "Dynamics of Interactions between the Stock Markets of Southeast Europe," Zagreb International Review of Economics and Business, Sciendo, volume 29, issue 1, pages 199-233, DOI: 10.2478/zireb-2026-0011.
• Dodig Ante & Bugarčić Milica, 2026, "Governance Quality and Capital Markets Efficiency in Southeast Europe," Zagreb International Review of Economics and Business, Sciendo, volume 29, issue 1, pages 235-252, DOI: 10.2478/zireb-2026-0012.
• 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.
• Jonathan Federle & André Meier & Gernot J. Müller & Victor Sehn, 2026, "Proximity to War: The Stock Market Response to the Russian Invasion of Ukraine," Journal of Money, Credit and Banking, Blackwell Publishing, volume 58, issue 3, pages 681-703, April, DOI: 10.1111/jmcb.13226.
• David Paz Saavedra & Xose Luis Fernández López & Marta de la Fuente & Pablo Coto-Millán, 2026, "Bank Efficiency in London Versus New York Financial Centers: Sailing Through Brexit’s Wake," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 21, issue 01, pages 1-31, March, DOI: 10.1142/S2010495226500016.
• Anshul Agrawal & Sanjeev Kadam & Mohd Afjal, 2026, "Evaluating Predictive Robustness of Machine Learning Models During Black Swan Crises: Insights from Bitcoin Price Forecasting," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-22, June, DOI: 10.1142/S1793993325500267.
• Sampath Thokala, 2026, "Volatility Spillovers in Indian Commodity Markets: Empirical Evidence from the MGARCH Model," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 29, issue 02, pages 1-24, June, DOI: 10.1142/S0219091526500116.
• Awad Asiri & Saeed Alfardan & Daniel Perez Liston, 2026, "The Adaptive Market Hypothesis for the Saudi Stock Market: A Sectoral Indices Analysis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 29, issue 02, pages 1-26, June, DOI: 10.1142/S021909152650013X.
• Faheem Aslam & Paulo Ferreira & Fahd Amjad & Haider Ali, 2026, "The Efficiency Of Sin Stocks: A Multifractal Analysis Of Drug Indices," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 71, issue 02, pages 577-598, March, DOI: 10.1142/S0217590821500752.
• Shi Li & Caleb Huanyong Chen & Di Fan & Long Zhao, 2026, "The Impact Of Economic Policy Change On Outward Foreign Direct Investment: Evidence From China’S Investment In Canada," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 71, issue 04, pages 1077-1095, June, DOI: 10.1142/S0217590823500613.
• Adam Aoun & Leonidas C. Doukakis & Georgios A. Papanastasopoulos, 2026, "Family Ownership and the Accrual Anomaly," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 61, issue 02, pages 1-50, June, DOI: 10.1142/S1094406025500106.
• 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(0x757993a8), September.
• Frank J Fabozzi, 2026, "The ARMOR-CAP Playbook:Resilient Strategies for Institutional Investors," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0550, ISBN: ARRAY(0x7512bf20), September.
• Frank J. Fabozzi, 2026, "The Protection Imperative: From Fragility to Strategic Readiness," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "The ARMOR-CAP Playbook Resilient Strategies for Institutional Investors".
• Frank J. Fabozzi, 2026, "Unseen Fault Lines: Mapping Systemic Fragility in Capital Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "The ARMOR-CAP Playbook Resilient Strategies for Institutional Investors".
• Frank J. Fabozzi, 2026, "From Concept to Pillars: Engineering Resilient Capital with ARMOR-CAP," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "The ARMOR-CAP Playbook Resilient Strategies for Institutional Investors".
• Frank J. Fabozzi, 2026, "From Framework to Function: The ARMOR-CAP Diagnostic Toolkit," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "The ARMOR-CAP Playbook Resilient Strategies for Institutional Investors".
• Frank J. Fabozzi, 2026, "Portfolio Integration of ARMOR-CAP," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "The ARMOR-CAP Playbook Resilient Strategies for Institutional Investors".
• Frank J. Fabozzi, 2026, "Embedding ARMOR-CAP into Institutional Governance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "The ARMOR-CAP Playbook Resilient Strategies for Institutional Investors".
• Frank J. Fabozzi, 2026, "Operationalizing Resilience Across Mandates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "The ARMOR-CAP Playbook Resilient Strategies for Institutional Investors".
• Frank J. Fabozzi, 2026, "Field Scenarios and Implementation Lessons," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "The ARMOR-CAP Playbook Resilient Strategies for Institutional Investors".
• Frank J. Fabozzi, 2026, "Interpreting ARMOR-CAP Scores: Benchmarking, Trajectories, and Strategic Translation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "The ARMOR-CAP Playbook Resilient Strategies for Institutional Investors".
• Frank J. Fabozzi, 2026, "Appendices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "The ARMOR-CAP Playbook Resilient Strategies for Institutional Investors".
• 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.
• Mdhlalose, Dickson, 2026, "Regime-Dependent Asset Market Linkages and Portfolio Risk Management: Evidence from South Africa," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341030.
• 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.
• Yu, Bok-Keun & Kim, Kwon Sik, 2026, "Volatility spillover effects in foreign exchange markets among China, Japan, and South Korea," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 48, issue 2, pages 89-109, DOI: 10.23895/KDIJEP.2026.48.2.89.
• 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.
• 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.
• Nina Boyarchenko & Leonardo Elias, 2026, "The Global Credit Cycle in Corporate Bond Returns," Liberty Street Economics, Federal Reserve Bank of New York, number 20260519, May, DOI: 10.59576/lse.20260519.
• 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.
• Mariana Escobar & Lorenzo Pandolfi & Alvaro Pedraza & Tomas Williams, 2026, "Who Trades Index Rebalancings? Evidence on Benchmarking and Inelastic Demand," Working Papers, The George Washington University, The Center for Economic Research, number 2026-008, May.
• Salem Boubakri & Cyriac Guillaumin, 2026, "Measuring financial integration in GCC stock markets: Dynamics, risk premia, and the path to enhanced cooperation," Post-Print, HAL, number hal-05440504, Mar, DOI: 10.1016/j.inteco.2025.100667.
• 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.
• Lagarda, Guillermo & Verastegui Lira, Paulina, 2026, "Do Warnings Change Behavior? Money-laundering, Grey-listing by the FATF, and Cross-border Financial Flows," IDB Publications (Working Papers), Inter-American Development Bank, number 14581, Apr, DOI: http://dx.doi.org/10.18235/0014029.
• 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.
• Stefan Scharnowski & Yanghua Shi, 2026, "Bitcoin Blackout: Proof-of-Work and the Risks of Mining Centralization," Working Papers, Research Institute, International University of Japan, number EMS_2026_08, Jun.
• 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.
• Jiaojiao Yang & Xiuguo Gong & Ancheng Fang, 2026, "Extreme Risk Spillover from Commodity Markets to Green Finance Markets: New Evidence Utilizing GAN and GARCH Model," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 5, pages 4169-4197, May, DOI: 10.1007/s10614-025-11004-0.
• 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.
• Eugene Kouassi & Pamphile Mezui Mbeng & Loukou Landry Eric Yobouet & Jean-Paul Tchankam & Oluyele Akinkugbe, 2026, "COVID-19, economic policy uncertainty and stock returns in selected European countries: a wavelet analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 53, issue 2, pages 317-349, May, DOI: 10.1007/s10663-026-09673-7.
• 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.
• Thanh Pham & Huyen Thu Nguyen & Thanh Trung Le, 2026, "Behavioral Biases and Market Fluctuations: An Empirical Study of Herding and Volatility in Vietnam," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 3, pages 27-62, September.
• Hassan Zada & Abdul Mansoor & Naveed Khan & Wing-Keung Wong & Adamu Jibir, 2026, "Monetary Policy Uncertainty and Stock Market Returns in Developed and Emerging Countries: Evidence from a Quantile-on-Quantile Approach," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 3, pages 89-113, September.
• 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.
• Bruno Cavani & Christopher Clayton & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2026, "American Investment in Chinese Renminbi," AEA Papers and Proceedings, American Economic Association, volume 116, pages 41-46, May, DOI: 10.1257/pandp.20261038.
• 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.
• Halilibrahim Gokgoz, 2026, "Artificial Intelligence and Volatility Connectedness in Energy Markets," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 12, issue 1, pages 1-19, June, DOI: 10.22440/wjae.12.1.1.
• 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.
• Albina Kalimashi & Driton Balaj, 2026, "Banking Industry Sustainable Growth Rate under Risk: Empirical Study of the Banking Industry in Western Balkan Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 91-113.
• 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.
• Giovanni Bonfanti & Juri Marcucci, 2026, "A European safe asset? Not without the investors," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1010, Jun.
• 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(0x98d736b8).
• 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.
• Matthew Conway & Mathias Drehmann & Natalie Lovell & Patrick McGuire & Takeshi Shirakami, 2026, "Uncovering FX settlement risk: new measures from the 2025 BIS Triennial Survey," BIS Quarterly Review, Bank for International Settlements, June.
• 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, "Shifting forces behind RMB internationalization: evidence from the 2025 Triennial Survey," BIS Working Papers, Bank for International Settlements, number 1345, Apr.
• Matteo Aquilina & Peter Cincinelli & Giovanni Urga, 2026, "Asset price bubbles and systemic risk in money market funds," BIS Working Papers, Bank for International Settlements, number 1358, Jun.
• 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.
• Stavros Degiannakis & George Filis & Grigorios Siourounis, 2026, "Cryptokurtosis: frequent trading fuels higher losses," Working Papers, Bank of Greece, number 361, May, DOI: 10.52903/wp2026361.
• 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.
• Kenjiro Kataoka & Mashu Namiki & Masabumi Shimada & Yoshihiro Takada, 2026, "Developments in and Characteristics of Japan fs FX Market: An Analysis Based on the 2025 BIS Triennial Central Bank Survey," Bank of Japan Review Series, Bank of Japan, number 26-E-8, May.
• 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.
• Martin Vance L. & Sarkar Saikat, 2026, "Identifying Shock Propagation Mechanisms in Global Equity Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 2, pages 197-231, DOI: 10.1515/snde-2024-0012.
• Kugler, Peter, 2026, "Note on Currency Hedging of foreign assets of Swiss Investors 1974-2021," Working papers, Faculty of Business and Economics - University of Basel, number 2026/02, May.
• 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.
• Luis Rodrigo Asturias Schaub & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Long Memory in Latin American Sovereign Risk: Daily Evidence on the EMBI," CESifo Working Paper Series, CESifo, number 12731.
• Petter Bjerksund & Guttorm Schjelderup, 2026, "Investor Valuation, Taxation, and Time Varying Expected Returns," CESifo Working Paper Series, CESifo, number 12737.
• 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.
• Acharya, Viral & Laarits, Toomas, 2026, "Tariff War Shock and the Convenience Yield of US Treasuries — A Hedging Perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 20985, Jan.
• Kim, Dohan & Milesi-Ferretti, Gian Maria, 2026, "External Finance in Emerging Markets and Developing Economies: A Tale of Differences in Vulnerabilities," CEPR Discussion Papers, Centre for Economic Policy Research, number 21015, Jan.
• Flammer, Caroline & Giroux, Thomas & Heal, Geoffrey, 2026, "Scaling Sustainable Investing in Emerging and Developing Economies: Frictions and Opportunities," CEPR Discussion Papers, Centre for Economic Policy Research, number 21075, Jan.
• Benhima, Kenza & Bolliger, Elio & Davenport, Margaret, 2026, "Granular Portfolios, Expectations, and International Capital Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 21134, Feb.
• Ferrari, Alessandro & Freitag, Andreas & Kammerlander, Eric & Lein, Sarah & Pisch, Frank, 2026, "Exchange-Rate Pass-Through and Invoicing Currency Choice in International Production Networks," CEPR Discussion Papers, Centre for Economic Policy Research, number 21144, Feb.
• Kremens, Lukas & Varela, Liliana, 2026, "Sticking to Their Guns: Short-Horizon Exchange Rate Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 21258, Mar.
• Boyarchenko, Nina & Elias, Leonardo, 2026, "The Global Credit Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 21268, Mar.
• Caballero, Ricardo & Simsek, Alp, 2026, "Financial Conditions Targeting in a Multi-Asset Open Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 21290, Mar.
• Broner, Fernando & Cortina, Juan J. & Schmukler, Sergio L. & Williams, Tomas, 2026, "Demand Shocks in Equity Markets and Firm Responses," CEPR Discussion Papers, Centre for Economic Policy Research, number 21311, Mar.
• Bacchetta, Philippe & van Wincoop, Eric, 2026, "Cross-Country CIP Deviations," CEPR Discussion Papers, Centre for Economic Policy Research, number 21327, Mar.
• Tuncer, Ali Coskun, 2026, "Beyond the Core: Stock-Market Development and Performance in the Middle East, 1872–1914," CEPR Discussion Papers, Centre for Economic Policy Research, number 21520, May.
• Ahir, Hites & Bettarelli, Luca & Furceri, Davide & Frangiamore, Francesco & Ostry, Jonathan D. & Scianna, Francesco, 2026, "Trade Restrictions, Trade Policy Uncertainty and FDI Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 21524, May.
• Escobar, Mariana & Pandolfi, Lorenzo & Pedraza, Alvaro & Williams, Tomas, 2026, "Who Trades Index Rebalancings? Evidence on Benchmarking and Inelastic Demand," CEPR Discussion Papers, Centre for Economic Policy Research, number 21526, May.
• Friedrich, Christian & Zhao, Laura, 2026, "Patterns and Determinants of Global Cryptocurrency Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 21528, May.
• Anev Janse, Kalin & Beetsma, Roel & Li, Andy, 2026, "Determinants of Spreads on European Supranational Debt: Towards a Genuine European Safe Asset?," CEPR Discussion Papers, Centre for Economic Policy Research, number 21545, May.
• María Andrea Sampedro & Dr. Damià Rey Miró, 2026, "Más allá de la capitalización: eficiencia y diseño de benchmarks en índices de criptomonedas," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 4, issue 10, pages 13-30, Enero.
• Shakhnov, Kirill & Paczos, Wojtek, 2026, "Sovereign debt issuance and selective default," Macroeconomic Dynamics, Cambridge University Press, volume 30, issue , pages 1-1, January.
• 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.
• Anaya Longaric, Pablo & Bellinghausen, Lisa & Parisi, Laura & Quaglietti, Lucia & van Overbeek, Fons, 2026, "Assessing cross-border integration of equity markets in the euro area: evidence from a gravity model," Economic Bulletin Boxes, European Central Bank, volume 3.
• McMillan, David G., 2026, "Stock-bond return correlation: Understanding the changing behaviour," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102242.
• Olaboopo, Olakunle & Boamah, Evans O., 2026, "Climate change news risk and advertising spending," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102245.
• REN, Fei & YI, Miaomiao & CHEN, Zhang-Hangjian & GAO, Xiang, 2026, "The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102258.
• Sun, Xuchu & Zhang, Qing & Li, Tangrong, 2026, "How are retail investors informed? A perspective from institutional trading intention exposure," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102259.
• Balli, Faruk & Balli, Hatice Ozer & Hoxha, Indrit & Nguyen, Hannah & Dang, Tam Hoang Nhat, 2026, "Energy market deregulation: A new perspective on dividend smoothing," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102260.
• Seikku, Henrik & Sifat, Imtiaz, 2026, "Bitcoin bans & regulatory segmentation in digitally native asset markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102261.
• Pan, Chu & Sun, Chentong & Zhang, Yue & Li, Yanshuang & Naeem, Muhammad Abubakr, 2026, "Climate change exposure and global sovereign credit risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2025.102238.
• Wang, Shujie & Han, Liyan & Yang, Xiaoguang & Qiao, Tongshuai, 2026, "What Drives the Regret Premium: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2025.102277.
• Liao, Kezhi & Wang, Zhihao & Ma, Baichao & Zhang, Yu, 2026, "Capital market international integration and corporate demand for green skills: Evidence from MSCI index inclusion," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 108, issue C, DOI: 10.1016/j.intfin.2026.102291.
• Zhang, Xiaoming & Zhao, Yue & Zhou, Hegang & Zedda, Stefano, 2026, "Non-interest income, bank size and systemic risk: what is the role of financial development?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 108, issue C, DOI: 10.1016/j.intfin.2026.102305.
• Aspris, Angelo & Dyhrberg, Anne Haubo & Foley, Sean & Krekel, William & Putnins, Talis J., 2026, "Is decentralized always better? How market structure affects trading costs for tokenized assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102302.
• Dziwok, Ewa & Kliber, Paweł & Wagner, Niklas F., 2026, "Green versus conventional bonds during market stress: Threats to financial stability?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102329.
• Ma, Yong & Zhang, Shaofeng & Zhou, Mingtao & Zhou, Xiaozhou, 2026, "Do recession fears help predict stock market volatility? International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102331.
• Schertler, Andrea & Tillema, Sandra, 2026, "When do foreign regulatory interventions trigger market disciplinary effects? Evidence from anti-money laundering regulation violations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102339.
• Cai, Xinni & Yang, Ge & Zheng, Xiaojia, 2026, "Independent director licensing and stock price crash risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102340.
• Chuliá, Helena & Martínez-Taberner, Guillermo & Uribe, Jorge M., 2026, "Financial Globalization, Fragmentation, and Crises: Over a Century-long Journey," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102341.
• Choi, Jiyoon, 2026, "Factor timing in currency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102351.
• Lahiani, Amine & Mefteh-Wali, Salma & Mselmi, Nada, 2026, "Do defense stocks benefit from geopolitical Risk? asymmetries across time horizons and market states," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102354.
• Scharnowski, Stefan, 2026, "Fractional and around the clock: Trading activity in tokenized financial assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102355.
• 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.
• Fanelli, Viviana & Fontana, Claudio & Rotondi, Francesco, 2026, "A hidden Markov model for statistical arbitrage in international crude oil futures markets," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107714.
• Schwertfeger, Lennart & Vogt, Bodo, 2026, "Arbitrage trading between decentral and central cryptocurrency exchanges," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107721.
• 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.
• Loualiche, Erik & Pecora, Alexandre R. & Somogyi, Fabricius & Ward, Colin, 2026, "Monetary policy transmission through the exchange rate factor structure," Journal of Financial Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.jfineco.2026.104305.
• Berg, Tobias & Ma, Lin & Streitz, Daniel, 2026, "Out of sight, out of mind: Divestments and the global reallocation of pollutive assets," Journal of Financial Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.jfineco.2026.104308.
• Tong, Jamie Y. & Thewissen, James & Ni, Serene Xu & Chen, Shimin, 2026, "CEO retirement and cost stickiness," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 60, issue C, DOI: 10.1016/j.intaccaudtax.2025.100738.
• 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.