My JEL codes
Follow this JEL code
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G15: International Financial Markets
2025
- Teressa Elliott & Jang-Chul Kim & Ha-Chin Yi, 2025. "Global Market Dynamics: The Impact of Home Country Macro-Institutional Quality on NYSE-Listed Non-U.S. Stocks," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 28(02), pages 1-23, June.
- Haifeng Xu & Jiawen Zhang & Zhen Chen, 2025. "Measuring Financial Market Risk Contagion Between Chinese And Other One Belt One Road Countries’ Stock Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 70(01), pages 157-179, March.
- Hyun-Jung Nam & Mehmet Huseyin Bilgin & Doojin Ryu, 2025. "Threshold Effects Of Trade Openness On Financial Development: The Case Of The Asean Region," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 70(01), pages 125-155, March.
- Shan Wu & Yuqin Zhou & Zhenhua Liu & Mu Tong, 2025. "Economic Policy Uncertainty And Foreign Holdings Of Us Treasuries: The Global Evidence," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 70(02), pages 325-342, March.
- Toan Luu Duc Huynh & Mei Wang & Vinh Xuan Vo, 2025. "Economic Policy Uncertainty And The Bitcoin Market: An Investigation In The Covid-19 Pandemic With Transfer Entropy," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 70(03), pages 647-673, June.
- Sook-Rei Tan & Changtai Li & Wai-Mun Chia, 2025. "Behavioral Heterogeneity In The Japanese And Us Stock Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 70(03), pages 559-584, June.
- Siyi Li & Theodore Sougiannis & Sophia I. Wang, 2025. "Mandatory IFRS Adoption and the Usefulness of Accounting Information in Predicting Future Earnings and Cash Flows," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 60(01), pages 1-51, March.
- Shi, Mengjie & Zhang, Yupu & Meinerding, Christoph, 2025. "The impact of climate policies on financial markets: Evidence from the EU Carbon Border Adjustment Mechanism," Discussion Papers 14/2025, Deutsche Bundesbank.
- Ajovalasit, Samantha & Consiglio, Andrea & Pagliardi, Giovanni & Zenios, Stauros Andrea, 2025. "Is political risk a threat to sovereign debt sustainability?," eabh Papers 25-01, The European Association for Banking and Financial History (EABH).
- Hünnekes, Franziska & Konradt, Maximilian & Schularick, Moritz & Trebesch, Christoph & Wingenbach, Julian, 2025. "Exportweltmeister: Germany’s foreign investment returns in international comparison," Open Access Publications from Kiel Institute for the World Economy 318206, Kiel Institute for the World Economy (IfW Kiel).
- Antonello Cirulli & Gianluca De Nard & Joshua Traut & Patrick Walker, 2025. "Low risk, high variability: practical guide for portfolio construction," ECON - Working Papers 463, Department of Economics - University of Zurich, revised Mar 2025.
- Reneé van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2025.
"Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty,"
Economies, MDPI, vol. 13(2), pages 1-25, January.
- Renee van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2023. "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Working Papers 202332, University of Pretoria, Department of Economics.
- Babatounde Ifred Paterne Zonon & Xianzhi Wang & Chuang Chen & Mouhamed Bayane Bouraima, 2025. "Causal Impact of Stock Price Crash Risk on Cost of Equity: Evidence from Chinese Markets," Economies, MDPI, vol. 13(6), pages 1-24, June.
- Flores Zendejas, Juan & Altamura, Carlo Edoardo, 2025. "Episodic amnesia and selective memory, a literature overview of the 1982 crisis on the eve of its fortieth anniversary," Working Papers unige:184772, University of Geneva, Paul Bairoch Institute of Economic History.
- Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2025. "On the time-varying causal relationships that drive bitcoin returns," Working Papers 2501, University of Guelph, Department of Economics and Finance.
- Paulo M.M. Rodrigues & Vivien Less & Philipp Sibbertsen, 2025.
"Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models,"
Working Papers
w202503, Banco de Portugal, Economics and Research Department.
- Less, Vivien & Rodrigues, Paulo M. M. & Sibbertsen, Philipp, 2025. "Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models," Hannover Economic Papers (HEP) dp-735, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Li, Jieying & Myers, Samantha, 2025. "Shadow banks or just not banks? Growth of the Swedish non-bank sector," Working Paper Series 448, Sveriges Riksbank (Central Bank of Sweden).
- Fatima Muhammad Abdulkarim & Hamisu Sadi Ali & Ibrahim Muhammad Muye & Mosab I. Tabash, 2025. "Portfolio Diversification Opportunities For Nigeria’S Islamic (Shariah) Stock Investors With Their Major Trading Partners," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 11(1), pages 199-216, March.
- Afees A. Salisu & Dinci J. Penzin & Yinka S. Hammed, 2025. "Health Crisis And Currency Risk: Fresh Evidence From New Data Sets," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 28(1), pages 1-14, April.
- Badri Narayan Rath & Chinmaya Behera, 2025. "Twitter Based Uncertainty And Stock Returns Connectedness In Case Of Selected Apec Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 28(Spesial I), pages 1-10, February.
- Rony Estuardo Monzón Citalán & Jaime Díaz Tinoco & Arturo Morales Castro, 2025. "Revisión de la Literatura sobre el Rendimiento de la Inversión ESG: Un Estudio Bibliométrico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 20(1), pages 1-34, Enero - M.
- Fernandez-Perez, Adrián & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2025.
"Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets,"
The North American Journal of Economics and Finance, Elsevier, vol. 77(C).
- Adrián Fernandez-Perez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2025. "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," IREA Working Papers 202504, University of Barcelona, Research Institute of Applied Economics.
- Pearlean Chadha & Jenny Berrill, 2025. "The Indirect Diversification Benefits of Investing in Japanese Firms: An Alternative Perspective," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(1), pages 117-145, March.
- Fei Su & Feifan Wang & Yahua Xu, 2025. "Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(1), pages 237-266, March.
- Anam Khan & Renu Verma & Miklesh Prasad Yadav & Narain, 2025. "Does Governance Quality Impact Stock Market Development? An Insight of BRICS Economies," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(2), pages 563-582, June.
- Jieye Qin, 2025. "The Profitability and Arbitrage Efficiency of the Chicago Mercantile Exchange Nikkei 225 Futures," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(2), pages 743-771, June.
- P. S. Niveditha, 2025. "Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis," Computational Economics, Springer;Society for Computational Economics, vol. 65(1), pages 313-335, January.
- Syed Moudud-Ul-Huq & Md. Shahriar Rahman, 2025. "Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1643-1705, March.
- Min Zhu & Yuping Song & Xin Zheng, 2025. "Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets," Computational Economics, Springer;Society for Computational Economics, vol. 65(5), pages 2545-2577, May.
- Onur Polat & Berna Doğan Başar & İbrahim Halil Ekşi, 2025. "Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict," Computational Economics, Springer;Society for Computational Economics, vol. 65(5), pages 2873-2889, May.
- Giusy Chesini & Francesca Fauri, 2025. "From one crisis to another: the European central bank’s role from the great recession to the Ukraine war," Constitutional Political Economy, Springer, vol. 36(2), pages 224-244, June.
- Ousama Ben-Salha & Mourad Zmami & Sami Sobhi Waked & Faouzi Najjar & Yazeed Mohammad Alenazi, 2025. "On the time-varying spillover between nonferrous metals prices, geopolitical risks, and global economic policy uncertainty," Economic Change and Restructuring, Springer, vol. 58(1), pages 1-26, February.
- Abdullah Alsadan & Hassan Alalmaee & Chokri Zehri & Wissem Ajili Ben Youssef, 2025. "Global financial fragmentation under raised geopolitical risk," International Economics and Economic Policy, Springer, vol. 22(3), pages 1-32, July.
- Andrea Zaghini, 2025.
"The Covid pandemic in the market: infected, immune and cured bonds,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 67(1), pages 31-52, April.
- Zaghini, Andrea, 2021. "The Covid pandemic in the market: Infected, immune and cured bonds," CFS Working Paper Series 653, Center for Financial Studies (CFS).
- Zaghini, Andrea, 2021. "The Covid pandemic in the market: infected, immune and cured bonds," Working Paper Series 2563, European Central Bank.
- N. Kundan Kishor, 2025.
"Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators,"
The Journal of Real Estate Finance and Economics, Springer, vol. 70(1), pages 121-143, January.
- Kishor, N. Kundan, 2023. "Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators," MPRA Paper 116819, University Library of Munich, Germany.
- Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2025. "Listed Real Estate as an Inflation Hedge Across Regimes," The Journal of Real Estate Finance and Economics, Springer, vol. 70(2), pages 189-239, February.
- Constantin Drott & Stefan Goldbach & Axel Jochem, 2025. "Determinants of Net Transactions in TARGET2 of European Banks Based on Micro-data," Open Economies Review, Springer, vol. 36(1), pages 25-61, February.
- Bada Han, 2025. "Original Sin Dissipation and Currency Exposures in Emerging Markets," Open Economies Review, Springer, vol. 36(1), pages 281-327, February.
- Daniel Carvalho & Etienne Lepers & Rogelio Mercado, 2025. "Taming the “Capital Flows-Credit Nexus”: A Sectoral Approach," Open Economies Review, Springer, vol. 36(2), pages 373-429, April.
- Chen-Yin Kuo & Shu-Mei Chiang, 2025. "Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia," Review of Quantitative Finance and Accounting, Springer, vol. 64(1), pages 1-52, January.
- Vineet Agarwal & Richard J. Taffler & Chenyang Wang, 2025. "Investor emotions and market bubbles," Review of Quantitative Finance and Accounting, Springer, vol. 64(1), pages 339-369, January.
- Fangfang Hou, 2025. "Foreign capital exposure and firms’ financial reporting behavior: international evidence from equity market openings," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 621-662, February.
- Jian Chen & Ahmad Haboub & Ali Khan & Syed Mahmud, 2025. "Investor clientele and intraday patterns in the cross section of stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 757-797, February.
- Siyuan Tang, 2025. "Asymmetric effectiveness of price limits: evidence from a quasi-natural experiment," Review of Quantitative Finance and Accounting, Springer, vol. 64(3), pages 1341-1389, April.
- Hengmiao Bao & Zhiyu Chen & Yushuang Li & Jiaoliang Jiang, 2025. "The impact of stock market liberalization on corporate diversification: evidence from China," Review of Quantitative Finance and Accounting, Springer, vol. 64(4), pages 1841-1878, May.
- Ammar Ali Gull & Ammar Abid & Duc Khoung Nguyen & Muhammad Usman & Rizwan Mushtaq, 2025. "Stock price crash and information environment: Do CEO gender and financial expertise matter?," Review of Quantitative Finance and Accounting, Springer, vol. 65(1), pages 219-255, July.
- Peter Albrecht & Evžen Kočenda & Evžen Kocenda, 2025.
"Event-Driven Changes in Return Connectedness Among Cryptocurrencies,"
CESifo Working Paper Series
11658, CESifo.
- Peter Albrecht & Evzen Kocenda, 2025. "Event-Driven Changes in Return Connectedness among Cryptocurrencies," KIER Working Papers 1113, Kyoto University, Institute of Economic Research.
- Magnolia Miriam Sosa Castro & Maria Alejandra Cabello Rosales & Edgar Ortiz Calisto, 2025. "Impactos de los Anuncios de Política Monetaria y del Vencimiento de Derivados sobre la Volatilidad del Tipo de Cambio del Peso Mexicano: Modelos GARCH y OCHL Range," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 103, pages 47-75, January.
- Söhnke M. Bartram & Mark Grinblatt & Yan Xu, 2025. "Monetary Policy Predicts Currency Movements," NBER Working Papers 33423, National Bureau of Economic Research, Inc.
- Zhengyang Jiang, 2025. "China's Overseas Lending in Global Finance Cycle," NBER Working Papers 33519, National Bureau of Economic Research, Inc.
- Craig Doidge & G. Andrew Karolyi & Kris Shen & René M. Stulz, 2025. "Are there too Few Publicly Listed Firms in the US?," NBER Working Papers 33556, National Bureau of Economic Research, Inc.
- Lin William Cong & Eswar S. Prasad & Daniel Rabetti, 2025. "Financial and Informational Integration Through Oracle Networks," NBER Working Papers 33639, National Bureau of Economic Research, Inc.
- Julian di Giovanni & Galina Hale & Neel Lahiri & Anirban Sanyal, 2025. "Global Spillovers of Climate Policy Shocks," NBER Working Papers 33647, National Bureau of Economic Research, Inc.
- Roman Kräussl & Joshua Rauh & Denitsa Stefanova, 2025. "Is ESG a Sideshow? ESG Perceptions, Investment, and Firms' Financing Decisions," NBER Working Papers 33770, National Bureau of Economic Research, Inc.
- Fiona Paine & Richard R. Townsend & Ting Xu, 2025. "Should Governments Restrict Foreign Investments in Startups?," NBER Working Papers 33803, National Bureau of Economic Research, Inc.
- Fefelov, D. & Rogova, E. & Vukovic, D., 2025. "Assessing the financial interconnectedness between China and Russia: A dynamic approach," Journal of the New Economic Association, New Economic Association, vol. 67(2), pages 110-137.
- Dragan Dživdžanovic, 2025. "Examining cheapflation in Serbia in the 2022-2024 period," Working Papers Bulletin 28, National Bank of Serbia.
- Ivan Radanovic, 2025. "Features and prospects of cross-border linking of instant payment systems," Working Papers Bulletin 29, National Bank of Serbia.
- Emilija Jankovic, Stojan Jankovic and Andrea Jovic & Emilija Jankovic & Stojan Jankovic & Andrea Jovic, 2025. "Analysis of the impact of the change in credit rating and outlook on FDI inflow and economic activity in Serbia," Working Papers Bulletin 30, National Bank of Serbia.
- Bogdan Stanišic, 2025. "Acceptance of cashless payment instruments in the Republic of Serbia," Working Papers Bulletin 31, National Bank of Serbia.
- Haryo Kuncoro, 2025. "Exchange Rate Misalignment in the Inflation Targeting Regime. The Case of ASEAN-3," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 225-243, March.
- Paul Horrocks & Catriona Marshall & Callum Thomas & Thomas Venon & Dave Portmann & Wuraola Okuwobi, 2025. "Unlocking local currency financing in emerging markets and developing economies: What role can donors, development finance institutions and multilateral development banks play?," OECD Development Co-operation Working Papers 117, OECD Publishing.
- Mert Onen & Hyun Song Shin & Goetz von Peter, 2025. "Overcoming original sin: Shedding new light on uneven progress," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 40(122), pages 575-620.
- Giuseppe Buccheri & Piero Mazzarisi, 2025. "Realized Random Graphs, with an Application to the Interbank Network," Journal of Financial Econometrics, Oxford University Press, vol. 23(2), pages 1981-2014.
- Jose Gonzalo Rangel, 2025. "FX Comovements and Their Economic Determinants," Journal of Financial Econometrics, Oxford University Press, vol. 23(3), pages 4042-4064.
- Hongye Guo & Jessica A Wachter, 2025. "“Superstitious” Investors," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 15(1), pages 1-45.
- Fabio Braggion & Joost Driessen & Lyndon Moore, 2025. "The Cross-Section of Stock Returns Around the World in the Early Twentieth Century," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 15(1), pages 46-73.
- Iftekhar Hasan & Miriam Marra & Eliza Wu & Gaiyan Zhang, 2025. "Creditor-Control Rights and the Nonsynchronicity of Global CDS Markets," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 14(1), pages 204-260.
- Buhui Qiu & Thomas Y To, 2025. "Board Reforms, Stock Liquidity, and Stock Market Development," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 14(1), pages 261-303.
- Amit Goyal & Narasimhan Jegadeesh & Avanidhar Subrahmanyam, 2025. "Empirical determinants of momentum: a perspective using international data," Review of Finance, European Finance Association, vol. 29(1), pages 241-273.
- Gordon Y Liao & Tony Zhang, 2025. "The Hedging Channel of Exchange Rate Determination," The Review of Financial Studies, Society for Financial Studies, vol. 38(1), pages 1-38.
- Hyeyoon Jung, 2025. "Real Consequences of Shocks to Intermediaries Supplying Corporate Hedging Instruments," The Review of Financial Studies, Society for Financial Studies, vol. 38(1), pages 39-113.
- Kashif Ahmed Bhatty & Antanas Laurinavicius & Algimantas Laurinavicius & Bisharat Hussain Chang & Haitham M. ALZOUBI & Waseem Ahmed Channa, 2025. "Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach," Advances in Decision Sciences, Asia University, Taiwan, vol. 29(2), pages 1-35, June.
- Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2023.
"Trend Breaks and the Persistence of Closed-End Fund Discounts,"
Auburn Economics Working Paper Series
auwp2023-08, Department of Economics, Auburn University.
- Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2025. "Trend-Breaks and the Persistence of Closed-End Fund Discounts," Auburn Economics Working Paper Series auwp2025-02, Department of Economics, Auburn University.
- Nazif Ayyıldız, 2025. "Predicting Market Direction With Deep Learning: An Application on E-7 Country Stock Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 40(123), pages 92-111, April.
- Christopher Clayton & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2025.
"Internationalizing Like China,"
American Economic Review, American Economic Association, vol. 115(3), pages 864-902, March.
- Christopher Clayton & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2022. "Internationalizing Like China," NBER Working Papers 30336, National Bureau of Economic Research, Inc.
- Clayton, Christopher & Dos Santos, Amanda & Maggiori, Matteo & Schreger, Jesse, 2023. "Internationalizing Like China," CEPR Discussion Papers 17781, C.E.P.R. Discussion Papers.
- Clayton, Christopher & Santos, Amanda Dos & Maggiori, Matteo & Schreger, Jesse, 2022. "Internationalizing Like China," SocArXiv r2msa, Center for Open Science.
- Clayton, Christopher & Dos Santos, Amanda & Maggiori, Matteo & Schreger, Jesse, 2022. "Internationalizing Like China," Research Papers 4019, Stanford University, Graduate School of Business.
- Andrew Atkeson & Jonathan Heathcote & Fabrizio Perri, 2025. "The End of Privilege: A Reexamination of the Net Foreign Asset Position of the United States," American Economic Review, American Economic Association, vol. 115(7), pages 2151-2206, July.
- Rohan Kekre & Moritz Lenel, 2025.
"The High-Frequency Effects of Dollar Swap Lines,"
American Economic Review: Insights, American Economic Association, vol. 7(1), pages 107-123, March.
- Rohan Kekre & Moritz Lenel, 2023. "The High Frequency Effects of Dollar Swap Lines," Working Papers 2023-17, Princeton University. Economics Department..
- Rohan Kekre & Moritz Lenel, 2023. "The High Frequency Effects of Dollar Swap Lines," NBER Working Papers 31901, National Bureau of Economic Research, Inc.
- Dan Costin Nitescu & Radu Ciobanu & Adina Elena Calin & Ana-Gabriela Rusu & Eugen-Marian Vierescu, 2025. "From Cost to Opportunity: The Role of ESG In Banking," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 27(68), pages 235-235, February.
- Alexandra Horobet & Maria-Alexandra Dalu & Iulian Marinescu & Lucian Belascu & Sofia Adriana Dumitrescu & Ioannis Kostakis, 2025. "Financial Inclusion, Technology, and Income Inequality in Europe," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 27(68), pages 1-93, February.
- Wilfried Kisling & Marco Molteni, 2025. "The London money market and non-British bank lending during the frst globalisation: evidence from Brazil," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 19(1), pages 81-122, January.
- Aslan AYDOĞDU, 2025. "Risk Şokları ve Türkiye’deki Finansal Varlıklar Arasındaki Yayılım Etkisinin TVP-VAR Dayalı Wavelet Uyum Analizi İle İncelenmesi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 10(1), pages 303-331.
- Nur Esra BEKERECİ & Aydın GÜRBÜZ & Meltam KILIÇ, 2025. "DeFi, Petrol, Altın ve VIX Korku Endeksinin Kırılgan Beşli Ülkelerindeki Hisse Senedi Piyasalarıyla Bağlantısı: Bir Dalgacık Tutarlılığı Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 10(1), pages 332-358.
- Recep Ali KÜÇÜKÇOLAK & Sami KÜÇÜKOĞLU & Necla İ. KÜÇÜKÇOLAK, 2025. "Borsa İstanbul’da Hisse Geri Alım Kararlarına İlişkin Ampirik Bir Analiz," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 10(1), pages 412-428.
- Ulaş Ünlü & Vildan Bayram, 2025. "Analysis of Bitcoin Volatility during the COVID-19 Pandemic: An Examination Using ARCH and GARCH Models," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(4), pages 812-831.
- Alexander Alexandrovich TKACHENKO, 2025. "Significant Changes in International Capital Markets," Russian Foreign Economic Journal, Russian Foreign Trade Academy Ministry of economic development of the Russian Federation, issue 1, pages 26-48, January.
- Paweł Węgrzyn, 2025. "Geografia finansowa – w poszukiwaniu przestrzennego wymiaru w finansach," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 2, pages 259-277.
- Samuel Kaplan & Efstathios Polyzos & David Tercero-Lucas, 2025. "Crypto Listens: Asymmetric Reactions to Text-based Signals in Central Bank Communications," Working Papers 365, Red Nacional de Investigadores en Economía (RedNIE).
- Bastien Buchwalter & Francis X. Diebold & Kamil Yilmaz, 2025.
"Clustered Network Connectedness:A New Measurement Frameworkwith Application to Global Equity Markets,"
PIER Working Paper Archive
25-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Bastien Buchwalter & Francis X. Diebold & Kamil Yilmaz, 2025. "Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets," Papers 2502.15458, arXiv.org.
- Kamran Abdullayev & Alla Tkachenko & Shorena Metreveli & Nino Maziashvili & Volodymyr Bichai, 2025. "Strategies for Enhancing Global Economic Resilience: A Focus on International Financial Structures and Their Impact," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 3-20.
- Blake DeBruin Martos & Rodrigo Sekkel & Henry Stern & Xu Zhang, 2025. "Is anyone surprised? The high-frequency impact of US and domestic macroeconomic data announcements on Canadian asset prices," Staff Analytical Notes 2025-10, Bank of Canada.
- Botero-Ramírez, Oscar David & Murcia, Andrés & Villamizar-Villegas, Mauricio, 2025.
"Foreign investment dynamics: The impact of benchmark-driven versus unconstrained investors on local credit conditions,"
Working papers
112, Red Investigadores de Economía.
- Oscar Botero-Ramírez & Andrés Murcia & Mauricio Villamizar-Villegas, 2025. "Foreign investment dynamics: The impact of benchmark-driven versus unconstrained investors on local credit conditions," Borradores de Economia 1309, Banco de la Republica de Colombia.
- Goran Hristovski & Gjorgji Gockov & Gjunter Merdzan, 2025. "Bibliometric analysis of portfolio diversification focusing on alternative investments," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 70(245), pages 171-202, April – J.
- Jakub Demski & Yingwei Dong & Patrick McGuire & Benoit Mojon, 2025. "Growth of the green bond market and green house gas emissions," BIS Quarterly Review, Bank for International Settlements, March.
- Torsten Ehlers & Bryan Hardy & Patrick McGuire, 2025. "International finance through the lens of BIS statistics: the international dimensions of credit," BIS Quarterly Review, Bank for International Settlements, March.
- Tsvetelina Nenova, 2025. "Global or Regional Safe Assets: Evidence from Bond Substitution Patterns," BIS Working Papers 1254, Bank for International Settlements.
- Raphael Auer & Ulf Lewrick & Jan Paulick, 2025. "DeFiying gravity? An empirical analysis of cross-border Bitcoin, Ether and stablecoin flows," BIS Working Papers 1265, Bank for International Settlements.
- Tsvetelina Nenova & Andreas Schrimpf & Hyun Song Shin, 2025. "Global portfolio investments and FX derivatives," BIS Working Papers 1273, Bank for International Settlements.
- Ngô Thái Hưng & Nguyễn Khánh An, 2025. "Lan tỏa rủi ro đuôi giữa trái phiếu xanh và thị trường chứng khoán các nước ASEAN-6," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 20(5), pages 37-51.
- Phan Hồng Hải & Trần Trọng Huỳnh, 2025. "Rủi ro địa chính trị và tỷ suất sinh lợi của các ngân hàng niêm yết trên thị trường chứng khoán Việt Nam," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 20(5), pages 52-64.
- Czech, Robert & Monroe, Win, 2025. "Dealers, information and liquidity provision in safe assets," Bank of England working papers 1113, Bank of England.
- ONISHI Fuyuko & HIRAI Yuichiro & ARUGA Ryo & BESSHO Hidemi, 2025. "Electronic Foreign Exchange Trading (e-FX): Developments in and implications for the Tokyo FX Market," Bank of Japan Review Series 25-E-4, Bank of Japan.
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- Chen, Yu-Lun & Li, Yi-Hua & Mo, Wan-Shin & Yang, J. Jimmy, 2025. "Covered interest rate parity deviations, COVID-19 pandemic infection cases, and vaccination," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
- Leong, Minhao & Alexeev, Vitali & Kwok, Simon, 2025. "Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
- Amiraslani, Hami & Deller, Carolyn & Ittner, Christopher D. & Keusch, Thomas, 2025. "Board risk oversight and environmental and social performance," Journal of Accounting and Economics, Elsevier, vol. 79(2).
- Wu, Yue Rio & Huang, Sterling & Tsang, Albert & Wang, Kun Tracy, 2025. "Generalist managers and firm innovation worldwide: The role of innovation-specific institutions," Journal of Accounting and Economics, Elsevier, vol. 79(2).
- Bourveau, Thomas & Gao, Xingchao & Li, Rongchen & Zhou, Frank S., 2025. "Comply-or-explain regulation and investor protection," Journal of Accounting and Economics, Elsevier, vol. 79(2).
- Al-Fayoumi, Nedal & Abuzayed, Bana & Bouri, Elie, 2025. "Gold for global airline stock indices during COVID-19: Hedge or safe-haven asset?," Journal of Air Transport Management, Elsevier, vol. 127(C).
- Kim, Somyung & Ohk, Kiyool, 2025. "Regret aversion in Japanese and U.S. stock markets: Analyzing the effects of market conditions," Japan and the World Economy, Elsevier, vol. 74(C).
2024
- Mehdi Abid & Habib Sekrafi & Ramzi Farhani & Zouheyr Gheraia & Hanane Abdelli, 2024. "Do Institutional Quality and Terrorism Affect the Natural Resources Rents?," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 76-85, January.
- Aysu Ahmadova & Taghi Guliyev & Khatai Aliyev, 2024. "The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 281-289, January.
- Lyazzat Kudabayeva & Aktolkin Abubakirova & Aliya Zurbayeva & Gulnar Mussaeva & Gulbakyt Chimgentbayeva, 2024. "The Relationship between Oil Prices and Inflation in Oil İmporting Countries (1980-2022)," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 359-364, January.
- Salokhiddin Avazkhodjaev & Nont Dhiensiri & Farkhod Mukhamedov, 2024. "Does Green Energy Investment Effects on Islamic and Conventional Stock Markets? New Evidence from Advanced Economies," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 592-602, January.
- Farah Durani, 2024. "Time-varying Relationship between Fossil Fuel-Free Energy Indices and Economic Uncertainty: Global Evidence from Wavelet Coherence Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 663-672, January.
- Nonelelo Vuba & Thobekile Qabhobho, 2024. "The Risk Transfer among Exchange Rates, Energy Commodities, and Agricultural Commodity Prices in SADC Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 287-298, March.
- Esmaeil Ebadi & Yousef Abdul Razaq, 2024. "Reinvestigating the Oil Dependency of the GCC Countries’ Stock Market: A Regime-Switching Cointegration Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 387-406, May.
- T. G. Saji & V. P. Joshith & T. A. Binoy & K. Sravana, 2024. "Analyzing Nexus between Crude Oil, Gold, Dollar and Equity Markets with Structural Break: ARDL Evidence from India," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 572-581, May.
- Mathias Tessmann & Carlos Carrasco-Gutierrez & Omar Khodr & Luiz Augusto Magalhães & Marcelo Passos, 2024. "Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 609-618, May.
- Aktolkin Abubakirova & Lyazzat Kudabayeva & Aizhan Omarova & Zhanargul Taskinbaikyzy & Bibigul Saubetova, 2024. "Effects of Fluctuations in oil Prıces on G7 Country Stock Exchanges," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 324-328, July.
- Amna Zardoub, 2024. "Time Varying Causality between Oil Price and Precious Metals : Bootstrap Rolling Windows Granger Causality Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 344-351, July.
- Huthaifa Alqaralleh & Awon Almajali & Alessandra Canepa, 2024.
"Navigating Energy Market Cycles: Insights from a Comprehensive Analysis,"
International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 35-48, September.
- Alqaralleh, Huthaifa & Almajali Mutah, Awon & Canepa, Alessandra, 2024. "Navigating Energy Market Cycles: Insights from a Comprehensive Analysis," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202422, University of Turin.
- Ikhlaas Gurrib & Olga Starkova & Dalia Hamdan, 2024. "Trading Momentum in the U.S. Crude Oil Futures Market," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 593-604, September.
- Aziza Syzdykova & Gulmira Azretbergenova, 2024. "Asymmetric Effect of Oil Prices on Kazakhstan’s Stock Market Index and Exchange Rate," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 15-23, November.
- Rui Dias & Rosa Galvão & Sandra Cruz & Mohammad Irfan & Paulo Alexandre & Sidalina Gonçalves & Nuno Teixeira & Cristina Palma & Liliana Almeida, 2024. "Testing the Diversifying Asset Hypothesis between Clean Energy Stock Indices and Oil Price," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 295-302, November.
- Salokhiddin Avazkhodjaev & Nont Dhiensiri & Eshmurod Rakhimov, 2024. "Effects of Crude Oil Price Uncertainty on Fossil Fuel Production, Clean Energy Consumption, and Output Growth: An Empirical Study of the U.S," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 371-383, November.
- Salokhiddin Avazkhodjaev & Mavluda Askarova & Nargiza Achilova & Madina Jalolova & Sitora Amirdjanova & Charoskhon Otajonova, 2024. "Assessing the Role of Sharia-Compliant Investments in Promoting Clean Energy and Sustainable Economic Development: A Study of Asia’s Financial and Renewable Energy Sectors," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 513-522, November.
- Polat, Onur & Ertuğrul, Hasan Murat & Sakarya, Burçhan & Akgül, Ali, 2024. "TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes," Applied Energy, Elsevier, vol. 357(C).
- Yu, Xing & Li, Yanyan & Zhao, Qian, 2024. "Research on optimization strategy of futures hedging dependent on market state," Applied Energy, Elsevier, vol. 373(C).
- Behera, Chinmaya & Rath, Badri Narayan & Mishra, Pramod Kumar, 2024.
"The impact of monetary and fiscal stimulus on stock returns during the COVID-19 Pandemic,"
Journal of Asian Economics, Elsevier, vol. 90(C).
- Chinmaya Behera & Badri Narayan Rath & Pramod Kumar Mishra, 2023. "The Impact of Monetary and Fiscal Stimulus on Stock Returns During the COVID-19 Pandemic," Working Papers 2023-247, Madras School of Economics,Chennai,India.
- Lang, Chunlin & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg), 2024. "Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
- Scharnowski, Stefan & Shi, Yanghua, 2024. "Intraday herding and attention around the clock," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
- Sibande, Xolani, 2024. "Herding behaviour and monetary policy: Evidence from the ZAR market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).
- Onishchenko, Olena & Zhao, Jing & Kongahawatte, Sampath & Kuruppuarachchi, Duminda, 2024. "Investor heterogeneity and anchoring-induced momentum," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).
- Chen, Zhang-Hangjian & Kang, JingWen & Koedijk, Kees G. & Gao, Xiang & Gu, ZhenHua, 2024. "Short-term market reactions to ESG ratings disclosures: An event study in the Chinese stock market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 43(C).
- Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Larkin, Charles & Oxley, Les, 2024. "Understanding sentiment shifts in central bank digital currencies," Journal of Behavioral and Experimental Finance, Elsevier, vol. 44(C).
- Hoang, Lai & Vo, Duc Hong, 2024. "Google search and cross-section of cryptocurrency returns and trading activities," Journal of Behavioral and Experimental Finance, Elsevier, vol. 44(C).
- Ho, Choy Yeing (Chloe) & Wu, Eliza & Yu, Jing, 2024. "The price of corporate social irresponsibility in seasoned equity offerings: International evidence," The British Accounting Review, Elsevier, vol. 56(4).
- Chang, Yuyuan & He, Wen & Mi, Lin, 2024. "Cross-border regulatory cooperation and cash holdings: Evidence from US-listed foreign firms," The British Accounting Review, Elsevier, vol. 56(6).
- Dak-Adzaklo, Cephas Simon Peter & Wong, Raymond M.K., 2024. "Corporate governance reforms, societal trust, and corporate financial policies," Journal of Corporate Finance, Elsevier, vol. 84(C).
- Colak, Gonul & Korkeamäki, Timo P. & Meyer, Niclas Oskar, 2024. "ESG and CEO turnover around the world," Journal of Corporate Finance, Elsevier, vol. 84(C).
- Bao, Yangming & Li, Jie, 2024. "Cross-border M&A, gender-equal culture, and board gender diversity," Journal of Corporate Finance, Elsevier, vol. 84(C).
- Zaghini, Andrea, 2024.
"Unconventional green,"
Journal of Corporate Finance, Elsevier, vol. 85(C).
- Zaghini, Andrea, 2023. "Unconventional green," CFS Working Paper Series 710, Center for Financial Studies (CFS).
- Andrea Zaghini, 2024. "Unconventionally green," Temi di discussione (Economic working papers) 1453, Bank of Italy, Economic Research and International Relations Area.
- Wang, Shujing & Yan, Hongjun & Zhong, Ninghua & Tang, Yizhou, 2024. "Indirect effects of trading restrictions," Journal of Corporate Finance, Elsevier, vol. 86(C).
- Duong, Huu Nhan & Goyal, Abhinav & Zolotoy, Leon, 2024. "Anti-collusion leniency legislations and IPO activity: Worldwide evidence," Journal of Corporate Finance, Elsevier, vol. 89(C).
- Aboagye, Ernest & Ko, Stanley Iat-Meng & Lo, Chia Chun & Hsiao, Cody Yu-Ling & Peng, Liang, 2024. "A contagion test with unspecified heteroscedastic errors," Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
- Breckenfelder, Johannes, 2024.
"Competition among high-frequency traders and market quality,"
Journal of Economic Dynamics and Control, Elsevier, vol. 166(C).
- Breckenfelder, Johannes, 2019. "Competition among high-frequency traders, and market quality," Working Paper Series 2290, European Central Bank.
- Yousfi, Mohamed & Farhani, Ramzi & Bouzgarrou, Houssam, 2024. "From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1178-1197.
- Sharif, Taimur & Ghouli, Jihene & Bouteska, Ahmed & Abedin, Mohammad Zoynul, 2024. "The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 25-41.
- Ben Hmiden, Oussama & Tatoutchoup, Didier & Nguimkeu, Pierre & Avelé, Donatien, 2024. "Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt," Economic Modelling, Elsevier, vol. 131(C).
- Wang, Zhao & He, Yali & Jiang, Tianqi, 2024. "Does the gender composition of local governments matter for firms’ information environment? Evidence from China," Economic Modelling, Elsevier, vol. 131(C).
- Su, Xiaoshan & Li, Yuhan, 2024. "Robust portfolio selection with subjective risk aversion under dependence uncertainty," Economic Modelling, Elsevier, vol. 132(C).
- Gossé, Jean-Baptiste & Jehle, Camille, 2024. "Benefits of diversification in EU capital markets: Evidence from stock portfolios," Economic Modelling, Elsevier, vol. 135(C).
- Greenwood-Nimmo, Matthew & Kočenda, Evžen & Nguyen, Viet Hoang, 2024.
"Detecting statistically significant changes in connectedness: A bootstrap-based technique,"
Economic Modelling, Elsevier, vol. 140(C).
- Matthew Greenwood-Nimmo & Evžen KoÄ enda & Viet Hoang Nguyen, 2019. "Does the Spillover Index Reflect Systemic Shocks? A Bootstrap-Based Probabilistic Analysis," Melbourne Institute Working Paper Series wp2019n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Matthew Greenwood-Nimmo & Evzen Kocenda & Viet Hoang Nguyen, 2024. "Detecting Statistically Significant Changes in Connectedness: A Bootstrap-based Technique," CAMA Working Papers 2024-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Matthew Greenwood-Nimmo & Evzen Kocenda & Viet Hoang Nguyen, 2021. "Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis," Working Papers IES 2021/29, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2021.
- Matthew Greenwood-Nimmo & Evžen Kocenda & Viet Hoang Nguyen, 2023. "Does the Spillover Index Respond to Adverse Shocks? A Bootstrap-Based Probabilistic Analysis," CESifo Working Paper Series 10668, CESifo.
- Xu, Danyang & Corbet, Shaen & Lang, Chunlin & Hu, Yang, 2024. "Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds," Economic Modelling, Elsevier, vol. 141(C).
- Afonso, António & Alves, José & Beck, Krzysztof & Jackson, Karen, 2024. "Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries," Economic Modelling, Elsevier, vol. 141(C).
- Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel, 2024. "Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows: Evidence from Brazil and South Korea," Economic Modelling, Elsevier, vol. 141(C).
- Gnagne, Pascal Xavier & Simo-Kengne, Beatrice D. & Manguzvane, Mathias Mandla, 2024. "The spillover and contagion effects of sovereign risk on stock markets," Economic Modelling, Elsevier, vol. 141(C).
- Chen, Xinxin & Guo, Yanhong & Song, Yingying, 2024. "Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
- Yang, Xite & Zhang, Qin & Liu, Haiyue & Liu, Zihan & Tao, Qiufan & Lai, Yongzeng & Huang, Linya, 2024. "Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
- Chen, Bin-xia & Sun, Yan-lin, 2024. "Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
- Esparcia, Carlos & Fakhfakh, Tarek & Jareño, Francisco, 2024. "The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
- Yang, Junhua & Agyei, Samuel Kwaku & Bossman, Ahmed & Gubareva, Mariya & Marfo-Yiadom, Edward, 2024. "Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
- Luo, Changqing & Qu, Yi & Su, Yaya & Dong, Liang, 2024. "Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Chung, Chune Young & Kim, Hye Seok & Liu, Chang, 2024. "Institutional monitoring on corporate earnings: Evidence from U.S. Cross-listed Firms," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Zhu, Huiming & Huang, Xi & Ye, Fangyu & Li, Shuang, 2024. "Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Zhuang, Yangyang & Zhang, Ditian & Tang, Pan & Peng, Hongjuan, 2024. "Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Wang, Jia & Wang, Xinyi & Wang, Xu, 2024. "International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Haddou, Samira, 2024. "Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Hampl, Filip & Vágnerová Linnertová, Dagmar & Horváth, Matúš, 2024. "Crypto havens during war times? Evidence from the Russian invasion of Ukraine," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Zhou, Wei & Chen, Yan & Chen, Jin, 2024. "Dynamic volatility spillover and market emergency: Matching and forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Hu, Zinan & Borjigin, Sumuya, 2024. "The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh & Ghardallou, Wafa, 2024. "Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Dankwah, Boakye & Lee, Chi-Chuan, 2024. "Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Gao, Yang & Liu, Xiaoyi, 2024. "Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Foguesatto, Cristian Rogério & Righi, Marcelo Brutti & Müller, Fernanda Maria, 2024. "Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Xu, Danyang & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2024. "Green bonds and traditional and emerging investments: Understanding connectedness during crises," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Alovokpinhou, Sedjro Aaron & Malikane, Christopher, 2024. "The effect of output and the real exchange rate on equity price dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Lavín, Jaime F. & Valle, Mauricio A. & Magner, Nicolás S., 2024. "Stock market pattern recognition using symbol entropy analysis," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Xu, Yuhong & Zhao, Xinyao, 2024. "How does node centrality in a financial network affect asset price prediction?," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Zhang, Yi & Zhou, Long & Wu, Baoxiu & Liu, Fang, 2024. "Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Chai, Li & Wang, Yuqi & Qi, Xiaohong, 2024. "Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Huang, Xinya & Wang, Yufeng & Li, Houjian, 2024. "Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Go, You-How & Lau, Wee-Yeap, 2024. "Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Zhou, Donghai & Liu, Xiaoxing & Tang, Chun, 2024. "Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Shen, Yiran & Feng, Qianqian & Sun, Xiaolei, 2024. "Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Naifar, Nader, 2024. "Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Li, Zhe & Shen, Jiashuang & Xiao, Weilin, 2024. "Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Zhang, Yi & Zhou, Long & Liu, Zhidong & Wu, Baoxiu, 2024. "Herding behaviour towards high order systematic risks and the contagion Effect—Evidence from BRICS stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao, 2024. "Dynamic impact of the US yield curve on green bonds: Navigating through recent crises," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Tzeng, Kae-Yih & Su, Yi-Kai, 2024. "Can U.S. macroeconomic indicators forecast cryptocurrency volatility?," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Yip, Pick Schen & Lau, Wee-Yeap & Brooks, Robert, 2024. "Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Wang, Qin & Li, Xianhua, 2024. "Copula-MIDAS-TRV model for risk spillover analysis − Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Wang, Mei-Chih & Chang, Tsangyao & Mikhaylov, Alexey & Linyu, Jia, 2024. "A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Chen, Yan & Zhang, Lei & Zhang, Feipeng, 2024. "Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Ren, Tingting & Li, Shaofang & Zhang, Siying, 2024. "Stock market extreme risk prediction based on machine learning: Evidence from the American market," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Tunc, Ahmet, 2024. "ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Liu, Zixin & Hu, Jun & Zhang, Shuguang & He, Zhipeng, 2024. "Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Yu, Bo & Ouyang, Haiqin & Guan, Chao & Lin, Binzhao, 2024. "Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Hung, Jui-Cheng & Liu, Hung-Chun & Jimmy Yang, J., 2024. "The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
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"Time-varying multivariate causal processes,"
Journal of Econometrics, Elsevier, vol. 240(1).
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"UIP deviations: Insights from event studies,"
Journal of International Economics, Elsevier, vol. 148(C).
- Elias Albagli & Luis Ceballos & Sebastian Claro & Damian Romero, 2024. "UIP Deviations: Insights from Event Studies," Working Papers Central Bank of Chile 1007, Central Bank of Chile.
- Semyon Malamud & Andreas Schrimpf, 2018.
"An intermediation-based model of exchange rates,"
BIS Working Papers
743, Bank for International Settlements.
- Semyon Malamud & Andreas Schrimpf & Yuan Zhang, 2024. "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series 24-01, Swiss Finance Institute.
- Semyon Malamud & Andreas Schrimpf, 2018. "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series 18-14, Swiss Finance Institute, revised Jun 2018.
- Malamud, Semyon & Schrimpf, Paul, 2018. "An Intermediation-Based Model of Exchange Rates," CEPR Discussion Papers 13182, C.E.P.R. Discussion Papers.
- Briac Turquet & Pierre Bajgrowicz & O. Scaillet, 2024. "Mean Reversion Trading on the Naphtha Crack," Swiss Finance Institute Research Paper Series 24-101, Swiss Finance Institute.
- Bräuer, Leonie & Hau, Harald, 2024.
"Fund-Level FX Hedging Redux,"
ESRB Working Paper Series
148, European Systemic Risk Board.
- Leonie Bräuer & Harald Hau, 2024. "Fund-Level FX Hedging Redux," Swiss Finance Institute Research Paper Series 24-103, Swiss Finance Institute.
- Markus Leippold & Felix Matthys & Philippe Mueller & Michal Svaton, 2024. "Political uncertainty and currency markets," Swiss Finance Institute Research Paper Series 24-13, Swiss Finance Institute.
- Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2024. "U.S. and European Listed Real Estate as an Inflation Hedge," Swiss Finance Institute Research Paper Series 24-34, Swiss Finance Institute.
- Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2024. "Hunting for Dollars," Swiss Finance Institute Research Paper Series 24-52, Swiss Finance Institute.
- Heng Geng & Harald Hau & Hanzhang Zheng, 2024. "Discretionary Administrative Power and Conflicts of Interest in China's IPO Approvals," Swiss Finance Institute Research Paper Series 24-54, Swiss Finance Institute.
- Ines Chaieb & Vihang R. Errunza & Lucie Y. Lu, 2024. "Sustainable Investing Home and Abroad," Swiss Finance Institute Research Paper Series 24-71, Swiss Finance Institute.
- Ines Chaieb & Vihang R. Errunza & Lucie Y. Lu, 2024. "Who Invests in What? Public Firms Ownership Around the World," Swiss Finance Institute Research Paper Series 24-72, Swiss Finance Institute.
- Hodula, Martin & Janků, Jan & Malovaná, Simona & Ngo, Ngoc Anh, 2024.
"Geopolitical risks and their impact on global macro-financial stability: Literature and measurements,"
BOFIT Discussion Papers
9/2024, Bank of Finland Institute for Emerging Economies (BOFIT).
- Martin Hodula & Jan Janku & Simona Malovana & Ngoc Anh Ngo, 2024. "Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements," Working Papers 2024/8, Czech National Bank, Research and Statistics Department.
- Cardona Montoya, Juan Camilo, 2024. "La integración del mercado bursátil latinoamericano: Una revisión sistemática de la literatura," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 16(2), pages 317-354, July.
- Fiore, Nicola Maria & Martin, Thorsten & Nagler, Florian, 2024. "Fiscal Constraints, Disaster Vulnerability, and Corporate Investment Decisions," CEPR Discussion Papers 18741, C.E.P.R. Discussion Papers.
- Boyarchenko, Nina & Elias, Leonardo, 2024. "The Good, the Bad, and the Ugly of International Debt Market Data," CEPR Discussion Papers 18746, C.E.P.R. Discussion Papers.
- Saleem Bahaj & Ricardo Reis, 2024.
"The anatomy of a peg: lessons from China’s parallel currencies,"
Discussion Papers
2401, Centre for Macroeconomics (CFM).
- Bahaj, Saleem & Reis, Ricardo, 2024. "The anatomy of a peg: lessons from China's parallel currencies," CEPR Discussion Papers 18749, C.E.P.R. Discussion Papers.
- Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2025.
"Constrained liquidity provision in currency markets,"
Journal of Financial Economics, Elsevier, vol. 167(C).
- Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2022. "Constrained Liquidity Provision in Currency Markets," Swiss Finance Institute Research Paper Series 22-82, Swiss Finance Institute.
- Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2024. "Constrained Liquidity Provision in Currency Markets," CEPR Discussion Papers 18776, C.E.P.R. Discussion Papers.
- Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2023. "Constrained liquidity provision in currency markets," BIS Working Papers 1073, Bank for International Settlements.
- Egemen Eren & Semyon Malamud & Haonan Zhou, 2023.
"Signaling with debt currency choice,"
BIS Working Papers
1067, Bank for International Settlements.
- Eren, Egemen & Malamud, Semyon & Zhou, Haonan, 2024. "Signaling with Debt Currency Choice," CEPR Discussion Papers 18814, C.E.P.R. Discussion Papers.
- Spaans, Lara & Derwall, Jeroen & huij, joop & Koedijk, Kees, 2024. "The Sustainable Finance Disclosure Regulation: Voluntary Signaling or Mandatory Disclosure?," CEPR Discussion Papers 18881, C.E.P.R. Discussion Papers.
- Madalen Castells Jauregui & Dmitry Kuvshinov & Bjoern Richter & Victoria Vanasco, 2024.
"Sectoral dynamics of safe assets in advanced economies,"
Economics Working Papers
1884, Department of Economics and Business, Universitat Pompeu Fabra.
- Castells Jauregui, Madalen & Kuvshinov, Dmitry & Richter, Björn & Vanasco, Victoria, 2024. "Sectoral dynamics of safe assets in advanced economies," CEPR Discussion Papers 19025, C.E.P.R. Discussion Papers.
- Madalen Castells Jauregui & Björn Richter & Dmitry Kuvshinov & Victoria Vanasco, 2024. "Sectoral Dynamics of Safe Assets in Advanced Economies," Working Papers 1438, Barcelona School of Economics.
- Filippou, Ilias & Maurer, Thomas A. & Pezzo, Luca & Taylor, Mark P., 2024.
"Importance of transaction costs for asset allocation in foreign exchange markets,"
Journal of Financial Economics, Elsevier, vol. 159(C).
- Filippou, Ilias & Maurer, Thomas & Pezzo, Luca & Taylor, Mark, 2024. "Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets," CEPR Discussion Papers 19037, C.E.P.R. Discussion Papers.
- Altavilla, Carlo & Gürkaynak, Refet S. & Quaedvlieg, Rogier, 2024.
"Macro and micro of external finance premium and monetary policy transmission,"
Journal of Monetary Economics, Elsevier, vol. 147(S).
- Altavilla, Carlo & Gürkaynak, Refet S. & Quaedvlieg, Rogier, 2024. "Macro and micro of external finance premium and monetary policy transmission," Working Paper Series 2934, European Central Bank.
- Altavilla, Carlo & Gürkaynak, Refet & Quaedvlieg, Rogier, 2024. "Macro and Micro of External Finance Premium and Monetary Policy Transmission," CEPR Discussion Papers 19044, C.E.P.R. Discussion Papers.
- Saleem Bahaj & Marie Fuchs & Ricardo Reis, 2024.
"The Global Network of Liquidity Lines,"
Discussion Papers
2423, Centre for Macroeconomics (CFM).
- Bahaj, Saleem & Fuchs, Marie & Reis, Ricardo, 2024. "The Global Network of Liquidity Lines," CEPR Discussion Papers 19070, C.E.P.R. Discussion Papers.
- Mikhail Chernov & Valentin Haddad & Oleg Itskhoki, 2024.
"What do Financial Markets say about the Exchange Rate?,"
NBER Working Papers
32436, National Bureau of Economic Research, Inc.
- Chernov, Mikhail & Haddad, Valentin & Itskhoki, Oleg, 2024. "What do financial markets say about the exchange rate?," CEPR Discussion Papers 19071, C.E.P.R. Discussion Papers.
- Clemens M. Graf von Luckner & Josefin Meyer & Carmen M. Reinhart & Christoph Trebesch, 2025.
"Sovereign Haircuts: 200 Years of Creditor Losses,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 73(1), pages 150-195, March.
- Graf von Luckner, Clemens M. & Meyer, Josefin & Reinhart, Carmen M. & Trebesch, Christoph, 2024. "Sovereign haircuts: 200 years of creditor losses," Kiel Working Papers 2270, Kiel Institute for the World Economy (IfW Kiel).
- Graf von Luckner, Clemens & Meyer, Josefin & Reinhart, Carmen & Trebesch, Christoph, 2024. "Sovereign haircuts: 200 years of creditor losses," CEPR Discussion Papers 19246, C.E.P.R. Discussion Papers.
- Clemens M. Graf von Luckner & Josefin Meyer & Carmen M. Reinhart & Christoph Trebesch, 2024. "Sovereign Haircuts: 200 Years of Creditor Losses," NBER Working Papers 32599, National Bureau of Economic Research, Inc.
- Vania Stavrakeva & Jenny Tang, 2025.
"Explaining the Great Moderation Exchange Rate Volatility Puzzle,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 73(1), pages 196-238, March.
- Vania Stavrakeva & Jenny Tang, 2024. "Explaining the Great Moderation Exchange Rate Volatility Puzzle," Working Papers 24-9, Federal Reserve Bank of Boston.
- Stavrakeva, Vania & Tang, Jenny, 2024. "Explaining the Great Moderation Exchange Rate Volatility Puzzle," CEPR Discussion Papers 19265, C.E.P.R. Discussion Papers.
- Mr. Eugenio M Cerutti & Mr. Stijn Claessens, 2024.
"The Global Financial Cycle: Quantities versus Prices,"
IMF Working Papers
2024/158, International Monetary Fund.
- Cerutti, Eugenio & Claessens, Stijn, 2024. "The Global Financial Cycle: Quantities versus Prices," CEPR Discussion Papers 19271, C.E.P.R. Discussion Papers.
- Kräussl, Roman & Rauh, Joshua & Stefanova, Denitsa, 2024. "Is ESG a Sideshow? ESG Perceptions, Investment, and Firms’ Financing Decisions," CEPR Discussion Papers 19282, C.E.P.R. Discussion Papers.
- Gibbon, Kayshani & Derwall, Jeroen & Gerritsen, Dirk & Koedijk, Kees, 2024. "Renaming with Purpose: Investor Response and Fund Manager Behavior after ESG Renaming," CEPR Discussion Papers 19291, C.E.P.R. Discussion Papers.
- Bahaj, Saleem & Della Corte, Pasquale & Massacci, Daniele & Seyde, Eduard, 2024. "Beyond Bilateral Flows: Indirect Connections and Exchange Rates," CEPR Discussion Papers 19310, C.E.P.R. Discussion Papers.
- Battiston, Stefano & Monasterolo, Irene & Montone, Maurizio, 2024. "Technological greenness and long-run performance," CEPR Discussion Papers 19337, C.E.P.R. Discussion Papers.
- van Spronsen, Josha & Beetsma, Roel, 2024. "Yield Determinants and the Role of ESM Loans in the Primary Market for Spanish Sovereign Debt," CEPR Discussion Papers 19341, C.E.P.R. Discussion Papers.
- Massa, Massimo & Yang, Chuyi & Zhang, Lei, 2024. "Do Banks Buffer Equity Market Shocks? Fire Sales Around the World and Corporate Financing," CEPR Discussion Papers 19395, C.E.P.R. Discussion Papers.
- Corsetti, G. & Lipińska, A. & Lombardo, G., 2024.
"International Risk Sharing and Wealth Allocation with Higher Order Cumulants,"
Janeway Institute Working Papers
2422, Faculty of Economics, University of Cambridge.
- Corsetti, Giancarlo & Lipinska, Anna & Lombardo, Giovanni, 2024. "International Risk Sharing and Wealth Allocation with Higher Order Cumulants," CEPR Discussion Papers 19425, C.E.P.R. Discussion Papers.
- Corsetti, G. & Lipińska, A. & Lombardo, G., 2024. "International Risk Sharing and Wealth Allocation with Higher Order Cumulants," Cambridge Working Papers in Economics 2446, Faculty of Economics, University of Cambridge.
- Julen Iglesias Tejedor, 2024. "Creación de una cartera de inversión que venza la inflación atendiendo a criterios ESG gestionada mediante machine learning," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, vol. 2(5), pages 79-100, Mayo.
- Marc Raffinot & Babacar Sene & Marin Ferry, 2024. "Le surendettement nouveau et les pays africains « frontiere » face au mur de la dette," Working Papers DT/2024/03, DIAL (Développement, Institutions et Mondialisation).
- Bernoth, Kerstin & Herwartz, Helmut & Trienens, Lasse, 2024.
"Interest Rates, Convenience Yields and Inflation Expectations: Drivers of US Dollar Exchange Rates,"
VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges
302351, Verein für Socialpolitik / German Economic Association, revised 2024.
- Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2024. "Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates," Discussion Papers of DIW Berlin 2100, DIW Berlin, German Institute for Economic Research.
- Martijn A. Boermans & Maurice Bun & Yasmine van der Straten, 2024. "Funding the Fittest? Pricing of Climate Transition Risk in the Corporate Bond Market," Working Papers 797, DNB.
- Dirk Broeders & Marleen de Jonge & David Rijsbergen, 2024. "The European Carbon Bond Premium," Working Papers 798, DNB.
- Charles Yuji Horioka, 2024.
"The Feldstein–Horioka Puzzle or Paradox after 44 years: a fallacy of composition,"
The Japanese Economic Review, Springer, vol. 75(3), pages 383-404, July.
- Horioka, Charles Yuji, 2024. "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," AGI Working Paper Series 2024-01, Asian Growth Research Institute.
- Charles Yuji Horioka, 2024. "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," ISER Discussion Paper 1231, Institute of Social and Economic Research, The University of Osaka.
- Charles Yuji Horioka, 2024. "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," Discussion Paper Series DP2024-03, Research Institute for Economics & Business Administration, Kobe University.
- Charles Yuji Horioka, 2024. "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," ISER Discussion Paper 1243, Institute of Social and Economic Research, The University of Osaka.
- Charles Yuji Horioka, 2024.
"The Feldstein–Horioka Puzzle or Paradox after 44 years: a fallacy of composition,"
The Japanese Economic Review, Springer, vol. 75(3), pages 383-404, July.
- Horioka, Charles Yuji, 2024. "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," AGI Working Paper Series 2024-01, Asian Growth Research Institute.
- Charles Yuji Horioka, 2024. "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," ISER Discussion Paper 1243, Institute of Social and Economic Research, The University of Osaka.
- Charles Yuji Horioka, 2024. "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," ISER Discussion Paper 1231, Institute of Social and Economic Research, The University of Osaka.
- Charles Yuji Horioka, 2024. "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," Discussion Paper Series DP2024-03, Research Institute for Economics & Business Administration, Kobe University.
- Coste, Charles-Enguerrand, 2024. "Toss a stablecoin to your banker - Stablecoins’ impact on banks’ balance sheets and prudential ratios," Occasional Paper Series 353, European Central Bank.
- Lambert, Claudia & Molestina Vivar, Luis & Wedow, Michael, 2024. "Is home bias biased? New evidence from the investment fund sector," Working Paper Series 2924, European Central Bank.
- Graziano, Marco & Habib, Maurizio Michael, 2024. "Mutual funds and safe government bonds: do returns matter?," Working Paper Series 2931, European Central Bank.
- Altavilla, Carlo & Gürkaynak, Refet S. & Quaedvlieg, Rogier, 2024.
"Macro and micro of external finance premium and monetary policy transmission,"
Journal of Monetary Economics, Elsevier, vol. 147(S).
- Altavilla, Carlo & Gürkaynak, Refet & Quaedvlieg, Rogier, 2024. "Macro and Micro of External Finance Premium and Monetary Policy Transmission," CEPR Discussion Papers 19044, C.E.P.R. Discussion Papers.
- Altavilla, Carlo & Gürkaynak, Refet S. & Quaedvlieg, Rogier, 2024. "Macro and micro of external finance premium and monetary policy transmission," Working Paper Series 2934, European Central Bank.
- Dong, Mike & Goto, Shingo & Xu, Yan & Zhang, Yuzhao, 2024. "Beyond Carry: The Prospective Interest Rate Differential and Currencuy Excess Returns," Working Paper Series 2024-03, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Canayaz, Mehmet & Erel, Isil & Gurun, Umit G. & Wu, Yufeng, 2024. "When Protectionism Kills Talent," Working Paper Series 2024-07, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Zhang, Shaojun & Shi, Zhan, 2024. "Oil-Driven Greenium," Working Paper Series 2024-24, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Gautam Milind Gokhale & Ankur Mittal, 2024. "Exploring the Nexus of Capital Market and Investor Behaviour: A Systematic Literature Review," International Journal of Economics and Financial Issues, Econjournals, vol. 14(2), pages 65-76, March.
- Aymen Mselmi & Imen Mahmoud, 2024. "Cryptocurrencies Versus Gold: Safe-Haven Competition," International Journal of Economics and Financial Issues, Econjournals, vol. 14(6), pages 201-210, October.
- Stanisław Łaniewski & Robert Ślepaczuk, 2024. "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers 2024-16, Faculty of Economic Sciences, University of Warsaw.
- Matías Moretti & Lorenzo Pandolfi & Sergio L. Schmukler & Germán Villegas Bauer & Tomás Williams, 2024.
"Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds,"
CSEF Working Papers
713, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Oct 2024.
- Moretti,Matías & Pandolfi,Lorenzo & Schmukler,Sergio L. & Villegas Bauer,Germán & Williams,Tomás, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," Policy Research Working Paper Series 10735, The World Bank.
- Matías Moretti & Lorenzo Pandolfi & Mr. German Villegas Bauer & Mr. Sergio L. Schmukler & Tomás Williams, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," IMF Working Papers 2024/227, International Monetary Fund.
- Haryo Kuncoro & Caroline Geetha & Fafurida Fafurida, 2024. "Central Bank Intervention and Exchange Rate Volatility in the Inflation-Targeting Regime," Economic Research Guardian, Mutascu Publishing, vol. 14(1), pages 2-15, June.
- Clara Pires & Ana Cantarinha & Paulo Ferreira, 2024. "Are Euribor rates relevant for Indebtedness of Companies Listed on the Portuguese Stock Index (PSI-20) and the Iberian Index (IBEX 35)? An Empirical Study," Economic Research Guardian, Mutascu Publishing, vol. 14(2), pages 110-126, December.
- Gareth Campbell & Áine Gallagher & Richard S. Grossman, 2024.
"Living La Vida Loca? Remote Investing in Latin America, 1869-1929,"
CESifo Working Paper Series
11562, CESifo.
- Gareth Campbell & Áine Gallagher & Richard S.Grossman, 2024. "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," Wesleyan Economics Working Papers 2024-013, Wesleyan University, Department of Economics.
- Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2024.
"The U.S. Public Debt Valuation Puzzle,"
Econometrica, Econometric Society, vol. 92(4), pages 1309-1347, July.
- Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2019. "The U.S. Public Debt Valuation Puzzle," NBER Working Papers 26583, National Bureau of Economic Research, Inc.
- Van Nieuwerburgh, Stijn & Jiang, Zhengyang & Lustig, Hanno & Xiaolan, Mindy, 2021. "The U.S. Public Debt Valuation Puzzle," CEPR Discussion Papers 16082, C.E.P.R. Discussion Papers.
- Carlos Alba & Gabriel Cuadra & Juan R. Hernandez & Raul Ibarra, 2024.
"Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2804-2836, July.
- Alba Carlos & Cuadra Gabriel & Hernández Juan R. & Ibarra-Ramírez Raúl, 2021. "Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic," Working Papers 2021-17, Banco de México.
- Ahmad Fraz & Arshad Hassan & Shoaib Ali & Vincent Shin-Hung Pan, 2024. "Pandemic Fallout: Analyzing the Impact of COVID-19 on Taiwan’s Hotel Stocks," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-29, March.
- N. Dileep & G. Kotreshwar, 2024. "Hedging rainfall risk: An illustrative analysis of rainfall index-based futures contracts," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-22, March.
- Yuqin Zhou & Shan Wu & Zhenhua Liu, 2024. "Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets?," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 1-24, June.
- Joseph Chukwudi Odionye & Ethelbert Ukachukwu Ojiaku & Godwin Chigozie Okpara & Ndubuisi Agoh & Roy M. Okpara, 2024. "Economic Policy Uncertainty and Stock Market Index: Fresh Insights from Augmented-ARDL and Multiple Structural Breaks," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 15(02), pages 1-24, June.
- Thomas C. Chiang, 2024. "Searching for Assets to Hedge Against Inflation in the U.S. Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 27(01), pages 1-18, March.
- Sarika Lohana & Miklesh Prasad Yadav & A. G. Rekha, 2024. "Volatility Spillover from the Chinese Stock Market to the G20 Stock Markets in the Wake of the Pandemic COVID-19," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 27(02), pages 1-19, June.
- Zhe Ma & Lu Yang, 2024. "Revisiting The €Œpure†Oil-Exchange Co-Movement From A Time-Domain Perspective," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(01), pages 183-202, March.
- Ngo Thai Hung, 2024. "Time-Frequency Nexus Between Bitcoin And Developed Stock Markets In The Asia-Pacific," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(01), pages 399-424, March.
- Yuan-Ming Lee & Kuan-Min Wang, 2024. "Can The Narrow And Broad Money Supply Gap Be Used As An Investment Indicator For The Stock Market?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(02), pages 727-749, March.
- Arthur Jin Lin, 2024. "Volatility Contagion Among Stock, Currency, And Bulk Shipping Market During The China’S Stock Market Crash Crisis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(06), pages 1995-2012, September.
- Weijie Hou & Baisheng Cui & Yuping Song & Ying Chen, 2024. "Volatilities And Return Co-Movements Among Stock Markets In Mainland China, Hong Kong, And The United States," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(07), pages 2097-2118, December.
- Kingsley E. Dogah & Gamini Premaratne, 2024. "Dynamic Interconnectedness And Risk Contagion Among Asian Financial Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(08), pages 2475-2520, December.
- Imen Omri & Oguzhan Ozcelebi, 2024. "Examination Of The Impacts Of Cryptocurrency Uncertainty On Exchange-Traded Funds," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(08), pages 2687-2712, December.
- Ammar Ali Gull & Muhammad Atif & Muhammad Usman, 2024. "Informal Institutions and Audit Pricing: Cross-Country Evidence of National Culture and Audit Fees," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 59(02), pages 1-56, June.
- Lodge, David & Manu, Ana-Simona & Van Robays, Ine, 2023.
"China’s footprint in global financial markets,"
Working Paper Series
2861, European Central Bank.
- Lodge, David & Manu, Ana-Simona & Van Robays, Ine, 2024. "China's footprint in global financial markets," BOFIT Discussion Papers 1/2024, Bank of Finland Institute for Emerging Economies (BOFIT).
- Martin Hodula & Jan Janku & Simona Malovana & Ngoc Anh Ngo, 2024.
"Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements,"
Working Papers
2024/8, Czech National Bank, Research and Statistics Department.
- Hodula, Martin & Janků, Jan & Malovaná, Simona & Ngo, Ngoc Anh, 2024. "Geopolitical risks and their impact on global macro-financial stability: Literature and measurements," BOFIT Discussion Papers 9/2024, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ambrocio, Gene & Hasan, Iftekhar & Li, Xiang, 2023.
"Global political ties and the global financial cycle,"
IWH Discussion Papers
23/2023, Halle Institute for Economic Research (IWH).
- Ambrocio, Gene & Hasan, Iftekhar & Li, Xiang, 2024. "Global political ties and the global financial cycle," Bank of Finland Research Discussion Papers 1/2024, Bank of Finland.
- Pala, Melissa, 2024. "COVID-19 and the fragmentation of the European interbank market," Discussion Papers 07/2024, Deutsche Bundesbank.
- Weth, Mark A. & Baltzer, Markus & Bertram, Christoph & Hilaire, Jérôme & Johnston, Craig, 2024. "The scenario-based equity price impact induced by greenhouse gas emissions," Discussion Papers 30/2024, Deutsche Bundesbank.
- Jochem, Axel & Lecomte, Ernest, 2024. "Risky sovereign bond holdings by commercial banks in the euro area: Do safe assets availability and differences in bank funding costs play a role?," Discussion Papers 35/2024, Deutsche Bundesbank.
- Bruno Pellegrino & Enrico Spolaore & Romain Wacziarg, 2021.
"Barriers to Global Capital Allocation,"
NBER Working Papers
28694, National Bureau of Economic Research, Inc.
- Bruno Pellegrino & Enrico Spolaore & Romain Wacziarg, 2025. "Barriers to Global Capital Allocation," Working Papers 2025-05, FEDEA.
- Pellegrino, Bruno & Spolaore, Enrico & Wacziarg, Romain, 2024. "Barriers to global capital allocation," Working Papers 346, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Bruno Pellegrino & Enrico Spolaore & Romain Wacziarg, 2021. "Barriers to Global Capital Allocation," CESifo Working Paper Series 9086, CESifo.
- Di Tommaso, Caterina & Perdichizzi, Salvatore & Vigne, Samuel & Zaghini, Andrea, 2024. "Is the government always greener?," CFS Working Paper Series 718, Center for Financial Studies (CFS).
- Meyer, Timothy, 2025. "Asset price changes, external wealth and global welfare," Kiel Working Papers 2264, Kiel Institute for the World Economy (IfW Kiel), revised 2025.
- Clemens M. Graf von Luckner & Josefin Meyer & Carmen M. Reinhart & Christoph Trebesch, 2025.
"Sovereign Haircuts: 200 Years of Creditor Losses,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 73(1), pages 150-195, March.
- Clemens M. Graf von Luckner & Josefin Meyer & Carmen M. Reinhart & Christoph Trebesch, 2024. "Sovereign Haircuts: 200 Years of Creditor Losses," NBER Working Papers 32599, National Bureau of Economic Research, Inc.
- Graf von Luckner, Clemens M. & Meyer, Josefin & Reinhart, Carmen M. & Trebesch, Christoph, 2024. "Sovereign haircuts: 200 years of creditor losses," Kiel Working Papers 2270, Kiel Institute for the World Economy (IfW Kiel).
- Graf von Luckner, Clemens & Meyer, Josefin & Reinhart, Carmen & Trebesch, Christoph, 2024. "Sovereign haircuts: 200 years of creditor losses," CEPR Discussion Papers 19246, C.E.P.R. Discussion Papers.
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"Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates,"
Discussion Papers of DIW Berlin
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- Victoria Yu. Mishina & Lyubov I. Khomyakova, 2024. "Current Trends in the Development of Financial Infrastructure and Transformation of the Foreign Exchange Market in Russia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 8-23, August.
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"IMF Programs and Borrowing Costs: Does Size Matter?,"
CEPR Discussion Papers
19015, C.E.P.R. Discussion Papers.
- Salim Chahine & Ugo Panizza & Guilherme Suedekum, 2024. "IMF programs and borrowing costs: does size matter?," IHEID Working Papers 06-2024, Economics Section, The Graduate Institute of International Studies.
- Diego Alejandro Martínez Cruz & Philip Rory Symington Alzate, 2024. "Robust Assessment of External Vulnerabilities in an Emerging Market During Stress Scenarios," IHEID Working Papers 15-2024, Economics Section, The Graduate Institute of International Studies.
- Flavio Abanto Salcedo, 2024. "Is Foreign Exchange Intervention through derivative instruments effective? An analysis of the Peruvian case," IHEID Working Papers 17-2024, Economics Section, The Graduate Institute of International Studies.
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"Original sin: Fiscal rules and government debt in foreign currency in developing countries,"
Journal of Macroeconomics, Elsevier, vol. 80(C).
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"Unintended Consequences Of The Global Derivatives Market Reform,"
CEPR Discussion Papers
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"Unintended Consequences of the Global Derivatives Market Reform,"
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- Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2021. "Unintended Consequences of the Global Derivatives Market Reform," EconomiX Working Papers 2021-36, University of Paris Nanterre, EconomiX.
- Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2020. "Unintended Consequences of the Global Derivatives Market Reform," Swiss Finance Institute Research Paper Series 20-02, Swiss Finance Institute.
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"New insights into liquidity resiliency,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
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- Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024.
"Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence,"
Journal of Risk Finance, Emerald Group Publishing Limited, vol. 25(4), pages 629-645, May.
- Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024. "Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence," Post-Print hal-04643053, HAL.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2024.
"The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk,"
The Energy Journal, , vol. 45(5), pages 65-89, September.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2023. "The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk," Working Papers hal-04346858, HAL.
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- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2023. "The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk," Working Papers hal-04346813, HAL.
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- Apeti, Ablam Estel & Bambe, Bao-We-Wal & Combes, Jean-Louis & Edoh, Eyah Denise, 2024.
"Original sin: Fiscal rules and government debt in foreign currency in developing countries,"
Journal of Macroeconomics, Elsevier, vol. 80(C).
- Ablam Estel Apeti & Bao We Wal Bambe & Jean-Louis Combes & Eyah Denise Edoh, 2023. "Original Sin: Fiscal Rules and Government Debt in Foreign Currency in Developing Countries," Working Papers hal-04130477, HAL.
- Ablam Estel Apeti & Bao We Wal Bambe & Jean-Louis Combes & Eyah Denise Edoh, 2024. "Original sin: Fiscal rules and government debt in foreign currency in developing countries," Post-Print hal-04797659, HAL.
- Ablam Estel Apeti & Bao We Wal Bambe & Jean-Louis Combes & Eyah Denise Edoh, 2024. "Original Sin: Fiscal Rules and Government Debt in Foreign Currency in Developing Countries," Post-Print hal-04130477, HAL.
- Benchora, Inessa & Galanti, Sébastien, 2024.
"Verified carbon emissions and stock returns in the EU Emissions Trading System,"
Energy Policy, Elsevier, vol. 193(C).
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"Forecasting realized volatility: Does anything beat linear models?,"
Journal of Empirical Finance, Elsevier, vol. 78(C).
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- Arnone, Massimo & Leogrande, Angelo & Costantiello, Alberto & Laureti, Lucio, 2024.
"Banking Stability in the ESG Framework Across Italian Regions,"
MPRA Paper
121452, University Library of Munich, Germany.
- Massimo Arnone & Angelo Leogrande & Alberto Costantiello & Lucio Laureti, 2024. "Banking Stability in the ESG Framework Across Italian Regions," Working Papers hal-04647121, HAL.
- Collins C. Ngwakwe, 2024. "The Effect of Earnings Announcement on the Market Value of Corporate Stock," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 96-102, September.
- Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2024. "Sovereign Risk and Economic Complexity," IDB Publications (Working Papers) 13393, Inter-American Development Bank.
- Zanoni, Wladimir & Díaz, Emily & Paredes, Jorge & Andrian, Leandro Gaston & Maldonado, Juan Lorenzo, 2024. "Emerging Markets Bond Index Performance and Sovereign Default: The Case of Ecuador," IDB Publications (Working Papers) 13432, Inter-American Development Bank.
- Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar M., 2025.
"Asymmetric sovereign risk: Implications for climate change preparation,"
World Development, Elsevier, vol. 188(C).
- Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2024. "Asymmetric Sovereign Risk: Implications for Climate Change Preparation," IREA Working Papers 202401, University of Barcelona, Research Institute of Applied Economics, revised Jan 2024.
- Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2024. "Asymmetric Sovereign Risk: Implications for Climate Change Preparation," IDB Publications (Working Papers) 13447, Inter-American Development Bank.
- Taicir Mezghani & Mustafa Raza Rabbani & Yousra Trichilli & Boujelbène Abbes, 2024. "Revisiting The Dynamic Connectedness, Spillover And Hedging Opportunities Among Cryptocurrency, Commodities, And Islamic Stock Markets," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 10(1), pages 35-92, March.
- Ooi Kok Loang, 2024. "Stability Of Shariah-Compliant Stocks In Indonesia, Malaysia, And Gcc: The Roles Of Monetary And Fiscal Policies And Contagion," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 10(1), pages 155-176, March.
- Rim El Khoury & Muneer M. Alshater & Huthaifa Alqaralleh, 2024. "Exchange Rates And Stock Market Dynamics: Islamic Versus Conventional Financial Systems," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 10(3), pages 551-586, September.
- Masagus M. Ridhwan & Solikin M. Juhro & Affandi Ismail & Peter Nijkamp & Kelvin Ramadhan Hidayat, 2024. "Did COVID-19 Disrupt the Stock Market Return and Volatility? A Meta-Analytic Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(1), pages 25-82, March.
- Satish Kumar & Amar Rao, 2024. "Assessing And Mitigating The Impact Of Geopolitical Risk Uncertainty On The Indian Financial Sector: A Policy Perspective," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(3), pages 483-526, July.
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- Juan M. Londono & Stijn Claessens & Ricardo Correa, 2024.
"Financial Stability Governance and Central Bank Communications,"
International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 175-220, October.
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- Cevik, Serhan & Gwon, Gyowon, 2024.
"This is going to hurt: Weather anomalies, supply chain pressures and inflation,"
International Economics, Elsevier, vol. 180(C).
- Mr. Serhan Cevik & Gyowon Gwon, 2024. "This Is Going to Hurt: Weather Anomalies, Supply Chain Pressures and Inflation," IMF Working Papers 2024/079, International Monetary Fund.
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"The Global Financial Cycle: Quantities versus Prices,"
CEPR Discussion Papers
19271, C.E.P.R. Discussion Papers.
- Mr. Eugenio M Cerutti & Mr. Stijn Claessens, 2024. "The Global Financial Cycle: Quantities versus Prices," IMF Working Papers 2024/158, International Monetary Fund.
- Moretti,Matías & Pandolfi,Lorenzo & Schmukler,Sergio L. & Villegas Bauer,Germán & Williams,Tomás, 2024.
"Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds,"
Policy Research Working Paper Series
10735, The World Bank.
- Matías Moretti & Lorenzo Pandolfi & Mr. German Villegas Bauer & Mr. Sergio L. Schmukler & Tomás Williams, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," IMF Working Papers 2024/227, International Monetary Fund.
- Matías Moretti & Lorenzo Pandolfi & Sergio L. Schmukler & Germán Villegas Bauer & Tomás Williams, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," CSEF Working Papers 713, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Oct 2024.
- Fernando José Mariné Osorio & José Carlos González Núñez, 2024. "Miedo e incertidumbre en las principales acciones del S&P500," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 19(4), pages 1-23, Octubre -.
- Sai Ma & Shaojun Zhang, 2024.
"Housing Cycles and Exchange Rates,"
Management Science, INFORMS, vol. 70(9), pages 5646-5666, September.
- Ma, Sai & Zhang, Shaojun, 2019. "Housing Cycle and Exchange Rates," Working Paper Series 2019-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Camila Gutierrez & Javier Turen & Alejandro Vicondoa, 2024. "Chinese Macroeconomic Surprises and the Global Financial Cycle," Documentos de Trabajo 577, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar M., 2025.
"Asymmetric sovereign risk: Implications for climate change preparation,"
World Development, Elsevier, vol. 188(C).
- Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2024. "Asymmetric Sovereign Risk: Implications for Climate Change Preparation," IDB Publications (Working Papers) 13447, Inter-American Development Bank.
- Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2024. "Asymmetric Sovereign Risk: Implications for Climate Change Preparation," IREA Working Papers 202401, University of Barcelona, Research Institute of Applied Economics, revised Jan 2024.
- Juan Jose Battaglia, 2024. "The Role of International Reserves and FDI in Offsetting External Debt Risk," Working Papers REM 2024/0355, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & José Alves & Lucas Menescal & Sofia Monteiro, 2024.
"Determinants of Trade Partner Concentration: An Analysis for European Countries,"
CESifo Working Paper Series
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- António Afonso & José Alves & Lucas Menescal & Sofia Monteiro, 2024. "Determinants of trade partner concentration: An analysis for European countries," Working Papers REM 2024/0356, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Wojciech Grabowski & Jakub Janus, 2024. "Tail dependence in European stock markets amidst the Russo-Ukrainian war: Shifting linkages and their determinants," Working Papers REM 2024/0360, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Waithaka, Douglas Mwangi & Kendzia, Michael Jan, 2024. "Impact of Stock Market Manias and Panics on the U.S. Labor Market," IZA Discussion Papers 17276, Institute of Labor Economics (IZA).
- Averett, Susan L. & Biener, Adam & Ogrokhina, Olena, 2024. "Equal Pay for Better Health: The Health Cost of the Gender Wage Gap," IZA Discussion Papers 17277, Institute of Labor Economics (IZA).
- Isha Agarwal & Wentong Chen & Eswar S. Prasad, 2024.
"Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows,"
NBER Working Papers
33159, National Bureau of Economic Research, Inc.
- Agarwal, Isha & Chen, Wentong & Prasad, Eswar, 2024. "Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows," IZA Discussion Papers 17442, Institute of Labor Economics (IZA).
- Mikhail Andreev & M. Udara Peiris & Alexander Shirobokov & Dimitrios P. Tsomocos, 2024.
"Commodity cycles and financial instability in emerging economies,"
Annals of Finance, Springer, vol. 20(2), pages 167-197, June.
- Mikhail Andreev & M. Udara Peiris & Alexander Shirobokov & Dimitrios P. Tsomocos, 2020. "Commodity Cycles and Financial Instability in Emerging Economies," Bank of Russia Working Paper Series wps57, Bank of Russia.
- Emon Kalyan Chowdhury & Iffat Ishrat Khan, 2024. "Reactions of Global Stock Markets to the Russia–Ukraine War: An Empirical Evidence," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(3), pages 755-778, September.
- Karim Belcaid & Sara El Aoufi & Mamdouh Abdulaziz Saleh Al-Faryan, 2024. "Dynamics of Contagion Risk Among World Markets in Times of Crises: A Financial Network Perspective," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 1007-1033, December.
- Emon Kalyan Chowdhury & Mohammad Nayeem Abdullah, 2024. "Gauging Demand for Cryptocurrency over the Economic Policy Uncertainty and Stock Market Volatility," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 37-55, July.
- Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2024.
"Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis,"
Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3543-3553, December.
- Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022. "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series 9950, CESifo.
- Foued Hamouda & Imran Yousaf & Muhammad Abubakr Naeem, 2024. "Exploring the Dynamics of Equity and Cryptocurrency Markets: Fresh Evidence from the Russia–Ukraine War," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3555-3576, December.
- Yushi Xu & Baifan Chen & Jionghao Huang & Qingsha Hu & Shuning Kong, 2024. "Time–frequency connectedness between heterogeneous oil price shocks and inflation: a comparative analysis of developed and emerging economies," Economic Change and Restructuring, Springer, vol. 57(6), pages 1-42, December.
- Guglielmo Maria Caporale & Abdurrahman Nazif Çatık & Mohamad Husam Helmi & Coşkun Akdeniz & Ali İlhan, 2024. "Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(2), pages 529-558, May.
- Paulo Leite, 2024. "Performance and investment styles of international multi-asset funds during market crises," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(3), pages 783-805, August.
- Jon Strand, 2024.
"Prospects for Markets for Internationally Transferred Mitigation Outcomes under the Paris Agreement,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(10), pages 2683-2716, October.
- Strand,Jon, 2022. "Prospects for Markets for Internationally Transferred Mitigation Outcomes under theParis Agreement," Policy Research Working Paper Series 10045, The World Bank.
- Kyeongmin Jeon & Jeung-Yoon (Jen) Chang & Young-Soo Choi, 2024. "Politically connected outside directors and market reaction: evidence from Korea," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(3), pages 371-397, September.
- Giusy Chesini, 2024. "Can Sovereign Green Bonds Accelerate the Transition to Net-Zero Greenhouse Gas Emissions?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(2), pages 177-197, May.
- Aktham Maghyereh & Hussein Abdoh, 2024. "Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence," International Economics and Economic Policy, Springer, vol. 21(2), pages 457-482, May.
- Aariya Sen & Swarn Rajan, 2024. "You are uncertain and we are at stress! How does monetary policy uncertainty affect financial stress? The case of the US and G7," International Economics and Economic Policy, Springer, vol. 21(4), pages 749-769, October.
- Flavia Corneli, 2024.
"Sovereign debt maturity structure and its costs,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 31(1), pages 262-297, February.
- Flavia Corneli, 2018. "Sovereign debt maturity structure and its costs," Temi di discussione (Economic working papers) 1196, Bank of Italy, Economic Research and International Relations Area.
- Leyuan You, 2024. "The Impact of Social Norms of Responsibility on Corporate Social Responsibility Short Title: The Impact of Social Norms of Responsibility on Corporate Social Responsibility," Journal of Business Ethics, Springer, vol. 190(2), pages 309-326, March.
- Ivan Diaz-Rainey & Paul A. Griffin & David H. Lont & Antonio J. Mateo-Márquez & Constancio Zamora-Ramírez, 2024. "Shareholder Activism on Climate Change: Evolution, Determinants, and Consequences," Journal of Business Ethics, Springer, vol. 193(3), pages 481-510, September.
- Marek A. Dąbrowski & Jakub Janus, 2024.
"Does the Interest Parity Puzzle Hold for Central and Eastern European Economies?,"
Open Economies Review, Springer, vol. 35(3), pages 421-456, July.
- Dąbrowski, Marek A. & Janus, Jakub, 2021. "Does the interest parity puzzle hold for Central and Eastern European economies?," MPRA Paper 107558, University Library of Munich, Germany.
- Andre Varella Mollick & Andre Coelho Vianna, 2024. "Economic growth before and after the fiscal stimulus of 2008–2009: the role of institutional quality and government size," Public Choice, Springer, vol. 198(1), pages 189-207, January.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2024.
"A tale of government spending efficiency and trust in the state,"
Public Choice, Springer, vol. 200(1), pages 89-118, July.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2022. "A Tale of Government Spending Efficiency and Trust in the State," CESifo Working Paper Series 10075, CESifo.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2022. "A Tale of Government Spending Efficiency and Trust in the State," Working Papers REM 2022/0253, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Jang-Chul Kim & Kaun Y. Lee & Ha-Chin Yi, 2024. "Liquidity difference between non-U.S. and U.S. IPOs on the NYSE listings," Review of Quantitative Finance and Accounting, Springer, vol. 62(1), pages 365-387, January.
- Rilwan Sakariyahu & Audrey Paterson & Eleni Chatzivgeri & Rodiat Lawal, 2024. "Chasing noise in the stock market: an inquiry into the dynamics of investor sentiment and asset pricing," Review of Quantitative Finance and Accounting, Springer, vol. 62(1), pages 135-169, January.
- Frank Kwabi & Andrews Owusu & Ernest Ezeani & Agyenim Boateng, 2024. "The impact of political uncertainty on the cost of capital," Review of Quantitative Finance and Accounting, Springer, vol. 62(4), pages 1397-1429, May.
- Tasawar Nawaz, 2024. "The iSPAC," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 311-324, July.
- Jang-Chul Kim & Qing Su, 2024. "Political landscape and liquidity of non-U.S. stocks from emerging markets," Review of Quantitative Finance and Accounting, Springer, vol. 63(2), pages 579-597, August.
- Yi-Chiuan Wang & Yi-hao Lai & Jyh-Lin Wu, 2024. "Asymmetries in risk spillovers between currency and stock markets: Evidence from the CoVaR-copula approach," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 1083-1119, October.
- Charles Yuji Horioka, 2024.
"The Feldstein–Horioka Puzzle or Paradox after 44 years: a fallacy of composition,"
The Japanese Economic Review, Springer, vol. 75(3), pages 383-404, July.
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- Charles Yuji Horioka, 2024. "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," Discussion Paper Series DP2024-03, Research Institute for Economics & Business Administration, Kobe University.
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"A note on the determinants of NFTs returns,"
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"What do financial markets say about the exchange rate?,"
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"Sovereign Haircuts: 200 Years of Creditor Losses,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 73(1), pages 150-195, March.
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"Exchange Rate Determination under Limits to CIP Arbitrage,"
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"Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows,"
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"Unintended Consequences of the Global Derivatives Market Reform,"
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"A Multicountry Model of the Term Structures of Interest Rates with a GVAR,"
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"Sources and Transmission of Country Risk,"
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"Currency Risk Premiums Redux,"
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"Selective Default Expectations,"
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"Financial and Macroeconomic Uncertainties and Real Estate Markets,"
Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 50(1), pages 29-53, January.
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"Global Liquidity: Drivers, Volatility and Toolkits,"
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"Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants, and Disconnect,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 196-252, March.
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"The Internationalization of China’s Equity Markets,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 554-610, June.
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"The Dollar in an Era of International Retrenchment,"
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- Neifar, Malika & Hdider, Anis, 2024. "Role of Crude Oil, Natural Gas and Wheat Prices and the Impact of the Russian-Ukrainian War on the Investor Social Network Sentiment; Evidence from the US Stock Market," MPRA Paper 120920, University Library of Munich, Germany.
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- Banerjee, Rhythm, 2024. "Shifting Tides: the Effect of Institutional Divestments on the Global Market," MPRA Paper 121922, University Library of Munich, Germany, revised 11 Apr 2024.
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"Foreign exchange interventions in the New-Keynesian model: Policy, transmission, and welfare,"
Journal of Monetary Economics, Elsevier, vol. 151(C).
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"How connected is the oil-bank network? Firm-level and high-frequency evidence,"
Energy Economics, Elsevier, vol. 136(C).
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"Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks,"
Research in International Business and Finance, Elsevier, vol. 74(C).
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- Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024. "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers 202422, University of Pretoria, Department of Economics.
- Rangan Gupta & Qiang Ji & Christian Pierdzioch, 2024. "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers 202428, University of Pretoria, Department of Economics.
- Sarah Nandnaba & Rangan Gupta & Samrat Goswami, 2024. "Effects of Climate Risks on Financial Stress: Evidence from Asia-Pacific Countries," Working Papers 202433, University of Pretoria, Department of Economics.
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"Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility,"
Economics Letters, Elsevier, vol. 247(C).
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- Ngo Thai Hung, 2024. "Price Spillovers from Decentralized Finance to CEE Stock Markets," Politická ekonomie, Prague University of Economics and Business, vol. 2024(3), pages 565-596.
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"A note on the determinants of NFTs returns,"
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- Pogorelova, Polina, 2024. "Investigation of the impact of uncertainty indices on Bitcoin volatility using the ARDL model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 74, pages 35-50.
- Çınar, Mehmet & Apak, Muhammed, 2024. "Ethereum Ağında Arbitrum ve Optimism Uygulamalarının Ölçeklenebilirlik Etkisi Üzerine Bir Araştırma (Research on the Scalability Effect of Arbitrum and Optimism Applications in the Ethereum Network)," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 15(4), pages 389-404, October.
- Khan, Muhammad Niaz, 2024. "Impact of COVID-19 Crisis on Volatility Spillovers across Global Financial Markets: Evidence from Asymmetric GARCH Models," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 39(2), pages 373-393.
- Wai, Chew Keong & Tang, Tuck Cheong & Soon, Siew Voon, 2024. "Financial Openness and Trade (Real) Openness: Should We Open Up Both Markets?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 39(2), pages 483-507.
- Heo, Ye Jin, 2024. "Capital Flows to Emerging Markets: The Role of Information Transparency," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 39(4), pages 811-830.
- Mulenga, Richard & Mayond, Moses & Odongo, Nicholas, 2024. "Assessing the Currency Market Integration in the SADC Region amid Global Economic Crises," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 39(4), pages 941-968.
- Mohammad Robbani, 2024. "Exchange Rate Volatility and Economic Growth in Eurozone Markets," Bulletin of Applied Economics, Risk Market Journals, vol. 11(2), pages 1-13.
- Alexander GANCHEV & Catalin DEATCU, 2024. "Quantitative Dimensions of Yield Curve Dynamics in Post-Pandemic Environment – The Case of Romania," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, vol. 6(1), pages 600-609, August.
- Andreea-Madalina BOZAGIU & Zorina ALLIATA, 2024. "Analysis of Stock Indices during the SVB Bank Run in March 2023 based on Sentiment Analysis," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, vol. 6(1), pages 759-771, August.
- Taiwo BOLARINWA, 2024. "Computable General Equilibrium (CGE) Models: A Comprehensive Review and Future Directions," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 9(1), pages 158-167, February.
- Rémy Herrera (ed.), 2024. "Value, Money, Profit, And Capital Today," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, volume 39, number volm39a, September.
- Wanbo Lu & Guanglin Huang & Kris Boudt, 2024. "Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1085, Ghent University, Faculty of Economics and Business Administration.
- Efrem Castelnuovo & Lorenzo Mori & Gert Peersman, "undated".
"Commodity Price Shocks and Global Cycles: Monetary Policy Matters,"
"Marco Fanno" Working Papers
0311, Dipartimento di Scienze Economiche "Marco Fanno".
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- Efrem Castelnuovo & Lorenzo Mori & Gert Peersman, 2024. "Commodity Price Shocks and Global Cycles: Monetary Policy Matters," CESifo Working Paper Series 11140, CESifo.
- Efrem Castelnuovo & Lorenzo Mori & Gert Peersman, 2024. "Commodity Price Shocks and Global Cycles: Monetary Policy Matters," CAMA Working Papers 2024-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Nupur Moni Das & Bhabani Sankar Rout, 2024. "Equity Price Risk of Commercial Banks in India," Arthaniti: Journal of Economic Theory and Practice, , vol. 23(2), pages 179-201, December.
- Ahlam El Fakiri & Kenza Cherkaoui, 2024. "Foreign Direct Investment and Financial Development in Selected MENA Region Countries: Panel ARDL Approach," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 16(1), pages 64-80, January.
- Ameet Kumar Banerjee & HK Pradhan, 2024. "Did Precious Metals Serve as Hedge and Safe-haven Alternatives to Equity During the COVID-19 Pandemic: New Insights Using a Copula-based Approach," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 23(4), pages 399-423, December.
- Saikat Mondal & Rudra P. Pradhan & Vinodh Madhavan & Debaleena Chatterjee & Ann Mary Varghese, 2024. "Carbon Emissions Pricing: Linkages Between EU ETS Spot and Future Prices and Completeness of EU ETS Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 23(4), pages 450-470, December.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2024.
"The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk,"
The Energy Journal, , vol. 45(5), pages 65-89, September.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2023. "The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk," Working Papers hal-04346858, HAL.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2024. "The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk," Post-Print hal-04794038, HAL.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2023. "The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk," Working Papers hal-04346813, HAL.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2023. "The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk," CEE-M Working Papers hal-04346858, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Ann E. Davis, 2024. "Money as a “Social Power†: Commodity Fetishism and Financialization," Review of Radical Political Economics, Union for Radical Political Economics, vol. 56(4), pages 522-530, December.
- Ata Ozkaya & Omer Altun, 2024. "Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey," SAGE Open, , vol. 14(2), pages 21582440241, April.
- Mark P. Doblas & Jishanis Mae G. Becaro & Jayendira P. Sankar & Vinodh K. Natarajan & Yoganandham G. & Arumugasamy G., 2024. "Testing Integrative Models of the Change Behavior in the Intention to Adopt Cryptocurrency," SAGE Open, , vol. 14(2), pages 21582440241, May.
- Assad Ullah & Xinshun Zhao & Chenghui Ye & Muhammad Abdul Kamal, 2024. "Impact of Economic Policy Uncertainty Shocks on China’s Stock Market Development: Evidence from Nonlinear Autoregressive Distributed Lag and Spectral Causality Approaches," SAGE Open, , vol. 14(3), pages 21582440241, September.
- Moretti,Matías & Pandolfi,Lorenzo & Schmukler,Sergio L. & Villegas Bauer,Germán & Williams,Tomás, 2024.
"Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds,"
Policy Research Working Paper Series
10735, The World Bank.
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- Matías Moretti & Lorenzo Pandolfi & Mr. German Villegas Bauer & Mr. Sergio L. Schmukler & Tomás Williams, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," IMF Working Papers 2024/227, International Monetary Fund.
- Jacek Tomaszewski, 2024. "Replikacja szerokiego rynku akcji Giełdy Papierów Wartościowych w Warszawie (GPW S. A.) z wykorzystaniem indeksu inwestycji odpowiedzialnych społecznie WIG-ESG," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 60-72.
- Veysi Asker, 2024. "Financial Performance Analysis Using the Merec-Based Cobra Method: An Application to Traditional and Low-Cost Airlines," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 35-52.
- Thomas Nitschka, 2024. "Evidence on the international financial spillovers of the New York Bankers' Panic of 1907," Working Papers 2024-07, Swiss National Bank.
- Berk YILDIZ, 2024. "Validity of Capital Structure Theories in the Shipping Industry: An Application on U.S. Equity Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 32(60).
- Godfred Amewu & Saint Kuttu & Elikplimi Komla Agbloryor & Emmanuel Joel Aikins Abakah, 2024. "Assessing the Impact of Socio-Political Risk on Natural Resources in Africa," Advances in African Economic, Social and Political Development, in: Mohammed Amidu & Abdallah Ali-Nakyea & Joshua Yindenaba Abor (ed.), Taxation and Management of Natural Resources in Africa, pages 45-69, Springer.
- Cécile Bastidon & Antoine Parent, 2024.
"Cliometrics of world stock markets evolving networks,"
Annals of Operations Research, Springer, vol. 332(1), pages 23-53, January.
- Cécile Bastidon & Antoine Parent, 2022. "Cliometrics of world stock markets evolving networks," Post-Print hal-04255788, HAL.
- Cécile Bastidon & Antoine Parent, 2022. "Cliometrics of world stock markets evolving networks," Post-Print hal-03570692, HAL.
- Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2024.
"Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data,"
Annals of Operations Research, Springer, vol. 333(1), pages 461-479, February.
- Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2022. "Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data," Post-Print hal-04478744, HAL.
- Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2024. "CBI-time-changed Lévy processes for multi-currency modeling," Annals of Operations Research, Springer, vol. 336(1), pages 127-152, May.
- Lorenzo Silotto & Marco Scaringi & Marco Bianchetti, 2024. "XVA modelling: validation, performance and model risk management," Annals of Operations Research, Springer, vol. 336(1), pages 183-274, May.
- A. S. M. Sohel Azad & Aziz Hayat & Huson Joher Ali Ahmed, 2024. "Does the energy sector serve as a hedge and safe haven?," Annals of Operations Research, Springer, vol. 339(1), pages 369-395, August.
- Roy Cerqueti & Valerio Ficcadenti, 2024. "Anxiety about the pandemic and trust in financial markets," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 72(4), pages 1277-1328, April.
- Thi My Hanh Nguyen & Thi Khanh Linh Nguyen & Xuan Truong Pham, 2024. "Impacts of financial globalization on CO2 emissions in Asian countries and implications for Vietnam," Asia-Pacific Journal of Regional Science, Springer, vol. 8(4), pages 993-1015, December.
- Ewelina Osowska & Piotr Wójcik, 2024. "Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements," Digital Finance, Springer, vol. 6(1), pages 145-175, March.
- Parthajit Kayal & Sumanjay Dutta, 2024. "Regime switching and causal network analysis of cryptocurrency volatility: evidence from pre-COVID and post-COVID analysis," Digital Finance, Springer, vol. 6(2), pages 319-340, June.
- Fakhrul Hasan & Manaf Al-Okaily & Tonmoy Choudhury & Umar Kayani, 2024. "A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data," Electronic Commerce Research, Springer, vol. 24(1), pages 629-654, March.
- Max Beinke & Jan Heinrich Beinke & Eduard Anton & Frank Teuteberg, 2024. "Breaking the chains of traditional finance: A taxonomy of decentralized finance business models," Electronic Markets, Springer;IIM University of St. Gallen, vol. 34(1), pages 1-20, December.
- Sascha Hägele, 2024. "Centralized exchanges vs. decentralized exchanges in cryptocurrency markets: A systematic literature review," Electronic Markets, Springer;IIM University of St. Gallen, vol. 34(1), pages 1-21, December.
- Thomas F. P. Wiesen & Paul M. Beaumont, 2024. "A joint impulse response function for vector autoregressive models," Empirical Economics, Springer, vol. 66(4), pages 1553-1585, April.
- Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2024. "The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors," Empirical Economics, Springer, vol. 67(3), pages 1063-1089, September.
- Niccolò Comerio & Fausto Pacicco & Massimiliano Serati, 2024. "“Fly down”: the impact of new accounting standards on the airline industry risk assessment," Empirical Economics, Springer, vol. 67(5), pages 2109-2133, November.
- Zhizhen Chen & Guifen Shi & Boyang Sun, 2024. "Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models," Empirical Economics, Springer, vol. 67(6), pages 2463-2502, December.
- Behrooz Shahmoradi & Nejla Ould Daoud Ellili, 2024. "Bibliometric review of research on economic complexity: current trends, developments, and future research directions," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 51(4), pages 859-891, December.
- John Kingsley Woode & Anokye M. Adam & Peterson Owusu Junior & Anthony Adu-Asare Idun, 2024. "Industrial metal and cryptocurrency market plummets: Interdependence, policy uncertainty, or investor sentiments?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 51(4), pages 1001-1040, December.
- Ad Riet, 2024. "The rise of common public debt in Europe: a new chapter in fiscal integration?," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 41(2), pages 617-638, July.
- Ion Frecautan & Irina Ivashkovskaya, 2024. "Is corporate governance important for green bond performance in emerging capital markets?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(1), pages 175-212, March.
- Walid Mensi & Anoop S. Kumar & Hee-Un Ko & Sang Hoon Kang, 2024. "Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(2), pages 507-538, June.
- Naseem Al Rahahleh & Ahmed Al Qurashi, 2024. "The impact of COVID-19 on Ethereum returns and Ethereum market efficiency," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 729-755, September.
- Noureddine Benlagha & Wafa Abdelmalek, 2024. "Dynamic connectedness between energy and agricultural commodities: insights from the COVID-19 pandemic and Russia–Ukraine conflict," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 781-825, September.
- Leonard Grebe & Dirk Schiereck, 2024. "Day-of-the-week effect: a meta-analysis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 1057-1094, December.
- Xiaochun Guo, 2024. "Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-25, December.
- Juncal Cunado & David Gabauer & Rangan Gupta, 2024.
"Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach,"
Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-17, December.
- Juncal Cunado & David Gabauer & Rangan Gupta, 2021. "Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach," Working Papers 202180, University of Pretoria, Department of Economics.
- Jules Clement Mba, 2024. "Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-36, December.
- Onur Polat, 2024. "Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-27, December.
- Ewa Feder-Sempach & Piotr Szczepocki & Joanna Bogołębska, 2024. "Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-23, December.
- Parisa Foroutan & Salim Lahmiri, 2024. "Connectedness of cryptocurrency markets to crude oil and gold: an analysis of the effect of COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-23, December.
- Christian Urom & Gideon Ndubuisi & Hela Mzoughi & Khaled Guesmi, 2024. "Exploring the coherency and predictability between the stocks of artificial intelligence and energy corporations," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-31, December.
- Xiaozhen Jing & Dezhong Xu & Bin Li & Tarlok Singh, 2024. "Does the U.S. extreme indicator matter in stock markets? International evidence," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-27, December.
- Carlos Esparcia & Tarek Fakhfakh & Francisco Jareño & Achraf Ghorbel, 2024. "Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-26, December.
- Md. Bokhtiar Hasan & Gazi Salah Uddin & Md. Sumon Ali & Md. Mamunur Rashid & Donghyun Park & Sang Hoon Kang, 2024. "Examining time–frequency quantile dependence between green bond and green equity markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-28, December.
- Dohyun Chun & Jongho Kang & Jihun Kim, 2024. "Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-30, December.
- Saman Hatamerad & Hossain Asgharpur & Bahram Adrangi & Jafar Haghighat, 2024. "Stock price index analysis of four OPEC members: a Bayesian approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-29, December.
- Shubham Kakran & Nishant Sapra & Ashish Kumar & Arpit Sidhu, 2024. "Interrelationship dynamics between stock markets of nation under debt crisis and its major trading partners: evidence from Sri Lankan crisis," Future Business Journal, Springer, vol. 10(1), pages 1-15, December.
- Girish Joshi & Ranjan Kumar Dash, 2024. "Exchange-traded funds and the future of passive investments: a bibliometric review and future research agenda," Future Business Journal, Springer, vol. 10(1), pages 1-21, December.
- Jamel Boukhatem & Ali M. Alhazmi, 2024. "COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach," Future Business Journal, Springer, vol. 10(1), pages 1-14, December.
- Ahmed El Oubani, 2024. "Investor sentiment and sustainable investment: evidence from North African stock markets," Future Business Journal, Springer, vol. 10(1), pages 1-20, December.
- Boubekeur Baba, 2024. "The comovements of tail risks in time and frequency domains: evidence from US and emerging Asian stock markets," Future Business Journal, Springer, vol. 10(1), pages 1-20, December.
- Leila Hedhili Zaier & Khaled Mokni & Ahdi Noomen Ajmi, 2024. "Causality relationships between climate policy uncertainty, renewable energy stocks, and oil prices: a mixed-frequency causality analysis," Future Business Journal, Springer, vol. 10(1), pages 1-11, December.
- Moheddine Younsi & Marwa Bechtini & Mongi Lassoued, 2024. "The relationship between insurance development, population, economic growth, and health expenditures in OECD countries: a panel causality analysis," Future Business Journal, Springer, vol. 10(1), pages 1-19, December.
- Recep Ali Küçükçolak & Necla İlter Küçükçolak & Sami Küçükoğlu, 2024. "The impact of the Russia–Ukraine crisis on oil and gas shares: an event study approach," International Journal of Economic Policy Studies, Springer, vol. 18(1), pages 325-340, February.
- Serhan Cevik, 2024.
"The dark side of the moon? Fintech and financial stability,"
International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 71(2), pages 421-433, June.
- Mr. Serhan Cevik, 2023. "The Dark Side of the Moon? Fintech and Financial Stability," IMF Working Papers 2023/253, International Monetary Fund.
- Jose E. Gomez-Gonzalez & Oscar M. Valencia & Gustavo A. Sánchez, 2024.
"Debt affordability in developed and emerging market economies: the role of fiscal rules,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 377-393, June.
- Valencia, Oscar & Gomez-Gonzalez, Jose E. & Sánchez, Gustavo, 2022. "Debt Affordability in Developed and Emerging Market Economies: The Role of Fiscal Rules," IDB Publications (Working Papers) 12235, Inter-American Development Bank.
- Saint Kuttu & Joshua Yindenaba Abor & Godfred Amewu, 2024. "Long memory in volatility in foreign exchange markets: evidence from selected countries in Africa," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 462-482, June.
- Yanping Liu & Bo Yan, 2024. "Spillover effects of carbon, energy, and stock markets considering economic policy uncertainty," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(3), pages 563-591, September.
- Daniel Hofmann & Karl Ludwig Keiber & Adalbert Luczak, 2024. "On the linkage of momentum and reversal – evidence from the G7 stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(3), pages 798-833, September.
- Andrey Zagorchev, 2024. "An international study of board gender diversity and corporate governance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(4), pages 1053-1077, December.
- Aissa Djedaiet & Hassan Guenichi & Hicham Ayad, 2024. "Do asymmetric oil shocks impact gold and Bitcoin returns symmetrically? A comparison between the COVID-19 pandemic and the Russo-Ukrainian war," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(4), pages 1187-1213, December.
- Boubekeur Baba, 2024. "Spillovers of good and bad volatility in Asian emerging markets: insights from global and regional perspectives," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(4), pages 1233-1274, December.
- Charles Yuji Horioka, 2024.
"The Feldstein–Horioka Puzzle or Paradox after 44 years: a fallacy of composition,"
The Japanese Economic Review, Springer, vol. 75(3), pages 383-404, July.
- Charles Yuji Horioka, 2024. "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," ISER Discussion Paper 1243, Institute of Social and Economic Research, The University of Osaka.
- Charles Yuji Horioka, 2024. "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," ISER Discussion Paper 1231, Institute of Social and Economic Research, The University of Osaka.
- Charles Yuji Horioka, 2024. "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," Discussion Paper Series DP2024-03, Research Institute for Economics & Business Administration, Kobe University.
- Horioka, Charles Yuji, 2024. "The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition," AGI Working Paper Series 2024-01, Asian Growth Research Institute.
- Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous cycles in heterogeneous agent models: a state-space approach," Journal of Evolutionary Economics, Springer, vol. 34(4), pages 739-782, December.
- Noura Metawa & Hussein Tamimi & Rania Itani, 2024. "Synergizing Deep Belief Networks and Arithmetic Optimization for Stock Market Price Prediction: A Hybrid Approach," Lecture Notes in Operations Research, in: Ali Emrouznejad & Panagiotis D. Zervopoulos & Ilhan Ozturk & Dima Jamali & John Rice (ed.), Business Analytics and Decision Making in Practice, chapter 0, pages 155-173, Springer.
- Mohammed I. Shuaibu & Suleiman O. Mamman & Jamilu Iliyasu & Wang Zhanqin, 2024. "Asymmetric pricing of climate policy uncertainty under heterogeneous stocks market conditions in China: evidence from GARCH and quantile models," Letters in Spatial and Resource Sciences, Springer, vol. 17(1), pages 1-14, December.
- Sangeeta Wats & Mahesh Joshi & Simarjeet Singh, 2024. "Initial coin offerings: current trends and future research directions," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(2), pages 1361-1387, April.
- William H. Beaver & Stefano Cascino & Maria Correia & Maureen F. McNichols, 2024. "Bankruptcy in groups," Review of Accounting Studies, Springer, vol. 29(4), pages 3449-3496, December.
- Simon Schairer, 2024. "The contradictions of unconventional monetary policy as a post-2008 thwarting mechanism: financial dominance, shadow banking, and inequality," Review of Evolutionary Political Economy, Springer, vol. 5(1), pages 1-29, June.
- Somayyeh Lotfi & Stavros A. Zenios, 2024. "Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance," Review of Managerial Science, Springer, vol. 18(7), pages 2115-2140, July.
- Kehinde Mary Bello, 2024. "Parallel exchange rate market and macroeconomic performance in Nigeria: SVAR approach," SN Business & Economics, Springer, vol. 4(11), pages 1-24, November.
- Louis Logogye & Godfred Aawaar & Kwasi Poku, 2024. "Regional and global shock spillovers to Africa’s equity markets: evidence from the global financial crisis and COVID-19 pandemic," SN Business & Economics, Springer, vol. 4(12), pages 1-31, December.
- Muhammad Niaz Khan & Suzanne G. M. Fifield & David M. Power, 2024. "The impact of the COVID 19 pandemic on stock market volatility: evidence from a selection of developed and emerging stock markets," SN Business & Economics, Springer, vol. 4(6), pages 1-26, June.
- Joseph Chukwudi Odionye & Ethelbert Ukachukwu Ojiaku & Ndubuisi Agoh & Chikeziem F. Okorontah & Roy M. Okpara & Callistus Ogu, 2024. "Economic policy uncertainty and equity index in sub-Saharan African (SSA) countries: accounting for multiple structural breaks in a panel framework," SN Business & Economics, Springer, vol. 4(6), pages 1-30, June.
- M’bakob Gilles Brice & Mandeng ma Ntamack Jules, 2024. "Influence of psychological exchange rates (PER) on forex price formation: theory, empirical, and experimental evidence," SN Business & Economics, Springer, vol. 4(9), pages 1-53, September.
- J. Amar & M. Arouri & G. Dufrénot & C. Lecourt, 2024.
"Determinants of partial versus full cross-border acquisitions for Sovereign Wealth Funds,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 160(2), pages 509-539, May.
- Jeanne Amar & M. Arouri & Gilles Dufrénot & C. Lecourt, 2023. "Determinants of partial versus full cross-border acquisitions for Sovereign Wealth Funds," Post-Print hal-04171884, HAL.
- Hamza Bennani & Cécile Couharde & Yoan Wallois, 2024.
"The effect of IMF communication on government bond markets: insights from sentiment analysis,"
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- Ahmed, Mohamed Shaker & El-Masry, Ahmed A. & Al-Maghyereh, Aktham I. & Kumar, Satish, 2024. "Cryptocurrency volatility: A review, synthesis, and research agenda," Research in International Business and Finance, Elsevier, vol. 71(C).
- Wu, Shan & Liu, Yilong & Song, Ziyu & Zhou, Yuqin & Guo, Wenjing, 2024. "Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence," Research in International Business and Finance, Elsevier, vol. 72(PA).
- Brum-Civelli, Conrado & Fried-Gindel, Alejandro & Garcia-Hiernaux, Alfredo, 2024.
"IFCI-SA: International financial conditions index for South American economies,"
Research in International Business and Finance, Elsevier, vol. 72(PA).
- Conrado Brum Civelli & Alejandro Fried Gindel & Alfredo Garcia-Hiernaux, 2023. "IFCI-SA. An International Financial Conditions Index for South American Economies," Documentos de trabajo 2023006, Banco Central del Uruguay.
- Sabani, Nazmie & Bales, Stephan & Burghof, Hans-Peter, 2024. "On the different impact of local and national sources of policy uncertainty on sectoral stock volatility," Research in International Business and Finance, Elsevier, vol. 72(PB).
- Almeida, José & Gaio, Cristina & Gonçalves, Tiago Cruz, 2024. "Crypto market relationships with bric countries' uncertainty – A wavelet-based approach," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
- Avellán, Leopoldo & Galindo, Arturo J. & Lotti, Giulia & Rodríguez, Juan Pablo, 2024.
"Bridging the gap: Mobilization of multilateral Development Banks in Infrastructure,"
World Development, Elsevier, vol. 176(C).
- Avellán, Leopoldo & Galindo, Arturo & Lotti, Giulia & Rodríguez Bonilla, Juan Pablo, 2022. "Bridging the Gap: Mobilization of Multilateral Development Banks in Infrastructure," IDB Publications (Working Papers) 11982, Inter-American Development Bank.
- Efrem Castelnuovo & Lorenzo Mori & Gert Peersman, "undated".
"Commodity Price Shocks and Global Cycles: Monetary Policy Matters,"
"Marco Fanno" Working Papers
0311, Dipartimento di Scienze Economiche "Marco Fanno".
- Efrem Castelnuovo & Lorenzo Mori & Gert Peersman, 2024. "Commodity Price Shocks and Global Cycles: Monetary Policy Matters," CAMA Working Papers 2024-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Efrem Castelnuovo & Lorenzo Mori & Gert Peersman, 2024. "Commodity Price Shocks and Global Cycles: Monetary Policy Matters," CESifo Working Paper Series 11140, CESifo.
- Efrem Castelnuovo & Lorenzo Mori & Gert Peersman, 2024. "Commodity Price Shocks and Global Cycles: Monetary Policy Matters," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1087, Ghent University, Faculty of Economics and Business Administration.
- Greenwood-Nimmo, Matthew & Kočenda, Evžen & Nguyen, Viet Hoang, 2024.
"Detecting statistically significant changes in connectedness: A bootstrap-based technique,"
Economic Modelling, Elsevier, vol. 140(C).
- Matthew Greenwood-Nimmo & Evžen KoÄ enda & Viet Hoang Nguyen, 2019. "Does the Spillover Index Reflect Systemic Shocks? A Bootstrap-Based Probabilistic Analysis," Melbourne Institute Working Paper Series wp2019n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Matthew Greenwood-Nimmo & Evzen Kocenda & Viet Hoang Nguyen, 2024. "Detecting Statistically Significant Changes in Connectedness: A Bootstrap-based Technique," CAMA Working Papers 2024-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Matthew Greenwood-Nimmo & Evzen Kocenda & Viet Hoang Nguyen, 2021. "Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis," Working Papers IES 2021/29, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2021.
- Matthew Greenwood-Nimmo & Evžen Kocenda & Viet Hoang Nguyen, 2023. "Does the Spillover Index Respond to Adverse Shocks? A Bootstrap-Based Probabilistic Analysis," CESifo Working Paper Series 10668, CESifo.
- Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024. "An unconventional FX tail risk story," LSE Research Online Documents on Economics 125291, London School of Economics and Political Science, LSE Library.
- J Zhang & H Liu, 2024. "Analysis of Co-movement in Asia-Pacific Stock Markets Against the Background of the US-China Trade War," Economic Issues Journal Articles, Economic Issues, vol. 29(1), pages 35-69, March.
- Ahmed Wassal Elroukh, 2024. "The reaction of the Egyptian stock market to recurring devaluations: an event study approach," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 15(3), pages 519-533, February.
- Lumengo Bonga-Bonga & Salifya Mpoha, 2024.
"Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies,"
African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 16(1), pages 148-159, August.
- Mpoha, Salifya & Bonga-Bonga, Lumengo, 2020. "Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies," MPRA Paper 99597, University Library of Munich, Germany.
- Ooi Kok Loang, 2024. "Financial stability at risk: evidence from market overreaction and herding behaviour in developed and emerging markets," China Finance Review International, Emerald Group Publishing Limited, vol. 15(1), pages 67-92, November.
- Sinem Atici Ustalar & Selim Şanlisoy, 2024. "The Impact of Political Instability on Stock Markets in BRICS Countries and Türkiye," Contemporary Studies in Economic and Financial Analysis, in: Sustainability Development through Green Economics, volume 114, pages 269-288, Emerald Group Publishing Limited.
- Marina Kudinska & Irina Solovjova & Inna Romānova, 2024. "Financial Sector Development in New EU Member States," Contemporary Studies in Economic and Financial Analysis, in: Economic Development and Resilience by EU Member States, volume 115, pages 119-139, Emerald Group Publishing Limited.
- Padma Kadiyala & Asli Ascioglu, 2024. "Resilience of the group lending model to a COVID-19 induced shock: evidence from an Indian microfinance fund," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 17(3), pages 378-404, August.
- Ly Ho & Yue Lu, 2024. "Does corporate sustainability performance matter for cash holdings? International evidence," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 21(2), pages 329-365, August.
- Burak Pirgaip & Ozgur Arslan-Ayaydin, 2024. "Exploring the greenium in the green Sukuk universe: evidence from the primary market," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 17(3), pages 423-440, May.
- Abdulrahman Alhassan & Lakshmi Kalyanaraman & Hanan Mohammed Alhussayen, 2024. "Oil market volatility and foreign ownership: the case of Saudi Arabia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 17(5), pages 991-1013, August.
- Surachai Chancharat & Suthasinee Suwannapak, 2024. "The dynamic relationship between ASEAN+6 exchange rates and stock markets: application of the ARDL model," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(5), pages 365-377, October.
- Hua Deng & Wendong Liu, 2024. "The underpricing and long-term performance of Chinese IPOs listed on the Hong Kong exchange," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(4), pages 322-333, September.
- Muhammad Jawad Haider & Maqsood Ahmad & Qiang Wu, 2024. "The role of debt maturity in stock price crash risk: a comparison of developing and developed Asian economies," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(4), pages 307-321, April.
- Ly Ho & Van Ha Nguyen & Tung Lam Dang, 2024. "ESG and firm performance: do stakeholder engagement, financial constraints and religiosity matter?," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(4), pages 263-276, September.
- Mohit Kumar & P. Krishna Prasanna, 2024. "Credit spread drivers and cross-country connectedness: a study of emerging economies in Asia," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(5), pages 338-350, October.
- Suhaib Al-Khazaleh & Dr Nemer Badwan & Ibrahim Eriqat & Zahra El Shlmani, 2024. "COVID-19 pandemic and linkage between stock markets in Middle Eastern countries," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, vol. 17(2/3), pages 112-132, June.
- Phuong Thi Ly Nguyen & Nha Thanh Huynh & Thanh Thanh Canh Huynh, 2024. "Foreign investment and the firm performance in emerging securities market: evidence from Vietnam," Journal of Economics and Development, Emerald Group Publishing Limited, vol. 26(2), pages 82-102, February.
- Orlando Joaqui-Barandica & Brayan Osorio-Vanegas & Carolina Ramirez-Patiño & Cesar A. Ojeda-Echeverry, 2024. "Exploring the asymmetric relationship between macroeconomic factors and corporate profitability in the MSCI Colombia index," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 30(59), pages 41-60, August.
- Walid M.A. Ahmed, 2024. "What drives the price behavior of US sustainable stocks?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 52(4), pages 709-727, July.
- Maela Giofré, 2024. "Cross-border investment, international consolidation and reversal of US stock exchanges: the gift and the curse of being too big, too liquid and too visible," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 52(3), pages 566-587, July.
- Wajdi Moussa & Rym Regaïeg & Nidhal Mgadmi, 2024. "Assessing the impact of the COVID-19 pandemic and the Russian–Ukrainian war on cryptocurrency volatility," Journal of Financial Crime, Emerald Group Publishing Limited, vol. 32(1), pages 221-244, November.
- Dimitrios Panagiotou & Konstantinos Karamanis, 2024. "Price risk transfer from futures to spot prices in energy commodities: measuring the effects of the Covid-19 pandemic and of the Russo–Ukrainian conflict," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 17(4), pages 593-616, December.
- Betul Kurtoglu & Dilek Durusu-Ciftci, 2024. "Identifying the nexus between financial stability and economic growth: the role of stability indicators," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 16(2), pages 226-246, January.
- Leward Jeke & Clement Zibusiso Moyo & Richard Apau, 2024. "Financial liberalisation and illicit financial outflows in African countries: does institutional quality and macroeconomic stability matter?," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 33(1), pages 1-15, August.
- Bojan Srbinoski & Klime Poposki & Vasko Bogdanovski, 2024. "Interconnectedness of European insurers and cat shocks contagion effects," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 32(3), pages 379-402, April.
- Muneer M. Alshater & Rim El Khoury & Bashar Almansour, 2024. "Navigating uncertainty: a study of the S&P GCC composite index’s connectedness during times of crises," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 15(8), pages 1359-1383, June.
- Aya Nasreddine & Yasmine Essafi Zouari, 2024. "Inflation hedging: a comparative wavelet quantile correlation analysis of real estate and alternative assets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 43(1), pages 66-82, October.
- Alain Coën & Aurélie Desfleurs, 2024. "The relative importance of economic policy uncertainty and geopolitical risk on U.S. REITs returns," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 42(6), pages 576-590, September.
- Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024.
"Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence,"
Journal of Risk Finance, Emerald Group Publishing Limited, vol. 25(4), pages 629-645, May.
- Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024. "Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence," Post-Print hal-04643053, HAL.
- Sarah Herwald & Simone Voigt & André Uhde, 2024. "The impact of market concentration and market power on banking stability – evidence from Europe," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 25(3), pages 510-536, April.
- Gustavo Iamin, 2024. "Are crypto-investors overconfident? The role of risk propensity and demographics. Evidence from Brazil and Portugal," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 26(1), pages 147-173, November.
- Monia Antar, 2024. "Quantile analysis of Bitcoin returns: uncovering market dynamics," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 26(1), pages 122-146, December.
- Imen Ghadhab & Hamza Nizar, 2024. "Why do firms list their shares in the US? The role of political uncertainty," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 25(5), pages 751-773, July.
- Siwen Fu & Jeong Bon Kim, 2024. "Common auditor, knowledge transfer and audit quality: international evidence," Managerial Auditing Journal, Emerald Group Publishing Limited, vol. 39(7), pages 753-778, October.
- Egi Arvian Firmansyah & Masairol Masri & Muhammad Anshari & Mohd Hairul Azrin Besar, 2024. "Innovation in finance: a bibliometric and content-analysis study," Nankai Business Review International, Emerald Group Publishing Limited, vol. 15(4), pages 578-594, January.
- Sajjad Zaheer & Sweder van Wijnbergen, 2024. "Sukuk defaults: on distress resolution in Islamic finance," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 17(2), pages 292-311, July.
- Júlio Lobão & Luís Pacheco & Daniel Carvalho, 2024. "Exploring the Nordic numbers: an analysis of price clustering in Scandinavian stocks," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(6), pages 1012-1028, July.
- Alain Wouassom, 2024. "Global reversal strategy: equilibrium of endogenous trading?," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(6), pages 1087-1113, August.
- Azhar Mohamad, 2024. "Herding behaviour surrounding the Russo–Ukraine war and COVID-19 pandemic: evidence from energy, metal, livestock and grain commodities," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(5), pages 925-957, June.
- Prince Kumar Maurya & Rohit Bansal & Anand Kumar Mishra, 2024. "Dynamic connectedness among market volatilities: a perspective of COVID-19 and Russia-Ukraine conflict," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(5), pages 1119-1140, April.
- Olfa Belhassine & Montassar Riahi, 2024. "Searching for safe haven assets against American and European stocks during the Russo-Ukrainian War," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 42(2), pages 352-372, November.
- Seyed Mehdian & Ștefan Cristian Gherghina & Ovidiu Stoica, 2024. "The reaction of top cryptocurrencies to lawsuit against Binance: an intraday event study," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 42(3), pages 449-467, November.
- Pablo Agnese & Pedro Garcia del Barrio & Luis Alberiko Gil-Alana & Fernando Perez de Gracia, 2024.
"Precious metal prices: a tale of four US recessions,"
Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(5), pages 1012-1022, March.
- Agnese, Pablo & Garcia-del-Barrio, Pedro & Gil-Alana, Luis A. & de Gracia, Fernando Perez, 2023. "Precious Metal Prices: A Tale of Four U.S. Recessions," IZA Discussion Papers 16012, Institute of Labor Economics (IZA).
- Subhamitra Patra & Gourishankar S. Hiremath, 2024. "Is there a time-varying nexus between stock market liquidity and informational efficiency? – A cross-regional evidence," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(4), pages 796-844, May.
- Asad Ul Islam & William Bwando, 2024. "Are the Crypto Markets Shock Resilient to COVID-19? A Comparative Investigation of Trading Prices and Volumes," International Econometric Review (IER), Econometric Research Association, vol. 16(2), pages 148-171, December.
- Jaroslaw Klepacki, 2024. "Co-variance in Action: Analyzing the Impact of EUR/USD Exchange Rate Changes on Polish Zloty (PLN) Valuation (2019–2022) as a Predictive Tool in Forex Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 952-966.
- Rafal Cieslik & Jaroslaw Klepacki & Rafal Zbyrowski, 2024. "Exploring the Relationship Between ESG Performance and Institutional Ownership: Evidence from Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 169-183.
- Miroslaw Bojanczyk, 2024. "The Ever-Increasing Public Debt: A Comparative Study among 20 Selected Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 700-713.
- Pierfederico Asdrubali & Soyoung Kim & Haerang Park, 2024. "Financial Frictions and Asymmetric International Risk Sharing," European Economy - Discussion Papers 205, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Lenka Nechvatalova, 2024.
"Multi-Horizon Equity Returns Predictability via Machine Learning,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(2), pages 142-190, May.
- Lenka Nechvatalova, 2021. "Multi-Horizon Equity Returns Predictability via Machine Learning," Working Papers IES 2021/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2021.
- Lenka Nechvatalova, 2024. "Autoencoder Asset Pricing Models and Economic Restrictions - International Evidence," Working Papers IES 2024/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2024.
- Tomas Boukal, 2024. "Where Do Multinationals Locate Profits: Evidence from Country-by-Country Reporting," Working Papers IES 2024/31, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2024.
- Robert N. McCauley, 2024. "The Offshore Dollar and US Policy," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2024(2), pages 1-40, May.
- Deborah Lucas, 2024. "How Much Do Guarantees and Bailouts Cost the Government?," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2024(3), pages 1-29, May.
- Vania Stavrakeva & Jenny Tang, 2025.
"Explaining the Great Moderation Exchange Rate Volatility Puzzle,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 73(1), pages 196-238, March.
- Stavrakeva, Vania & Tang, Jenny, 2024. "Explaining the Great Moderation Exchange Rate Volatility Puzzle," CEPR Discussion Papers 19265, C.E.P.R. Discussion Papers.
- Vania Stavrakeva & Jenny Tang, 2024. "Explaining the Great Moderation Exchange Rate Volatility Puzzle," Working Papers 24-9, Federal Reserve Bank of Boston.
- Omar Barbiero & Falk Bräuning & Gustavo Joaquim & Hillary Stein, 2024. "Dealer Risk Limits and Currency Returns," Working Papers 24-11, Federal Reserve Bank of Boston.
- Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024. "Quantities and Covered-Interest Parity," Finance and Economics Discussion Series 2024-061, Board of Governors of the Federal Reserve System (U.S.).
- Daniel A. Dias & Christine Richmond & Grant Westfahl, 2024. "Duration of Capital Market Exclusion: An Empirical Investigation," Finance and Economics Discussion Series 2024-093, Board of Governors of the Federal Reserve System (U.S.).
- Valentina Bruno & Michele H. Dathan & Yuriy Kitsul, 2024. "Corporate Bond Issuance Over Financial Stress Episodes: A Global Perspective," International Finance Discussion Papers 1390, Board of Governors of the Federal Reserve System (U.S.).
- Anusha Chari & Karlye Dilts Stedman & Christian T. Lundblad, 2024. "Risk-on/Risk-off: Measuring Shifts in Investor Sentiment," Research Working Paper RWP 24-12, Federal Reserve Bank of Kansas City.
- Christopher J. Neely, 2025.
"The Economic Effects of a Potential Armed Conflict Over Taiwan,"
Review, Federal Reserve Bank of St. Louis, vol. 107(3), pages 1-23, February.
- Christopher J. Neely, 2024. "The economic effects of a potential armed conflict over Taiwan," Working Papers 2024-034, Federal Reserve Bank of St. Louis, revised 28 Jan 2025.
- Nina Boyarchenko & Leonardo Elias, 2024. "The Changing Landscape of Corporate Credit," Liberty Street Economics 20240521, Federal Reserve Bank of New York.
- Nina Boyarchenko & Leonardo Elias, 2024. "The Global Credit Cycle," Staff Reports 1094, Federal Reserve Bank of New York.
- Nina Boyarchenko & Leonardo Elias, 2024. "Corporate Debt Structure over the Global Credit Cycle," Staff Reports 1139, Federal Reserve Bank of New York.
- Yilmazkuday, Hakan, 2024.
"Geopolitical risk and stock prices,"
European Journal of Political Economy, Elsevier, vol. 83(C).
- Hakan Yilmazkuday, 2024. "Geopolitical Risk and Stock Prices," Working Papers 2407, Florida International University, Department of Economics.
2023
- Kostakis, Alexandros & Mu, Liangyi & Otsubo, Yoichi, 2023. "Detecting political event risk in the option market," Journal of Banking & Finance, Elsevier, vol. 146(C).
- Berkman, Henk & Malloch, Hamish, 2023. "Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates," Journal of Banking & Finance, Elsevier, vol. 147(C).
- Neukirchen, Daniel & Engelhardt, Nils & Krause, Miguel & Posch, Peter N., 2023. "The value of (private) investor relations during the COVID-19 crisis," Journal of Banking & Finance, Elsevier, vol. 147(C).
- Hale, Galina & Juvenal, Luciana, 2023.
"External Balance Sheets and the COVID-19 Crisis,"
Journal of Banking & Finance, Elsevier, vol. 147(C).
- Hale, Galina & Juvenal, Luciana, 2020. "External Balance Sheets and the COVID-19 Crisis," CEPR Discussion Papers 15170, C.E.P.R. Discussion Papers.
- Hale, Galina & Juvenal, Luciana, 2023. "External Balance Sheets and the COVID-19 Crisis," Santa Cruz Department of Economics, Working Paper Series qt00p8f01t, Department of Economics, UC Santa Cruz.
- Galina Hale & Luciana Juvenal, 2021. "External Balance Sheets and the COVID-19 Crisis," NBER Working Papers 29277, National Bureau of Economic Research, Inc.
- Hasan, Iftekhar & Marra, Miriam & To, Thomas Y. & Wu, Eliza & Zhang, Gaiyan, 2023. "COVID-19 Pandemic and Global Corporate CDS Spreads," Journal of Banking & Finance, Elsevier, vol. 147(C).
- Hanauer, Matthias X. & Windmüller, Steffen, 2023. "Enhanced momentum strategies," Journal of Banking & Finance, Elsevier, vol. 148(C).
- Aretz, Kevin & Eser Arisoy, Y., 2023. "The Pricing of Skewness Over Different Return Horizons," Journal of Banking & Finance, Elsevier, vol. 148(C).
- Kaustia, Markku & Conlin, Andrew & Luotonen, Niilo, 2023. "What drives stock market participation? The role of institutional, traditional, and behavioral factors," Journal of Banking & Finance, Elsevier, vol. 148(C).
- Cakici, Nusret & Zaremba, Adam, 2023. "Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Heusel, Nicola & Mager, Ferdinand, 2023. "Pension funding and the cross section of stock returns - The case of Germany," Journal of Banking & Finance, Elsevier, vol. 150(C).
- LIN, Fengjiao & QIU, Zhigang & ZHENG, Weinan, 2023. "Cranes among chickens: The general-attention‐grabbing effect of daily price limits in China's stock market," Journal of Banking & Finance, Elsevier, vol. 150(C).
- Huber, Daniel & Jacobs, Heiko & Müller, Sebastian & Preissler, Fabian, 2023. "International factor models," Journal of Banking & Finance, Elsevier, vol. 150(C).
- Chi, Yeguang & He, Jingbin & Ma, Xinru & Wu, Fei, 2023. "Institutional investor inattention bias in auctioned IPOs," Journal of Banking & Finance, Elsevier, vol. 150(C).
- Schweizer, Denis & Walker, Thomas & Zhang, Aoran, 2023. "False hopes and blind beliefs: How political connections affect China's corporate bond market," Journal of Banking & Finance, Elsevier, vol. 151(C).
- Fernandez-Perez, Adrian & Indriawan, Ivan & Tse, Yiuman & Xu, Yahua, 2023. "Cross-asset time-series momentum: Crude oil volatility and global stock markets," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2023. "The effect of uncertainty on stock market volatility and correlation," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Nguyen, Phuc Lam Thy & Alsakka, Rasha & Mantovan, Noemi, 2023. "The impact of sovereign credit ratings on voters’ preferences," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Fetherolf, Raylin & Lovelace, Kelley Bergsma, 2023. "Dimensions of national culture and R2 around the world," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Khim, Veasna & Razafitombo, Hery, 2023. "Scale and skills in European active management: Impact of a new regulatory context," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Kumar, Rajnish & Lawrence, Edward R. & Prakash, Arun & Rodríguez, Iván M., 2023. "Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Billio, Monica & Dufour, Alfonso & Segato, Samuele & Varotto, Simone, 2023. "Complexity and the default risk of mortgage-backed securities," Journal of Banking & Finance, Elsevier, vol. 155(C).
- Yahia, Nadia Ben & Chalwati, Amna & Hmaied, Dorra & Khizer, Abdul Mohi & Trabelsi, Samir, 2023. "Do foreign institutions avoid investing in poorly CSR-performing firms?," Journal of Banking & Finance, Elsevier, vol. 157(C).
- Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2023. "Industry momentum in Latin America," Journal of Business Research, Elsevier, vol. 158(C).
- Abid, Ilyes & Benlemlih, Mohammed & El Ouadghiri, Imane & Peillex, Jonathan & Urom, Christian, 2023. "Fossil fuel divestment and energy prices: Implications for economic agents," Journal of Economic Behavior & Organization, Elsevier, vol. 214(C), pages 1-16.
- Batten, Jonathan A. & Boubaker, Sabri & Kinateder, Harald & Choudhury, Tonmoy & Wagner, Niklas F., 2023.
"Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war,"
Journal of Economic Behavior & Organization, Elsevier, vol. 215(C), pages 325-350.
- J.A. Batten & Sabri Boubaker & H. Kinateder & T. Choudhury & N.F. Wagner, 2023. "Volatility Impacts on Global Banks: Insights from the GFC, COVID-19, and the Russia-Ukraine War," Post-Print hal-04435440, HAL.
- Cao, Wenbin & Duan, Xiaoman & Niu, Xu, 2023. "Access to finance, bureaucracy, and capital allocation efficiency," Journal of Economics and Business, Elsevier, vol. 125.
- Kohls, Tobias & Mager, Ferdinand & Regele, Tobias, 2023. "Competitive advantage and firm, industry, and country effects: An asset pricing perspective," Journal of Economics and Business, Elsevier, vol. 127(C).
- Andrade, Sandro C. & Ekponon, Adelphe & Jeanneret, Alexandre, 2023. "Sovereign risk premia and global macroeconomic conditions," Journal of Financial Economics, Elsevier, vol. 147(1), pages 172-197.
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2023.
"Institutional investors, the dollar, and U.S. credit conditions,"
Journal of Financial Economics, Elsevier, vol. 147(1), pages 198-220.
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "Institutional Investors, the Dollar, and U.S. Credit Conditions," International Finance Discussion Papers 1246, Board of Governors of the Federal Reserve System (U.S.).
- Engle, Robert F. & Campos-Martins, Susana, 2023. "What are the events that shake our world? Measuring and hedging global COVOL," Journal of Financial Economics, Elsevier, vol. 147(1), pages 221-242.
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"Exchange Rate Determination under Limits to CIP Arbitrage,"
CEPR Discussion Papers
18648, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & J. Scott Davis & Eric Van Wincoop, 2023. "Exchange Rate Determination Under Limits to CIP Arbitrage," Globalization Institute Working Papers 425, Federal Reserve Bank of Dallas, revised 23 Sep 2024.
- Philippe Bacchetta & J. Scott Davis & Eric van Wincoop, 2024. "Exchange Rate Determination under Limits to CIP Arbitrage," NBER Working Papers 32876, National Bureau of Economic Research, Inc.
- Emile A. Marin & Sanjay R. Singh, 2023.
"Low Risk Sharing with Many Assets,"
Working Papers
361, University of California, Davis, Department of Economics.
- Emile A. Marin & Sanjay R. Singh, 2023. "Low Risk Sharing with Many Assets," Working Paper Series 2023-37, Federal Reserve Bank of San Francisco.
- Filippo Curti & Marco Migueis, .
"The information value of past losses in operational risk,"
Journal of Operational Risk, Journal of Operational Risk.
- Filippo Curti & Marco Migueis, 2023. "The Information Value of Past Losses in Operational Risk," Finance and Economics Discussion Series 2023-003, Board of Governors of the Federal Reserve System (U.S.).
- Pedro Gomis-Porqueras & Romina Ruprecht & Xuan Zhou, 2023. "A Financial Stress Index for a Small Open Economy: The Australian Case," Finance and Economics Discussion Series 2023-029, Board of Governors of the Federal Reserve System (U.S.).
- Rehim Kılıç, 2023. "Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy," Finance and Economics Discussion Series 2023-074, Board of Governors of the Federal Reserve System (U.S.).
- Christoph E. Boehm & T. Niklas Kroner, 2020.
"The US, Economic News, and the Global Financial Cycle,"
Working Papers
677, Research Seminar in International Economics, University of Michigan.
- Christoph E. Boehm & Niklas Kroner, 2023. "The US, Economic News, and the Global Financial Cycle," International Finance Discussion Papers 1371, Board of Governors of the Federal Reserve System (U.S.).
- Christoph E. Boehm & T. Niklas Kroner, 2023. "The US, Economic News, and the Global Financial Cycle," NBER Working Papers 30994, National Bureau of Economic Research, Inc.
- Joel M. David & Romain Rancière & David Zeke, 2023.
"International Diversification, Reallocation, and the Labor Share,"
NBER Working Papers
31168, National Bureau of Economic Research, Inc.
- Joel M. David & Romain Ranciere & David Zeke, 2023. "International Diversification, Reallocation, and the Labor Share," Working Paper Series WP 2023-16, Federal Reserve Bank of Chicago.
- David, Joe & Ranciere, Romain & Zeke, David, 2023. "International Diversification, Reallocation, and the Labor Share," CEPR Discussion Papers 18128, C.E.P.R. Discussion Papers.
- Victoria Gregory, 2023.
"Labor Force Exiters around Recessions: Who Are They?,"
Review, Federal Reserve Bank of St. Louis, vol. 105(1), pages 9-20, January.
- Victoria Gregory, 2022. "Labor Force Exiters around Recessions: Who Are They?," Working Papers 2022-027, Federal Reserve Bank of St. Louis.
- Fernando M. Martin & Juan M. Sanchez & Olivia Wilkinson, 2023.
"The Economic Impact of COVID-19 around the World,"
Review, Federal Reserve Bank of St. Louis, vol. 105(2), pages 74-88, April.
- Fernando M. Martin & Juan M. Sanchez & Olivia Wilkinson, 2022. "The Economic Impact of COVID-19 around the World," Working Papers 2022-030, Federal Reserve Bank of St. Louis.
- Emilio Espino & Julian Kozlowski & Fernando M. Martin & Juan M. Sanchez, 2023. "External Shocks versus Domestic Policies in Emerging Markets," Review, Federal Reserve Bank of St. Louis, vol. 105(2), pages 108-121, April.
- Marco Cipriani & Linda S. Goldberg & Gabriele La Spada, 2023.
"Financial Sanctions, SWIFT, and the Architecture of the International Payment System,"
Journal of Economic Perspectives, American Economic Association, vol. 37(1), pages 31-52, Winter.
- Cipriani, Marco & Goldberg, Linda S. & La Spada, Gabriele, 2023. "Financial Sanctions, SWIFT, and the Architecture of the International Payment System," CEPR Discussion Papers 17825, C.E.P.R. Discussion Papers.
- Marco Cipriani & Linda S. Goldberg & Gabriele La Spada, 2023. "Financial Sanctions, SWIFT, and the Architecture of the International Payments System," Staff Reports 1047, Federal Reserve Bank of New York.
- Linda S. Goldberg, 2024.
"Global Liquidity: Drivers, Volatility and Toolkits,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 1-31, March.
- Linda S. Goldberg, 2022. "Global Liquidity: Drivers, Volatility and Toolkits," Speech 95155, Federal Reserve Bank of New York.
- Linda S. Goldberg, 2023. "Global Liquidity: Drivers, Volatility and Toolkits," Staff Reports 1064, Federal Reserve Bank of New York.
- Goldberg, Linda S., 2023. "Global Liquidity: Drivers, Volatility and Toolkits," CEPR Discussion Papers 18231, C.E.P.R. Discussion Papers.
- Linda S. Goldberg, 2023. "Global Liquidity: Drivers, Volatility and Toolkits," NBER Working Papers 31355, National Bureau of Economic Research, Inc.
- Nina Boyarchenko & Leonardo Elias, 2023. "Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data," Staff Reports 1074, Federal Reserve Bank of New York.
- Paweł Sakowski & Rafał Sieradzki & Robert Ślepaczuk, 2023. "The systemic risk approach based on implied and realized volatility," Working Papers 2023-07, Faculty of Economic Sciences, University of Warsaw.
- Paweł Jakubowski & Robert Ślepaczuk & Franciszek Windorbski, 2023. "REnsembling ARIMAX Model in Algorithmic Investment Strategies on Commodities Market," Working Papers 2023-20, Faculty of Economic Sciences, University of Warsaw.
- Melise Jaud & Madina Kukenova & Martin Strieborny, 2021.
"Stock Market Liberalizations and Export Dynamics,"
Working Papers
2021_15, Business School - Economics, University of Glasgow.
- Jaud,Melise & Kukenova,Madina & Strieborny,Martin, 2023. "Stock Market Liberalizations and Export Dynamics," Policy Research Working Paper Series 10307, The World Bank.
- Sebastian Horn & Bradley C. Parks & Carmen M. Reinhart & Christoph Trebesch, 2023.
"China as an International Lender of Last Resort,"
NBER Working Papers
31105, National Bureau of Economic Research, Inc.
- Horn,Sebastian Andreas & Parks,Bradley Christopher & Reinhart,Carmen M. & Trebesch,Christoph, 2023. "China as an International Lender of Last Resort," Policy Research Working Paper Series 10380, The World Bank.
- Horn, Sebastian & Parks, Bradley & Reinhart, Carmen M. & Trebesch, Christoph, 2023. "China as an international lender of last resort," Kiel Working Papers 2244, Kiel Institute for the World Economy (IfW Kiel).
- Juan J. Cortina & Maria Soledad Martinez Peria & Sergio L. Schmukler & Jasmine Xiao, 2024.
"The Internationalization of China’s Equity Markets,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 554-610, June.
- Juan J. Cortina & Maria Soledad Martinez Peria & Sergio L. Schmukler & Jasmine Xiao, 2023. "The Internationalization of China's Equity Markets," Mo.Fi.R. Working Papers 182, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Cortina Lorente,Juan Jose & Martinez Peria,Maria Soledad & Schmukler,Sergio L. & Xiao,Jasmine, 2023. "The Internationalization of China’s Equity Markets," Policy Research Working Paper Series 10513, The World Bank.
- Juan J. Cortina & Maria Soledad Martinez Peria & Mr. Sergio L. Schmukler & Jasmine Xiao, 2023. "The Internationalization of China’s Equity Markets," IMF Working Papers 2023/026, International Monetary Fund.
- Reinhold Heinlein & Scott M. R. Mahadeo, 2023.
"Oil and US stock market shocks: Implications for Canadian equities,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(1), pages 247-287, February.
- Reinhold Heinlein & Scott M. R. Mahadeo, 2021. "Oil and US stock market shocks: implications for Canadian equities," Working Papers in Economics & Finance 2021-07, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Vivian M. van Breemen & Frank J. Fabozzi & Dennis Vink, 2023.
"Intensified Competition and The Impact on Credit Ratings in the RMBS market,"
Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 32(2), pages 51-86, May.
- van Breemen, Vivian M. & Fabozzi, Frank J. & Vink, Dennis, 2022. "Intensified competition and the impact on credit ratings in the RMBS market," Working Paper Series 2691, European Central Bank.
- Michele Manna & Stefano Nobili, 2023.
"Banks' holdings of and trading in government bonds,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 257-283, January.
- Michele Manna & Stefano Nobili, 2018. "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers) 1166, Bank of Italy, Economic Research and International Relations Area.
- Oliver Borgards & Robert L. Czudaj, 2023.
"Long‐short speculator sentiment in agricultural commodity markets,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3511-3528, October.
- Oliver Borgards & Robert L. Czudaj, 2022. "Long-short speculator sentiment in agricultural commodity markets," Chemnitz Economic Papers 055, Department of Economics, Chemnitz University of Technology, revised Jan 2022.
- Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023.
"Policy uncertainty and stock market volatility revisited: The predictive role of signal quality,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2307-2321, December.
- Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022. "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers 202232, University of Pretoria, Department of Economics.
- Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023.
"Superkurtosis,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2061-2091, December.
- Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019. "Superkurtosis," MPRA Paper 94473, University Library of Munich, Germany.
- Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023. "Superkurtosis," Working Papers 318, Bank of Greece.
- Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019. "Superkurtosis," MPRA Paper 96563, University Library of Munich, Germany.
- Raheel Gohar & Asma Salman & Emmanuel Uche & Omer Faruk Derindag & Bisharat Hussain Chang, 2023. "Does US Infectious Disease Equity Market Volatility Index Predict G7 Stock Returns? Evidence Beyond Symmetry," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(02), pages 1-16, June.
- Alina Maydybura & Raheel Gohar & Asma Salman & Wing-Keung Wong & Bisharat Hussain Chang, 2023. "The Asymmetric Effect of the Extreme Changes in the Economic Policy Uncertainty on the Exchange Rates: Evidence from Emerging Seven Countries," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(02), pages 1-24, June.
- Francisca Mendonça Souza & Claudia Aline de Souza Ramser & Adriano Mendonça Souza & Claudimar Pereira da Veiga, 2023. "Spillover Effects in the Presence of Structural Breaks, Persistence and Conditioned Heteroscedasticity," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(02), pages 1-51, June.
- Ali Matar, 2023. "The Co-Movement between Emerging Stock Markets Using DCC-GARCH Model: Evidence from GCC and Amman Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1-35, December.
- Yuping Song & Yankun Sun & Yue Ma, 2023. "The impact of Sino–US trade war on the co-movement between China’s stock market and global stock markets," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-24, June.
- Amritkant Mishra & Ajit Kumar Dash & Shri Narayan Pandey & Amba Agarwal, 2023. "Dynamic spillover among the sectoral indices: Evidence from first and second waves of COVID-19," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(03), pages 1-22, September.
- Omenguele René Guy & Mbouolang Yimpi Cédric, 2023. "Influence of Entrepreneur’s Action Logics on His Intention to Adopt Crowdfunding: A Pecking Order Theory Perspective," Journal of Enterprising Culture (JEC), World Scientific Publishing Co. Pte. Ltd., vol. 31(04), pages 427-457, December.
- Iuliana Ismailescu & Blake Phillips & Xiaowei Xu, 2023. "Price Discovery in the CDS Market: Evidence from Corporate Acquisitions," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 1-33, December.
- Dejan ŽIvkov & Marko Peä†Anac & Dajana Ercegovac, 2023. "Interdependence Between Stocks And Exchange Rate In East Asiaâ €” A Wavelet-Based Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(03), pages 917-939, June.
- Liangbo Zhai & Wei Wang, 2023. "Can Winners Keep Winning? An Analysis Of Performance Persistence Of Mutual Funds And Hedge Funds In China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(06), pages 2029-2050, December.
- David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), 2023. "Options — 45 Years since the Publication of the Black–Scholes–Merton Model:The Gershon Fintech Center Conference," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12822.
- Suk-Joong Kim, 2023. "International Banking:A Functional Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13024.
- Gueorgui S Konstantinov & Frank J Fabozzi & Joseph S Simonian, 2023. "Quantitative Global Bond Portfolio Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13313.
- M. S. Scholes, 2023. "Using Option Pricing Information to Time Diversify Portfolio Returns," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 1, pages 1-15, World Scientific Publishing Co. Pte. Ltd..
- P. Wilmott, 2023. "How Good is Black–Scholes–Merton, Really?," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 2, pages 17-27, World Scientific Publishing Co. Pte. Ltd..
- P. Carr & L. Wu & Y. Zhang, 2023. "Probabilistic Interpretation of Black Implied Volatility," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 3, pages 29-46, World Scientific Publishing Co. Pte. Ltd..
- D. Brigo, 2023.
"Probability-Free Models in Option Pricing: Statistically Indistinguishable Dynamics and Historical vs Implied Volatility,"
World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 4, pages 47-61,
World Scientific Publishing Co. Pte. Ltd..
- Damiano Brigo, 2019. "Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility," Papers 1904.01889, arXiv.org, revised Aug 2021.
- M. Brenner, 2023. "VIX and Derivatives," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 5, pages 63-72, World Scientific Publishing Co. Pte. Ltd..
- M. Musiela, 2023. "Multivariate Fractional Brownian Motion and Generalizations of SABR Model," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 6, pages 73-87, World Scientific Publishing Co. Pte. Ltd..
- P. Glasserman & P. He, 2023. "Buy Rough, Sell Smooth," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 7, pages 89-125, World Scientific Publishing Co. Pte. Ltd..
- J. Gatheral & T. Jaisson & M. Rosenbaum, 2023. "Volatility is Rough," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 8, pages 127-172, World Scientific Publishing Co. Pte. Ltd..
- L.C.G. Rogers, 2023. "Things We Think We Know," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 9, pages 173-184, World Scientific Publishing Co. Pte. Ltd..
- R. Lee, 2023. "Cumulant Formulas for Implied Volatility," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 10, pages 185-193, World Scientific Publishing Co. Pte. Ltd..
- P. Tankov, 2023. "Implied Volatility Asymptotics: Black–Scholes and Beyond," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 11, pages 195-212, World Scientific Publishing Co. Pte. Ltd..
- J. Guyon, 2023. "The Smile of Stochastic Volatility Models," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 12, pages 213-233, World Scientific Publishing Co. Pte. Ltd..
- J. Cao & J. Chen & J. Hull, 2023. "A Neural Network Approach to Understanding Implied Volatility Movements," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 13, pages 235-256, World Scientific Publishing Co. Pte. Ltd..
- D. Dobi & M. Avellaneda, 2023. "Modeling Volatility Risk in Equity Options Market: A Statistical Approach," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 14, pages 257-292, World Scientific Publishing Co. Pte. Ltd..
- D. Gershon, 2023. "A General Theory of Option Pricing," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 15, pages 293-330, World Scientific Publishing Co. Pte. Ltd..
- A. Lipton, 2023. "Old Problems, Classical Methods, New Solutions," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 16, pages 331-375, World Scientific Publishing Co. Pte. Ltd..
- B. Dupire, 2023. "25 Years of Local Volatility and Beyond," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 17, pages 377-391, World Scientific Publishing Co. Pte. Ltd..
- D. Gatarek & J. Jabłecki, 2023. "Swap Rate à la Stock: Bermudan Swaptions Made Easy," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 18, pages 393-412, World Scientific Publishing Co. Pte. Ltd..
- N. El Karoui, 2023. "Thirty Years of Derivatives Market: Originality of the French Experience," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 19, pages 413-432, World Scientific Publishing Co. Pte. Ltd..
- E. I. Ronn, 2023. "Option Prices in the Equity, Index and Commodity Markets: The “Message from Markets”," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 20, pages 433-449, World Scientific Publishing Co. Pte. Ltd..
- H. Li & Q. Wang, 2023. "Options Markets in China: The New Frontier," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 21, pages 451-468, World Scientific Publishing Co. Pte. Ltd..
- D. B. Madan, 2023. "Risk Exposure Valuation Using Measure Distortions: An Overview," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 22, pages 469-482, World Scientific Publishing Co. Pte. Ltd..
- P. Protter, 2023. "Insider Trading," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 23, pages 483-493, World Scientific Publishing Co. Pte. Ltd..
- M. Crouhy & D. Galai & Z. Wiener, 2023. "Contingent Claims Analysis in Corporate Finance," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 24, pages 495-520, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Quantifying Risks and the Role of Quantitative Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 1, pages 3-25, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Global Markets and Bond Benchmarks," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 2, pages 27-66, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Currency Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 3, pages 67-101, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Yield Curve Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 4, pages 103-150, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Factors in Global Bond Portfolios," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 5, pages 153-173, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Top-Down Portfolio Allocation," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 6, pages 175-203, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Bond Selection," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 7, pages 205-228, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Bond Trading, Portfolio Rebalancing, and Electronic Exchanges," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 8, pages 229-257, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Portfolio Risk Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 9, pages 259-298, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Factor Models in Performance Analysis," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 10, pages 301-328, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Performance Analysis," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 11, pages 329-348, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Yield Curve Attribution for Global Bond Portfolios," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 12, pages 349-379, World Scientific Publishing Co. Pte. Ltd..
- Röhrer, Fabio E.G. & Proano, Christian R. & Mateane, Lebogang, 2023. "The impact of macroeconomic activity and yield valuation on mergers and acquisitions in Europe," BERG Working Paper Series 185, Bamberg University, Bamberg Economic Research Group.
- Kaldorf, Matthias & Röttger, Joost, 2023. "Convenient but risky government bonds," Discussion Papers 15/2023, Deutsche Bundesbank.
- Zaghini, Andrea, 2024.
"Unconventional green,"
Journal of Corporate Finance, Elsevier, vol. 85(C).
- Zaghini, Andrea, 2023. "Unconventional green," CFS Working Paper Series 710, Center for Financial Studies (CFS).
- Andrea Zaghini, 2024. "Unconventionally green," Temi di discussione (Economic working papers) 1453, Bank of Italy, Economic Research and International Relations Area.
- Kämpf, Vanessa & Stadtmann, Georg & Zimmermann, Lilli, 2023. "Swiss National Bank: Is the recent loss a threat to monetary policy? A research note," Discussion Papers 429, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Sebastian Horn & Bradley C. Parks & Carmen M. Reinhart & Christoph Trebesch, 2023.
"China as an International Lender of Last Resort,"
NBER Working Papers
31105, National Bureau of Economic Research, Inc.
- Horn, Sebastian & Parks, Bradley & Reinhart, Carmen M. & Trebesch, Christoph, 2023. "China as an international lender of last resort," Kiel Working Papers 2244, Kiel Institute for the World Economy (IfW Kiel).
- Horn,Sebastian Andreas & Parks,Bradley Christopher & Reinhart,Carmen M. & Trebesch,Christoph, 2023. "China as an International Lender of Last Resort," Policy Research Working Paper Series 10380, The World Bank.
- Fernández Tucci, Candelaria, 2023. "Original sin and South-South cooperation: Insights for the Mercosur from the experience of the Asian Bond Market Initiative," IPE Working Papers 214/2023, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
- Ambrocio, Gene & Hasan, Iftekhar & Li, Xiang, 2023.
"Global political ties and the global financial cycle,"
IWH Discussion Papers
23/2023, Halle Institute for Economic Research (IWH).
- Ambrocio, Gene & Hasan, Iftekhar & Li, Xiang, 2024. "Global political ties and the global financial cycle," Bank of Finland Research Discussion Papers 1/2024, Bank of Finland.
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"Bilateral international investments: The big sur?,"
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"Sovereign Debt Puzzles,"
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"Macro-Financial Stability in the COVID-19 Crisis: Some Reflections,"
Annual Review of Financial Economics, Annual Reviews, vol. 15(1), pages 29-54, November.
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"Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities,"
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"How Large is the Sovereign Greenium?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(6), pages 1472-1483, December.
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"The Market-Based Probability of Stock Returns,"
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"Global Factors in Non-core Bank Funding and Exchange Rate Flexibility,"
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"Time-varying risk aversion and international stock returns,"
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"Macroeconomic news, the financial cycle and the commodity cycle: The Chinese footprint,"
Economics Letters, Elsevier, vol. 231(C).
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Statistics Paper Series
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"Currency Risk Premiums Redux,"
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"The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach,"
Research in International Business and Finance, Elsevier, vol. 73(PA).
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"Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination,"
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"IFCI-SA: International financial conditions index for South American economies,"
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"Forecasting VIX: the illusion of forecast evaluation criteria,"
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"Rogue Waves: Climate Change and Firm Performance,"
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"What drives bank income smoothing? Evidence from Africa,"
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"Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts,"
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"Stock market bubbles and the realized volatility of oil price returns,"
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"Forecasting international financial stress: The role of climate risks,"
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"Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty,"
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"The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle,"
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"Sovereign bond and CDS market contagion: A story from the Eurozone crisis,"
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"US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach,"
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"The pricing of unexpected volatility in the currency market,"
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"Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries,"
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"A decade of RMB internationalisation,"
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"Monetary policy and financial markets: evidence from Twitter traffic,"
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- Julia A. Tarasova & Evgenii I. Lyashko, 2023. "The Influence of Institutional Factors on Green Bond Issuance: a Look Back to 2021," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 90-102, April.
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- Kirill D. Shilov, 2023. "Криптовалюты: Тенденции Рынка И Санкции," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, pages 43-50, February.
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"Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century,"
Mathematics, MDPI, vol. 11(9), pages 1-21, April.
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"Exportweltmeister: Germany's Foreign Investment Returns in International Comparison,"
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"Flip the Coin: Heads, Tails or Cryptocurrencies?,"
Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 70(SI), pages 1-18, February.
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"A Bayesian approach for the determinants of bitcoin returns,"
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"Advance disclosure of insider transactions: Empirical evidence from the Vietnamese stock market,"
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"Sovereign bond and CDS market contagion: A story from the Eurozone crisis,"
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"Determinants of partial versus full cross-border acquisitions for Sovereign Wealth Funds,"
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"Commodity futures return predictability and intertemporal asset pricing,"
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"The effect of IMF communication on government bond markets: insights from sentiment analysis,"
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"Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war,"
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"Did the collapse of Silicon Valley Bank catalyze financial contagion?,"
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"The Increasing Impact of Spain on the Equity Markets of Brazil, Chile and Mexico,"
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"The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk,"
The Energy Journal, , vol. 45(5), pages 65-89, September.
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- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2023. "The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk," Working Papers hal-04346813, HAL.
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"The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk,"
The Energy Journal, , vol. 45(5), pages 65-89, September.
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- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2023. "The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk," Working Papers hal-04346858, HAL.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2024. "The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk," Post-Print hal-04794038, HAL.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2023. "The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk," Working Papers hal-04346813, HAL.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2024.
"The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk,"
The Energy Journal, , vol. 45(5), pages 65-89, September.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2023. "The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk," Working Papers hal-04346858, HAL.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2023. "The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk," CEE-M Working Papers hal-04346858, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2024. "The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk," Post-Print hal-04794038, HAL.
- Karine Constant & Marion Davin & Gilles de Truchis & Benjamin Keddad, 2023. "The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk," Working Papers hal-04346813, HAL.
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- Valseth, Siri, 2023. "Repo market frictions and intermediation in electronic bond markets," UiS Working Papers in Economics and Finance 2023/1, University of Stavanger.
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- Sergei Gurov, 2023. "Illiquidity Effects in the Russian Stock Market," HSE Economic Journal, National Research University Higher School of Economics, vol. 27(1), pages 78-102.
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"Debt erosion: Asymmetric response to demand and supply shocks,"
International Review of Economics & Finance, Elsevier, vol. 96(PA).
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- Ooi Kok Loang, 2023. "Bank Resilience And Political Institutions: Do Banking Business Models Matter?," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 9(2), pages 313-336, May.
- Ooi Kok Loang, 2023. "Information Efficiency In The U.S. And Shariah-Complaint Stocks In Malaysia During Covid-19," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 9(3), pages 465-490, September.
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- Nihal Touti & Asmâa Alaoui Taïb, 2023. "Bibliometric Analysis Of Shariah Compliant Capital Asset Pricing Models," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 9(4), pages 725-750, December.
- Nevi Danila, 2023. "The Asymme The Asymmetric Ex Tric Exchange Ra Ange Rate Pass-Through T Ass-Through To Inflation In The Selected Asean Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(1), pages 125-144, March.
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- Chinmaya Behera, 2023. "The Crude Oil Price–Stock Return Connectedness And The Impact Of The Russian-Ukraine War On Stock Returns In East Asian Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(Special I), pages 97-110, February.
- Claudia Gabriela Baicu, 2023. "Practices And Policies In The Green Sovereign Bond Market: Some Developments In The European Union," Euroinfo, Institute for World Economy, Romanian Academy, vol. 7(2), pages 31-42, June.
- Bada Han, 2023. "Transmission of Global Financial Shocks: Which Capital Flows Matter?," International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 55-110, March.
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- Juan J. Cortina & Maria Soledad Martinez Peria & Sergio L. Schmukler & Jasmine Xiao, 2024.
"The Internationalization of China’s Equity Markets,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 554-610, June.
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"Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants, and Disconnect,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 196-252, March.
- Mr. Eugenio M Cerutti & Haonan Zhou, 2023. "Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants and Disconnect," IMF Working Papers 2023/028, International Monetary Fund.
- Ghio, Maddalena & Rousová, Linda & Salakhova, Dilyara & Bauer, Germán Villegas, 2023.
"Derivative margin calls: a new driver of MMF flows,"
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2800, European Central Bank.
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- Sakai Ando & Chenxu Fu & Francisco Roch & Ursula Wiriadinata, 2024.
"How Large is the Sovereign Greenium?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(6), pages 1472-1483, December.
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- Mr. Sakai Ando & Mr. Chenxu Fu & Mr. Francisco Roch & Ursula Wiriadinata, 2023. "How Large is the Sovereign Greenium?," IMF Working Papers 2023/080, International Monetary Fund.
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"ECB euro liquidity lines,"
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2125, Banco de España.
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"The Dominant Currency Financing Channel of External Adjustment,"
Borradores de Economia
1111, Banco de la Republica de Colombia.
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"The Economics of Sovereign Debt, Bailouts and the Eurozone Crisis,"
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"The dark side of the moon? Fintech and financial stability,"
International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 71(2), pages 421-433, June.
- Mr. Serhan Cevik, 2023. "The Dark Side of the Moon? Fintech and Financial Stability," IMF Working Papers 2023/253, International Monetary Fund.
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"Feeling Rich, Feeling Poor: Housing Wealth Effects and Consumption in Europe,"
Annals of Economics and Finance, Society for AEF, vol. 26(1), pages 361-375, May.
- Mr. Serhan Cevik & Sadhna Naik, 2023. "Feeling Rich, Feeling Poor: Housing Wealth Effects and Consumption in Europe," IMF Working Papers 2023/256, International Monetary Fund.
- Erick Treviño Aguilar & Gilberto Calvillo Vives & Jeremy Heald, 2023. "A Network of two Markets, Correlations for Stocks in the S&P500 Index and Stocks Traded in the BMV," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(3), pages 1-27, Julio - S.
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"Lessons from outperformance in the Indian financial sector,"
Global Policy, London School of Economics and Political Science, vol. 14(5), pages 805-817, November.
- Ashima Goyal, 2023. "Lessons from outperformance in the Indian financial sector," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2023-002, Indira Gandhi Institute of Development Research, Mumbai, India.
- Tihana Skrinjaric, 2023. "Leading indicators of financial stress in Croatia: a regime switching approach," Public Sector Economics, Institute of Public Finance, vol. 47(2), pages 205-232.
- Iader Giraldo & Carlos Giraldo & José E. Gomez-Gonzalez & Jorge Mario Uribe, 2023.
"US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries,"
Documentos de trabajo
20667, FLAR.
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- Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2023. "Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction," IREA Working Papers 202315, University of Barcelona, Research Institute of Applied Economics, revised Nov 2023.
- Raquel M. Gaspar & Xu Jiaming, 2023. "Consumer Confidence and Stock Markets' Returns," Working Papers REM 2023/0292, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Firuze Simay SEZGIN & Caner ÖZDURAK, 2023. "Are Crypto Assets Connected to Real World Shocks? The Nexus Between Terrorist Attacks, Bitcoin and NFTs," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 10(1), pages 113-132, January.
- Mercan Hatipoglu, 2023. "What Determined Stock Returns in Turkey from 1990 to 2022: Evidence from Structural Break Regression," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 73(73-1), pages 185-202, June.
- Agnese, Pablo & Rios, Francisco, 2024.
"Spillover effects of energy transition metals in Chile,"
Energy Economics, Elsevier, vol. 134(C).
- Agnese, Pablo & Rios, Francisco, 2023. "Spillover Effects of Energy Transition Metals in Chile," IZA Discussion Papers 15999, Institute of Labor Economics (IZA).
- Pablo Agnese & Pedro Garcia del Barrio & Luis Alberiko Gil-Alana & Fernando Perez de Gracia, 2024.
"Precious metal prices: a tale of four US recessions,"
Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(5), pages 1012-1022, March.
- Agnese, Pablo & Garcia-del-Barrio, Pedro & Gil-Alana, Luis A. & de Gracia, Fernando Perez, 2023. "Precious Metal Prices: A Tale of Four U.S. Recessions," IZA Discussion Papers 16012, Institute of Labor Economics (IZA).
- PENDARAKI Konstantina & CHARDA Magdalini, 2023. "Investigating Causal Spillovers among International Stock Markets," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
- Leslie Rodríguez-Valencia & Prosper Lamothe-Fernández & David Alaminos, 2023. "The market value of SMEs: a comparative study between private and listed firms in alternative stock markets," Annals of Finance, Springer, vol. 19(1), pages 95-117, March.
- Mikhail Stolbov & Maria Shchepeleva, 2023. "Sentiment-based indicators of real estate market stress and systemic risk: international evidence," Annals of Finance, Springer, vol. 19(3), pages 355-382, September.
- Muneer Shaik & Mohd Ziaur Rehman, 2023. "The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 231-246, March.
- Babita Panda & Ajaya Kumar Panda & Pradiptarathi Panda, 2023. "Macroeconomic Response to BRICS Countries Stock Markets Using Panel VAR," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 259-272, March.
- Sung C. Bae & Taek Ho Kwon, 2023. "Exchange Rate Risk Management using Currency Derivatives: The Case of Exposures to Japanese Yen," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(3), pages 621-647, September.
- Ajay Chauhan & Swati Gupta & Sanjay Gupta, 2023. "An ISM and MICMAC Approach for Modelling the Contributors of Multibagger Stocks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(4), pages 677-699, December.
- Eugen Alberti & Tim Alexander Herberger & Manuela Ender, 2023. "Short-Term Stock Performance of Health Care Companies in Times of Viral Epidemics and Pandemics," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 51(2), pages 131-148, September.
- Toan Luu Duc Huynh, 2023. "When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?," Computational Economics, Springer;Society for Computational Economics, vol. 62(2), pages 639-661, August.
- Alin Marius Andrieş & Mihaela Brodocianu & Nicu Sprincean, 2023. "The role of institutional investors in the financial development," Economic Change and Restructuring, Springer, vol. 56(1), pages 345-378, February.
- Tamara Teplova & Mikova Evgeniia & Qaiser Munir & Nataliya Pivnitskaya, 2023. "Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints," Economic Change and Restructuring, Springer, vol. 56(1), pages 515-535, February.
- Salah A. Nusair & Jamal A. Al-Khasawneh, 2023. "Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis," Economic Change and Restructuring, Springer, vol. 56(3), pages 1849-1893, June.
- Amat Adarov, 2023.
"Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(2), pages 551-583, May.
- Amat Adarov, 2019. "Financial Cycles in Europe: Dynamics, Synchronicity and Implications for Business Cycles and Macroeconomic Imbalances," wiiw Working Papers 166, The Vienna Institute for International Economic Studies, wiiw.
- Rim Bernoussi & Michael Rockinger, 2023. "Rebalancing with transaction costs: theory, simulations, and actual data," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(2), pages 121-160, June.
- Michel Ferreira Cardia Haddad & Szabolcs Blazsek & Philip Arestis & Franz Fuerst & Hsia Hua Sheng, 2023. "The two-component Beta-t-QVAR-M-lev: a new forecasting model," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(4), pages 379-401, December.
- Kevin Rink, 2023. "The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(4), pages 403-456, December.
- Mitali Das, 2023. "International Inflation Spillovers from a Flight to Safe Assets," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 29(1), pages 95-97, May.
- R. Balasubramanian & Brajesh Kumar, 2023. "Equity Home Bias in Emerging and Advanced Economies: Trend Before and During COVID-19," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 29(4), pages 261-275, November.
- Junyong Lee & Kyounghun Lee & Frederick Dongchuhl Oh, 2023. "Religion and Equity Home Bias," Open Economies Review, Springer, vol. 34(5), pages 1015-1038, November.
- Theodoros Bratis & Nikiforos T. Laopodis & Georgios P. Kouretas, 2023. "CDS and equity markets’ volatility linkages: lessons from the EMU crisis," Review of Quantitative Finance and Accounting, Springer, vol. 60(3), pages 1259-1281, April.
- Frank J. Fabozzi & Francesco A. Fabozzi & Diana Tunaru, 2023. "A comparison of multi-factor term structure models for interbank rates," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 323-356, July.
- Kumari Juddoo & Issam Malki & Sudha Mathew & Sheeja Sivaprasad, 2023. "An impact investment strategy," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 177-211, July.
- Audrey Hsu & Sophia Liu, 2023. "The effect of book-tax conformity on the information environment: from the analyst perspective," Review of Quantitative Finance and Accounting, Springer, vol. 61(2), pages 535-565, August.
- Adnan Abo Al Haija & Rahma Lahyani, 2023. "Dynamic interactions of actual stock returns with forecasted stock returns and investors’ risk aversion: empirical evidence interplaying the impact of Covid-19 pandemic," Review of Quantitative Finance and Accounting, Springer, vol. 61(3), pages 1129-1149, October.
- Dorota Jegorow & Lech Gruszecki & Grzegorz Jegorow, 2023. "Non-fungible tokens as an area of entrepreneurial activity: Global perspective and potential directions of change," International Entrepreneurship Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., vol. 9(2), pages 61-73.
- Körnert Jan & Kolwey Tim, 2023. "Staatsfonds und die Dax-40-Unternehmen: Analyse der Einflussmöglichkeiten durch den Erwerb von Sperrminoritäten, einfachen und qualifizierten Mehrheiten," Zeitschrift für Wirtschaftspolitik, De Gruyter, vol. 72(2), pages 193-222, August.
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"The impact of monetary and fiscal stimulus on stock returns during the COVID-19 Pandemic,"
Journal of Asian Economics, Elsevier, vol. 90(C).
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- Klose, Jens, 2024.
"Empirical effects of sanctions and support measures on stock prices and exchange rates in the Russia–Ukraine war,"
Global Finance Journal, Elsevier, vol. 59(C).
- Jens Klose, 2023. "Empirical Eects of Sanctions and Support Measures on Stock Prices and Exchange Rates in the Russia-Ukraine War," MAGKS Papers on Economics 202317, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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"A Bayesian approach for the determinants of bitcoin returns,"
International Review of Financial Analysis, Elsevier, vol. 91(C).
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"The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets,"
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- Paweł Mikołajczak, 2023. "Comparative study of social impact bonds – capital per beneficiary and scheme duration," Bank i Kredyt, Narodowy Bank Polski, vol. 54(2), pages 191-220.
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"Liquidity, Debt Denomination, and Currency Dominance,"
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"The US, Economic News, and the Global Financial Cycle,"
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677, Research Seminar in International Economics, University of Michigan.
- Christoph E. Boehm & T. Niklas Kroner, 2023. "The US, Economic News, and the Global Financial Cycle," NBER Working Papers 30994, National Bureau of Economic Research, Inc.
- Christoph E. Boehm & Niklas Kroner, 2023. "The US, Economic News, and the Global Financial Cycle," International Finance Discussion Papers 1371, Board of Governors of the Federal Reserve System (U.S.).
- Bryan Hardy & Felipe E. Saffie & Ina Simonovska, 2023.
"Trade Credit and Exchange Rate Risk Pass Through,"
NBER Working Papers
31078, National Bureau of Economic Research, Inc.
- Bryan Hardy & Felipe Saffie & Ina Simonovska, 2024. "Trade credit and exchange rate risk pass through," BIS Working Papers 1216, Bank for International Settlements.
- Horn,Sebastian Andreas & Parks,Bradley Christopher & Reinhart,Carmen M. & Trebesch,Christoph, 2023.
"China as an International Lender of Last Resort,"
Policy Research Working Paper Series
10380, The World Bank.
- Sebastian Horn & Bradley C. Parks & Carmen M. Reinhart & Christoph Trebesch, 2023. "China as an International Lender of Last Resort," NBER Working Papers 31105, National Bureau of Economic Research, Inc.
- Horn, Sebastian & Parks, Bradley & Reinhart, Carmen M. & Trebesch, Christoph, 2023. "China as an international lender of last resort," Kiel Working Papers 2244, Kiel Institute for the World Economy (IfW Kiel).
- Manoj Dalvi & Prachi Deuskar & Lawrence R. Glosten & Ravi Jagannathan, 2023. "Day Traders, Noise, and Cost of Immediacy," NBER Working Papers 31127, National Bureau of Economic Research, Inc.
- Anusha Chari, 2023.
"Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities,"
Annual Review of Economics, Annual Reviews, vol. 15(1), pages 549-572, September.
- Anusha Chari, 2023. "Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities," NBER Working Papers 31143, National Bureau of Economic Research, Inc.
- Michael B. Devereux & Charles Engel & Steve Pak Yeung Wu, 2023. "Collateral Advantage: Exchange Rates, Capital Flows and Global Cycles," NBER Working Papers 31164, National Bureau of Economic Research, Inc.
- Hardy, Bryan & Saffie, Felipe, 2024.
"From carry trades to trade credit: Financial intermediation by non-financial corporations,"
Journal of International Economics, Elsevier, vol. 152(C).
- Bryan Hardy & Felipe Saffie, 2019. "From carry trades to trade credit: financial intermediation by non-financial corporations," BIS Working Papers 773, Bank for International Settlements.
- Bryan Hardy & Felipe Saffie, 2023. "From Carry Trades to Trade Credit: Financial Intermediation by Non-Financial Corporations," NBER Working Papers 31183, National Bureau of Economic Research, Inc.
- Linda S. Goldberg, 2024.
"Global Liquidity: Drivers, Volatility and Toolkits,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 1-31, March.
- Linda S. Goldberg, 2022. "Global Liquidity: Drivers, Volatility and Toolkits," Speech 95155, Federal Reserve Bank of New York.
- Linda S. Goldberg, 2023. "Global Liquidity: Drivers, Volatility and Toolkits," NBER Working Papers 31355, National Bureau of Economic Research, Inc.
- Goldberg, Linda S., 2023. "Global Liquidity: Drivers, Volatility and Toolkits," CEPR Discussion Papers 18231, C.E.P.R. Discussion Papers.
- Linda S. Goldberg, 2023. "Global Liquidity: Drivers, Volatility and Toolkits," Staff Reports 1064, Federal Reserve Bank of New York.
- Ryan Chahrour & Rosen Valchev, 2024.
"The Dollar in an Era of International Retrenchment,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(3), pages 1042-1080, September.
- Ryan Chahrour & Rosen Valchev, 2023. "The Dollar in an Era of International Retrenchment," NBER Working Papers 31405, National Bureau of Economic Research, Inc.
- Chernov, Mikhail & Dahlquist, Magnus, 2023.
"Currency risk premiums: A multi-horizon perspective,"
CEPR Discussion Papers
18265, C.E.P.R. Discussion Papers.
- Mikhail Chernov & Magnus Dahlquist, 2023. "Currency Risk Premiums: A Multi-horizon Perspective," NBER Working Papers 31418, National Bureau of Economic Research, Inc.
- Oliver de Groot & Ceyhun Bora Durdu & Enrique G. Mendoza, 2023.
"Why Global and Local Solutions of Open-Economy Models with Incomplete Markets Differ and Why it Matters,"
NBER Working Papers
31544, National Bureau of Economic Research, Inc.
- Oliver de Groot & C. Bora Durdu & Enrique G. Mendoza, 2024. "Why Global and Local Solutions of Open-Economy Models with Incomplete Markets Differ and Why it Matters," PIER Working Paper Archive 24-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Michael D. Bordo & Cécile Bastidon, 2023. "The International Monetary System and International Financial System as an Analogy to the Copernican Heliocentric system: A simple multi-layers network model with simultaneous regime changes," NBER Working Papers 31716, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Toomas Laarits, 2023. "When do Treasuries Earn the Convenience Yield? — A Hedging Perspective," NBER Working Papers 31863, National Bureau of Economic Research, Inc.
- Matteo Maggiori & Brent Neiman & Jesse Schreger, 2023. "Corporate Debt Structure with Home and International Currency Bias," NBER Working Papers 31891, National Bureau of Economic Research, Inc.
- Rohan Kekre & Moritz Lenel, 2025.
"The High-Frequency Effects of Dollar Swap Lines,"
American Economic Review: Insights, American Economic Association, vol. 7(1), pages 107-123, March.
- Rohan Kekre & Moritz Lenel, 2023. "The High Frequency Effects of Dollar Swap Lines," Working Papers 2023-17, Princeton University. Economics Department..
- Rohan Kekre & Moritz Lenel, 2023. "The High Frequency Effects of Dollar Swap Lines," NBER Working Papers 31901, National Bureau of Economic Research, Inc.
- Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2023. "Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion," NBER Working Papers 31907, National Bureau of Economic Research, Inc.
- Philippe Bacchetta & J. Scott Davis & Eric van Wincoop, 2023.
"Dollar Shortages, CIP Deviations, and the Safe Haven Role of the Dollar,"
Swiss Finance Institute Research Paper Series
23-117, Swiss Finance Institute.
- Philippe Bacchetta & J. Scott Davis & Eric van Wincoop, 2023. "Dollar Shortages, CIP Deviations, and the Safe Haven Role of the Dollar," NBER Working Papers 31937, National Bureau of Economic Research, Inc.
- Maria Papadima, 2023. "The Economic Crisis And “The Great Recession”," Entrepreneurship, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 11(1), pages 61-78.
- Haimanot Kassa & Feifei Wang & Yan Xuemin (Sterling), 2023. "Expected Stock Market Returns and Volatility: Three Decades Later," Critical Finance Review, now publishers, vol. 12(1-4), pages 271-307, August.
- Bashar Abdallah & Francisco Rodriguez-Fernandez, 2023. "Global Banking Performance in the Time of COVID-19: Impact on Commercial and Islamic Banks," Review of Corporate Finance, now publishers, vol. 3(3), pages 389-416, July.
- John W. Goodell & Andrea Paltrinieri & Stefano PiserÃ, 2023. "Comparing Search-Engine Intensity and Regulatory Attention Impacts on Cryptocurrencies: Uncovering Important Heterogeneities," Review of Corporate Finance, now publishers, vol. 3(4), pages 571-595, September.
- Alexander Apostolov, 2023. "The Role of the Capital Market System as a Mechanism for Stability and Economic Growth," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 83-114, October.
- Justyna Witkowska, 2023. "The Life And Non-Life Insurance Market In The European Union," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, vol. 18(2), pages 157-170, December.
- Bernhard Haslhofer & Burkhard Raunig & Pietro Saggase & Esther Segalla & Michael Sigmund & Felix Zangerl, 2023. "Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient? (Pietro Saggese, Esther Segalla, Michael Sigmund, Burkhard Raunig, Felix Zangerl, Bernhard Haslhofer)," Working Papers 248, Oesterreichische Nationalbank (Austrian Central Bank).
- Georgiana Iulia LAZEA & Ovidiu Constantin BUNGET & Anca Diana SUMĂNARU, 2023. "Comparative Analysis Of Cryptocurrencies Versus Fiat Money," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 32(2), pages 111-120, December.
- Antonia Cosmina GIUGLEA, 2023. "How Are The Conceptual Framework Hypotheses Reflected Into Practice? A Short Review Of The Current Literature," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 32(1), pages 351-362, July.
- Anita KISS, 2023. "An Empirical Analysis Of The Effects Of The 2007- 2008 Financial Crisis On Changes In The Value Creation Of Firms In The Financial And Real Economies Of Countries With Anglo-Saxon And Continental Fina," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 32(1), pages 391-402, July.
- Ciprian Beniamin BENEA & Adrian NEGREA, 2023. "State, Neoliberalism And Financialization," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 32(1), pages 459-469, July.
- Ibrahim M. I. KHARIS & Adriana GIURGIU, 2023. "The Evolution Of Central Bank Digital Currencies And Their Affect On The Global Economy," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 32(1), pages 479-486, July.
- Sergio Florez-Orrego & Matteo Maggiori & Jesse Schreger & Ziwen Sun & Serdil Tinda, 2024.
"Global Capital Allocation,"
Annual Review of Economics, Annual Reviews, vol. 16(1), pages 623-653, August.
- Florez-Orrego, Sergio & Maggiori, Matteo & Schreger, Jesse & Sun, Ziwen & Tinda, Serdil, 2023. "Global Capital Allocation," CEPR Discussion Papers 18480, C.E.P.R. Discussion Papers.
- Florez-Orrego, Sergio & Maggiori, Matteo & Schreger, Jesse & Sun, Ziwen & Tinda, Serdil, 2023. "Global Capital Allocation," SocArXiv 5s6n3, Center for Open Science.
- Sergio Florez-Orrego & Matteo Maggiori & Jesse Schreger & Ziwen Sun & Serdil Tinda, 2023. "Global Capital Allocation," NBER Working Papers 31599, National Bureau of Economic Research, Inc.
- Christoph Kaufmann, 2023.
"Investment Funds, Monetary Policy, and the Global Financial Cycle,"
Journal of the European Economic Association, European Economic Association, vol. 21(2), pages 593-636.
- Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224573, Verein für Socialpolitik / German Economic Association.
- Kaufmann, Christoph, 2021. "Investment funds, monetary policy, and the global financial cycle," ESRB Working Paper Series 119, European Systemic Risk Board.
- Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," Working Paper Series 2489, European Central Bank.
- Jinjing Liu, 2023. "A New Tail-Based Correlation Measure and Its Application in Global Equity Markets," Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 959-987.
- Sergey Mityakov & Margarita Portnykh & Kevin K Tsui, 2023. "International politics and oil trade: evidence from Russian oil exports," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 39(3), pages 642-681.
- Markus Broman & Michael Densmore & Pauline Shum Nolan, 2023. "The Geography of Subadvisors, Managerial Structure, and the Performance of International Equity Mutual Funds," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(2), pages 343-374.
- Arseny Gorbenko & Marcin Kacperczyk, 2023. "Short Interest and Aggregate Stock Returns: International Evidence," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(4), pages 691-733.
- Sebastien Betermier & David Schumacher & Ali Shahrad & Marcin Kacperczyk, 2023. "Mutual Fund Proliferation and Entry Deterrence," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(4), pages 784-829.
- Matthias Efing & Rüdiger Fahlenbrach & Christoph Herpfer & Philipp Krueger, 2023. "How Do Investors and Firms React to a Large, Unexpected Currency Appreciation Shock?," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 12(3), pages 488-538.
- Tarek A Hassan & Thomas M Mertens & Tony Zhang, 2023.
"A Risk-based Theory of Exchange Rate Stabilization,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(2), pages 879-911.
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2016. "A Risk-based Theory of Exchange Rate Stabilization," NBER Working Papers 22790, National Bureau of Economic Research, Inc.
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2020. "A Risk-based Theory of Exchange Rate Stabilization," Working Paper Series 2016-15, Federal Reserve Bank of San Francisco.
- Thomas A Maurer & Thuy-Duong Tô & Ngoc-Khanh Tran, 2023. "Market Timing and Predictability in FX Markets," Review of Finance, European Finance Association, vol. 27(1), pages 223-246.
- Kevin Aretz & Ming-Tsung Lin & Ser-Huang Poon, 2023. "Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns," Review of Finance, European Finance Association, vol. 27(1), pages 289-323.
- Xuepeng Liu & Heiwai Tang & Zhi Wang & Shang-Jin Wei, 2023.
"Currency Carry Trade by Trucks: The Curious Case of China’s Massive Imports from Itself,"
Review of Finance, European Finance Association, vol. 27(2), pages 469-493.
- Xuepeng Liu & Heiwai Tang & Zhi Wang & Shang-Jin Wei, 2022. "Currency Carry Trade by Trucks: The Curious Case of China's Massive Imports from Itself," NBER Working Papers 29633, National Bureau of Economic Research, Inc.
- Charles M C Lee & Yuanyu Qu & Tao Shen, 2023. "Gate Fees: The Pervasive Effect of IPO Restrictions on Chinese Equity Markets," Review of Finance, European Finance Association, vol. 27(3), pages 809-849.
- Peter Iliev & Lukas Roth, 2023. "Director Expertise and Corporate Sustainability," Review of Finance, European Finance Association, vol. 27(6), pages 2085-2123.
- Itzhak Ben-David & Francesco Franzoni & Byungwook Kim & Rabih Moussawi & Ralph Koijen, 2023.
"Competition for Attention in the ETF Space,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(3), pages 987-1042.
- Itzhak Ben-David & Francesco A. Franzoni & Byungwook Kim & Rabih Moussawi, 2021. "Competition for Attention in the ETF Space," Swiss Finance Institute Research Paper Series 21-03, Swiss Finance Institute.
- Franzoni, Francesco & Ben-David, Itzhak & Kim, Byungwook & Moussawi, Rabih, 2021. "Competition for Attention in the ETF Space," CEPR Discussion Papers 15762, C.E.P.R. Discussion Papers.
- Itzhak Ben-David & Francesco Franzoni & Byungwook Kim & Rabih Moussawi, 2021. "Competition for Attention in the ETF Space," NBER Working Papers 28369, National Bureau of Economic Research, Inc.
- Ben-David, Itzhak & Franzoni, Francesco A. & Kim, Byungwook & Moussawi, Rabih, 2021. "Competition for Attention in the ETF Space," Working Paper Series 2021-01, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Wenxin Du & Benjamin Hébert & Amy Wang Huber & Stefano Giglio, 2023.
"Are Intermediary Constraints Priced?,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(4), pages 1464-1507.
- Wenxin Du & Benjamin M. Hébert & Amy Wang Huber, 2019. "Are Intermediary Constraints Priced?," NBER Working Papers 26009, National Bureau of Economic Research, Inc.
- Du, Wenxin & Hebert, Benjamin & Wang, Amy, 2019. "Are Intermediary Constraints Priced?," Research Papers 3770, Stanford University, Graduate School of Business.
- Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2023.
"The Impact of Risk Cycles on Business Cycles: A Historical View,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(7), pages 2922-2961.
- Jón Daníelsson & Marcela Valenzuela & Ilknur Zer, 2022. "The impact of risk cycles on business cycles: a historical view," International Finance Discussion Papers 1358, Board of Governors of the Federal Reserve System (U.S.).
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2023. "The impact of risk cycles on business cycles: a historical view," LSE Research Online Documents on Economics 117384, London School of Economics and Political Science, LSE Library.
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2023.
"How ETFs Amplify the Global Financial Cycle in Emerging Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(9), pages 3423-3462.
- Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," School of Government Working Papers 201702, Universidad Torcuato Di Tella.
- Nathan Converse & Eduardo Levy Yeyati & Tomas Williams, 2021. "How ETFs amplify the global financial cycle in emerging markets," Working Papers 57, Red Nacional de Investigadores en Economía (RedNIE).
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," CID Working Papers 351, Center for International Development at Harvard University.
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Growth Lab Working Papers 140, Harvard's Growth Lab.
- Nathan Converse & Eduardo Levy Yeyati & Tomás Williams, 2020. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," International Finance Discussion Papers 1268, Board of Governors of the Federal Reserve System (U.S.).
- Tomas Williams & Nathan Converse & Eduardo Levy-Yeyati, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Working Papers 2018-1, The George Washington University, Institute for International Economic Policy, revised Sep 2018.
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo 16200, The Latin American and Caribbean Economic Association (LACEA).
- Eleftheria Kafousaki & Stavros Degiannakis, 2023.
"Forecasting VIX: the illusion of forecast evaluation criteria,"
Economics and Business Letters, Oviedo University Press, vol. 12(3), pages 231-240.
- Stavros Degiannakis & Eleftheria Kafousaki, 2023. "Forecasting VIX: The illusion of forecast evaluation criteria," Working Papers 322, Bank of Greece.
- Oana Oprisan & Ana-Maria Dumitrache (Serbanescu), 2023. "Impact of COVID-19 on Cryptocurrency Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1046-1052, August.
- Cristina Sbirneciu & Nicoleta Valentina Florea, 2023. "Evaluating the Impact of Emerging Technologies on the ECB's Mandate: Can the European Central Bank Use Distributed Ledger Technology and Digital Euro to Advance Financial Inclusion in Europe?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1059-1070, August.
- Sosa Castro, Magnolia Miriam & Ortiz, Edgar & Cabello-Rosales, Alejandra, 2023. "COVID19 Outbreak Impact on International Stock Markets Volatility Contagion [Impacto del estallido de COVID19 en la volatilidad de los mercados de capital internacionales]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 35(1), pages 175-200, June.
- Cecilia Tellez Valle & Margarita Martín García & Filippo di Pietro & José Luis Martín Marín, 2023. "La relación entre el COVID-19 y el riesgo de crédito: El estudio de caso de las compañías del EuroStoxx 50 [The relationship between COVID-19 and the credit risk: a case study for EuroStoxx 50 comp," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 36(1), pages 1-16, December.
- James D. Ramírez Quintero & Jefferson Marulanda Piedrahita & José R. Tovar Cuevas & Diego F. Manotas Duque, 2023. "¿Qué tan sensibles son los mercados financieros al brote por COVID-19? Evidencia de los mercados de Estados Unidos y Colombia [How sensitive are financial markets to COVID-19 outbreak? Evidence fro," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 36(1), pages 1-23, December.
2022
- Kristina V. Shvandar & Lyubov I. Khomyakova, 2022. "Regional Payment Systems of Asia, Africa, Latin America as a Tool for Regional Integration. Prospects for the Eurasian Economic Union," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 43-54, April.
- Filippo Gusella & Giorgio Ricchiuti, 2022. "A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model," Working Papers - Economics wp2022_20.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Anca Ionășcuți & Bogdan Dima, 2022. "Contagion effects on financial markets risk," Journal of Financial Studies, Institute of Financial Studies, vol. 12(7), pages 105-133, May.
- Ponomarev Yuri & Makarov Andrey & Borzykh Ksenia & Radchenko Daria & Bozhechkova Alexandra & Knobel Alexander & Trunin Pavel & Abramov Alexander & Kosyrev Andrey & Radygin Alexandr & Chernova Maria & , 2022. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 1, pages 1-24, January.
- Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Radygin Alexandr & Ponomarev Yuri & Abramov Alexander & Chernova Maria & Zubov Sergey & Kosyrev Andrey & Makarov Andrey & Radchenko Daria, 2022. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 1-24, January.
- Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022. "Russia’s Shares Market in 2021 and in Early 2022 [Российский Рынок Акций В 2021 Г. И В Начале 2022 Г]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
- Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022. "Российский Рынок Акций В 2021 Г. И В Начале 2022 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022.
"Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data,"
Energies, MDPI, vol. 15(22), pages 1-26, November.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022. "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Working Papers 202217, University of Pretoria, Department of Economics.
- Lumengo Bonga-Bonga & Sefora Motena Rangoanana, 2022.
"Carry Trade and Capital Market Returns in South Africa,"
JRFM, MDPI, vol. 15(11), pages 1-13, October.
- Rangoanana, Motena Sefora & Bonga-Bonga, Lumengo, 2020. "Carry trade and capital market returns in South Africa," MPRA Paper 98607, University Library of Munich, Germany.
- Marco Tronzano, 2022. "Optimal Portfolio Allocation between Global Stock Indexes and Safe Haven Assets: Gold versus the Swiss Franc (1999–2021)," JRFM, MDPI, vol. 15(6), pages 1-24, May.
- Anna Gelpern & Ugo Panizza, 2022.
"Enough Potential Repudiation: Economic and Legal Aspects of Sovereign Debt in the Pandemic Era,"
Annual Review of Economics, Annual Reviews, vol. 14(1), pages 545-570, August.
- Anna Gelpern & Ugo Panizza, 2022. "Enough Potential Repudiation: Economic and Legal Aspects of Sovereign Debt in the Pandemic Era," IHEID Working Papers 09-2022, Economics Section, The Graduate Institute of International Studies.
- Patrick Bolton & Mitu Gulati & Ugo Panizza, 2023.
"Sovereign Debt Puzzles,"
Annual Review of Financial Economics, Annual Reviews, vol. 15(1), pages 239-263, November.
- Bolton, Patrick & Gulati, Mitu & Panizza, Ugo, 2022. "Sovereign Debt Puzzles," CEPR Discussion Papers 17742, C.E.P.R. Discussion Papers.
- Patrick Bolton & Mitu Gulati & Ugo Panizza, 2022. "Sovereign Debt Puzzles," IHEID Working Papers 27-2022, Economics Section, The Graduate Institute of International Studies.
- Boungou, Whelsy & Yatié, Alhonita, 2022.
"The impact of the Ukraine–Russia war on world stock market returns,"
Economics Letters, Elsevier, vol. 215(C).
- Whelsy Boungou & Alhonita Yatie, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Working Papers hal-03623580, HAL.
- Whelsy BOUNGOU & Alhonita YATIE, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Bordeaux Economics Working Papers 2022-06, Bordeaux School of Economics (BSE).
- Whelsy Boungou & Alhonita Yatié, 2022. "The impact of the Ukraine–Russia war on world stock market returns," Post-Print hal-03675532, HAL.
- Whelsy Boungou & Alhonita Yatie, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Working Papers hal-03624985, HAL.
- Whelsy Boungou & Alhonita Yatié, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Working Papers hal-03610963, HAL.
- Alhonita YATIE, 2022. "Failure of Gold, Bitcoin and Ethereum as safe havens during the Ukraine-Russia war," Bordeaux Economics Working Papers 2022-07, Bordeaux School of Economics (BSE).
- Paulina Y. Amtiran, 2022. "Cross Border Trade: Strategy and Policy (Evidence from Cross-Border Trade in the Republic of Indonesia and the Republic Democratic of Timor Leste)," GATR Journals jber230, Global Academy of Training and Research (GATR) Enterprise.
- Yessie Fransiska Lydiana, 2022. "Future Banking In Digital Transformation (DX) Dimension: A Literature Review ," GATR Journals jfbr199, Global Academy of Training and Research (GATR) Enterprise.
- Ambrocio, Gene & Gu, Xian & Hasan, Iftekhar & Politsidis, Panagiotis N., 2022.
"The diplomacy discount in global syndicated loans,"
Journal of International Money and Finance, Elsevier, vol. 120(C).
- Ambrocio, Gene & Gu, Xian & Hasan, Iftekhar & Politsidis, Panagiotis, 2020. "The Diplomacy Discount in Global Syndicated Loans," MPRA Paper 103249, University Library of Munich, Germany.
- Gene Ambrocio & Xian Gu & Iftekhar Hasan & Panagiotis N. Politsidis, 2022. "The diplomacy discount in global syndicated loans," Post-Print hal-03431448, HAL.
- Ambrocio, Gene & Gu, Xian & Hasan, Iftekhar & Politsidis, Panagiotis, 2020. "The Diplomacy Discount in Global Syndicated Loans," MPRA Paper 103608, University Library of Munich, Germany.
- Jeanne Amar & C. Lecourt & J.F. Carpantier, 2022. "GCC Sovereign Wealth Funds: Why do they take control?," Post-Print hal-03560054, HAL.
- Cécile Bastidon & Antoine Parent, 2024.
"Cliometrics of world stock markets evolving networks,"
Annals of Operations Research, Springer, vol. 332(1), pages 23-53, January.
- Cécile Bastidon & Antoine Parent, 2022. "Cliometrics of world stock markets evolving networks," Post-Print hal-04255788, HAL.
- Cécile Bastidon & Antoine Parent, 2022. "Cliometrics of world stock markets evolving networks," Post-Print hal-03570692, HAL.
- Boungou, Whelsy & Yatié, Alhonita, 2022.
"The impact of the Ukraine–Russia war on world stock market returns,"
Economics Letters, Elsevier, vol. 215(C).
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"Spillovers at the extremes: The macroprudential stance and vulnerability to the global financial cycle,"
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- Anusha Chari & Karlye Dilts Stedman & Kristin Forbes, 2022. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," NBER Working Papers 29670, National Bureau of Economic Research, Inc.
- Chari, Anusha & Dilts Stedman, Karlye & Forbes, Kristin, 2022. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," CEPR Discussion Papers 16889, C.E.P.R. Discussion Papers.
- Zhiguo He & Bibo Liu & Feifei Zhu, 2022. "Share Pledging in China: Funding Listed Firms or Funding Entrepreneurship?," NBER Working Papers 29731, National Bureau of Economic Research, Inc.
- Linda S. Goldberg & Fabiola Ravazzolo, 2022. "The Fed's International Dollar Liquidity Facilities: New Evidence on Effects," NBER Working Papers 29982, National Bureau of Economic Research, Inc.
- Fang, Xiang & Hardy, Bryan & Lewis, Karen K., 2022.
"Who Holds Sovereign Debt and Why It Matters,"
CEPR Discussion Papers
17338, C.E.P.R. Discussion Papers.
- Xiang Fang & Bryan Hardy & Karen K. Lewis, 2022. "Who Holds Sovereign Debt and Why It Matters," NBER Working Papers 30087, National Bureau of Economic Research, Inc.
- Xiang Fang & Bryan Hardy & Karen Lewis, 2023. "Who holds sovereign debt and why it matters," BIS Working Papers 1099, Bank for International Settlements.
- Xiang Fang & Yang Liu & Nikolai Roussanov, 2022. "Getting to the Core: Inflation Risks Within and Across Asset Classes," NBER Working Papers 30169, National Bureau of Economic Research, Inc.
- Harold Cole & Daniel Neuhann & Guillermo Ordonez, 2022.
"Information Spillovers and Sovereign Debt: Theory Meets the Eurozone Crisis,"
PIER Working Paper Archive
22-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Harold L. Cole & Daniel Neuhann & Guillermo Ordoñez, 2022. "Information Spillovers and Sovereign Debt: Theory Meets the Eurozone Crisis," NBER Working Papers 30216, National Bureau of Economic Research, Inc.
- Du, Wenxin & Hébert, Benjamin & Li, Wenhao, 2023.
"Intermediary balance sheets and the treasury yield curve,"
Journal of Financial Economics, Elsevier, vol. 150(3).
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- Wenxin Du & Benjamin M. Hébert & Wenhao Li, 2022. "Intermediary Balance Sheets and the Treasury Yield Curve," NBER Working Papers 30222, National Bureau of Economic Research, Inc.
- Wenxin Du & Benjamin Hébert & Wenhao Li, 2022. "Intermediary Balance Sheets and the Treasury Yield Curve," Staff Reports 1023, Federal Reserve Bank of New York.
- Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2022. "A Portfolio Approach to Global Imbalances," NBER Working Papers 30253, National Bureau of Economic Research, Inc.
- Zhengyang Jiang & Robert J. Richmond, 2022. "Origins of International Factor Structures," NBER Working Papers 30319, National Bureau of Economic Research, Inc.
- Karen K. Lewis & Edith X. Liu, 2022.
"How Can Asset Prices Value Exchange Rate Wedges?,"
Finance and Economics Discussion Series
2022-075, Board of Governors of the Federal Reserve System (U.S.).
- Karen K. Lewis & Edith Liu, 2022. "How Can Asset Prices Value Exchange Rate Wedges?," NBER Working Papers 30422, National Bureau of Economic Research, Inc.
- Lewis, Karen K. & Liu, Edith X., 2022. "How Can Asset Prices Value Exchange Rate Wedges?," CEPR Discussion Papers 17596, C.E.P.R. Discussion Papers.
- Haselmann, Rainer & Leuz, Christian & Schreiber, Sebastian, 2022.
"Know your customer: Informed trading by banks,"
CFS Working Paper Series
705, Center for Financial Studies (CFS).
- Rainer Haselmann & Christian Leuz & Sebastian Schreiber, 2022. "Know Your Customer: Informed Trading by Banks," NBER Working Papers 30521, National Bureau of Economic Research, Inc.
- Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2022. "Understanding the Strength of the Dollar," NBER Working Papers 30558, National Bureau of Economic Research, Inc.
- Chari, Anusha & Dilts Stedman, Karlye & Lundblad, Christian, 2022.
"Global Fund Flows and Emerging Market Tail Risk,"
CEPR Discussion Papers
17697, C.E.P.R. Discussion Papers.
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- Isil Erel & Yeejin Jang & Michael S. Weisbach, 2024.
"Cross-border mergers and acquisitions,"
Chapters, in: David J. Denis (ed.), Handbook of Corporate Finance, chapter 9, pages 345-376,
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"Tax-loss harvesting with cryptocurrencies,"
Journal of Accounting and Economics, Elsevier, vol. 76(2).
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- Felipe E. Aldunate & Zhi Da & Borja Larrain & Clemens Sialm, 2022. "Non-Fundamental Flows and Foreign Exchange Rates," NBER Working Papers 30753, National Bureau of Economic Research, Inc.
- Mitali Das & Gita Gopinath & Taehoon Kim & Jeremy C. Stein, 2022. "Central Banks as Dollar Lenders of Last Resort: Implications for Regulation and Reserve Holdings," NBER Working Papers 30787, National Bureau of Economic Research, Inc.
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"The dollar debt of companies in Latin America: the warning signs,"
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- Mariya Yaneva, 2022. "Gold Investments – Regression Analysis of the Gold Price Over a Certain Period," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 5, pages 137-145, December.
- Oecd, 2022. "OECD blended finance guidance for clean energy," OECD Environment Policy Papers 31, OECD Publishing.
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"Internationalizing Like China,"
American Economic Review, American Economic Association, vol. 115(3), pages 864-902, March.
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"Can the covid bailouts save the economy?,"
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"Dollar beta and stock returns,"
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"Monetary Independence and Rollover Crises,"
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"Sovereign Bonds Since Waterloo,"
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- Meyer, Josefin & Reinhart, Carmen & Trebesch, Christoph, 2022. "Sovereign Bonds since Waterloo," CEPR Discussion Papers 13514, C.E.P.R. Discussion Papers.
- Meyer, Josefin & Reinhart, Carmen M. & Trebesch, Christoph, 2021. "Sovereign bonds since Waterloo," Kiel Working Papers 2206, Kiel Institute for the World Economy (IfW Kiel).
- Meyer, Josefin & Reinhart, Carmen M. & Trebesch, Christoph, 2019. "Sovereign Bonds since Waterloo," Working Paper Series rwp19-009, Harvard University, John F. Kennedy School of Government.
- Josefin Meyer & Carmen M. Reinhart & Christoph Trebesch, 2019. "Sovereign Bonds since Waterloo," CESifo Working Paper Series 7506, CESifo.
- Josefin Meyer & Carmen M. Reinhart & Christoph Trebesch, 2019. "Sovereign Bonds since Waterloo," NBER Working Papers 25543, National Bureau of Economic Research, Inc.
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"Fiscal Multipliers and Foreign Holdings of Public Debt,"
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- Daragh Clancy & Aitor Erce & Alberto Martin & Fernando Broner, 2018. "Fiscal Multipliers and Foreign Holdings of Public Debt," Working Papers 1040, Barcelona School of Economics.
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"Central Bank Swap Lines: Evidence on the Effects of the Lender of Last Resort,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(4), pages 1654-1693.
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- Bahaj, Saleem & Reis, Ricardo, 2022. "Central bank swap lines: evidence on the effects of the lender of last resort," LSE Research Online Documents on Economics 112601, London School of Economics and Political Science, LSE Library.
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"Covered Interest Parity Arbitrage,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5185-5227.
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- Nelson Camanho & Harald Hau & Hélène Rey, 2022.
"Global Portfolio Rebalancing and Exchange Rates,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5228-5274.
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- Amir Akbari & Francesca Carrieri & Aytek Malkhozov, 2022. "Can Cross-Border Funding Frictions Explain Financial Integration Reversals?," The Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 394-437.
- Emiliano S Pagnotta, 2022. "Decentralizing Money: Bitcoin Prices and Blockchain Security," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 866-907.
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"Foreign Exchange Volume,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2386-2427.
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"How Global Is Your Mutual Fund? International Diversification from Multinationals,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3337-3372.
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- Gabriel Druta & Laura Raisa Milos, 2022. "Importance of Fundamental Analysis in the Market Valuation of the Medical Sector. Evidence from a Developed Stock Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 873-881, September.
- Oana Oprisan & Ana-Maria Dumitrache (Serbanescu) & Remus Spinu, 2022. "Crypto Currencies and Block Chain System," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 948-951, September.
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- Mitica Pepi, 2022. "The Interdependence of the Stock Markets Developed in Central and Eastern- European Stock Markets - Represented by the Stock Indices," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 995-1000, Decembrie.
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- Ikhlaas Gurrib, 2022. "Technical Analysis, Energy Cryptos and Energy Equity Markets," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 249-267, March.
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- Salokhiddin Avazkhodjaev & Farkhod Mukhamedov & Jaloliddin Usmonov, 2022. "Do Energy and Gold Markets Interact with Islamic Stocks? Evidence from the Asia-Pacific Markets," International Journal of Energy Economics and Policy, Econjournals, vol. 12(3), pages 197-208, May.
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"On the transmission mechanism of Asia‐Pacific yield curve characteristics,"
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"Financial sector transparency, financial crises and market power: A cross‐country evidence,"
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"Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 303-315, March.
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"Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 169-202, February.
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"The Term Structure of Currency Futures' Risk Premia,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 54(1), pages 5-38.
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"Demand Shocks for Public Debt in the Eurozone,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 1997-2028, October.
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- Shoaib Ali & Muhammad Naveed & Aisha Saleem & Muhammad Wajahat Nasir, 2022. "Time-Frequency Co-Movement Between Covid-19 And Pakistan’S Stock Market: Empirical Evidence From Wavelet Coherence Analysis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(04), pages 1-17, December.
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- Sabri Boubaker & Duc Khuong Nguyen (ed.), 2022. "Financial Transformations Beyond the COVID-19 Health Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0318.
- Linh Tu Ho & Christopher Gan, 2022. "Health and Socio-economic Consequences of the COVID-19 Pandemic: Government Responses and Recovery," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 1, pages 3-43, World Scientific Publishing Co. Pte. Ltd..
- Anthony J. Makin, 2022. "The Pandemic’s Pernicious Public Debt Legacy," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 2, pages 45-62, World Scientific Publishing Co. Pte. Ltd..
- John L. Haracz, 2022. "The Importance of Negative Feedback and Countervailing Measures for Financial System Stabilization and Constrained Inequality: A COVID-19–Induced Reminder," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 3, pages 63-111, World Scientific Publishing Co. Pte. Ltd..
- İlkay Şendeniz-Yüncü, 2022. "New Evidence on the Interactions Between International Integration and Real Economy During the COVID-19 Crisis," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 4, pages 113-130, World Scientific Publishing Co. Pte. Ltd..
- Alfredo Martín-Oliver & Florina Silaghi, 2022. "Great Recession: Mere Dry Run for COVID-19?," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 5, pages 131-151, World Scientific Publishing Co. Pte. Ltd..
- Veni Arakelian, 2022. "Extreme Events: What Are US Stock Market Sectors Afraid of More?," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 6, pages 155-197, World Scientific Publishing Co. Pte. Ltd..
- Moritz Johannes Herber & Matthias Scherf, 2022. "Rational Behavior or Mere Panic? The Effects of the COVID-19 Pandemic on the Stock Markets," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 7, pages 199-227, World Scientific Publishing Co. Pte. Ltd..
- Jiayang Nie & Xiao Qiao & Sibo Yan, 2022. "COVID-19 Effects on Intraday Stock Market Behavior," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 8, pages 229-252, World Scientific Publishing Co. Pte. Ltd..
- Huy Pham & Vikash Ramiah & Nisreen Moosa & Giancarlo Giudici & Vijay Pereira, 2022. "The Short-Term Effects of COVID-19 on China’s Stock Market," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 9, pages 253-286, World Scientific Publishing Co. Pte. Ltd..
- Zeynep Kantur & Gülserim Özcan, 2022. "Impact of the Severity of the COVID-19 Pandemic on the Interaction Between Foreign Trading and Stock Market Volatility," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 10, pages 287-308, World Scientific Publishing Co. Pte. Ltd..
- Abdelkader Derbali & Mohamed Bechir Chenguel & Lamia Jamel & Meriem Jouirou & Fathi Jouini, 2022. "COVID-19 Pandemic and Co-movement Dynamics Among American and European Stock Markets," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 11, pages 309-346, World Scientific Publishing Co. Pte. Ltd..
- Marco Rossi, 2022. "Insuring Against Pandemics: A Private Sector Instrument for the Private Sector," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 12, pages 349-362, World Scientific Publishing Co. Pte. Ltd..
- Asror Nigmonov & Hussein Daradkeh, 2022. "From One Crisis to Another: Impact of COVID-19 Pandemic on Peer-to-Peer Lending Market," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 13, pages 363-402, World Scientific Publishing Co. Pte. Ltd..
- Francesca Battaglia & Francesco Busato & Maria Manganiello, 2022. "Equity Crowdfunding: Brave Market or Safe Haven for the Crowd During the COVID-19 Crisis?," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 14, pages 403-445, World Scientific Publishing Co. Pte. Ltd..
- Saroja Selvanathan & Eliyathamby A. Selvanathan, 2022. "The Nexus Between Oil and Gold Prices During the COVID-19 Pandemic," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 15, pages 447-474, World Scientific Publishing Co. Pte. Ltd..
- Stelios Markoulis & Neophytos Vasiliou, 2022. "The Resilience of the Euro in the Era of COVID-19," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 16, pages 475-498, World Scientific Publishing Co. Pte. Ltd..
- Jędrzej Białkowski & Anna Sławik, 2022. "Does a High ESG Score Pay Off During the Pandemic Outbreak?," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 17, pages 501-533, World Scientific Publishing Co. Pte. Ltd..
- Valdonė Darškuvienė & Bernadeta Goštautaitė & Egidijus Kundelis & Dalius Misiūnas & Siuzana Ščerbina-Dalibagienė, 2022. "Firm Liquidity During the COVID-19 Crisis," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 18, pages 535-554, World Scientific Publishing Co. Pte. Ltd..
- Grazia Dicuonzo & Francesca Donofrio, 2022. "The Implications of the COVID-19 Pandemic on Corporate Governance: The Board of Directors’ Response," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 19, pages 555-581, World Scientific Publishing Co. Pte. Ltd..
- Nidhi Kaicker & Radhika Aggarwal & Raghav Gaiha, 2022. "COVID-19 Pandemic: Impact of Lockdown on Firm-Level Returns in India," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 20, pages 583-613, World Scientific Publishing Co. Pte. Ltd..
- Shreya Biswas & Nivedita Sinha, 2022. "Business Group Affiliation and Resilience to COVID-19 Outbreak in India," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 21, pages 615-637, World Scientific Publishing Co. Pte. Ltd..
- Magdalena Grothe & Antonio Sánchez Serrano, 2022. "Two Questions on the Banking Sector After the Pandemic Hit," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 22, pages 641-665, World Scientific Publishing Co. Pte. Ltd..
- Frederic de Mariz, 2022. "How Will the 2020 Crisis Accelerate the Evolution of the Banking System?," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 23, pages 667-695, World Scientific Publishing Co. Pte. Ltd..
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- Jasmine T. Ha & Jason Q. Nguyen & Quan V. Le, 2022. "Impacts of COVID-19 on Digital Financial Transformation: Insights from Consumer Behaviors in Vietnam," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 25, pages 729-755, World Scientific Publishing Co. Pte. Ltd..
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"Bond convenience curves and funding costs,"
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"Foreign Exchange Interventions and their Impact on Expectations: Evidence from the USD/ILS Options Market,"
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"Information transmission between banks and the market for corporate control,"
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"Know Your Customer: Informed Trading by Banks,"
NBER Working Papers
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"The Term Structure of Currency Futures' Risk Premia,"
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"Hidden Defaults,"
AEA Papers and Proceedings, American Economic Association, vol. 112, pages 531-535, May.
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"A Note on the Use of Syndicated Loan Data,"
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"Stress-ridden finance and growth losses: Does financial development break the link?,"
IWH Discussion Papers
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"The growing importance of investment funds in capital flows,"
Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 72(01), pages 1-40, December.
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"Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(3), pages 487-519, September.
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"A Disaster Under-(Re)Insurance Puzzle: Home Bias in Disaster Risk-Bearing,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 735-772, December.
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"The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets,"
Journal of Economic Issues, Taylor & Francis Journals, vol. 57(2), pages 538-545, April.
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"Information Spillovers and Sovereign Debt: Theory Meets the Eurozone Crisis,"
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"Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination,"
MPRA Paper
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"Oil shocks and volatility of green investments: GARCH-MIDAS analyses,"
Resources Policy, Elsevier, vol. 78(C).
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"Co-movement and global factors in sovereign bond yields,"
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"Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models,"
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"Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data,"
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"Policy uncertainty and stock market volatility revisited: The predictive role of signal quality,"
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"US monetary policy and BRICS stock market bubbles,"
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"ECB monetary policy and commodity prices,"
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"On the identification of the oil-stock market relationship,"
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"Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness,"
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"The growing importance of investment funds in capital flows,"
Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 72(01), pages 1-40, December.
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"Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war,"
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Annals of Operations Research, Springer, vol. 313(1), pages 105-143, June.
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"A colonial cash cow: the return on investments in British Malaya, 1889–1969,"
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"Time connectedness of fear,"
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"Unpacking the black box of ICO white papers: a topic modeling approach,"
LIDAM Discussion Papers LFIN
2021018, Université catholique de Louvain, Louvain Finance (LFIN).
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"Interest Rates and the Spatial Polarization of Housing Markets,"
American Economic Review: Insights, American Economic Association, vol. 6(1), pages 89-104, March.
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"The Economics of Liquidity Lines Between Central Banks,"
Annual Review of Financial Economics, Annual Reviews, vol. 14(1), pages 57-74, November.
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"Enough Potential Repudiation: Economic and Legal Aspects of Sovereign Debt in the Pandemic Era,"
Annual Review of Economics, Annual Reviews, vol. 14(1), pages 545-570, August.
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"Time-varying multivariate causal processes,"
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"Central bank communication and social media: From silence to Twitter,"
Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 365-388, April.
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"The effects of foreign investor composition on Colombia's sovereign debt flows,"
International Economics, Elsevier, vol. 178(C).
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"Capital controls, corporate debt and real effects,"
Economics Working Papers
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"Dollar beta and stock returns,"
Oxford Open Economics, Oxford University Press, vol. 1, pages 1-10.
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"Global Production Linkages and Stock Market Comovement,"
Swiss Finance Institute Research Paper Series
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"Capital Flows and Institutions,"
CEPR Discussion Papers
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"Monetary policy expectation errors,"
Journal of Financial Economics, Elsevier, vol. 146(3), pages 841-858.
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"Financial market incompleteness and international cooperation on capital controls,"
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"The financial US uncertainty spillover multiplier: Evidence from a GVAR model,"
International Finance, Wiley Blackwell, vol. 25(3), pages 313-340, December.
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"Financial reforms and low‐income households' impact on international consumption risk sharing,"
International Finance, Wiley Blackwell, vol. 25(3), pages 375-395, December.
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"The Two‐Pillar Policy for the RMB,"
Journal of Finance, American Finance Association, vol. 77(6), pages 3093-3140, December.
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"Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy,"
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"Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 69(3), pages 283-300, July.
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"A tale of two global monetary policies,"
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"A global monetary policy factor in sovereign bond yields,"
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"Foreign exchange interventions and their impact on expectations: Evidence from the USD/ILS options market,"
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"The Odious Haitian Independence Debt,"
Journal of Globalization and Development, De Gruyter, vol. 13(2), pages 339-378, December.
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"A Structural Dynamic Factor Model for Daily Global Stock Market Returns,"
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2237, Faculty of Economics, University of Cambridge.
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- Dunne, Peter G. & Giuliana, Raffaele, 2022. "Do redemptions increase as money market funds approach regulatory liquidity thresholds?," Research Technical Papers 2/RT/22, Central Bank of Ireland.
- Silvo Dajčman & Alenka Kavkler & Sergey Merzlyakov & Sergey E. Pekarski & Dejan Romih, 2022. "International Transmission of Conventional and Unconventional Monetary Policy and Financial Stress Shocks from the Euro Area to Russia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(1), pages 227-247.
- Borivoje D. Krušković, 2022. "Central Bank Intervention in the Inflation Targeting," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(1), pages 67-85.
- Leonie Bräuer & Harald Hau, 2022.
"Can Time-Varying Currency Risk Hedging Explain Exchange Rates?,"
Swiss Finance Institute Research Paper Series
22-77, Swiss Finance Institute.
- Leonie Bräuer & Harald Hau, 2022. "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," CESifo Working Paper Series 10065, CESifo.
- Bräuer, Leonie & Hau, Harald, 2023. "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," CEPR Discussion Papers 18516, C.E.P.R. Discussion Papers.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2024.
"A tale of government spending efficiency and trust in the state,"
Public Choice, Springer, vol. 200(1), pages 89-118, July.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2022. "A Tale of Government Spending Efficiency and Trust in the State," Working Papers REM 2022/0253, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2022. "A Tale of Government Spending Efficiency and Trust in the State," CESifo Working Paper Series 10075, CESifo.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023.
"Gold and silver as safe havens: A fractional integration and cointegration analysis,"
PLOS ONE, Public Library of Science, vol. 18(3), pages 1-9, March.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022. "Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series 10084, CESifo.
- Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022. "Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis," CESifo Working Paper Series 9624, CESifo.
- Guglielmo Maria Caporale & Nicola Spagnolo & Awon Almajali, 2022. "Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings," CESifo Working Paper Series 9824, CESifo.
- António Afonso & José Alves & Krzysztof Beck & Karen Jackson, 2022.
"Financial, Institutional and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows,"
Working Papers REM
2022/0235, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & José Alves & Krzysztof Beck & Karen Jackson, 2022. "Financial, Institutional, and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows," CESifo Working Paper Series 9872, CESifo.
- Aldo Barrios & Rob Franolic & Davide Giovanardi & Michael Melvin, 2022. "Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market," CESifo Working Paper Series 9921, CESifo.
- Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2024.
"Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis,"
Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3543-3553, December.
- Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022. "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series 9950, CESifo.
- António Afonso & Krzysztof Beck & Karen Jackson, 2022.
"Determinants of stock market correlations. Accounting for model uncertainty and reverse causality in a large panel setting,"
Working Papers REM
2022/0246, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & Krzysztof Beck & Karen Jackson, 2022. "Determinants of Stock Market Correlation. Accounting for Model Uncertainty and Reverse Causality in a Large Panel Setting," CESifo Working Paper Series 9956, CESifo.
- Chari, Anusha & Garcés, Felipe & Martínez, Juan Francisco & Valenzuela, Patricio, 2024.
"Sovereign credit spreads, banking fragility, and global factors,"
Journal of Financial Stability, Elsevier, vol. 72(C).
- Anusha Chari & Felipe Garcés & Juan Francisco Martínez & Patricio Valenzuela, 2022. "Sovereign Credit Spreads, Banking Fragility, and Global Factors," Working Papers Central Bank of Chile 957, Central Bank of Chile.
- Raphael Burkhardt & Urban Ulrych, 2022. "Sparse and Stable International Portfolio Optimization and Currency Risk Management," Swiss Finance Institute Research Paper Series 22-07, Swiss Finance Institute.
- Eren, Egemen & Malamud, Semyon & Zhou, Haonan, 2022.
"International Pecking Order,"
CEPR Discussion Papers
17193, C.E.P.R. Discussion Papers.
- Egemen Eren & Semyon Malamud & Haonan Zhou, 2022. "International Pecking Order," Swiss Finance Institute Research Paper Series 22-15, Swiss Finance Institute.
- Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022.
"Global production linkages and stock market co-movement,"
BIS Working Papers
1003, Bank for International Settlements.
- Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022. "Global Production Linkages and Stock Market Comovement," Swiss Finance Institute Research Paper Series 22-18, Swiss Finance Institute.
- Auer, Raphael & Iwadati, Bruce & Schrimpf, Andreas & Wagner, Alexander F., 2023. "Global Production Linkages and Stock Market Comovement," CEPR Discussion Papers 18330, C.E.P.R. Discussion Papers.
- Raphael Auer & Bruce Iwadate & Andreas Schrimpf & Alexander F. Wagner & Raphael A. Auer, 2023. "Global Production Linkages and Stock Market Comovement," CESifo Working Paper Series 10492, CESifo.
- Martin Nerlinger & Sebastian Utz, 2022. "The impact of the Russia-Ukraine conflict on the green energy transition – A capital market perspective," Swiss Finance Institute Research Paper Series 22-49, Swiss Finance Institute.
- Leonie Bräuer & Harald Hau, 2022.
"Can Time-Varying Currency Risk Hedging Explain Exchange Rates?,"
CESifo Working Paper Series
10065, CESifo.
- Leonie Bräuer & Harald Hau, 2022. "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," Swiss Finance Institute Research Paper Series 22-77, Swiss Finance Institute.
- Bräuer, Leonie & Hau, Harald, 2023. "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," CEPR Discussion Papers 18516, C.E.P.R. Discussion Papers.
- Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2025.
"Constrained liquidity provision in currency markets,"
Journal of Financial Economics, Elsevier, vol. 167(C).
- Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2022. "Constrained Liquidity Provision in Currency Markets," Swiss Finance Institute Research Paper Series 22-82, Swiss Finance Institute.
- Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2024. "Constrained Liquidity Provision in Currency Markets," CEPR Discussion Papers 18776, C.E.P.R. Discussion Papers.
- Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2023. "Constrained liquidity provision in currency markets," BIS Working Papers 1073, Bank for International Settlements.
- Demetrio Lacava & Angelo Ranaldo & Paolo Santucci de Magistris, 2022. "Realized Illiquidity," Swiss Finance Institute Research Paper Series 22-90, Swiss Finance Institute.
- Capucine Nobletz, 2022. "Green energy indices & financial markets: An in-depth look," International Economics, CEPII research center, issue 170, pages 80-109.
- Capucine Nobletz, 2022. "Green energy indices & financial markets: An in-depth look," International Economics, CEPII research center, issue 171, pages 80-109.
- Mokni, Khaled & Mensi, Walid & Hammoudeh, Shawkat & Ajmi, Ahdi Noomen, 2022.
"Green bonds and oil price shocks and uncertainty: A safe haven analysis,"
International Economics, Elsevier, vol. 172(C), pages 238-254.
- Khaled Mokni & Walid Mensi & Shawkat Hammoudeh & Ahdi Noomen Ajmi, 2022. "Green bonds and oil price shocks and uncertainty: A safe haven analysis," International Economics, CEPII research center, issue 172, pages 238-254.
- Chuku, Chuku & Yenice, Mustafa Yasin, 2022.
"Eurobonds, debt sustainability and macroeconomic performance in Africa: Synthetic control experiments,"
International Economics, Elsevier, vol. 172(C), pages 368-388.
- Chuku Chuku & Mustafa Yasin Yenice, 2022. "Eurobonds, debt sustainability and macroeconomic performance in Africa: Synthetic control experiments," International Economics, CEPII research center, issue 172, pages 368-388.
- Iuliana Matei, 2022. "Does pandemic risk affect yield spreads in the EMU?," International Economics, CEPII research center, issue 172, pages 431-450.
- Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2022.
"The COVID-19 pandemic, policy responses and stock markets in the G20,"
International Economics, Elsevier, vol. 172(C), pages 77-90.
- Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2022. "The COVID-19 pandemic, policy responses and stock markets in the G20," International Economics, CEPII research center, issue 172, pages 77-90.
- Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2021. "The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20," CESifo Working Paper Series 9299, CESifo.
- Eduardo Sandoval Álamos & Fernando Olea Rodríguez, 2022. "Uso del endeudamiento y desempeno en los mercados accionarios. El caso de sociedades anónimas de Brasil, Chile, México y Perú," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 41(86), pages 129-157, May.
- Jorge Luis Sánchez Arévalo & Gabriela Moreira de Sousa & Rodrigo Malta Meurer, 2022. "Efeito causal entre o indicador de bolsa de valores Ibovespa e os indicadores Shangai, S&P500, Merval e Nikkei," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 41(87), pages 457-479, December.
- Erik Munoz Henríquez & Francisco Gálvez-Gamboa, 2022. "Efecto de la incertidumbre de la política económica internacional sobre los mercados financieros latinoamericanos," Estudios Gerenciales, Universidad Icesi, vol. 38(165), pages 519-528, November.
- Giraldo, Iader & Turner, Philip, 2022.
"The Dollar Debt of Companies in Latin America: the warning signs,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
534, National Institute of Economic and Social Research.
- Giraldo, I. & Turner P, 2022. "The dollar debt of companies in Latin America: the warning signs," Documentos de trabajo 20025, FLAR.
- Saleem Bahaj & Ricardo Reis, 2023.
"The workings of liquidity lines between central banks,"
Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 5, pages 102-124,
Edward Elgar Publishing.
- Bahaj, Saleem & Reis, Ricardo, 2022. "The workings of liquidity lines between central banks," CEPR Discussion Papers 17096, C.E.P.R. Discussion Papers.
- Pierre-Olivier Gourinchas & Walker D. Ray & Dimitri Vayanos, 2022.
"A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers,"
NBER Working Papers
29875, National Bureau of Economic Research, Inc.
- Gourinchas, Pierre-Olivier & Ray, Walker & Vayanos, Dimitri, 2022. "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," CEPR Discussion Papers 17119, C.E.P.R. Discussion Papers.
- Saleem Bahaj & Ricardo Reis, 2022.
"The Economics of Liquidity Lines Between Central Banks,"
Annual Review of Financial Economics, Annual Reviews, vol. 14(1), pages 57-74, November.
- Bahaj, Saleem & Reis, Ricardo, 2022. "The economics of liquidity lines between central banks," LSE Research Online Documents on Economics 118127, London School of Economics and Political Science, LSE Library.
- Bahaj, Saleem & Reis, Ricardo, 2022. "The economics of liquidity lines between central banks," CEPR Discussion Papers 17122, C.E.P.R. Discussion Papers.
- Federle, Jonathan & Meier, André & Müller, Gernot & Sehn, Victor, 2022. "Proximity to War: The stock market response to the Russian invasion of Ukraine," CEPR Discussion Papers 17185, C.E.P.R. Discussion Papers.
- Egemen Eren & Semyon Malamud & Haonan Zhou, 2022.
"International Pecking Order,"
Swiss Finance Institute Research Paper Series
22-15, Swiss Finance Institute.
- Eren, Egemen & Malamud, Semyon & Zhou, Haonan, 2022. "International Pecking Order," CEPR Discussion Papers 17193, C.E.P.R. Discussion Papers.
- Dvorkin, Maximiliano & Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022.
"Improving sovereign debt restructurings,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2019. "Improving Sovereign Debt Restructurings," Working Papers 2019-36, Federal Reserve Bank of St. Louis, revised 06 Apr 2022.
- Dvorkin, Maximiliano & Sanchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022. "Improving Sovereign Debt Restructurings," CEPR Discussion Papers 17223, C.E.P.R. Discussion Papers.
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2022. "Improving Sovereign Debt Restructurings," Working Paper 22-06, Federal Reserve Bank of Richmond.
- Goldberg, Linda S. & Ravazzolo, Fabiola, 2022. "The Fed’s International Dollar Liquidity Facilities: New Evidence on Effects," CEPR Discussion Papers 17233, C.E.P.R. Discussion Papers.
- Dahlquist, Magnus & Heyerdahl-Larsen, Christian & Pavlova, Anna & Penasse, Julien, 2022. "International Capital Markets and Wealth Transfers," CEPR Discussion Papers 17334, C.E.P.R. Discussion Papers.
- Xiang Fang & Bryan Hardy & Karen K. Lewis, 2022.
"Who Holds Sovereign Debt and Why It Matters,"
NBER Working Papers
30087, National Bureau of Economic Research, Inc.
- Fang, Xiang & Hardy, Bryan & Lewis, Karen K., 2022. "Who Holds Sovereign Debt and Why It Matters," CEPR Discussion Papers 17338, C.E.P.R. Discussion Papers.
- Xiang Fang & Bryan Hardy & Karen Lewis, 2023. "Who holds sovereign debt and why it matters," BIS Working Papers 1099, Bank for International Settlements.
- Croce, Mariano, 2022. "SONOMA: a Small Open ecoNOmy for MAcrofinance," CEPR Discussion Papers 17339, C.E.P.R. Discussion Papers.
- Deniz Igan & Alexandre R. Lauwers & Damien Puy, 2022.
"Capital flows and institutions,"
BIS Working Papers
994, Bank for International Settlements.
- Igan, Deniz & Lauwers, Alexandre & Puy, Damien, 2022. "Capital Flows and Institutions," CEPR Discussion Papers 17527, C.E.P.R. Discussion Papers.
- Eijffinger, Sylvester & Pieterse-Bloem, Mary, 2022. "Eurozone Government Bond Spreads: A Tale of Different ECB Policy Regimes," CEPR Discussion Papers 17533, C.E.P.R. Discussion Papers.
- Karen K. Lewis & Edith Liu, 2022.
"How Can Asset Prices Value Exchange Rate Wedges?,"
NBER Working Papers
30422, National Bureau of Economic Research, Inc.
- Lewis, Karen K. & Liu, Edith X., 2022. "How Can Asset Prices Value Exchange Rate Wedges?," CEPR Discussion Papers 17596, C.E.P.R. Discussion Papers.
- Karen K. Lewis & Edith X. Liu, 2022. "How Can Asset Prices Value Exchange Rate Wedges?," Finance and Economics Discussion Series 2022-075, Board of Governors of the Federal Reserve System (U.S.).
- Broner, Fernando & Didier, Tatiana & Schmukler, Sergio L. & von Peter, Goetz, 2023.
"Bilateral international investments: The big sur?,"
Journal of International Economics, Elsevier, vol. 145(C).
- Broner,Fernando & Didier Brandao,Tatiana & Schmukler,Sergio L. & von Peter,Goetz, 2020. "Bilateral International Investments : The Big Sur ?," Policy Research Working Paper Series 9501, The World Bank.
- Broner, Fernando & Didier, Tatiana & Schmukler, Sergio L. & von Peter, Goetz, 2022. "Bilateral International Investments: The Big Sur?," CEPR Discussion Papers 17656, C.E.P.R. Discussion Papers.
- Fernando Broner & Tatiana Didier & Sergio L Schmukler & Goetz von Peter, 2020. "Bilateral International Investments: the Big Sur?," BIS Working Papers 911, Bank for International Settlements.
- Fernando Broner & Tatiana Didier & Sergio L. Schmukler & Goetz von Peter, 2023. "Bilateral International Investments:The Big Sur?," Mo.Fi.R. Working Papers 181, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Fernando Broner & Tatiana Didier & Sergio L. Schmukler & Goetz von Peter, 2020. "Bilateral international investments: The big sur?," Economics Working Papers 1760, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2023.
- Goetz von Peter & Tatiana Didier & Sergio L. Schmukler & Fernando Broner, 2020. "Bilateral International Investments: The Big Sur?," Working Papers 1226, Barcelona School of Economics.
- Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2022.
"Global Fund Flows and Emerging Market Tail Risk,"
NBER Working Papers
30577, National Bureau of Economic Research, Inc.
- Chari, Anusha & Dilts Stedman, Karlye & Lundblad, Christian, 2022. "Global Fund Flows and Emerging Market Tail Risk," CEPR Discussion Papers 17697, C.E.P.R. Discussion Papers.
- Patrick Bolton & Mitu Gulati & Ugo Panizza, 2023.
"Sovereign Debt Puzzles,"
Annual Review of Financial Economics, Annual Reviews, vol. 15(1), pages 239-263, November.
- Patrick Bolton & Mitu Gulati & Ugo Panizza, 2022. "Sovereign Debt Puzzles," IHEID Working Papers 27-2022, Economics Section, The Graduate Institute of International Studies.
- Bolton, Patrick & Gulati, Mitu & Panizza, Ugo, 2022. "Sovereign Debt Puzzles," CEPR Discussion Papers 17742, C.E.P.R. Discussion Papers.
- Yan Peng & Song Li & Lijia Wei, 2022. "Trade War Risk and Valuations of Companies Listed Overseas: an Empirical Study on China Concept Stocks," Annals of Economics and Finance, Society for AEF, vol. 23(1), pages 95-139, May.
- Campello, Murillo & Cortes, Gustavo S. & d’Almeida, Fabrício & Kankanhalli, Gaurav, 2022.
"Exporting Uncertainty: The Impact of Brexit on Corporate America,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 57(8), pages 3178-3222, December.
- Murillo Campello & Gustavo S. Cortes & Fabricio d'Almeida & Gaurav Kankanhalli, 2020. "Exporting Uncertainty: The Impact of Brexit on Corporate America," NBER Working Papers 26714, National Bureau of Economic Research, Inc.
- Sofia Benjakik & Badr Habba, 2022. "The Relationship Between Chief Executive Officer Duality And Bank Efficiency: Evidence From African Banking Sector," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 3-20.
- София Бенжакик & Бадр Хаба, 2022. "Връзката Между Двойната Функция На Изпълнителния Директор И Ефективността На Банката: Примери От Банковия Сектор В Африка," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 3-21.
- Meriem Chafik & Mohammed Nabil El Mabrouki, 2022. "Opportunities And Challenges Of Cross-Border Banking: Focus On Pan-African Banks," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 1-14.
- Мерием Чафик & Мохамед Набил Ел Мабруки, 2022. "Възможности И Предизвикателства Пред Трансграничното Банкиране С Оглед На Пан-Африканските Банки," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 3-19.
- Martijn Boermans & Ian Cooper & Piet Sercu & Rosanne Vanpée, 2022. "Foreign bias in equity portfolios: Informational advantage or familiarity bias?," Working Papers 742, DNB.
- Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2022. "Reactions of household inflation expectations to a symmetric inflation target and high inflation (August 2022 update)," Working Papers 743, DNB.
- Tomás Carrera de Souza & Tom Hudepohl, 2022. "The Eurosystem’s bond market share at an all-time high: what does it mean for repo markets?," Working Papers 745, DNB.
- Kai Schellekens & Patty Duijm, 2022. "Effectiveness of Central Bank Swap Lines in Alleviating the Mispricing of FX Swaps at the Start of the COVID-19 Pandemic," Working Papers 752, DNB.
- Tom Hudepohl, 2022. "The rebalancing channel of QE: New evidence at the security level in the euro area," Working Papers 756, DNB.
- ORJI Anthony & OGBUABOR Jonathan E. & CHIAMAKA F. Okolomike & ANTHONY-ORJI Onyinye, 2022. "Capital Inflows, Financial Development And Growth In Ecowas Countries: A New Empirical Insight," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 22(1), pages 61-80.
- Cimadomo, Jacopo, 2022. "Risk sharing in the euro area: a focus on the public channel and the COVID-19 pandemic," Economic Bulletin Articles, European Central Bank, vol. 7.
- Giovannini, Alessandro & Ioannou, Demosthenes & Stracca, Livio, 2022. "Public and private risk sharing: friends or foes? The interplay between different forms of risk sharing," Occasional Paper Series 295, European Central Bank.
- Cimadomo, Jacopo & Gordo Mora, Esther & Palazzo, Alessandra Anna, 2022. "Enhancing private and public risk sharing: lessons from the literature and reflections on the COVID-19 crisis," Occasional Paper Series 306, European Central Bank.
- Kuvshinov, Dmitry & Richter, Björn & Zimmermann, Kaspar, 2022. "The shifts and the shocks: bank risk, leverage, and the macroeconomy," Working Paper Series 2672, European Central Bank.
- Vivian M. van Breemen & Frank J. Fabozzi & Dennis Vink, 2023.
"Intensified Competition and The Impact on Credit Ratings in the RMBS market,"
Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 32(2), pages 51-86, May.
- van Breemen, Vivian M. & Fabozzi, Frank J. & Vink, Dennis, 2022. "Intensified competition and the impact on credit ratings in the RMBS market," Working Paper Series 2691, European Central Bank.
- Zema, Sebastiano Michele, 2022. "Uncovering the network structure of non-centrally cleared derivative markets: evidences from regulatory data," Working Paper Series 2721, European Central Bank.
- Rubaszek, Michał & Beckmann, Joscha & Ca' Zorzi, Michele & Kwas, Marek, 2022. "Boosting carry with equilibrium exchange rate estimates," Working Paper Series 2731, European Central Bank.
- Daniel Carvalho & Martin Schmitz, 2024.
"Brexit, what Brexit? Euro area portfolio exposures to the United Kingdom since the Brexit referendum,"
International Finance, Wiley Blackwell, vol. 27(3), pages 203-230, December.
- Carvalho, Daniel & Schmitz, Martin, 2022. "Brexit, what Brexit? Euro area portfolio exposures to the United Kingdom since the Brexit referendum," Working Paper Series 2734, European Central Bank.
- Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian, 2022. "Is the EU money market fund regulation fit for purpose? Lessons from the COVID-19 turmoil," Working Paper Series 2737, European Central Bank.
- Fornari, Fabio & Zaghini, Andrea, 2022.
"It’s not time to make a change: Sovereign fragility and the corporate credit risk,"
Journal of International Money and Finance, Elsevier, vol. 128(C).
- Fornari, Fabio & Zaghini, Andrea, 2021. "It's not time to make a change: Sovereign fragility and the corporate credit risk," CFS Working Paper Series 652, Center for Financial Studies (CFS).
- Fornari, Fabio & Zaghini, Andrea, 2022. "It’s not time to make a change: sovereign fragility and the corporate credit risk," Working Paper Series 2740, European Central Bank.
- Laeven, Luc & Popov, Alexander, 2023.
"Carbon taxes and the geography of fossil lending,"
Journal of International Economics, Elsevier, vol. 144(C).
- Laeven, Luc & Popov, Alexander, 2021. "Carbon Taxes and the Geography of Fossil Lending," CEPR Discussion Papers 16745, C.E.P.R. Discussion Papers.
- Laeven, Luc & Popov, Alexander, 2022. "Carbon taxes and the geography of fossil lending," Working Paper Series 2762, European Central Bank.
- Zhang, Shaojun, 2022. "Do Investors Care about Carbon Risk? A Global Perspective," Working Paper Series 2022-06, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Christopher Clayton & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2025.
"Internationalizing Like China,"
American Economic Review, American Economic Association, vol. 115(3), pages 864-902, March.
- Christopher Clayton & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2022. "Internationalizing Like China," NBER Working Papers 30336, National Bureau of Economic Research, Inc.
- Clayton, Christopher & Dos Santos, Amanda & Maggiori, Matteo & Schreger, Jesse, 2023. "Internationalizing Like China," CEPR Discussion Papers 17781, C.E.P.R. Discussion Papers.
- Clayton, Christopher & Dos Santos, Amanda & Maggiori, Matteo & Schreger, Jesse, 2022. "Internationalizing Like China," Research Papers 4019, Stanford University, Graduate School of Business.
- Clayton, Christopher & Santos, Amanda Dos & Maggiori, Matteo & Schreger, Jesse, 2022. "Internationalizing Like China," SocArXiv r2msa, Center for Open Science.
- Lamia Kalai, 2022. "Time Varying Dependence in the Cryptocurrency Market and COVID 19 Panic Index: An Empirical Investigation," International Journal of Economics and Financial Issues, Econjournals, vol. 12(2), pages 37-51, March.
- Garrison Hongyu Song, 2022. "Capital Mobility vs. Labor Mobility:Theory and Implications," International Journal of Economics and Financial Issues, Econjournals, vol. 12(4), pages 47-55, July.
- Ben Neilson, 2022. "Progress towards Recognised Professional Status: The Australian Financial Planning Landscape in 2022," International Journal of Economics and Financial Issues, Econjournals, vol. 12(5), pages 21-28, September.
2021
- Raymond L. Aor & Afees A. Salisu & Isah J. Okpe, 2021. "A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 89-114, December.
- Azra Zaimovic & Lejla Dedovic, 2021. "World Economy and Islamic Finance: Comparison of Government Policies during the Global Financial Crisis and the COVID-19 Crisis الاقتصاد العالمي والتمويل الإسلامي: مقارنة بين سياسات الحكومات خلال الأز," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 34(1), pages 79-92, January.
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"Monetary policy and financial markets: evidence from Twitter traffic,"
BAFFI CAREFIN Working Papers
21160, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
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"Foreign Exchange Fixings and Returns around the Clock,"
Journal of Finance, American Finance Association, vol. 79(1), pages 541-578, February.
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"News-driven international credit cycles,"
Journal of Macroeconomics, Elsevier, vol. 70(C).
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"ECB euro liquidity lines,"
Working Papers
2125, Banco de España.
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"Financial condition indices for emerging market economies: Can Google help?,"
Economics Letters, Elsevier, vol. 216(C).
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"Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index,"
Economics Letters, Elsevier, vol. 216(C).
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- Claudia Maurini & Alessandro Schiavone, 2021. "The catalytic role of IMF programs," Temi di discussione (Economic working papers) 1331, Bank of Italy, Economic Research and International Relations Area.
- Massimiliano Affinito & Raffaele Santioni, 2021. "When the panic broke out: COVID-19 and investment funds' portfolio rebalancing around the world," Temi di discussione (Economic working papers) 1342, Bank of Italy, Economic Research and International Relations Area.
- Bush Georgia & Cañón Salazar Carlos Iván & Gray Daniel, 2021. "Emerging market capital flows the role of fund manager portfolio allocation," Working Papers 2021-13, Banco de México.
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"Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2804-2836, July.
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- David Castañeda-Arévalo & Fredy Gamboa-Estrada, 2021. "Los determinantes de la liquidez en Colombia: un análisis del mercado de divisas de contado," Borradores de Economia 1185, Banco de la Republica de Colombia.
- Miloš Božović, 2021. "Mutual Fund Performance: Some Recent Evidence From European Equity Funds," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 66(230), pages 7-34, July – Se.
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- Hugues Dastarac, 2021. "Strategic Trading, Welfare and Prices with Futures Contracts," Working papers 841, Banque de France.
- Jean-Charles Bricongne & Antoine Cosson & Albane Garnier-Sauveplane & Rémy Lecat & Irena Peresa & Yuliya Vanzhulova, 2021. "Financial flows, macro-prudential policies, capital restrictions and institutions: what do gravity equations tell us?," Working papers 842, Banque de France.
- Emilie Da Silva & Vincent Grossmann-Wirth & Benoit Nguyen & Miklos Vari, 2021. "Paying Banks to Lend? Evidence from the Eurosystem's TLTRO and the Euro Area Credit Registry," Working papers 848, Banque de France.
- Koray Uygur & Volkan Han, 2021. "Finansal Liberalizasyon ve Gelir Dağılımı Iliskisi: G 10 Ülkeleri için Panel Kantil Regresyon Analizi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 5(SpecialIs), pages 11-30, December.
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- Robert N McCauley & Patrick McGuire & Philip Wooldridge, 2021. "Seven decades of international banking," BIS Quarterly Review, Bank for International Settlements, September.
- Patrick McGuire & Ilhyock Shim & Hyun Song Shin & Vladyslav Sushko, 2021. "Outward portfolio investment and dollar funding in emerging Asia," BIS Quarterly Review, Bank for International Settlements, December.
- Sirio Aramonte & Fernando Avalos, 2021. "The rise of private markets," BIS Quarterly Review, Bank for International Settlements, December.
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"Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media,"
CEPR Discussion Papers
15682, C.E.P.R. Discussion Papers.
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"Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds,"
Journal of International Economics, Elsevier, vol. 140(C).
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- Matteo Maggiori, 2021. "FX policy when financial markets are imperfect," BIS Working Papers 942, Bank for International Settlements.
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"Fiscal regimes and the exchange rate,"
BIS Working Papers
950, Bank for International Settlements.
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"Sharing Asymmetric Tail Risk: Smoothing, Asset Pricing and Terms of Trade,"
CEPR Discussion Papers
16443, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Anna Lipínska & Giovanni Lombardo, 2021. "Sharing asymmetric tail risk smoothing, asset pricing and terms of trade," BIS Working Papers 958, Bank for International Settlements.
- Corsetti, G. & Lipińska, A. & Lombardo, G., 2021. "Sharing Asymmetric Tail Risk Smoothing, Asset Pricing and Terms of Trade," Cambridge Working Papers in Economics 2153, Faculty of Economics, University of Cambridge.
- Evgenia Grigoryeva, 2021. "Determinants of Russia's Sovereign Risk," Russian Journal of Money and Finance, Bank of Russia, vol. 80(4), pages 74-97, December.
- Takuji Fueki & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2021.
"Identifying oil price shocks and their consequences: The role of expectations in the crude oil market,"
International Finance, Wiley Blackwell, vol. 24(1), pages 53-76, April.
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"Limited Risk Sharing and International Equity Returns,"
Journal of Finance, American Finance Association, vol. 76(2), pages 893-933, April.
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"Foreign Safe Asset Demand and the Dollar Exchange Rate,"
Journal of Finance, American Finance Association, vol. 76(3), pages 1049-1089, June.
- Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2018. "Foreign Safe Asset Demand and the Dollar Exchange Rate," NBER Working Papers 24439, National Bureau of Economic Research, Inc.
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- Gino Cenedese & Pasquale Della Corte & Tianyu Wang, 2021.
"Currency Mispricing and Dealer Balance Sheets,"
Journal of Finance, American Finance Association, vol. 76(6), pages 2763-2803, December.
- Cenedese, Gino & Della Corte, Pasquale & Wang, Tianyu, 2019. "Currency mispricing and dealer balance sheets," Bank of England working papers 779, Bank of England.
- Della Corte, Pasquale & Cenedese, Gino & Wang, Tianyu, 2020. "Currency Mispricing and Dealer Balance Sheets," CEPR Discussion Papers 15569, C.E.P.R. Discussion Papers.
- Friederike Niepmann & Tim Schmidt‐Eisenlohr & Emily Liu, 2021.
"The effect of US stress tests on monetary policy spillovers to emerging markets,"
Review of International Economics, Wiley Blackwell, vol. 29(1), pages 165-194, February.
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim & Liu, Emily, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CEPR Discussion Papers 14128, C.E.P.R. Discussion Papers.
- Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CESifo Working Paper Series 7955, CESifo.
- Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," International Finance Discussion Papers 1265, Board of Governors of the Federal Reserve System (U.S.).
- Cesa-Bianchi, Ambrogio & Czech, Robert & Eguren Martin, Fernando, 2021.
"Dash for Dollars,"
CEPR Discussion Papers
16415, C.E.P.R. Discussion Papers.
- Cesa-Bianchi, Ambrogio & Eguren-Martin, Fernando, 2021. "Dash for dollars," Bank of England working papers 932, Bank of England.
- Ambrogio Cesa-Bianchi & Robert Czech & Fernando Eguren-Martin, 2023. "Dash for Dollars," Discussion Papers 2314, Centre for Macroeconomics (CFM).
- Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021. "An unintended consequence of holding dollar assets," Bank of England working papers 953, Bank of England.
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"Exchange rate fluctuations and the financial channel in emerging economies,"
Bank of Lithuania Working Paper Series
83, Bank of Lithuania.
- Beckmann, Joscha & Comunale, Mariarosaria, 2021. "Exchange rate fluctuations and the financial channel in emerging economies," BOFIT Discussion Papers 11/2021, Bank of Finland, Institute for Economies in Transition.
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"The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic,"
Empirical Economics, Springer, vol. 63(6), pages 2997-3026, December.
- George Hondroyiannis & Dimitrios Papaoikonomou, 2021. "The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic," Working Papers 291, Bank of Greece.
- MARUYAMA Rinto & WASHIMI Kazuaki, 2021. "Cross-Currency Swap Market through the Lens of OTC Derivative Transaction Data: Impact of COVID-19 and Subsequent Recovery," Bank of Japan Review Series 21-E-1, Bank of Japan.
- Lawrence Christiano & Husnu Dalgic & Armen Nurbekyan, 2021. "Financial Dollarization in Emerging Markets: Efficient Risk Sharing or Prescription for Disaster?," CRC TR 224 Discussion Paper Series crctr224_2021_306, University of Bonn and University of Mannheim, Germany.
- Feng Felix Zhiyu & Lu Will Jianyu & Zhu Caroline H., 2021. "Financial Integration, Savings Gluts, and Asset Price Booms," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 21(1), pages 205-238, January.
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- Clark Gordon L, 2021. "The Significance of Financial Competence and Risk Tolerance in Home-Related Expenditure by Jurisdiction and Regime," ZFW – Advances in Economic Geography, De Gruyter, vol. 65(1), pages 12-27, March.
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"Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model,"
Revue économique, Presses de Sciences-Po, vol. 72(5), pages 785-797.
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- Camille Fabre & Clément Marsilli, 2021. "Dette des pays émergents et en développement : panorama des années 1970 à la crise actuelle," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 23-44.
- Facundo Abraham & Juan J. Cortina & Sergio L. Schmukler, 2021. "L'essor des marchés des obligations d'entreprise en Asie de l'Est et en Amérique latine," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 45-70.
- Carl Magnus Magnusson, 2021. "Dette, développement et dépendance – Prévenir les risques liés à la dette souveraine dans les économies émergentes," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 119-137.
- Gong Cheng, 2021. "L'évolution des émissions de dette en devise et les nouveaux défis révélés par la pandémie de Covid-19," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 139-158.
- Gregory Smith, 2021. "Accès des pays africains aux marchés obligataires internationaux : avantages, risques et solutions," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 159-177.
- Pierre Cailleteau & Thomas Lambert, 2021. "La restructuration des dettes souveraines : savoir naviguer en des eaux agitées," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 241-254.
- Schwan Badirou Gafari & Arthur Bauer, 2021. "L'action du Club de Paris et du G20 en matière de traitement de dette à l'heure de la Covid-19," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 255-270.
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- Corsetti, Giancarlo & Lipinska, Anna & Lombardo, Giovanni, 2021.
"Sharing Asymmetric Tail Risk: Smoothing, Asset Pricing and Terms of Trade,"
CEPR Discussion Papers
16443, C.E.P.R. Discussion Papers.
- Corsetti, G. & Lipińska, A. & Lombardo, G., 2021. "Sharing Asymmetric Tail Risk Smoothing, Asset Pricing and Terms of Trade," Cambridge Working Papers in Economics 2153, Faculty of Economics, University of Cambridge.
- Giancarlo Corsetti & Anna Lipínska & Giovanni Lombardo, 2021. "Sharing asymmetric tail risk smoothing, asset pricing and terms of trade," BIS Working Papers 958, Bank for International Settlements.
- Wenna Lu & Laurence Copeland & Yongdeng Xu, 2023.
"The pricing of unexpected volatility in the currency market,"
The European Journal of Finance, Taylor & Francis Journals, vol. 29(17), pages 2032-2046, November.
- Lu, Wenna & Copeland, Laurence & Xu, Yongdeng, 2021. "The Pricing of Unexpected Volatility in the Currency Market," Cardiff Economics Working Papers E2021/16, Cardiff University, Cardiff Business School, Economics Section.
- Christina Anderl & Guglielmo Maria Caporale, 2021.
"Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(6), pages 937-959, August.
- Christina Anderl & Guglielmo Maria Caporale, 2021. "Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations," CESifo Working Paper Series 8921, CESifo.
- Kris James Mitchener & Christoph Trebesch, 2021.
"Sovereign Debt in the 21st Century,"
NBER Working Papers
28598, National Bureau of Economic Research, Inc.
- Kris James Mitchener & Christoph Trebesch, 2021. "Sovereign Debt in the 21st Century," CESifo Working Paper Series 8959, CESifo.
- Mitchener, Kris James & Trebesch, Christoph, 2022. "Sovereign debt in the 21st century," Kiel Working Papers 2198, Kiel Institute for the World Economy (IfW Kiel), revised 2022.
- Christina Anderl & Guglielmo Maria Caporale, 2022.
"Exchange rate parities and Taylor rule deviations,"
Empirical Economics, Springer, vol. 63(4), pages 1809-1835, October.
- Christina Anderl & Guglielmo Maria Caporale, 2021. "Exchange Rate Parities and Taylor Rule Deviations," CESifo Working Paper Series 8961, CESifo.
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2023.
"Risk sharing in currency unions: The migration channel,"
European Economic Review, Elsevier, vol. 158(C).
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2021. "Risk sharing in currency unions: The migration channel," University of Tübingen Working Papers in Business and Economics 144, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Wilhelm Kohler & Gernot Müller & Susanne Wellmann, 2021. "Risk Sharing in Currency Unions: The Migration Channel," CESifo Working Paper Series 8982, CESifo.
- Müller, Gernot & Kohler, Wilhelm & Wellmann, Susanne, 2021. "Risk Sharing in Currency Unions: The Migration Channel," CEPR Discussion Papers 16178, C.E.P.R. Discussion Papers.
- Christina Anderl & Guglielmo Maria Caporale, 2021. "Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations," CESifo Working Paper Series 9027, CESifo.
- Bruno Pellegrino & Enrico Spolaore & Romain Wacziarg, 2021.
"Barriers to Global Capital Allocation,"
NBER Working Papers
28694, National Bureau of Economic Research, Inc.
- Pellegrino, Bruno & Spolaore, Enrico & Wacziarg, Romain, 2024. "Barriers to global capital allocation," Working Papers 346, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Bruno Pellegrino & Enrico Spolaore & Romain Wacziarg, 2025. "Barriers to Global Capital Allocation," Working Papers 2025-05, FEDEA.
- Bruno Pellegrino & Enrico Spolaore & Romain Wacziarg, 2021. "Barriers to Global Capital Allocation," CESifo Working Paper Series 9086, CESifo.
- Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2021. "The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic," CESifo Working Paper Series 9163, CESifo.
- Sania Wadud & Robert D. Durand & Marc Gronwald, 2021. "Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras," CESifo Working Paper Series 9202, CESifo.
- Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2022.
"The COVID-19 pandemic, policy responses and stock markets in the G20,"
International Economics, Elsevier, vol. 172(C), pages 77-90.
- Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2022. "The COVID-19 pandemic, policy responses and stock markets in the G20," International Economics, CEPII research center, issue 172, pages 77-90.
- Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2021. "The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20," CESifo Working Paper Series 9299, CESifo.
- Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Coskun Akdeniz & Ali Ilhan, 2021. "The Effects of the Covid-19 Pandemic on Stock Markets, CDS and Economic Activity: Time-Varying Evidence from the US and Europe," CESifo Working Paper Series 9316, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Isabel Arrese Lasaosa, 2021. "The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets," CESifo Working Paper Series 9382, CESifo.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Emmanuel Joel Aikins Abakah, 2023.
"US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach,"
Applied Economics, Taylor & Francis Journals, vol. 55(3), pages 283-292, January.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah, 2021. "US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach," CESifo Working Paper Series 9386, CESifo.
- António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2021.
"International transmission of interest rates: the role of international reserves and sovereign debt,"
Working Papers REM
2021/0156, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2021. "International Transmission of Interest Rates: The Role of International Reserves and Sovereign Debt," EconPol Working Paper 54, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
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"Do financial markets reward government spending efficiency?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
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- António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," EconPol Working Paper 62, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," Working Papers REM 2021/0166, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Uluc Aysun & Michael Tseng, 2021. "Regulatory arbitrage and global push factors," Working Papers 2021-01, University of Central Florida, Department of Economics.
- Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022.
"A tale of two global monetary policies,"
Journal of International Economics, Elsevier, vol. 136(C).
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- Silvia Miranda-Agrippino & Tsvetelina Nenova, 2021. "A Tale of Two Global Monetary Policies," Discussion Papers 2117, Centre for Macroeconomics (CFM).
- Agrippino, Silvia Miranda & Nenova, Tsvetelina, 2022. "A tale of two global monetary policies," Bank of England working papers 972, Bank of England.
- Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022. "A Tale of Two Global Monetary Policies," CEPR Discussion Papers 16485, C.E.P.R. Discussion Papers.
- Itzhak Ben-David & Francesco Franzoni & Byungwook Kim & Rabih Moussawi & Ralph Koijen, 2023.
"Competition for Attention in the ETF Space,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(3), pages 987-1042.
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"A Theory of Debt Accumulation and Deficit Cycles,"
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"Interdependencies between Mining Costs, Mining Rewards and Blockchain Security,"
Annals of Economics and Finance, Society for AEF, vol. 22(1), pages 25-62, May.
- Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2021. "Interdependencies between Mining Costs, Mining Rewards and Blockchain Security," Papers 2102.08107, arXiv.org.
- Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2021. "Interdependencies between Mining Costs, Mining Rewards and Blockchain Security," EERI Research Paper Series EERI RP 2021/02, Economics and Econometrics Research Institute (EERI), Brussels.
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"Central Bank Swap Lines: Evidence on the Effects of the Lender of Last Resort,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(4), pages 1654-1693.
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- Cristina Mabel Scherrer & Marcelo Fernandes, 2021.
"The effect of voting rights on firm value,"
International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 1106-1111, September.
- Scherrer, Cristina Mabel & Fernandes, Marcelo, 2021. "The effect of voting rights on firm value," LSE Research Online Documents on Economics 125648, London School of Economics and Political Science, LSE Library.
- Scherrer, Cristina Mabel, 2021. "Information processing on equity prices and exchange rate for cross-listed stocks," LSE Research Online Documents on Economics 125649, London School of Economics and Political Science, LSE Library.
- Biagio Bossone, 2021. "Globalization of capital, erosion of economic policy sovereignty, and the lessons from John Maynard Keynes," Review of Keynesian Economics, Edward Elgar Publishing, vol. 9(4), pages 512–520-5, October.
- Villavicencio, Giovanni, 2021. "Financiarización subordinada y emisión de títulos de deuda en América Latina: las experiencias de Argentina, México y Brasil," El Trimestre Económico, Fondo de Cultura Económica, vol. 88(349), pages 181-200, enero-mar.
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- Rexford Abaidoo, 2021. "Financial market efficiency: global and regional financial market perspective," American Journal of Business, Emerald Group Publishing Limited, vol. 36(3/4), pages 169-189, January.
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- Mohammed Sawkat Hossain, 2021. "What do we know about cryptocurrency? Past, present, future," China Finance Review International, Emerald Group Publishing Limited, vol. 11(4), pages 552-572, February.
- Thomas C. Chiang, 2021. "Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets," China Finance Review International, Emerald Group Publishing Limited, vol. 11(4), pages 474-501, March.
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- Maria Elisabete Neves & Mário Abreu Pinto & Carla Manuela de Assunção Fernandes & Elisabete Fátima Simões Vieira, 2021. "Value and growth stock returns: international evidence (JES)," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, vol. 29(5), pages 698-733, October.
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- Wanyi Chen, 2021. "Are financial derivatives tax havens? Evidence from China," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 17(8), pages 1949-1972, January.
- Oğuzhan Çepni & Selçuk Gül & Muhammed Hasan Yılmaz & Brian Lucey, 2021.
"The impact of oil price shocks on Turkish sovereign yield curve,"
International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 17(9), pages 2258-2277, February.
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- Eyup Kadioglu, 2021. "Intraday analysis of regulation change in microstructure: evidence from an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 18(5), pages 1216-1235, June.
- Burak Çıkıryel & Hakan Aslan & Mücahit Özdemir, 2021. "Impact of Brexit on Islamic stock markets: employing MGARCH-DCC and wavelet correlation analysis," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(1), pages 179-202, August.
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- Burak Çıkıryel & Hakan Aslan & Mücahit Özdemir, 2021.
"Impact of Brexit on Islamic stock markets: employing MGARCH-DCC and wavelet correlation analysis,"
International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(1), pages 179-202, August.
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- Adefemi A. Obalade & Tsepang Moeti & Vijen Moodley & Yusuf Randeree & Paul-Francois Muzindutsi & William A. Barnett & Bruno S. Sergi, 2021. "Interlinkages and Diversification Opportunities Among Emerging Bond Markets: BRIC and BRICS Comparison," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 131-149, Emerald Group Publishing Limited.
- Surachai Chancharat & Julaluk Butda, 2021. "Return and Volatility Linkages between Bitcoin, Gold Price, and Oil Price: Evidence from Diagonal BEKK–GARCH Model," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 69-81, Emerald Group Publishing Limited.
- Adefemi A. Obalade & Tsepang Moeti & Vijen Moodley & Yusuf Randeree & Paul-Francois Muzindutsi, 2021. "Interlinkages and Diversification Opportunities Among Emerging Bond Markets: BRIC and BRICS Comparison," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 131-149, Emerald Group Publishing Limited.
- Bayu Adi Nugroho, 2021. "Dynamic risk-based optimization on cryptocurrencies," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 5(1), pages 28-48, March.
- Bayu Adi Nugroho, 2021. "Dynamic risk-based optimization on cryptocurrencies," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 5(1), pages 28-48, March.
- Eduardo Saucedo & Jorge González, 2021. "The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 26(52), pages 252-267, August.
- Luis Berggrun & Emilio Cardona & Edmundo Lizarzaburu, 2021. "Deviations from fundamental value and future closed-end country fund returns," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 26(52), pages 222-236, August.
- Christina Anderl & Guglielmo Maria Caporale, 2021.
"Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(6), pages 937-959, August.
- Christina Anderl & Guglielmo Maria Caporale, 2021. "Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations," CESifo Working Paper Series 8921, CESifo.
- Garima Goel & Saumya Ranjan Dash, 2021. "Investor sentiment and government policy interventions: evidence from COVID-19 spread," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 14(2), pages 242-267, June.
- Terver Kumeka & Patricia Ajayi & Oluwatosin Adeniyi, 2021. "Is stock market in Sub-Saharan Africa resilient to health shocks?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 14(4), pages 562-598, December.
- Md. Saifur Rahman & Shahari Farihana, 2021. "Does the US influence ASEAN+3 equity market integration?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(4), pages 502-524, March.
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- Filippo Gori, 2021. "Banks’ international assets and sovereign default risk," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(4), pages 409-423, May.
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- Garima Goel & Saumya Ranjan Dash, 2021. "Investor sentiment and government policy interventions: evidence from COVID-19 spread," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 14(2), pages 242-267, June.
- Terver Kumeka & Patricia Ajayi & Oluwatosin Adeniyi, 2021. "Is stock market in Sub-Saharan Africa resilient to health shocks?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 14(4), pages 562-598, December.
- Md. Saifur Rahman & Shahari Farihana, 2021. "Does the US influence ASEAN+3 equity market integration?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(4), pages 502-524, March.
- Shrabani Saha & Anindya Sen & Christine Smith-Han & Dennis Wesselbaum, 2021. "Did Brexit change asset co-movements?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 14(1), pages 43-55, February.
- Filippo Gori, 2021. "Banks’ international assets and sovereign default risk," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(4), pages 409-423, May.
- Chien-Hung Chen & Nicholas Lee & Fu-Min Chang & Li-Peng Lan, 2021. "Are global gold futures returns volatilities and trading activities threshold cointegrated?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(5), pages 525-538, May.
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- Yann Ferrat & Frédéric Daty & Radu Burlacu, 2021. "Short- and long-term effects of responsible investment growth on equity returns," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(1), pages 1-13, December.
- Thomas Dimpfl & Dalia Elshiaty, 2021. "Volatility discovery in cryptocurrency markets," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(5), pages 313-331, September.
- Eda Orhun, 2021. "The impact of COVID-19 global health crisis on stock markets and understanding the cross-country effects," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 33(1), pages 142-159, January.
- Muhammad Abubakr Naeem & Saba Sehrish & Mabel D. Costa, 2021. "COVID-19 pandemic and connectedness across financial markets," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 33(2), pages 165-178, February.
- Byomakesh Debata & Kshitish Ghate & Jayashree Renganathan, 2021. "COVID-19 pandemic sentiment and stock market behavior: evidence from an emerging market," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(2), pages 176-204, November.
- Dina Gabbori & Basel Awartani & Aktham I. Maghyereh & Nader Virk, 2021. "Are herding transmissions in the gulf cooperation council stock markets regional or international?," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(5), pages 588-611, March.
- Abdullah Alqahtani & Shawkat Hammoudeh & Refk Selmi, 2021. "Relationship between different sources of geopolitical risks and stock markets in the GCC region: a dynamic correlation analysis," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(2), pages 296-316, January.
- Emna Mnif & Anis Jarboui, 2021. "COVID-19, bitcoin market efficiency, herd behaviour," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 13(1), pages 69-84, March.
- Antonio Focacci, 2021. "Have institutional investors stocks portfolio strategies affected oil prices in a financialization context?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(5), pages 1007-1039, June.
- Ikhlaas Gurrib, 2021. "Early COVID-19 policy response on healthcare equity prices," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(5), pages 987-1006, June.
- Sinem Guler Kangalli Uyar & Umut Uyar & Emrah Balkan, 2021. "The role of precious metals in extreme market conditions: evidence from stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(1), pages 63-78, August.
- Sowmya Subramaniam, 2021. "Geopolitical uncertainty and sovereign bond yields of BRICS economies," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(2), pages 311-330, November.
- Eray Gemici & Müslüm Polat, 2021. "Causality-in-mean and causality-in-variance among Bitcoin, Litecoin, and Ethereum," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(4), pages 861-872, April.
- Ghulame Rubbaniy & Ali Awais Khalid & Muhammad Faisal Rizwan & Shoaib Ali, 2021. "Are ESG stocks safe-haven during COVID-19?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(2), pages 239-255, December.
- Mohammad Shahid Zaman & Anup Kumar Bhandari, 2021. "Stressed assets, off-balance sheet business activities and performance of Indian banking sector: a DEA double bootstrap approach," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(4), pages 572-592, July.
- Supriyo De & Sanket Mohapatra & Dilip Ratha, 2021. "Sovereign credit ratings, relative risk ratings and private capital flows: evidence from emerging and frontier markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(4), pages 873-898, May.
- Domingo RodrÃguez Benavides & Francisco López Herrera & Armando Sánchez Vargas, 2021. "Rendimientos en el mercado accionario mexicano y los choques del precio internacional del petróleo/Returns in the Mexican stock market and the shocks of the international oil price," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 36(2), pages 399-428.
- Sylwia Morawska & Michal Lukowski & Kamil Gemra & Waldemar Rogowski & Przemyslaw Banasik & Blazej Prusak, 2021. "Financial Markets and Bankruptcy Systems: Is there a Relationship?," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 735-747.
- Rubaj Piotr & Wazna Elzbieta, 2021. "Investment Funds of Emerging Markets as Alternative Forms of Capital Investment in the Conditions of Low Interest Rates," European Research Studies Journal, European Research Studies Journal, vol. 0(2 - Part ), pages 290-307.
- Igor Kravchuk & Viktoriia Stoika, 2021. "Business Μodels of Βanks for the Financial Markets in the EU," European Research Studies Journal, European Research Studies Journal, vol. 0(2 - Part ), pages 371-382.
- Leszek Dziawgo, 2021. "Energy Sectors on Capital Market – Financing the Process “Towards Sustainability”," European Research Studies Journal, European Research Studies Journal, vol. 0(2 - Part ), pages 938-955.
- Rubaj Piotr & Wazna Elzbieta, 2021. "Investment Funds of Emerging Markets as Alternative Forms of Capital Investment in the Conditions of Low Interest Rates," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 290-307.
- Igor Kravchuk & Viktoriia Stoika, 2021. "Business Μodels of Βanks for the Financial Markets in the EU," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 371-382.
- Leszek Dziawgo, 2021. "Energy Sectors on Capital Market – Financing the Process “Towards Sustainability”," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 938-955.
- Dorota Zebrowska-Suchodolska & Andrzej Karpio & Krzysztof Kompa, 2021. "COVID-19 Pandemic: Stock Markets Situation in European Ex-Communist Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(3 - Part ), pages 1106-1128.
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- Sylwia Frydrych, 2021. "Credit Ratings of Issuers of Green Debt Instruments," European Research Studies Journal, European Research Studies Journal, vol. 0(4 - Part ), pages 172-179.
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"The Impact of Financial Inclusion on Household Health Expenditures in Africa,"
Research Africa Network Working Papers
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- Ofeh M. Edoh & Tii N. Nchofoung & Ofeh E. Anchi, 2021. "The Impact of Financial Inclusion on Household Health Expenditures in Africa," Working Papers 21/080, European Xtramile Centre of African Studies (EXCAS).
- Ofeh M. Edoh & Tii N. Nchofoung & Ofeh E. Anchi, 2021. "The Impact of Financial Inclusion on Household Health Expenditures in Africa," Working Papers of the African Governance and Development Institute. 21/080, African Governance and Development Institute..
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- Kwaku Boafo Baidoo, 2021. "Asymmetric Effects of Long and Short Selling Positions: Evidence from US Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(4), pages 306-322, December.
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"Multi-Horizon Equity Returns Predictability via Machine Learning,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(2), pages 142-190, May.
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"Detecting statistically significant changes in connectedness: A bootstrap-based technique,"
Economic Modelling, Elsevier, vol. 140(C).
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"Information Diffusion and Spillover Dynamics in Renewable Energy Markets,"
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- Cedic, Samir & Mahmoud, Alwan & Manera, Matteo & Uddin, Gazi Salah, 2021.
"Uncertainty and Stock Returns in Energy Markets: A Quantile Regression Approach,"
FEEM Working Papers
310388, Fondazione Eni Enrico Mattei (FEEM).
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- Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021.
"Optimal bailouts in banking and sovereign crises,"
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- Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021. "Optimal Bailouts in Banking and Sovereign Crises," Globalization Institute Working Papers 406, Federal Reserve Bank of Dallas, revised 27 Feb 2024.
- Sewon Hur & Cesar Sosa-Padilla & Zeynep Yom, 2022. "Optimal Bailouts in Banking and Sovereign Crises," Working Papers 207, Red Nacional de Investigadores en Economía (RedNIE).
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EconomiX Working Papers
2021-6, University of Paris Nanterre, EconomiX.
- Cécile Couharde & Hamza Bennani & Yoan Wallois, 2021. "Do IMF Reports Affect Market Expectations ? A Sentiment Analysis Approach," Working Papers hal-04159751, HAL.
- Imdade Chitou & Gilles Dufrénot & Julien Esposito, 2021.
"Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions,"
AMSE Working Papers
2138, Aix-Marseille School of Economics, France.
- Imdade Chitou & Gilles Dufrénot & Julien Esposito, 2021. "Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions," Working Papers halshs-03297198, HAL.
- Hearn, Bruce & Oxelheim, Lars & Randøy, Trond, 2021. "The Impact of Founders on Information Asymmetry vis-à-vis Outside Investors: Evidence from Caribbean Offshore Tax Havens," Working Paper Series 1419, Research Institute of Industrial Economics.
- Sebastian, Steffen P. & Steininger, Bertram I., 2021. "Real estate ETNs in strategic asset allocation," Working Paper Series 21/8, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
- Grytten, Ola Honningdal, 2021. "Financial Instability and Banking Crises in a small open economy," Discussion Paper Series in Economics 18/2021, Norwegian School of Economics, Department of Economics.
- Di Casola, Paola & Stockhammar, Pär, 2021. "When domestic and foreign QE overlap: evidence from Sweden," Working Paper Series 404, Sveriges Riksbank (Central Bank of Sweden).
- Iwata, Kiyonori, 2021. "Are High-Quality Earnings Useful for Voting Shareholders? Evidence from the Top Executive Director Election in Japan," Working Paper Series g-1-26, Hitotsubashi University Center for Financial Research.
- Xiong, Tao & Zhang, Wendong & Chen, Chen-Ti, 2021.
"A Fortune from misfortune: Evidence from hog firms’ stock price responses to China’s African Swine Fever outbreaks,"
Food Policy, Elsevier, vol. 105(C).
- Tao Xiong & Wendong Zhang & Chen-Ti Chen, 2021. "A Fortune from Misfortune: Evidence from Hog Firms' Stock Price Responses to China's African Swine Fever Outbreaks," Center for Agricultural and Rural Development (CARD) Publications 20-wp602, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Ya-Kai Chang & Che-Jui Chang, 2021. "The Magnet Effect Under Relaxed Daily Price Limits: Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 15(1), pages 33-44.
- Renato BalbontÃn & Rodrigo Blanch, 2021. "Overseas Performance Of Chilean Pension Funds 2009 - 2020 Desempeno De Los Fondos De Pensiones Chilenos En El Extranjero 2009 - 2020," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 14(1), pages 41-51.
- Sebastian Edwards & Luis Cabezas, 2021. "Exchange rate pass-through, monetary policy, and real exchange rates - Iceland and the 2008 crisis," Economics wp85, Department of Economics, Central bank of Iceland.
- Breedon, Francis & Pétursson, Thórarinn G. & Vitale, Paolo, 2023.
"The currency that came in from the cold: Capital controls and the information content of order flow,"
Journal of International Money and Finance, Elsevier, vol. 138(C).
- Francis Breedon & Thórarinn G. Pétursson & Paolo Vitale, 2021. "The currency that came in from the cold - Capital controls and the information content of order flow," Economics wp86, Department of Economics, Central bank of Iceland.
- Gomez-Gonzalez, Jose E. & Valencia, Oscar & Sánchez, Gustavo, 2021. "Sudden Stops, Sovereign Risk, and Fiscal Rules," IDB Publications (Working Papers) 11137, Inter-American Development Bank.
- Galizia, Federico & Perraudin, William & Powell, Andrew & Turner, Timothy, 2021. "Risk Transfer for Multilateral Development Banks: Obstacles and Potential," IDB Publications (Working Papers) 11733, Inter-American Development Bank.
- Hedi Ben Haddad & Nader Trabelsi, 2021. "Better Safe Havens During Covid-19: A Comparison Between Islamic And Selected Financial Assets," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 7(Special I), pages 33-82, March.
- Emna Mnif & Anis Jarboui, 2021. "Islamic, Green, And Conventional Cryptocurrency Market Efficiency During The Covid-19 Pandemic," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 7(Special I), pages 167-184, March.
- Ahmad Maulin Naufa & Mamduh M. Hanafi & I Wayan Nuka Lantara, 2021. "Foreign Ownership, Stock Performance-Risk, And Macroeconomic Factors In Asean Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 24(1), pages 151-168, March.
- Seema Wati Narayan & Sivagowry Srianathakumar & Greeni Maheshwari & Mobeen Ur Rehman, 2021. "Diversification Gains For A Home Biased Trader In The Emerging And Frontier Equity Markets," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 24(3), pages 385-414, September.
- Susan Sunila Sharma & Naoyuki Yoshino & Farhad Taghizadeh-Hesary, 2021. "Knowing The Unknowns – Fresh Insights From An Unknown Stock Market," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 24(4), pages 641-658, December.
- Chinmaya Behera & Badri Narayan Rath, 2021. "The Covid-19 Pandemic And Indian Pharmaceutical Companies: An Event Study Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 24(Special I), pages 1-14, January.
- Hedi Ben Haddad & Nader Trabelsi, 2021. "Better Safe Havens During Covid-19: A Comparison Between Islamic And Selected Financial Assets," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 7(Special I), pages 33-82.
- Emna Mnif & Anis Jarboui, 2021. "Islamic, Green, And Conventional Cryptocurrency Market Efficiency During The Covid-19 Pandemic," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 7(Special I), pages 167-184.
- Ferry Syarifuddin & Maman Setiawan, 2021. "Capital Flow Amid The Covid-19 Pandemic: Cross-Country Contagion Effect Among Asean5 And Projection Of The Impacts For The Indonesian Economy," Working Papers WP/08/2021, Bank Indonesia.
- Cubeddu, Luis & Ahmed Hannan, Swarnali & Rabanal, Pau, 2023.
"External financing risks: How important is the composition of the international investment position?,"
Journal of International Money and Finance, Elsevier, vol. 131(C).
- Mr. Luis M. Cubeddu & Mrs. Swarnali A Hannan & Mr. Pau Rabanal, 2021. "External Financing Risks: How Important is the Composition of the International Investment Position?," IMF Working Papers 2021/020, International Monetary Fund.
- Carlos Cristian De la Rosa Flores & Ana Isabel Ordóñez Parada & Cristina Cabrera Ramos & Viviana Berroterán Martínez, 2021. "Estadística multivariada aplicada a la clasificación de empresas que cotizan en la Bolsa Mexicana de Valores," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-23, Enero - M.
- Carlos Cristian De la Rosa Flores & Ana Isabel Ordóñez Parada & Cristina Cabrera Ramos & Viviana Berroterán Martínez, 2021. "Estadística multivariada aplicada a la clasificación de empresas que cotizan en la Bolsa Mexicana de Valores," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-23, Enero - M.
- Tomás Gómez RodrÃguez & Humberto RÃos BolÃvar & Adriana Zambrano Reyes, 2021. "Volatilidad y COVID-19: evidencia empÃrica internacional," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(3), pages 1-20, Julio - S.
- Domingo RodrÃguez Benavides & César Gurrola RÃos & Francisco López Herrera, 2021. "Dependencia de los mercados de valores de Argentina, Brasil y México respecto del estadounidense: Covid19 y otras crisis financieras recientes," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(3), pages 1-18, Julio - S.
- Christian Bucio Pacheco & Luis Villanueva & Raúl de Jesús Gutiérrez, 2021. "Dependence in the Banking Sector of the United States and Mexico: A Copula Approach," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(TNEA), pages 1-23, Septiembr.
- Rogelio Ladrón de Guevara Cortés & Salvador Torra Porras & Enric Monte Moreno, 2021. "Comparison of Statistical Underlying Systematic Risk Factors and Betas Driving Returns on Equities," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(TNEA), pages 1-25, Septiembr.
- Nidhi Aggarwal & Sanchit Arora & Rajeswari Sengupta, 2021. "Capital account liberalisation in a large emerging economy: An Analysis of onshore-offshore arbitrage," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-013, Indira Gandhi Institute of Development Research, Mumbai, India.
- Macías-Trejo, L. Guadalupe & Valdemar, Oscar & López-Herrera, Francisco, 2021. "Beneficios de la inversión socialmente responsable sobre las SIEFORES tipo cuatro: análisis con el algoritmo de optimización de Martin," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 16(54), pages 9-32, Primer se.
- Jose E. Gomez-Gonzalez & Jorge Hirs-Garzón & Sebastián Sanin-Restrepo & Jorge M. Uribe, 2024.
"Financial and Macroeconomic Uncertainties and Real Estate Markets,"
Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 50(1), pages 29-53, January.
- Jose E. Gomez-Gonzalez & Jorge Hirs-Garzón & Sebastián Sanin-Restrepo & Jorge M. Uribe, 2021. ""Financial and Macroeconomic Uncertainties and Real Estate Markets"," IREA Working Papers 202105, University of Barcelona, Research Institute of Applied Economics, revised Mar 2021.
- Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M., 2024.
"Vulnerable funding in the global economy,"
Journal of Banking & Finance, Elsevier, vol. 169(C).
- Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2021. ""Vulnerable Funding in the Global Economy"," IREA Working Papers 202106, University of Barcelona, Research Institute of Applied Economics, revised Mar 2021.
- Hao Cheng & Kian Guan Lim & Long Wang, 2021. "Industry Structure and Stock Price Synchronicity," International Real Estate Review, Global Social Science Institute, vol. 24(4), pages 501-548.
- António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2021.
"International Transmission of Interest Rates: The Role of International Reserves and Sovereign Debt,"
EconPol Working Paper
54, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2021. "International transmission of interest rates: the role of international reserves and sovereign debt," Working Papers REM 2021/0156, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Afonso, António & Reimers, Max, 2022.
"Does the introduction of stock exchange markets boost economic growth in African countries?,"
Journal of Comparative Economics, Elsevier, vol. 50(2), pages 627-640.
- António Afonso & Max Reimers, 2021. "Does the Introduction of Stock Exchange Markets BoostEconomic Growth in African Countries?," Working Papers REM 2021/0160, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Afonso, António & Tovar Jalles, João & Venâncio, Ana, 2022.
"Do financial markets reward government spending efficiency?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Antonio Afonso & Joao Tovar Jalles & Ana Venancio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," Working Papers 2021.01, International Network for Economic Research - INFER.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," Working Papers REM 2021/0166, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," EconPol Working Paper 62, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Agnese, Pablo & Thoss, Jonathan, 2021. "New Moneys under the New Normal? Bitcoin and Gold Interdependence during COVID Times," IZA Discussion Papers 14323, Institute of Labor Economics (IZA).
- Francesco Campigli & Gabriele Tedeschi & Maria Cristina Recchioni, 2021. "The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability," Working Papers 2021/03, Economics Department, Universitat Jaume I, Castellón (Spain).
- HOROBEȚ Alexandra & VRÎNCEANU Georgiana Maria, 2021. "Foreign Exchange and Oil Exposure of CEE Companies: Risks for Investors in Financial and Energy Industries," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
- Ojea-Ferreiro, Javier & Reboredo, Juan C., 2022.
"Exchange rates and the global transmission of equity market shocks,"
Economic Modelling, Elsevier, vol. 114(C).
- Ojea-Ferreiro, Javier & Reboredo, Juan C., 2021. "Exchange rates and the global transmission of equity market shocks," JRC Working Papers in Economics and Finance 2021-05, Joint Research Centre, European Commission.
- Xiao Li & Bin Liu, 2021. "The Short-Selling Hypothesis of Weekend Effect and T + 1 Trading Mechanism," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(3), pages 449-467, September.
- Cândida Ferreira, 2021. "Financial Development and Macroeconomic Performance," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 49(2), pages 251-253, June.
- Aida Karmous & Heni Boubaker & Lotfi Belkacem, 2021. "Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas," Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 461-482, August.
- Justinas Lubys & Pradiptarathi Panda, 2021. "US and EU unconventional monetary policy spillover on BRICS financial markets: an event study," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 353-371, May.
- Chen Su, 2021. "A comprehensive investigation into style momentum strategies in China," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(1), pages 101-144, March.
- Juan Andres Rodriguez-Nieto & Andre V. Mollick, 2021. "The US financial crisis, market volatility, credit risk and stock returns in the Americas," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(2), pages 225-254, June.
- Pēteris Kloks, 2021. "Matthias Thiemann: The Growth of Shadow Banking: A Comparative Institutional Analysis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(2), pages 269-272, June.
- Nadia Balemi & Roland Füss & Alois Weigand, 2021. "COVID-19’s impact on real estate markets: review and outlook," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(4), pages 495-513, December.
- Zhichuan Frank Li & Saurin Patel & Srikanth Ramani, 2021. "The Role of Mutual Funds in Corporate Social Responsibility," Journal of Business Ethics, Springer, vol. 174(3), pages 715-737, December.
- Nusret Cakici & Sris Chatterjee & Yi Tang & Lin Tong, 2021. "Alternative profitability measures and cross-section of expected stock returns: international evidence," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 369-391, January.
- David Gempesaw, 2021. "Corporate governance and product market competition: evidence from import tariff reductions," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1437-1473, May.
- Jing Wang & Wei Li & Arno Forst, 2021. "Product market competition, stock price informativeness, and IFRS adoption: evidence from Europe," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1537-1559, May.
- Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2021.
"Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals,"
Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1593-1621, May.
- Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2020. "Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals," Discussion Papers 20-21, Department of Economics, University of Birmingham.
- Mamdouh Abdulaziz Saleh Al-Faryan & Everton Dockery, 2021.
"Testing for efficiency in the Saudi stock market: does corporate governance change matter?,"
Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 61-90, July.
- Al-Faryan, Mamdouh Abdulaziz Saleh & Dockery, Everton, 2020. "Testing for efficiency in the Saudi stock market: does corporate governance change matter?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Latest Ar, pages 1-30.
- Yang Hou & Steven Li & Fenghua Wen, 2021. "Time-varying information share and autoregressive loading factors: evidence from S&P 500 cash and E-mini futures markets," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 91-110, July.
- Jacinta Chan Phooi M’ng & Ham Yi Jer, 2021. "Do economic statistics contain information to predict stock indexes futures prices and returns? Evidence from Asian equity futures markets," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1033-1060, October.
- Gil Cohen, 2021. "Optimizing candlesticks patterns for Bitcoin's trading systems," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1155-1167, October.
- Ramzi Benkraiem & Mondher Bouattour & Emilios Galariotis & Anthony Miloudi, 2021. "Do investors in SMEs herd? Evidence from French and UK equity markets," Small Business Economics, Springer, vol. 56(4), pages 1619-1637, April.
- Kitano, Shigeto & Zhou, Yang, 2022.
"Effects of China’s capital controls on individual asset categories,"
Finance Research Letters, Elsevier, vol. 49(C).
- Shigeto Kitano & Yang Zhou, 2021. "Effects of China's Capital Controls on Individual Asset Categories," Discussion Paper Series DP2021-25, Research Institute for Economics & Business Administration, Kobe University, revised May 2022.
- Umut Akovali & Kamil Yilmaz, 2021. "Unconventional Monetary Policy and Bond Market Connectedness in the New Normal," Koç University-TUSIAD Economic Research Forum Working Papers 2101, Koc University-TUSIAD Economic Research Forum.
- Iwatsubo, Kentaro & Watkins, Clinton, 2021.
"The changing role of foreign investors in Tokyo stock price formation,"
Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
- Kentaro Iwatsubo & Clinton Watkins, 2021. "The Changing Role of Foreign Investors in Tokyo Stock Price Formation," Discussion Papers 2106, Graduate School of Economics, Kobe University.
- Soós, Károly Attila, 2021. "Az optimális valutaövezet két elmélete - aszimmetrikus sokkok és nemzetközi pénzügyi integráció [Principles of optimal currency areas: asymmetric shocks and international financial integration]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1250-1275.
- Maya Jalloul & Mirela Miescu, 2021. "Equity Market Connectedness across Regimes of Geopolitical Risks," Working Papers 324219805, Lancaster University Management School, Economics Department.
- Jamal Bouoiyour, Refk Selmi, 2021. "The financial costs of terrorism: evidence from Germany," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 18(1), pages 87-104, June.
- M. Abdi Shalihin & Sugiharso Safuan, 2021. "Effects of Financial Inclusion and Openness on Banking Stability: Evidence from Developing and Developed Countrie," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 67, pages 212-222, Desember.
- Jeanne Amar & Jean-François Carpantier & Christelle Lecourt, 2021. "Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds," DEM Discussion Paper Series 21-21, Department of Economics at the University of Luxembourg.
- Isil Erol & Umut Unal & Yener Coskun, 2021. "ESG Investing and the Financial Performance: A Panel Data Analysis of Developed REIT Markets," MAGKS Papers on Economics 202123, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Jens Klose, 2021. "Cryptocurrencies and Gold - Similarities and Differences," MAGKS Papers on Economics 202128, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tehrani , Reza & Veisizadeh , Vahid, 2021. "Dynamic Cross Hedging Effectiveness between Gold and Stock Market Based on Downside Risk Measures: Evidence from Iran Emerging Capital Market," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(1), pages 43-70, March.
- Dehghan Khavari , Saeed & Mirjalili , Seyed Hossein & Iraji , Maryam, 2021. "The Asymmetric Impact of Weighting Economic and Political Events on the Fluctuations of Banking Group Index (Case of Tehran Stock Exchange)," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(3), pages 399-416, September.
- Alamgir, Farzana & Cotoc, Johnny & Johri, Alok, 2023.
"The bribe rate and long run differences in sovereign borrowing costs,"
Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Alok Johri & Johnny Cotoc, 2021. "The Bribe Rate and Long Run Differences in Sovereign Borrowing Costs," Department of Economics Working Papers 2021-02, McMaster University.
- Farzana Alamgir & Johnny Cotoc & Alok Johri, 2022. "The Bribe Rate and Long Run Differences in Sovereign Borrowing Costs," Department of Economics Working Papers 2022-07, McMaster University.
- Josef Pavlata & Petr Strejček & Peter Albrecht & Martin Širůček, 2021. "The Empirical Linkage between Oil Prices and the Stock Returns of Oil Companies," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 7(2), pages 186-197.
- Lilian Muchimba & Alexis Stenfors, 2021.
"Beyond LIBOR: Money Markets and the Illusion of Representativeness,"
Journal of Economic Issues, Taylor & Francis Journals, vol. 55(2), pages 565-573, April.
- Lilian Muchimba & Alexis Stenfors, 2020. "Beyond LIBOR: Money Markets and the Illusion of Representativeness," Working Papers in Economics & Finance 2020-13, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Ignatius Roni Setyawan & Buddi Wibowo, 2021. "Does Entropy Index Explain the Determinant of Capital Market Integration in ASEAN?," Capital Markets Review, Malaysian Finance Association, vol. 29(1), pages 17-39.
- Ritesh Patel, 2021. "ASEAN-5 and Indian Financial Market Linkages: Evidence from Cointegration and Factor Analysis," Capital Markets Review, Malaysian Finance Association, vol. 29(1), pages 41-58.
- Tamon Asonuma & Michael G. Papaioannou & Takahiro Tsuda, 2021. "Banking Crisis, Sovereign Debt Restructurings, and Financial Stability Policies in Cyprus During 2012–13," Multinational Finance Journal, Multinational Finance Journal, vol. 25(3-4), pages 163-186, September.
- Silvia Marchesi & Tania Masi, 2020.
"The price of haircuts: private and official default,"
Development Working Papers
460, Centro Studi Luca d'Agliano, University of Milano, revised 06 Feb 2020.
- Silvia Marchesi & Tania Masi & Pietro Bomprezzi, 2021. "The Price of Haircuts: Private and Official Default," Working Papers 458, University of Milano-Bicocca, Department of Economics, revised Jan 2021.
- Kok-Tiong Lim & Kian-Teng Kwek, 2021. "An Analysis of the Informational Value of Sovereign Credit Ratings," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, vol. 58(1), pages 85-97, June.
- Tamás Katona, 2021. "Decentralized Finance - The Possibilities of a Blockchain "Money Lego" System," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 20(1), pages 74-102.
- Balazs Stempler, 2021. "ESG Investing: The Use of ESG Ratings in a Smart Beta Strategy," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 20(2), pages 91-116.
- Attila Becsi & Gergely Bognar & Mate Loga, 2021. "The Growing Importance of the Economic Role of the Corporate Bond Market," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 20(4), pages 5-37..
- Chari, Anusha & Dilts-Stedman, Karlye & Forbes, Kristin, 2022.
"Spillovers at the extremes: The macroprudential stance and vulnerability to the global financial cycle,"
Journal of International Economics, Elsevier, vol. 136(C).
- Anusha Chari & Karlye Dilts-Stedman & Kristin Forbes, 2021. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
- Anusha Chari & Karlye Dilts Stedman & Kristin J. Forbes, 2021. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," Research Working Paper RWP 21-16, Federal Reserve Bank of Kansas City.
- Anusha Chari & Karlye Dilts Stedman & Kristin Forbes, 2022. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," NBER Working Papers 29670, National Bureau of Economic Research, Inc.
- Chari, Anusha & Dilts Stedman, Karlye & Forbes, Kristin, 2022. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," CEPR Discussion Papers 16889, C.E.P.R. Discussion Papers.
- Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022.
"A tale of two global monetary policies,"
Journal of International Economics, Elsevier, vol. 136(C).
- Silvia Miranda-Agrippino & Tsvetelina Nenova, 2021. "A Tale of Two Global Monetary Policies," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
- Silvia Miranda-Agrippino & Tsvetelina Nenova, 2021. "A Tale of Two Global Monetary Policies," Discussion Papers 2117, Centre for Macroeconomics (CFM).
- Agrippino, Silvia Miranda & Nenova, Tsvetelina, 2022. "A tale of two global monetary policies," Bank of England working papers 972, Bank of England.
- Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022. "A Tale of Two Global Monetary Policies," CEPR Discussion Papers 16485, C.E.P.R. Discussion Papers.
- Itzhak Ben-David & Francesco Franzoni & Byungwook Kim & Rabih Moussawi & Ralph Koijen, 2023.
"Competition for Attention in the ETF Space,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(3), pages 987-1042.
- Itzhak Ben-David & Francesco A. Franzoni & Byungwook Kim & Rabih Moussawi, 2021. "Competition for Attention in the ETF Space," Swiss Finance Institute Research Paper Series 21-03, Swiss Finance Institute.
- Itzhak Ben-David & Francesco Franzoni & Byungwook Kim & Rabih Moussawi, 2021. "Competition for Attention in the ETF Space," NBER Working Papers 28369, National Bureau of Economic Research, Inc.
- Franzoni, Francesco & Ben-David, Itzhak & Kim, Byungwook & Moussawi, Rabih, 2021. "Competition for Attention in the ETF Space," CEPR Discussion Papers 15762, C.E.P.R. Discussion Papers.
- Ben-David, Itzhak & Franzoni, Francesco A. & Kim, Byungwook & Moussawi, Rabih, 2021. "Competition for Attention in the ETF Space," Working Paper Series 2021-01, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Theis Ingerslev Jensen & Bryan T. Kelly & Lasse Heje Pedersen, 2021. "Is There A Replication Crisis In Finance?," NBER Working Papers 28432, National Bureau of Economic Research, Inc.
- Jennifer N. Carpenter & Fangzhou Lu & Robert F. Whitelaw, 2021. "The Price and Quantity of Interest Rate Risk," NBER Working Papers 28444, National Bureau of Economic Research, Inc.
- Engel, Charles & Wu, Steve Pak Yeung, 2023.
"Forecasting the U.S. Dollar in the 21st Century,"
Journal of International Economics, Elsevier, vol. 141(C).
- Engel, Charles & Wu, Steve Pak Yeung, 2021. "Forecasting the U.S. Dollar in the 21st Century," CEPR Discussion Papers 15915, C.E.P.R. Discussion Papers.
- Charles Engel & Steve Pak Yeung Wu, 2021. "Forecasting the U.S. Dollar in the 21st Century," NBER Working Papers 28447, National Bureau of Economic Research, Inc.
- Aizenman, Joshua & Ito, Hiro & Pasricha, Gurnain Kaur, 2022.
"Central bank swap arrangements in the COVID-19 crisis,"
Journal of International Money and Finance, Elsevier, vol. 122(C).
- Joshua Aizenman & Hiro Ito & Gurnain Kaur Pasricha, 2021. "Central Bank Swap Arrangements in the COVID-19 Crisis," NBER Working Papers 28585, National Bureau of Economic Research, Inc.
- Kris James Mitchener & Christoph Trebesch, 2021.
"Sovereign Debt in the 21st Century,"
CESifo Working Paper Series
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- Kris James Mitchener & Christoph Trebesch, 2021. "Sovereign Debt in the 21st Century," NBER Working Papers 28598, National Bureau of Economic Research, Inc.
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- Bruno Pellegrino & Enrico Spolaore & Romain Wacziarg, 2021.
"Barriers to Global Capital Allocation,"
CESifo Working Paper Series
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- Pellegrino, Bruno & Spolaore, Enrico & Wacziarg, Romain, 2024. "Barriers to global capital allocation," Working Papers 346, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
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- Julian Di Giovanni & Galina Hale, 2022.
"Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy,"
Journal of Finance, American Finance Association, vol. 77(6), pages 3373-3421, December.
- Galina Hale & Julian di Giovanni, 2020. "Stock Market Spillovers Via the Global Production Network: Transmission of U.S. Monetary Policy," Working Papers 1213, Barcelona School of Economics.
- Julian di Giovanni & Galina Hale, 2021. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," NBER Working Papers 28827, National Bureau of Economic Research, Inc.
- Hale, Galina & di Giovanni, Julian, 2020. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," CEPR Discussion Papers 15404, C.E.P.R. Discussion Papers.
- Julian di Giovanni & Galina Hale, 2020. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Staff Reports 945, Federal Reserve Bank of New York.
- Julian di Giovanni & Galina Hale, 2020. "Stock market spillovers via the global production network: Transmission of U.S. monetary policy," Economics Working Papers 1747, Department of Economics and Business, Universitat Pompeu Fabra.
- Maryam Farboodi & Péter Kondor, 2022.
"Heterogeneous Global Booms and Busts,"
American Economic Review, American Economic Association, vol. 112(7), pages 2178-2212, July.
- Maryam Farboodi & Péter Kondor, 2021. "Heterogeneous Global Booms and Busts," NBER Working Papers 28834, National Bureau of Economic Research, Inc.
- Farboodi, Maryam & Kondor, Peter, 2022. "Heterogeneous global booms and busts," LSE Research Online Documents on Economics 114547, London School of Economics and Political Science, LSE Library.
- Lawrence Christiano & Hüsnü Dalgic & Armen Nurbekyan, 2021. "Financial Dollarization: Efficient Intranational Risk Sharing or Prescription for Disaster?," NBER Working Papers 29034, National Bureau of Economic Research, Inc.
- Clemens Sialm & Qifei Zhu, 2024.
"Currency Management by International Fixed‐Income Mutual Funds,"
Journal of Finance, American Finance Association, vol. 79(6), pages 4037-4081, December.
- Clemens Sialm & Qifei Zhu, 2021. "Currency Management by International Fixed Income Mutual Funds," NBER Working Papers 29082, National Bureau of Economic Research, Inc.
- Rohan Kekre & Moritz Lenel, 2024.
"The Flight to Safety and International Risk Sharing,"
American Economic Review, American Economic Association, vol. 114(6), pages 1650-1691, June.
- Rohan Kekre & Moritz Lenel, 2021. "The Flight to Safety and International Risk Sharing," NBER Working Papers 29238, National Bureau of Economic Research, Inc.
- Hale, Galina & Juvenal, Luciana, 2023.
"External Balance Sheets and the COVID-19 Crisis,"
Journal of Banking & Finance, Elsevier, vol. 147(C).
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- Hale, Galina & Juvenal, Luciana, 2023. "External Balance Sheets and the COVID-19 Crisis," Santa Cruz Department of Economics, Working Paper Series qt00p8f01t, Department of Economics, UC Santa Cruz.
- Galina Hale & Luciana Juvenal, 2021. "External Balance Sheets and the COVID-19 Crisis," NBER Working Papers 29277, National Bureau of Economic Research, Inc.
- Kempf, Elisabeth & Luo, Mancy & Schäfer, Larissa & Tsoutsoura, Margarita, 2023.
"Political ideology and international capital allocation,"
Journal of Financial Economics, Elsevier, vol. 148(2), pages 150-173.
- Elisabeth Kempf & Mancy Luo & Larissa Schäfer & Margarita Tsoutsoura, 2021. "Political Ideology and International Capital Allocation," NBER Working Papers 29280, National Bureau of Economic Research, Inc.
- Kempf, Elisabeth & Luo, Mancy & Schäfer, Larissa & Tsoutsoura, Margarita, 2022. "Political Ideology and International Capital Allocation," CEPR Discussion Papers 16533, C.E.P.R. Discussion Papers.
- Igor Makarov & Antoinette Schoar, 2021. "Blockchain Analysis of the Bitcoin Market," NBER Working Papers 29396, National Bureau of Economic Research, Inc.
- Sara B. Holland & Sergei Sarkissian & Michael Schill & Francis E. Warnock, 2021. "Nonlinearities and a Pecking Order in Cross-border Investment," NBER Working Papers 29432, National Bureau of Economic Research, Inc.
- Tarek A Hassan & Jesse Schreger & Markus Schwedeler & Ahmed Tahoun, 2024.
"Sources and Transmission of Country Risk,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(4), pages 2307-2346.
- Tarek Alexander Hassan & Jesse Schreger & Markus Schwedeler & Ahmed Tahoun, 2021. "Sources and Transmission of Country Risk," NBER Working Papers 29526, National Bureau of Economic Research, Inc.
- Susana Campos-Martins & Cristina Amado, 2021. "Modelling Time-Varying Volatility Interactions," NIPE Working Papers 12/2021, NIPE - Universidade do Minho.
- Gilberto Loureiro & Sónia Silva, 2021. "The Impact of Securities Regulation on the Information Environment around Stock-Financed Acquisitions," NIPE Working Papers 07/2021, NIPE - Universidade do Minho.
- Anna Hlazova, 2021. "Researching the problems of digital economy development as an indicator of the information society: potential threats and prospects," Technology audit and production reserves, Socionet;Technology audit and production reserves, vol. 6(4(62)), pages 37-39.
- Hodrick, Robert J. & Tomunen, Tuomas, 2021.
"Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications,"
Critical Finance Review, now publishers, vol. 10(1), pages 83-123, April.
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- Sorin-Nicolae Curca, 2021. "The Internationalization of Emerging Economy Currencies: An Alternative to Protectionism?," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 9(2), pages 17-26, December.
- Vilizar Chupetlovski & Peter Chobanov & Yavor Rusinov, 2021. "The Western Balkans Stock Exchanges Unification in Response to the Pandemic Crisis," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 372-388, September.
- Dimiter Nenkov, 2021. "The S&P 500 Index and the “Super 6†Technology Stocks in the Pandemic Crisis," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 169-187, April.
- Dimiter Nenkov, 2021. "The S&P 500 Index and the “Super 6†Technology Stocks in the Pandemic Crisis," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 169-187, April.
- Kohnert, Dirk, 2021.
"The EU-Africa summit 2021 : Quo vadis, in the light of Brexit and Corona,"
MPRA Paper
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- Kohnert, Dirk, 2021. "The EU-Africa summit 2021 : Quo vadis, in the light of Brexit and Corona," AfricArxiv wqxd6, Center for Open Science.
- Kohnert, Dirk, 2021. "The EU-Africa summit 2021 : Quo vadis, in the light of Brexit and Corona," MPRA Paper 106429, University Library of Munich, Germany.
- Takuro Hidaka & Jun Sakamoto, 2021. "Predictability of market returns for the UK's former colonies, protectorates, and mandates," Discussion Papers in Economics and Business 21-08, Osaka University, Graduate School of Economics.
- Takuro Hidaka & Yuta Saito & Jun Sakamoto, 2021. "Historical Relationships and International Market Return Predictability: The Role of the UK in the Former British Colonies, Protectorates and Mandates," Discussion Papers in Economics and Business 21-08-Rev., Osaka University, Graduate School of Economics, revised Oct 2023.
- Michal Hlaváček & Ilgar Ismayilov & Ayaz Zeynalov, 2021.
"Reassessment of the Fiscal Multiplier in Developing Countries: Regime-Switching Model [Estimation of Panel Vector Autoregression in Stata],"
CESifo Economic Studies, CESifo Group, vol. 67(4), pages 440-462.
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- Jose A Lopez & Kris James Mitchener, 2021.
"Uncertainty and Hyperinflation: European Inflation Dynamics after World War I [Modeling and forecasting realized volatility],"
The Economic Journal, Royal Economic Society, vol. 131(633), pages 450-475.
- Jose A. Lopez & Kris James Mitchener, 2018. "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," CESifo Working Paper Series 7066, CESifo.
- Jose A. Lopez & Kris James Mitchener, 2018. "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," NBER Working Papers 24624, National Bureau of Economic Research, Inc.
- Mitchener, Kris & Lopez, Jose A., 2018. "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," CEPR Discussion Papers 12951, C.E.P.R. Discussion Papers.
- Jose A. Lopez & Kris James Mitchener, 2018. "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," Working Paper Series 2018-6, Federal Reserve Bank of San Francisco.
- Romanos Priftis & Srec̆ko Zimic, 2021.
"Sources of Borrowing and Fiscal Multipliers [Emerging market business cycles: the cycle is the trend],"
The Economic Journal, Royal Economic Society, vol. 131(633), pages 498-519.
- Priftis, Romanos; Zimic, Srecko, 2017. "Sources of Borrowing and Fiscal Multipliers," Economics Working Papers ECO2017/01, European University Institute.
- Romanos Priftis & Srecko Zimic, 2018. "Sources of Borrowing and Fiscal Multipliers," Staff Working Papers 18-32, Bank of Canada.
- Srecko Zimic & Romanos Priftis, 2017. "Sources of Borrowing and Fiscal Multipliers," 2017 Meeting Papers 294, Society for Economic Dynamics.
- Priftis, Romanos & Zimic, Srečko, 2018. "Sources of borrowing and fiscal multipliers," Working Paper Series 2209, European Central Bank.
- Bent Jesper Christensen & Rasmus Tangsgaard Varneskov, 2021.
"Dynamic Global Currency Hedging [Arbitrage in the Foreign Exchange Market: Turning on the Microscope],"
Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 97-127.
- Bent Jesper Christensen & Rasmus T. Varneskov, 2016. "Dynamic Global Currency Hedging," CREATES Research Papers 2016-03, Department of Economics and Business Economics, Aarhus University.
- Ansgar Belke & Daniel Gros & Farzaneh Shamsfakhr, 2021. "Central bank purchases of sovereign bonds in the euro area, the random walk hypothesis, and different measures of risk," Oxford Economic Papers, Oxford University Press, vol. 73(4), pages 1471-1492.
- Theodoros Bratis & Nikiforos T Laopodis & Georgios P Kouretas, 2021. "Monetary policy expectations and sovereign risk dynamics in the Eurozone," Oxford Economic Papers, Oxford University Press, vol. 73(4), pages 1493-1515.
- Andrey Ermolov, 2021. "When and Where Is It Cheaper to Issue Inflation-Linked Debt?," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(3), pages 610-653.
- Nicola Borri & Kirill Shakhnov, 2021. "Global Risk in Long-Term Sovereign Debt," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(3), pages 654-693.
- Jussi Keppo & Tyler Shumway & Daniel Weagley, 2021. "Are Monthly Market Returns Predictable? [Conditional market timing with benchmark investors]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 806-836.
- Tania Babina & Chotibhak Jotikasthira & Christian Lundblad & Tarun Ramadorai & Andrew Karolyi, 2021. "Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 509-568.
- Óscar Arce & Sergio Mayordomo & Ricardo Gimeno, 2021.
"Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE [Whatever it takes: the real effects of unconventional monetary policy],"
Review of Finance, European Finance Association, vol. 25(1), pages 43-84.
- Óscar Arce & Ricardo Gimeno & Sergio Mayordomo, 2017. "Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE," Working Papers 1743, Banco de España.
- Ricardo Correa & Keshav Garud & Juan M Londono & Nathan Mislang, 2021.
"Sentiment in Central Banks’ Financial Stability Reports,"
Review of Finance, European Finance Association, vol. 25(1), pages 85-120.
- Ricardo Correa & Keshav Garud & Juan M. Londono & Nathan Mislang, 2017. "Sentiment in Central Banks' Financial Stability Reports," International Finance Discussion Papers 1203, Board of Governors of the Federal Reserve System (U.S.).
- George Andrew Karolyi & Ying Wu, 2021. "Is Currency Risk Priced in Global Equity Markets? [Exposure to currency risk: definition and measurement]," Review of Finance, European Finance Association, vol. 25(3), pages 863-902.
- Jacob Boudoukh & Jordan Brooks & Matthew Richardson & Zhikai Xu, 2021. "Sovereign Credit Quality and Violations of the Law of One Price [Asset pricing and the bid-ask spread]," Review of Finance, European Finance Association, vol. 25(5), pages 1581-1607.
- Tania Babina & Chotibhak Jotikasthira & Christian Lundblad & Tarun Ramadorai, 2021.
"Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds [The distribution of realized stock return volatility],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 509-568.
- Lundblad, Christian T & Jotikasthira, Chotibhak & Babina, Tania, 2015. "Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds," CEPR Discussion Papers 10971, C.E.P.R. Discussion Papers.
- Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang & Wei Jiang, 2021. "Do Foreign Institutional Investors Improve Price Efficiency? [Does governance travel around the world? Evidence from institutional investors]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1317-1367.
- George O Aragon & Vikram Nanda & Haibei Zhao & Wei Jiang, 2021. "Investor Protection and Capital Fragility: Evidence from Hedge Funds around the World [Liquidity transformation and financial fragility: Evidence from funds of hedge funds]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1368-1407.
- Patrick Bolton & Tano Santos & Jose A Scheinkman, 2021. "Savings Gluts and Financial Fragility [Money, liquidity and monetary policy]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1408-1444.
- Massimo Massa & David Schumacher & Yan Wang, 2021. "Who Is Afraid of BlackRock? [Connected stocks]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 1987-2044.
- Mikhail Chernov & Drew Creal, 2021. "The PPP View of Multihorizon Currency Risk Premiums," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2728-2772.
- Abbassi Puriya & Falk Bräuning, 2021. "Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4177-4215.
- Ines Chaieb & Vihang Errunza & Hugues Langlois & Andrew Karolyi, 2021. "How is Liquidity Priced in Global Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4216-4268.
- Cristi Spulbar & Ramona Birau & Jatin Trivedi, 2021. "Is There a Necessary Prerequisite to Follow Ethical Issues in Entrepreneurship and Business ?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 426-428, August.
- Ramona Birau & Jatin Trivedi & Cristi Spulbar, 2021. "Estimating Volatility and Investment Risk: An Empirical Case Study for NIFTY MIDCAP 50 Index of National Stock Exchange (NSE) in India," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 691-696, August.
- Fuentes Vélez, Mariana & Pinilla Barrera, Alejandro, 2021. "Transmisión de volatilidad en el Mercado Integrado Latinoamericano (MILA): una evidencia del grado de integración. || Transmission of volatility in the Latin American Integrated Market (MILA): evidenc," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 31(1), pages 301-328, June.
- Meneses Cerón, Luis Ángel & Carabalí Mosquera, Jaime Andrés & Pérez Pacheco, Camilo Andrés, 2021. "La relación entre el gobierno corporativo y la valoración, apalancamiento y desempeño financiero en Colombia || The relationship between corporate governance, valuation, leverage and financial perform," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 32(1), pages 324-340, December.
- Martínez Patiño, Manuel Andrés & Ariza Garzón, Miller Janny & Cadena Lozano, Javier Bernardo, 2021. "Relevancia del patrón de persistencia de Hurst en la gestión de portafolios de renta variable|| Relevance of Hurst's pattern in equity portfolio management," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 32(1), pages 66-82, December.
- Jambotkar Mrunali Manohar & Guntur Anjana Raju, 2021. "Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 233-240.
- Ikhlaas Gurrib & Firuz Kamalov & Elgilani Elshareif, 2021. "Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 41-51.
- Aktolkin Abubakirova & Aziza Syzdykova & Assan Dosmakhanbet & Lyazzat Kudabayeva & Gulnar Abdulina, 2021. "Relationship between Oil Prices and Stock Prices in BRICS-T Countries: Symmetric and Asymmetric Causality Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 11(3), pages 140-148.
- Tarek Bouazizi & Zouhaier Hadhek & Fatma Mrad & Mosbah Lafi, 2021. "Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 11(3), pages 27-43.
- Katarzyna Czech & Michal Wielechowski, 2021. "Energy Commodity Price Response to COVID-19: Impact of Epidemic Status, Government Policy, and Stock Market Volatility," International Journal of Energy Economics and Policy, Econjournals, vol. 11(3), pages 443-453.
- Khairulla Massadikov, 2021. "Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 121-126.
- Kamaldeen Ajala & Musa Abdullahi Sakanko & Sesan Oluseyi Adeniji, 2021. "The Asymmetric Effect of Oil Price on the Exchange Rate and Stock Price in Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 202-208.
- Izabela Pruchnicka-Grabias, 2021. "The Relationship between Gold and Brent Crude Oil Prices: An Unrestricted Vector Autoregression Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 276-282.
- Bilal Ahmed Memon & Rabia Tahir, 2021. "Examining Network Structures and Dynamics of World Energy Companies in Stock Markets: A Complex Network Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 329-344.
- Aqila Rafiuddin & Jennifer Daffodils & Jesus Cuauhtemoc Tellez Gaytan & Gyanendra Singh Sisodia, 2021. "Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 560-572.
- Xenia Tabachkova, 2021. "Consequences of Oil Supply and Demand on the Electricity Market: Coronavirus Effect," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 573-580.
- Huthaifa Sameeh Alqaralleh & Ahmad Al-Saraireh & Alessandra Canepa, 2021. "Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(5), pages 130-137.
- Zeravan Abdulmuhsen Asaad, 2021. "Oil Price, Gold Price, Exchange Rate and Stock Market in Iraq Pre-During COVID19 Outbreak: An ARDL Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(5), pages 562-571.
- Mubariz Mammadli & Elkhan Richard Sadik-Zada & Andrea Gatto & Rana Huseynova, 2021. "What Drives Public Debt Growth? A Focus on Natural Resources, Sustainability and Development," International Journal of Energy Economics and Policy, Econjournals, vol. 11(5), pages 614-621.
- Anita Suurlaht, 2021. "The asymmetric effect of monetary policy on European financial markets," Bank of Estonia Working Papers wp2021-3, Bank of Estonia, revised 08 Apr 2021.
- Guo, Shijun & Jiao, Yang & Xu, Zhiwei, 2021. "Trump’s Effect on the Chinese Stock Market," Journal of Asian Economics, Elsevier, vol. 72(C).
- Wan, Die & Yang, Teng & Yang, Xiaoguang, 2021. "IPO relative difficulty, M&A option and size effect," Journal of Asian Economics, Elsevier, vol. 76(C).
- Peng, Qing & Li, Jie & Zhao, Yu & Wu, Han, 2021. "The informational content of implied volatility: Application to the USD/JPY exchange rates," Journal of Asian Economics, Elsevier, vol. 76(C).
- Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam, 2021. "Does economic uncertainty affect the soundness of banks? Evidence from emerging Asian economies," Journal of Asian Economics, Elsevier, vol. 77(C).
- Alexakis, Christos & Eleftheriou, Konstantinos & Patsoulis, Patroklos, 2021.
"COVID-19 containment measures and stock market returns: An international spatial econometrics investigation,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Christos Alexakis & Konstantinos Eleftheriou & Patroklos Patsoulis, 2021. "COVID-19 containment measures and stock market returns: An international spatial econometrics investigation," Post-Print hal-03163917, HAL.
- Fernandez-Perez, Adrian & Gilbert, Aaron & Indriawan, Ivan & Nguyen, Nhut H., 2021. "COVID-19 pandemic and stock market response: A culture effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Ah Mand, Abdollah & Sifat, Imtiaz, 2021. "Static and regime-dependent herding behavior: An emerging market case study," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Rai, Anoop & Rojer, Guido & Susanna, Edirel, 2021. "Central bank transparency and market reaction in Brazil, Chile, and Colombia," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Hiraki, Takato & Liu, Ming, 2021. "Do global equity mutual funds exhibit home bias?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
- Zhang, Wei & Wang, Pengfei & Li, Yi, 2021. "Bond intraday momentum," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
- Huynh, Nhan & Dao, Anh & Nguyen, Dat, 2021. "Openness, economic uncertainty, government responses, and international financial market performance during the coronavirus pandemic," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
- Ichev, Riste, 2021. "Stock price reaction to appointment of a chief health officer during COVID-19," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
- Huynh, Toan Luu Duc, 2021. "Does Bitcoin React to Trump’s Tweets?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
- Baur, Dirk G. & Hoang, Lai, 2021. "The Bitcoin gold correlation puzzle," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
- Hasan, Mudassar & Naeem, Muhammad Abubakr & Arif, Muhammad & Yarovaya, Larisa, 2021. "Higher moment connectedness in cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
- Ranganathan, Kavitha & Saraogi, Aayush, 2021. "What explains voluntary premarket underpricing and aftermarket mispricing in Indian IPOs?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
- He, Qing & Liu, Junyi & Zhang, Ce, 2021. "Exchange rate exposure and its determinants in China," China Economic Review, Elsevier, vol. 65(C).
- Li, Xue & Liu, Yanghui & Li, Hanxu & Li, Jie, 2021. "Onshore spot and offshore forward markets for RMB: Evidence from the “8.11” exchange rate regime reform," China Economic Review, Elsevier, vol. 67(C).
- Fuchs, Florian & Füss, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2021. "Winning a deal in private equity: Do educational ties matter?," Journal of Corporate Finance, Elsevier, vol. 66(C).
- Anolick, Nina & Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas, 2021. "Time for gift giving: Abnormal share repurchase returns and uncertainty," Journal of Corporate Finance, Elsevier, vol. 66(C).
- Duong, Huu Nhan & Goyal, Abhinav & Kallinterakis, Vasileios & Veeraraghavan, Madhu, 2021. "Market manipulation rules and IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 67(C).
- Li, Yi & Zhang, Wei, 2021. "Another game in town: Spillover effects of IPOs in China," Journal of Corporate Finance, Elsevier, vol. 67(C).
- Baker, Edward D. & Boulton, Thomas J. & Braga-Alves, Marcus V. & Morey, Matthew R., 2021. "ESG government risk and international IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 67(C).
- Neupane, Biwesh & Thapa, Chandra & Marshall, Andrew & Neupane, Suman, 2021. "Mimicking insider trades," Journal of Corporate Finance, Elsevier, vol. 68(C).
- Galvez, Julio & Gambacorta, Leonardo & Mayordomo, Sergio & Serena, Jose Maria, 2021. "Dollar borrowing, firm credit risk, and FX-hedged funding opportunities," Journal of Corporate Finance, Elsevier, vol. 68(C).
- Cheung, Yan-Leung & Rau, P. Raghavendra & Stouraitis, Aris & Tan, Weiqiang, 2021. "Does the market understand the ex ante risk of expropriation by controlling shareholders?," Journal of Corporate Finance, Elsevier, vol. 68(C).
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"How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses,"
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"Panamax markets behaviour: explaining volatility and expectations,"
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"Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 303-315, March.
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"Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model,"
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"Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data,"
Energy, Elsevier, vol. 235(C).
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"Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(3), pages 365-381, July.
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"The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle,"
Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 15(2), pages 139-159, June.
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- Afees A. Salisu & Rangan Gupta, 2021. "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers 202144, University of Pretoria, Department of Economics.
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"Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model,"
Finance Research Letters, Elsevier, vol. 47(PA).
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"Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios,"
International Review of Financial Analysis, Elsevier, vol. 83(C).
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"Financial turbulence, systemic risk and the predictability of stock market volatility,"
Global Finance Journal, Elsevier, vol. 52(C).
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"Forecasting international REITs volatility: the role of oil-price uncertainty,"
The European Journal of Finance, Taylor & Francis Journals, vol. 29(14), pages 1579-1597, September.
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"Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach,"
Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-17, December.
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"Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century,"
Mathematics, MDPI, vol. 11(9), pages 1-21, April.
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"Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(2), pages 105-146, June.
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"Sup-ADF-style bubble-detection methods under test,"
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"Panamax markets behaviour: explaining volatility and expectations,"
Journal of Shipping and Trade, Springer, vol. 6(1), pages 1-24, December.
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"On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets,"
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"Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index,"
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"Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies,"
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- Hyeongwoo Kim & Madeline Kim, 2021. "U.S. Presidential Election Polls and the Economic Prospects of China and Mexico," Auburn Economics Working Paper Series auwp2021-02, Department of Economics, Auburn University.
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"Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia,"
Applied Economics, Taylor & Francis Journals, vol. 53(58), pages 6721-6738, December.
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"Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies,"
The European Journal of Finance, Taylor & Francis Journals, vol. 27(1-2), pages 8-30, January.
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"Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets,"
Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 27(1), pages 20-28, January.
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"Does Access to International Capital Markets Affect Investment Dynamics in Sub-Saharan Africa?,"
Journal of African Business, Taylor & Francis Journals, vol. 22(3), pages 320-338, July.
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- Kangogo, Moses & Volkov, Vladimir, 2021. "Dynamic effects of network exposure on equity markets," Working Papers 2021-03, University of Tasmania, Tasmanian School of Business and Economics.
- Doruk Kucuksarac & Abdullah Kazdal & Halil Ibrahim Korkmaz & Yigit Onay, 2021.
"A measure of Turkey's sovereign and banking sector credit risk: Asset swap spreads,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 21(1), pages 49-57.
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- Doruk Kucuksarac & Abdullah Kazdal & Halil Ibrahim Korkmaz & Yigit Onay, 2021.
"A measure of Turkey's sovereign and banking sector credit risk: Asset swap spreads,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 21(2), pages 49-57.
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- Oğuzhan Çepni & Selçuk Gül & Muhammed Hasan Yılmaz & Brian Lucey, 2021.
"The impact of oil price shocks on Turkish sovereign yield curve,"
International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 17(9), pages 2258-2277, February.
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- Utku Bora Geyikci & Suheyla Ozyildirim, 2021. "Deviations from Covered Interest Parity in the Emerging Markets After the 2008 Global Financial Crisis," Working Papers 2126, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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"Taming the "Capital Flows-Credit Nexus": A Sectoral Approach,"
Trinity Economics Papers
tep0921, Trinity College Dublin, Department of Economics.
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- Xuan Wang, 2021. "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers 21-009/IV, Tinbergen Institute.
- Yen-Sheng Lee & Yi-Heng Tseng, 2021. "Do Firm Characteristics Affect Price Discovery? Evidence From Chinese Cross-Listed Stocks," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 19(2), pages 3-14, November.
- Tanveer, Zubair, 2021. "Event Analysis of the COVID-19: Evidence from the Stock Markets of Twenty Highly Infected Countries," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(1), pages 3-25.
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"Capital controls, corporate debt and real effects,"
Economics Working Papers
1833, Department of Economics and Business, Universitat Pompeu Fabra.
- Martha López Piñeros & Andrea Fabiani & Paul E. Soto & José-Luis Peydró, 2022. "Capital Controls, Corporate Debt and Real Effects," Working Papers 1339, Barcelona School of Economics.
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"CBI-time-changed L\'evy processes for multi-currency modeling,"
Papers
2112.02440, arXiv.org, revised Jul 2022.
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"Optimal Bailouts in Banking and Sovereign Crises,"
Globalization Institute Working Papers
406, Federal Reserve Bank of Dallas, revised 27 Feb 2024.
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- Sewon Hur & Cesar Sosa-Padilla & Zeynep Yom, 2022. "Optimal Bailouts in Banking and Sovereign Crises," Working Papers 207, Red Nacional de Investigadores en Economía (RedNIE).
- Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2024. "Optimal Bailouts in Banking and Sovereign Crises," Villanova School of Business Department of Economics and Statistics Working Paper Series 60, Villanova School of Business Department of Economics and Statistics.
- Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021. "Optimal Bailouts in Banking and Sovereign Crises," NBER Working Papers 28412, National Bureau of Economic Research, Inc.
- Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021. "Optimal bailouts in banking and sovereign crises," Working Papers 51, Red Nacional de Investigadores en Economía (RedNIE).
- Le Dinh Nghi Corresponding author & Nguyen Minh Kieu, 2021. "Volatility Spillover from the United States and Japanese Stock Markets to the Vietnamese Stock Market: A Frequency Domain Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 68(1), pages 35-52, March.
- Le Dinh Nghi & Nguyen Minh Kieu, 2021. "Volatility Spillover from the United States and Japanese Stock Markets to the Vietnamese Stock Market: A Frequency Domain Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 68(1), pages 35-52.
- Resul Aydemir Corresponding author & Bulent Guloglu & Ercan Saridogan, 2021. "Volatility Spillovers and Dynamic Correlations among Foreign Exchange Rates and Bond Markets of Emerging Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 68(1), pages 99-127, March.
- Resul Aydemir & Bulent Guloglu & Ercan Saridogan, 2021. "Volatility Spillovers and Dynamic Correlations among Foreign Exchange Rates and Bond Markets of Emerging Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 68(1), pages 99-127.
- Mishra Arunendra & Kumar R Prasanth, 2021. "Agricultural commodities: An integrated approach to assess the volatility spillover and dynamic connectedness," Economics and Business Review, Sciendo, vol. 7(4), pages 28-53, December.
- Chmielewska Anna & Sławiński Andrzej, 2021. "Climate crisis, central banks and the IMF reform," Economics and Business Review, Sciendo, vol. 7(4), pages 7-27, December.
- Dąbrowska-Gruszczyńska Katarzyna & Gruszczyński Marcin, 2021. "Nominal exchange rates EUR/GRD and EUR/ITL in the context of leaving the euro zone by Greece and Italy," Journal of Economics and Management, Sciendo, vol. 43(1), pages 293-316, May.
- Valentina Djakona & Stanislav Perminov, 2021. "Modern Trends of Development of The Global Market of Trust Management Services," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, vol. 43(4), pages 475-483, December.
- Valentina Djakona & Stanislav Perminov, 2021. "Modern Trends of Development of The Global Market of Trust Management Services," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, vol. 43(4), pages 475-483, December.
- Ceylan Nesrin & Münyas Turgay, 2021. "An Empirical Investigation on the Relationship Between the Eurozone Zew Index and the Eurozone Stock Markets," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 31(4), pages 1-17, December.
- Aleksander Schiffers & Marcin Chlebus, 2021. "The effectiveness of Value-at-Risk models in various volatility regimes," Working Papers 2021-28, Faculty of Economic Sciences, University of Warsaw.
- Mariana Escobar & Lorenzo Pandolfi & Alvaro Pedraza & Tomas Williams, 2021.
"The Anatomy of Index Rebalancings: Evidence from Transaction Data,"
CSEF Working Papers
621, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 12 2021.
- Escobar,Mariana & Pandolfi,Lorenzo & Pedraza Morales,Alvaro Enrique & Williams,Tomas, 2021. "The Anatomy of Index Rebalancings : Evidence from Transaction Data," Policy Research Working Paper Series 9770, The World Bank.
- Maaz Khan & Faheem Aslam & Paulo Ferreira, 2021. "Extreme Value Theory and COVID-19 Pandemic: Evidence from India," Economic Research Guardian, Mutascu Publishing, vol. 11(1), pages 2-10, June.
- Mrestyal Khan & Maaz Khan, 2021. "Cryptomarket Volatility in Times of COVID-19 Pandemic: Application of GARCH Models," Economic Research Guardian, Mutascu Publishing, vol. 11(2), pages 170-181, December.
- Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021.
"A Macroeconomic Model With Financially Constrained Producers and Intermediaries,"
Econometrica, Econometric Society, vol. 89(3), pages 1361-1418, May.
- Tim Landvoigt & Stijn Van Nieuwerburgh & Vadim Elenev, 2016. "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," 2016 Meeting Papers 1224, Society for Economic Dynamics.
- Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2018. "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," NBER Working Papers 24757, National Bureau of Economic Research, Inc.
- Van Nieuwerburgh, Stijn & Landvoigt, Tim & Elenev, Vadim, 2017. "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," CEPR Discussion Papers 12282, C.E.P.R. Discussion Papers.
- Radhika Pandey & Gurnain K. Pasricha & Ila Patnaik & Ajay Shah, 2021.
"Motivations for capital controls and their effectiveness,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 391-415, January.
- Radhika Pandey & Gurnain Pasricha & Ila Patnaik & Ajay Shah, 2015. "Motivations for Capital Controls and Their Effectiveness," Staff Working Papers 15-5, Bank of Canada.
- Pandey, Radhika & Pasricha, Gurnain K. & Patnaik, Ila & Shah, Ajay, 2016. "Motivations for capital controls and their effectiveness," Working Papers 16/168, National Institute of Public Finance and Policy.
- Alanoud Al‐Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2021.
"Political tension and stock markets in the Arabian Peninsula,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 679-683, January.
- Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2018. "Political Tension and Stock Markets in the Arabian Peninsula," CESifo Working Paper Series 7341, CESifo.
- Bing‐Yue Liu & Qiang Ji & Duc Khuong Nguyen & Ying Fan, 2021.
"Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2612-2636, April.
- Ji, Qiang & Liu, Bing-Yue & Nguyen, Duc Khuong & Fan, Ying, 2019. "Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates," MPRA Paper 101387, University Library of Munich, Germany, revised Jan 2020.
- Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti & Aris Kartsaklas, 2021.
"Investors' trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4441-4461, July.
- Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti & Aris Kartsaklas, 2019. "Investors' Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange," CESifo Working Paper Series 7984, CESifo.
- Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021.
"Stock markets and exchange rate behavior of the BRICS,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1581-1595, December.
- Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers 202086, University of Pretoria, Department of Economics.
- Özge Akinci, 2021.
"Financial Frictions and Macro‐Economic Fluctuations in Emerging Economies,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(6), pages 1267-1312, September.
- Ozge Akinci, 2014. "Financial Frictions and Macroeconomic Fluctuations in Emerging Economies," International Finance Discussion Papers 1120, Board of Governors of the Federal Reserve System (U.S.).
- Joscha Beckmann & Mariarosaria Comunale, 2020.
"Exchange rate fluctuations and the financial channel in emerging economies,"
Bank of Lithuania Working Paper Series
83, Bank of Lithuania.
- Beckmann, Joscha & Comunale, Mariarosaria, 2021. "Exchange rate fluctuations and the financial channel in emerging economies," BOFIT Discussion Papers 11/2021, Bank of Finland Institute for Emerging Economies (BOFIT).
- Gündüz, Yalin & Ottonello, Giorgio & Pelizzon, Loriana & Schneider, Michael & Subrahmanyam, Marti G., 2018.
"Lighting up the dark: Liquidity in the German corporate bond market,"
SAFE Working Paper Series
230, Leibniz Institute for Financial Research SAFE.
- Gündüz, Yalin & Pelizzon, Loriana & Schneider, Michael & Subrahmanyam, Marti G., 2021. "Lighting up the dark: Liquidity in the German corporate bond market," Discussion Papers 21/2021, Deutsche Bundesbank.
- Fornari, Fabio & Zaghini, Andrea, 2022.
"It’s not time to make a change: Sovereign fragility and the corporate credit risk,"
Journal of International Money and Finance, Elsevier, vol. 128(C).
- Fornari, Fabio & Zaghini, Andrea, 2021. "It's not time to make a change: Sovereign fragility and the corporate credit risk," CFS Working Paper Series 652, Center for Financial Studies (CFS).
- Fornari, Fabio & Zaghini, Andrea, 2022. "It’s not time to make a change: sovereign fragility and the corporate credit risk," Working Paper Series 2740, European Central Bank.
- Andrea Zaghini, 2025.
"The Covid pandemic in the market: infected, immune and cured bonds,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 67(1), pages 31-52, April.
- Zaghini, Andrea, 2021. "The Covid pandemic in the market: infected, immune and cured bonds," Working Paper Series 2563, European Central Bank.
- Zaghini, Andrea, 2021. "The Covid pandemic in the market: Infected, immune and cured bonds," CFS Working Paper Series 653, Center for Financial Studies (CFS).
- De Santis, Roberto A. & Zaghini, Andrea, 2021.
"Unconventional monetary policy and corporate bond issuance,"
European Economic Review, Elsevier, vol. 135(C).
- De Santis, Roberto A. & Zaghini, Andrea, 2019. "Unconventional monetary policy and corporate bond issuance," Working Paper Series 2329, European Central Bank.
- De Santis, Roberto A. & Zaghini, Andrea, 2021. "Unconventional monetary policy and corporate bond issuance," CFS Working Paper Series 654, Center for Financial Studies (CFS).
- Bernoth, Kerstin & Herwartz, Helmut, 2021.
"Exchange rates, foreign currency exposure and sovereign risk,"
Journal of International Money and Finance, Elsevier, vol. 117(C).
- Bernoth, Kerstin & Herwartz, Helmut, 2021. "Exchange rates, foreign currency exposure and sovereign risk," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 117, pages 1-1.
- Kerstin Bernoth & Helmut Herwartz, 2019. "Exchange Rates, Foreign Currency Exposure and Sovereign Risk," Discussion Papers of DIW Berlin 1792, DIW Berlin, German Institute for Economic Research.
- Inderst, Georg, 2021. "Financing Development: Private Capital Mobilization and Institutional Investors," EconStor Preprints 232266, ZBW - Leibniz Information Centre for Economics.
- Pazhanisamy, R. & Selvarajan, E., 2021. "Economics of Block Chain and the Money Market Equilibrium," EconStor Preprints 247260, ZBW - Leibniz Information Centre for Economics.
- Chuck Fang & Julian Schumacher & Christoph Trebesch, 2021.
"Restructuring Sovereign Bonds: Holdouts, Haircuts and the Effectiveness of CACs,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(1), pages 155-196, March.
- Schumacher, Julian & Trebesch, Christoph & Fang, Chuck, 2020. "Restructuring sovereign bonds: holdouts, haircuts and the effectiveness of CACs," Working Paper Series 2366, European Central Bank.
- Fang, Chuck & Schumacher, Julian & Trebesch, Christoph, 2021. "Restructuring sovereign bonds: Holdouts, haircuts and the effectiveness of CACs," Kiel Working Papers 2175, Kiel Institute for the World Economy (IfW Kiel).
- Kris James Mitchener & Christoph Trebesch, 2021.
"Sovereign Debt in the 21st Century,"
NBER Working Papers
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- Mitchener, Kris James & Trebesch, Christoph, 2022. "Sovereign debt in the 21st century," Kiel Working Papers 2198, Kiel Institute for the World Economy (IfW Kiel), revised 2022.
- Kris James Mitchener & Christoph Trebesch, 2021. "Sovereign Debt in the 21st Century," CESifo Working Paper Series 8959, CESifo.
- Souhir Ben Amor & Michael Althof & Wolfgang Karl Hardle, 2021.
"FRM Financial Risk Meter for Emerging Markets,"
Papers
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- Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl, 2021. "FRM Financial Risk Meter for Emerging Markets," IRTG 1792 Discussion Papers 2021-002, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Elizaveta Zinovyeva & Raphael C. G. Reule & Wolfgang Karl Hardle, 2021.
"Understanding Smart Contracts: Hype or Hope?,"
Papers
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- Zinovyev, Elizaveta & Reule, Raphael C. G. & Härdle, Wolfgang, 2021. "Understanding Smart Contracts: Hype or hope?," IRTG 1792 Discussion Papers 2021-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Häusler, Konstantin & Härdle, Wolfgang, 2021. "Rodeo or ascot: Which hat to wear at the crypto race?," IRTG 1792 Discussion Papers 2021-007, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Wang, Ruting & Althof, Michael & Härdle, Wolfgang, 2021. "A financial risk meter for China," IRTG 1792 Discussion Papers 2021-022, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Ruggero Jappelli & Loriana Pelizzon & Alberto Plazzi, 2021.
"The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times,"
Swiss Finance Institute Research Paper Series
21-30, Swiss Finance Institute.
- Jappelli, Ruggero & Pelizzon, Loriana & Plazzi, Alberto, 2021. "The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times," SAFE Working Paper Series 331, Leibniz Institute for Financial Research SAFE.
- Eichler, Stefan & Nauerth, Jannik A., 2021. "Bilateral investment treaties and sovereign default risk," CEPIE Working Papers 04/21, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2023.
"Risk sharing in currency unions: The migration channel,"
European Economic Review, Elsevier, vol. 158(C).
- Wilhelm Kohler & Gernot Müller & Susanne Wellmann, 2021. "Risk Sharing in Currency Unions: The Migration Channel," CESifo Working Paper Series 8982, CESifo.
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2021. "Risk sharing in currency unions: The migration channel," University of Tübingen Working Papers in Business and Economics 144, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Müller, Gernot & Kohler, Wilhelm & Wellmann, Susanne, 2021. "Risk Sharing in Currency Unions: The Migration Channel," CEPR Discussion Papers 16178, C.E.P.R. Discussion Papers.
- Thomas Nitschka & Shajivan Satkurunathan, 2021.
"Habits die hard: implications for bond and stock markets internationally,"
Working Papers
2021-08, Swiss National Bank.
- Nitschka, Thomas & Satkurunathan, Shajivan, 2021. "Habits die hard: implications for bond and stock markets internationally," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242358, Verein für Socialpolitik / German Economic Association.
- Read, Oliver & Beißer, Jochen, 2021. "The End of LIBOR: On Interest Rate Benchmark Reform, Alternative Risk-Free Rates, IBOR Fallbacks, LIBOR Cessation and Transition," wifin Working Paper Series 12/2021, RheinMain University of Applied Sciences, Wiesbaden Institute of Finance and Insurance (wifin).
2020
- Cole,Shawn Allen & Melecky,Martin & Molders,Florian & Reed,Tristan, 2020. "Long-run Returns to Impact Investing in Emerging Market and Developing Economies," Policy Research Working Paper Series 9366, The World Bank.
- Broner, Fernando & Didier, Tatiana & Schmukler, Sergio L. & von Peter, Goetz, 2023.
"Bilateral international investments: The big sur?,"
Journal of International Economics, Elsevier, vol. 145(C).
- Fernando Broner & Tatiana Didier & Sergio L. Schmukler & Goetz von Peter, 2020. "Bilateral international investments: The big sur?," Economics Working Papers 1760, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2023.
- Broner,Fernando & Didier Brandao,Tatiana & Schmukler,Sergio L. & von Peter,Goetz, 2020. "Bilateral International Investments : The Big Sur ?," Policy Research Working Paper Series 9501, The World Bank.
- Goetz von Peter & Tatiana Didier & Sergio L. Schmukler & Fernando Broner, 2020. "Bilateral International Investments: The Big Sur?," Working Papers 1226, Barcelona School of Economics.
- Fernando Broner & Tatiana Didier & Sergio L Schmukler & Goetz von Peter, 2020. "Bilateral International Investments: the Big Sur?," BIS Working Papers 911, Bank for International Settlements.
- Fernando Broner & Tatiana Didier & Sergio L. Schmukler & Goetz von Peter, 2023. "Bilateral International Investments:The Big Sur?," Mo.Fi.R. Working Papers 181, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Broner, Fernando & Didier, Tatiana & Schmukler, Sergio L. & von Peter, Goetz, 2022. "Bilateral International Investments: The Big Sur?," CEPR Discussion Papers 17656, C.E.P.R. Discussion Papers.
- Chen, William & Phelan, Gregory, 2021.
"International coordination of macroprudential policies with capital flows and financial asymmetries,"
Journal of Financial Stability, Elsevier, vol. 56(C).
- William Chen & Gregory Phelan, 2017. "International Coordination of Macroprudential Policies with Capital Flows and Financial Asymmetries," Department of Economics Working Papers 2017-05, Department of Economics, Williams College, revised Nov 2018.
- William Chen & Gregory Phelan, 2020. "International Coordination of Macroprudential Policies with Capital Flows and Financial Asymmetries," Department of Economics Working Papers 2020-05, Department of Economics, Williams College.
- Sahan T. M. Dissanayake & Sarah A. Jacobson, 2021.
"Money growing on trees: A classroom game about payments for ecosystem services and tropical deforestation,"
The Journal of Economic Education, Taylor & Francis Journals, vol. 52(3), pages 192-217, May.
- Sahan T. M. Dissanayake & Sarah Jacobson, 2019. "Money Growing on Trees: A Classroom Game about Payments for Ecosystem Services and Tropical Deforestation," Department of Economics Working Papers 2019-09, Department of Economics, Williams College.
- Sahan T. M. Dissanayake & Sarah Jacobson, 2020. "Money Growing on Trees: A Classroom Game about Payments for Ecosystem Services and Tropical Deforestation," Department of Economics Working Papers 2020-06, Department of Economics, Williams College.
- Christian Gross & Pierre L. Siklos, 2020.
"Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 61-81, January.
- Christian Gross & Pierre L. Siklos, 2018. "Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach," CQE Working Papers 7218, Center for Quantitative Economics (CQE), University of Muenster.
- Christian Gross & Pierre L. Siklos, 2019. "Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach," CAMA Working Papers 2019-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gross, Christian & Siklos, Pierre, 2018. "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," ESRB Working Paper Series 78, European Systemic Risk Board.
- Groß, Christian, 2019. "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203645, Verein für Socialpolitik / German Economic Association.
- Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler, 2020.
"Exchange rate predictability and dynamic Bayesian learning,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 410-421, June.
- Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017. "Exchange rate predictability and dynamic Bayesian learning," Essex Finance Centre Working Papers 20781, University of Essex, Essex Business School.
- Schüssler, Rainer & Beckmann, Joscha & Koop, Gary & Korobilis, Dimitris, 2018. "Exchange rate predictability and dynamic Bayesian learning," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181523, Verein für Socialpolitik / German Economic Association.
- Muzhao Jin & Fearghal Kearney & Youwei Li & Yung Chiang Yang, 2020.
"Intraday time‐series momentum: Evidence from China,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 632-650, April.
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"The effect of oil price shocks on asset markets: Evidence from oil inventory news,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(8), pages 1212-1230, August.
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"Bond Risk Premia and The Exchange Rate,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 497-520, December.
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- M Kabir Hassan & Salman Ahmed Shaikh & Selim Kayhan, 2020. "Introduction to Islamic Finance," World Scientific Book Chapters, in: INTRODUCTION TO ISLAMIC BANKING AND FINANCE An Economic Analysis, chapter 1, pages 3-21, World Scientific Publishing Co. Pte. Ltd..
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- M Kabir Hassan & Salman Ahmed Shaikh & Selim Kayhan, 2020. "Product Structures in Islamic Banking," World Scientific Book Chapters, in: INTRODUCTION TO ISLAMIC BANKING AND FINANCE An Economic Analysis, chapter 3, pages 43-66, World Scientific Publishing Co. Pte. Ltd..
- M Kabir Hassan & Salman Ahmed Shaikh & Selim Kayhan, 2020. "Economics of Islamic Banking Product Structures," World Scientific Book Chapters, in: INTRODUCTION TO ISLAMIC BANKING AND FINANCE An Economic Analysis, chapter 4, pages 67-90, World Scientific Publishing Co. Pte. Ltd..
- M Kabir Hassan & Salman Ahmed Shaikh & Selim Kayhan, 2020. "Islamic Equity Investments," World Scientific Book Chapters, in: INTRODUCTION TO ISLAMIC BANKING AND FINANCE An Economic Analysis, chapter 5, pages 93-111, World Scientific Publishing Co. Pte. Ltd..
- M Kabir Hassan & Salman Ahmed Shaikh & Selim Kayhan, 2020. "Sukuk in Islamic Capital Markets," World Scientific Book Chapters, in: INTRODUCTION TO ISLAMIC BANKING AND FINANCE An Economic Analysis, chapter 6, pages 113-124, World Scientific Publishing Co. Pte. Ltd..
- M Kabir Hassan & Salman Ahmed Shaikh & Selim Kayhan, 2020. "Islamic Money Market," World Scientific Book Chapters, in: INTRODUCTION TO ISLAMIC BANKING AND FINANCE An Economic Analysis, chapter 7, pages 125-138, World Scientific Publishing Co. Pte. Ltd..
- M Kabir Hassan & Salman Ahmed Shaikh & Selim Kayhan, 2020. "Takaful," World Scientific Book Chapters, in: INTRODUCTION TO ISLAMIC BANKING AND FINANCE An Economic Analysis, chapter 8, pages 141-151, World Scientific Publishing Co. Pte. Ltd..
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"Islamic Social Finance,"
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- M Kabir Hassan & Salman Ahmed Shaikh & Selim Kayhan, 2020. "Islamic Banking in the Digital Era," World Scientific Book Chapters, in: INTRODUCTION TO ISLAMIC BANKING AND FINANCE An Economic Analysis, chapter 11, pages 199-210, World Scientific Publishing Co. Pte. Ltd..
- M Kabir Hassan & Salman Ahmed Shaikh & Selim Kayhan, 2020. "Mainstreaming Islamic Finance: The Way Forward," World Scientific Book Chapters, in: INTRODUCTION TO ISLAMIC BANKING AND FINANCE An Economic Analysis, chapter 12, pages 211-230, World Scientific Publishing Co. Pte. Ltd..
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"Heterogeneous speculators and stock market dynamics: a simple agent-based computational model,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1263-1282, October.
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"A decade of RMB internationalisation,"
Economic and Political Studies, Taylor & Francis Journals, vol. 11(1), pages 47-74, January.
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- Chang Ma & John H. Rogers & Sili Zhou, 2019.
"The Effect of the China Connect,"
Finance and Economics Discussion Series
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- Chang Ma & John Rogers & Sili Zhou, 2020. "The Effect of the China Connect," GRU Working Paper Series GRU_2020_028, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
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"Real Effects of Foreign Exchange Risk Migration: Evidence from Matched Firm-Bank Microdata,"
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"Legal harmonization, institutional quality, and countries’ external positions: A sectoral analysis,"
Journal of International Money and Finance, Elsevier, vol. 107(C).
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- Mamdouh Abdulaziz Saleh Al-Faryan & Everton Dockery, 2021.
"Testing for efficiency in the Saudi stock market: does corporate governance change matter?,"
Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 61-90, July.
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- Daube, Carl Heinz, 2020. "Ein weiterer schwarzer Montag - eine erste Analyse zu möglichen Ursachen des signifikanten ursrückgangs an den internationalen Börsen durch den Coronavirus," EconStor Preprints 214880, ZBW - Leibniz Information Centre for Economics.
- Daube, Carl Heinz, 2020. "The Corona Virus Stock Exchange Crash," EconStor Preprints 214881, ZBW - Leibniz Information Centre for Economics.
- Baumöhl, Eduard & Vyrost, Tomas, 2020. "Stablecoins as a crypto safe haven? Not all of them!," EconStor Preprints 215484, ZBW - Leibniz Information Centre for Economics.
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"Social Infrastructure Finance and Institutional Investors. A Global Perspective,"
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- Kohnert, Dirk, 2020.
"The impact of Brexit on Africa in times of the Corona Crisis,"
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- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 101351, University Library of Munich, Germany, revised 25 Jun 2020.
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- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 107745, University Library of Munich, Germany, revised 14 May 2021.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 107700, University Library of Munich, Germany, revised 19 Jun 2020.
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"Fear of the coronavirus and the stock markets,"
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- Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Shahzad, Syed Jawad Hussain & Výrost, Tomáš, 2020. "Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector," EconStor Preprints 222580, ZBW - Leibniz Information Centre for Economics.
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"Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?,"
Research in Economics, Elsevier, vol. 77(3), pages 402-418.
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- Heidorn, Thomas & Schäfer, Niklas, 2020. "Euro-Benchmarkreform - Neue Referenzzinssätze in der Eurozone," Frankfurt School - Working Paper Series 228, Frankfurt School of Finance and Management.
- Nguena, Christian-Lambert, 2020. "How does Fintech Innovation Matter for Bank Fragility in SSA?," GLO Discussion Paper Series 576, Global Labor Organization (GLO).
- Bossone, Biagio & Cuccia, Andrea, 2020. "The portfolio theory of inflation and policy (in)effectiveness revisited: Corroborating evidence," Economics Discussion Papers 2020-2, Kiel Institute for the World Economy (IfW Kiel).
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"Does stock market capitalization cause GDP? A causality study for Central and Eastern European countries?,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-29.
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- Böhm, Hannes, 2020. "Physical climate change risks and the sovereign creditworthiness of emerging economies," IWH Discussion Papers 8/2020, Halle Institute for Economic Research (IWH).
- Thies, Sithara, 2020. "IWH-Transfertagung "Europas Finanzmarkt: Zwangsehe oder lose Bekanntschaft?"," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 26(1), pages 9-11.
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"China's overseas lending,"
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- Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto, 2020. "Does monetary policy impact international market co-movements?," SAFE Working Paper Series 276, Leibniz Institute for Financial Research SAFE.
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"Machine learning sentiment analysis, COVID-19 news and stock market reactions,"
Research in International Business and Finance, Elsevier, vol. 64(C).
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- Born, Benjamin & Müller, Gernot & Pfeifer, Johannes & Wellmann, Susanne, 2020.
"Different no more: Country spreads in advanced and emerging economies,"
CEPR Discussion Papers
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- Benjamin Born & Gernot Müller & Johannes Pfeifer & Susanne Wellmann, 2020. "Different No More: Country Spreads in Advanced and Emerging Economies," CESifo Working Paper Series 8083, CESifo.
- Entrop, Oliver & Fuchs, Fabian U., 2020. "Foreign exchange rate exposure of companies under dynamic regret," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-40-20, University of Passau, Faculty of Business and Economics.
- Entrop, Oliver & Fuchs, Fabian U., 2020. "Implicit currency carry trades of companies," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-41-20, University of Passau, Faculty of Business and Economics.
- Christoph Kaufmann, 2023.
"Investment Funds, Monetary Policy, and the Global Financial Cycle,"
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- Kaufmann, Christoph, 2021. "Investment funds, monetary policy, and the global financial cycle," ESRB Working Paper Series 119, European Systemic Risk Board.
- Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224573, Verein für Socialpolitik / German Economic Association.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020.
"Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized,"
BIS Working Papers
897, Bank for International Settlements.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020. "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," ECON - Working Papers 374, Department of Economics - University of Zurich.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020. "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," IHEID Working Papers 18-2020, Economics Section, The Graduate Institute of International Studies.
- Mariya A. Mihailova & Andrey V. Obynochny & Kristina V. Shvandar, 2020. "Transformation of the Role of Financial Market Regulators: Statement of the Research Problem," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 15-29, October.
- Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Leskova Yu. & Levushkin A. & Makarentseva Alla & Malakhov V. & Motin A. & Ponomarev Yuri & Makarov A. & Radchenko D. & Sidorova, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-85, June.
- Starodubrovskaya Irina & Sitkevich D. & Kazenin Konstantin & Belev Sergey & Vedev Alexey & Drobyshevsky Sergey & Kaukin Andrey & Knobel Alexander & Miller Evgenia & Trunin Pavel & Abramov Alexander & , 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 18, pages 1-84, June.
- Varshaver E. & Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Levashenko Antonina & Koval Aleksandra & Girich Maria & Chernovol K. & Maksimov A. & Sosnin D. & Lyashok Viktor , 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-106, July.
- Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Radygin Alexandr & Ponomarev Yuri & Abramov Alexander & Chernova Maria & Zubov Sergey & Kosyrev Andrey & Makarov Andrey & Radchenko Daria & Bo, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-24, December.
- Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Grishina Elena & Polynev A. & Shkuropat A. & Levashenko Antonina & Magomedova O. & Koval Aleksandra & Girich Maria & Chernovol , 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-39, August.
- Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Grishina Elena & Levashenko Antonina & Magomedova O. & Koval Aleksandra & Valamat-Zade A. & Saule Anes & Deryugin Alexander & P, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 22, pages 1-50, August.
- Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Grishina Elena & Levashenko Antonina & Koval Aleksandra & Girich Maria & Chernovol K. & Ermokhin I. & Magomedova O. & Ponomarev, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 23, pages 1-59, August.
- Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Sokolov Ilya & Trunin Pavel & Bozhechkova Alexandra & Zubov Sergey, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 26, pages 1-27, October.
- Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Radygin Alexandr & Ponomarev Yuri & Abramov Alexander & Chernova Maria & Zubov Sergey & Kosyrev Andrey & Makarov Andrey & Radchenko Daria & Bo, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 29, pages 1-24, December.
- Zubarevich Natalia & Florinskaya Yulia & Flegontova Tatiana & Bobylev Yuri & Ponomareva Olga & Kaukin Andrey & Miller Evgenia & Radygin Alexandr & Chernova Maria & Larionova Marina & Kosyrev A. & Shel, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 7, pages 1-48, April.
- Zubarev Andrei & Shilov K. & Trunin Pavel & Bozhechkova Alexandra & Deryugin Alexander & Belev Sergey & Vedev Alexey & Drobyshevsky Sergey & Kaukin Andrey & Knobel Alexander & Miller Evgenia, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 1-38, July.
- Abramov Alexander & Kosarev Andrey & Radygin Alexandr & Chernova Maria & Levashenko Antonina & Knobel Alexander & Firanchuk Alexander, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 14, pages 1-22, September.
- Bozhechkova Alexandra & Trunin Pavel & Radygin Alexandr & Abramov Alexander & Sokolov Ilya & Chernova Maria & Zubov Sergey & Kosyrev Andrey, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-23, October.
- Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Knobel Alexander & Firanchuk Alexander & Zubov Sergey & Tsukhlo Sergey & Ponomarev Yuri & Borzykh Ksenia & Makarov Andrey & Rad, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-24, December.
- Bobylev Yuri & Florinskaya Yulia & Radygin Alexandr & Kaukin Andrey & Zubarevich Natalia & Larionova Marina & Sakharov A. & Shelepov A. & Miller Evgenia & Flegontova Tatiana & Chernova Maria & Ponomar, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 7, pages 1-48, April.
- Theodore Panagiotidis & Thanasis Stengos & Orestis Vravosinos, 2020.
"A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns,"
JRFM, MDPI, vol. 13(2), pages 1-10, February.
- Thanasis Stengos & Theodore Panagiotidis & Orestis Vravosinos, 2020. "A principal component-guided sparse regression approach for the determination of bitcoin returns," Working Papers 2001, University of Guelph, Department of Economics and Finance.
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"Investor Happiness and Predictability of the Realized Volatility of Oil Price,"
Sustainability, MDPI, vol. 12(10), pages 1-11, May.
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"Alternative Solutions to the Odious Debt Problem,"
Annals of the Fondazione Luigi Einaudi. An Interdisciplinary Journal of Economics, History and Political Science, Fondazione Luigi Einaudi, Torino (Italy), vol. 54(1), pages 153-168, June.
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"Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized,"
BIS Working Papers
897, Bank for International Settlements.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020. "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," IHEID Working Papers 18-2020, Economics Section, The Graduate Institute of International Studies.
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"Explaining Latin America's persistent defaults: an analysis of the debtor–creditor relations in London, 1822–1914,"
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"A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns,"
JRFM, MDPI, vol. 13(2), pages 1-10, February.
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"The Hausmann–Gorky Effect,"
Journal of Business Ethics, Springer, vol. 166(1), pages 175-195, September.
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"Financial Integration in the GCC Region: Market Size Versus National Effects,"
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"A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis,"
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"On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets,"
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"Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds,"
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"How Global Is Your Mutual Fund? International Diversification from Multinationals,"
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"Interest Rate Uncertainty as a Policy Tool,"
CEPR Discussion Papers
14660, C.E.P.R. Discussion Papers.
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"Monetary Policy Independence and the Strength of the Global Financial Cycle,"
Staff Working Papers
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"The effect of oil price shocks on asset markets: Evidence from oil inventory news,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(8), pages 1212-1230, August.
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CEPR Discussion Papers
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"Post-graduation from the original sin problem The effects of market participation on sovereign debt markets,"
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"Winners and losers from Sovereign debt inflows: evidence from the stock market,"
Economics Working Papers
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"Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy,"
Journal of Finance, American Finance Association, vol. 77(6), pages 3373-3421, December.
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"Bilateral international investments: The big sur?,"
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"Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals,"
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"Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized,"
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"Bilateral international investments: The big sur?,"
Journal of International Economics, Elsevier, vol. 145(C).
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"Commodity cycles and financial instability in emerging economies,"
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"More Than A Feeling: Confidence, Uncertainty, And Macroeconomic Fluctuations,"
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"Exchange rates and political uncertainty: the Brexit case,"
Economica, London School of Economics and Political Science, vol. 91(362), pages 621-652, April.
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"Firm-Level Exposure to Epidemic Diseases: Covid-19, SARS, and H1N1,"
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"A century of arbitrage and disaster risk pricing in the foreign exchange market,"
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"Leverage cycles, growth shocks, and sudden stops in capital inflows,"
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"Industrial specialization matters: A new angle on equity home Bias,"
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"Different no more: Country spreads in advanced and emerging economies,"
CEPR Discussion Papers
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"Leaning against the Wind and Crisis Risk,"
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"Feverish Stock Price Reactions to COVID-19,"
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"Cross-border investments and uncertainty: Firm-level evidence,"
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"Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 70(1), pages 42-69, February.
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"ECB monetary policy and commodity prices,"
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Journal of International Money and Finance, Elsevier, vol. 134(C).
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"The evolution of price discovery in an electronic market,"
Journal of Banking & Finance, Elsevier, vol. 130(C).
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"What Is Certain about Uncertainty?,"
Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
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"How Central Bank Swap Lines Affect the Leveraged Loan Market,"
Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 446, pages 1-7, September.
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"Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk,"
NBER Working Papers
27927, National Bureau of Economic Research, Inc.
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"Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy,"
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"Alternative Solutions to the Odious Debt Problem,"
Annals of the Fondazione Luigi Einaudi. An Interdisciplinary Journal of Economics, History and Political Science, Fondazione Luigi Einaudi, Torino (Italy), vol. 54(1), pages 153-168, June.
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- Cristiano Zazzara, 2020. "The new OTC derivatives landscape: (more) transparency, liquidity, and electronic trading," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(2), pages 170-187, June.
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- Ioannis Chatziantoniou & David Gabauer & Hardik A. Marfatia, 2022.
"Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 69(3), pages 283-300, July.
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"Beyond LIBOR: Money Markets and the Illusion of Representativeness,"
Journal of Economic Issues, Taylor & Francis Journals, vol. 55(2), pages 565-573, April.
- Lilian Muchimba & Alexis Stenfors, 2020. "Beyond LIBOR: Money Markets and the Illusion of Representativeness," Working Papers in Economics & Finance 2020-13, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Jean Pierre Fernández Prada Saucedo & Gabriel Rodríguez, 2020. "Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models," Documentos de Trabajo / Working Papers 2020-484, Departamento de Economía - Pontificia Universidad Católica del Perú.
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"Information Spillovers in Sovereign Debt Markets,"
NBER Working Papers
22330, National Bureau of Economic Research, Inc.
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- Rui Dias & Nuno Teixeira & Veronika Machova & Pedro Pardal & Jakub Horak & Marek Vochozka, 2020. "Random walks and market efficiency tests: evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic," Oeconomia Copernicana, Institute of Economic Research, vol. 11(4), pages 585-608, December.
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- Ekşi, Ibrahim Halil & Doğan, Berna, 2020. "Corruption and Financial Development — Evidence from Eastern Europe and Central Asia Countries," Public Finance Quarterly, Corvinus University of Budapest, vol. 65(2), pages 196-209.
- Tursoy, Turgut & Berk, Niyazi, 2020. "Discussion of Financial Integration at the Global Market Era," MPRA Paper 100115, University Library of Munich, Germany.
- Liew, Venus Khim-Sen & Puah, Chin-Hong, 2020. "Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic," MPRA Paper 100414, University Library of Munich, Germany, revised 28 Apr 2020.
- Palanca, Thais & João Ricardo, Costa Filho, 2020. "Frankfurt becomes the new city: impactos macro-financeiros do Brexit na Alemanha [Frankfurt becomes the new city: Brexit's macro-financial impacts on Germany]," MPRA Paper 100494, University Library of Munich, Germany.
- Eleftheriou, Konstantinos & Patsoulis, Patroklos, 2020. "COVID-19 Lockdown Intensity and Stock Market Returns: A Spatial Econometrics Approach," MPRA Paper 100662, University Library of Munich, Germany.
- Seven, Ünal & Yılmaz, Fatih, 2021.
"World equity markets and COVID-19: Immediate response and recovery prospects,"
Research in International Business and Finance, Elsevier, vol. 56(C).
- Seven, Unal & Yilmaz, Fatih, 2020. "World Equity Markets and COVID-19: Immediate Response and Recovery Prospects," MPRA Paper 100987, University Library of Munich, Germany.
- Rahman, Md. Nafizur & Nower, Nowshin & Abbas, Syed Mahdee & Nahian, Abdullah Hill & Tushar, Md. Raqibul Hasan, 2020. "Introduction of Bond Market: Would it be a possible Solution for Bangladesh?," MPRA Paper 101159, University Library of Munich, Germany.
- Kohnert, Dirk, 2020.
"The impact of Brexit on Africa in times of the Corona Crisis,"
MPRA Paper
107700, University Library of Munich, Germany, revised 19 Jun 2020.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 101202, University Library of Munich, Germany.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 101351, University Library of Munich, Germany, revised 25 Jun 2020.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 101240, University Library of Munich, Germany, revised 19 Jun 2020.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," EconStor Preprints 219335, ZBW - Leibniz Information Centre for Economics.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 107745, University Library of Munich, Germany, revised 14 May 2021.
- Kohnert, Dirk, 2020.
"The impact of Brexit on Africa in times of the Corona Crisis,"
MPRA Paper
101202, University Library of Munich, Germany.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 101240, University Library of Munich, Germany, revised 19 Jun 2020.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 101351, University Library of Munich, Germany, revised 25 Jun 2020.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," EconStor Preprints 219335, ZBW - Leibniz Information Centre for Economics.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 107745, University Library of Munich, Germany, revised 14 May 2021.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 107700, University Library of Munich, Germany, revised 19 Jun 2020.
- Sithole, Rumbidzai Praise & Eita, Joel Hinaunye, 2020. "A test of integration between the South African and selected African stock markets," MPRA Paper 101301, University Library of Munich, Germany.
- Hamim, Md. Tanvir, 2020. "R&D Investments and Idiosyncratic Volatility," MPRA Paper 101330, University Library of Munich, Germany.
- Kohnert, Dirk, 2020.
"The impact of Brexit on Africa in times of the Corona Crisis,"
MPRA Paper
101202, University Library of Munich, Germany.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 101351, University Library of Munich, Germany, revised 25 Jun 2020.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 101240, University Library of Munich, Germany, revised 19 Jun 2020.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," EconStor Preprints 219335, ZBW - Leibniz Information Centre for Economics.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 107745, University Library of Munich, Germany, revised 14 May 2021.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 107700, University Library of Munich, Germany, revised 19 Jun 2020.
- Mabanga, Chris & Bonga-Bonga, Lumengo, 2020. "The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach," MPRA Paper 101403, University Library of Munich, Germany.
- Chen, Yanhua & Li, Youwei & Pantelous, Athanasios A. & Stanley, H. Eugene, 2022.
"Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach,"
International Review of Financial Analysis, Elsevier, vol. 79(C).
- Chen, Yanhua & Li, Youwei & Pantelous, Athanasios & Stanley, Eugene, 2020. "Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach," MPRA Paper 101700, University Library of Munich, Germany.
- Schär, Fabian, 2020. "Blockchain Forks: A Formal Classification Framework and Persistency Analysis," MPRA Paper 101712, University Library of Munich, Germany.
- Rabhi, Ayoub, 2020. "Stock market vulnerability to the Covid-19 pandemic: Evidence from emerging Asian stock markets," MPRA Paper 101774, University Library of Munich, Germany.
- Raghibi, Abdessamad & Oubdi, Lahsen, 2020. "Shari’ah-compliant Stock Screening: A Financial Perspective," MPRA Paper 101845, University Library of Munich, Germany.
- Bhandari, Avishek, 2020. "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," MPRA Paper 101946, University Library of Munich, Germany.
- Angeliki Drousia & Athanasios Episcopos & George N. Leledakis & Emmanouil G. Pyrgiotakis, 2023.
"EU Regulation and open market share repurchases: new evidence,"
The European Journal of Finance, Taylor & Francis Journals, vol. 29(9), pages 1022-1042, June.
- Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N. & Pyrgiotakis, Emmanuil, 2020. "EU regulation and open market share repurchases: New evidence," MPRA Paper 105683, University Library of Munich, Germany, revised 31 Jan 2021.
- Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N. & Pyrgiotakis, Emmanuil, 2020. "EU regulation and open market share repurchases: New evidence," MPRA Paper 102023, University Library of Munich, Germany.
- Sanchez, Melissa & Karimi, Matin & Elmalawany, Omar, 2020. "Access to Green Financing: A Case Study of Mexico," MPRA Paper 102347, University Library of Munich, Germany, revised 10 Aug 2020.
- Aslam, Faheem & Aziz, Saqib & Nguyen, Duc Khuong & Mughal, Khurrum S. & Khan, Maaz, 2020.
"On the efficiency of foreign exchange markets in times of the COVID-19 pandemic,"
Technological Forecasting and Social Change, Elsevier, vol. 161(C).
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- Aslam, Faheem & Aziz, Saqib & Nguyen, Duc Khuong & Mughal, Khurram S. & Khan, Maaz, 2020. "On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic," MPRA Paper 102458, University Library of Munich, Germany, revised Jul 2020.
- Faheem Aslam & Saqib Aziz & Duc Khuong Nguyen & Khurrum Mughal & Maaz Khan, 2020. "On the efficiency of foreign exchange markets in times of the COVID-19 pandemic," Post-Print hal-02966920, HAL.
- Hendriks, Johannes Jurgens & Bonga-Bonga, Lumengo, 2020. "Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas," MPRA Paper 102473, University Library of Munich, Germany.
- Bampinas, Georgios & Panagiotidis, Theodore & Politsidis, Panagiotis N., 2023.
"Sovereign bond and CDS market contagion: A story from the Eurozone crisis,"
Journal of International Money and Finance, Elsevier, vol. 137(C).
- Bampinas, Georgios & Panagiotidis, Theodore & Politsidis, Panagiotis, 2020. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," MPRA Paper 102846, University Library of Munich, Germany.
- Georgios Bampinas & Theodore Panagiotidis & Panagiotis Politsidis, 2023. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Post-Print hal-04164277, HAL.
- Georgios Bampinas & Theodore Panagiotidis & Panagiotis N. Politsidis, 2023. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Working Paper series 23-09, Rimini Centre for Economic Analysis.
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"On the stationarity of futures hedge ratios,"
Operational Research, Springer, vol. 22(3), pages 2281-2303, July.
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- Bayari, Celal, 2020. "South Korean Economy and the Free Trade Agreement with China," MPRA Paper 102938, University Library of Munich, Germany, revised 21 Jun 2020.
- neifar, malika, 2020. "Efficient Markets Hypothesis in Canada: a comparative study between Islamic and Conventional stock markets ," MPRA Paper 103175, University Library of Munich, Germany.
- Ambrocio, Gene & Gu, Xian & Hasan, Iftekhar & Politsidis, Panagiotis N., 2022.
"The diplomacy discount in global syndicated loans,"
Journal of International Money and Finance, Elsevier, vol. 120(C).
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- Ambrocio, Gene & Gu, Xian & Hasan, Iftekhar & Politsidis, Panagiotis, 2020. "The Diplomacy Discount in Global Syndicated Loans," MPRA Paper 103249, University Library of Munich, Germany.
- Gene Ambrocio & Xian Gu & Iftekhar Hasan & Panagiotis N. Politsidis, 2022. "The diplomacy discount in global syndicated loans," Post-Print hal-03431448, HAL.
- Lim, Siok Jin, 2020. "Portfolio diversification opportunities for U.S. Islamic investors with its trading partners when the world catches a cold: A Multivariate-GARCH and wavelet approach," MPRA Paper 103295, University Library of Munich, Germany.
- Ahmed, Rashad, 2020. "Global Flight-to-Safety Shocks," MPRA Paper 103501, University Library of Munich, Germany.
- Shahani, Rakesh & Paliwal, Riya, 2020. "An empirical analysis of the Co-movement of Crude, Gold, Rupee-Dollar Exchange rate and Nifty 50 Stock Index during Sub-prime and Coronavirus crisis periods," MPRA Paper 103568, University Library of Munich, Germany.
- Ambrocio, Gene & Gu, Xian & Hasan, Iftekhar & Politsidis, Panagiotis N., 2022.
"The diplomacy discount in global syndicated loans,"
Journal of International Money and Finance, Elsevier, vol. 120(C).
- Ambrocio, Gene & Gu, Xian & Hasan, Iftekhar & Politsidis, Panagiotis, 2020. "The Diplomacy Discount in Global Syndicated Loans," MPRA Paper 103249, University Library of Munich, Germany.
- Ambrocio, Gene & Gu, Xian & Hasan, Iftekhar & Politsidis, Panagiotis, 2020. "The Diplomacy Discount in Global Syndicated Loans," MPRA Paper 103608, University Library of Munich, Germany.
- Gene Ambrocio & Xian Gu & Iftekhar Hasan & Panagiotis N. Politsidis, 2022. "The diplomacy discount in global syndicated loans," Post-Print hal-03431448, HAL.
- Dobson, Peter, 2020. "ETFs tracking errors on global markets with consideration of regional diversity," MPRA Paper 103695, University Library of Munich, Germany.
- Abba AHmed, Bello, 2020. "Impact of Covid-19 Pandemic on Global Economy," MPRA Paper 103753, University Library of Munich, Germany.
- Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020.
"Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach,"
Working Papers
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- Alfazema, Antonio, 2020. "The impacts of the global financial crisis on the real economy, economic policies and academic debates," MPRA Paper 104160, University Library of Munich, Germany, revised 20 Nov 2020.
- Pincheira, Pablo & Hardy, Nicolas, 2020. "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper 105020, University Library of Munich, Germany.
- cianni, victor, 2020. "Pricing (almost) any used goods: a first step towards a theoretical framework," MPRA Paper 105053, University Library of Munich, Germany.
- Pincheira, Pablo & Jarsun, Nabil, 2020. "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper 105056, University Library of Munich, Germany.
- Zhai, Weiyang, 2020. "Financial structure, capital openness and financial crisis," MPRA Paper 105457, University Library of Munich, Germany.
- Angeliki Drousia & Athanasios Episcopos & George N. Leledakis & Emmanouil G. Pyrgiotakis, 2023.
"EU Regulation and open market share repurchases: new evidence,"
The European Journal of Finance, Taylor & Francis Journals, vol. 29(9), pages 1022-1042, June.
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"Financial sector transparency, financial crises and market power: A cross‐country evidence,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4431-4450, October.
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"The impact of Brexit on Africa in times of the Corona Crisis,"
MPRA Paper
101202, University Library of Munich, Germany.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 107700, University Library of Munich, Germany, revised 19 Jun 2020.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 101351, University Library of Munich, Germany, revised 25 Jun 2020.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 101240, University Library of Munich, Germany, revised 19 Jun 2020.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," EconStor Preprints 219335, ZBW - Leibniz Information Centre for Economics.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 107745, University Library of Munich, Germany, revised 14 May 2021.
- Kohnert, Dirk, 2020.
"The impact of Brexit on Africa in times of the Corona Crisis,"
MPRA Paper
101202, University Library of Munich, Germany.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 107745, University Library of Munich, Germany, revised 14 May 2021.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 101351, University Library of Munich, Germany, revised 25 Jun 2020.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 101240, University Library of Munich, Germany, revised 19 Jun 2020.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," EconStor Preprints 219335, ZBW - Leibniz Information Centre for Economics.
- Kohnert, Dirk, 2020. "The impact of Brexit on Africa in times of the Corona Crisis," MPRA Paper 107700, University Library of Munich, Germany, revised 19 Jun 2020.
- Liew, Venus Khim-Sen, 2020. "The effect of novel coronavirus pandemic on tourism share prices," MPRA Paper 107985, University Library of Munich, Germany.
- Liew, Venus Khim-Sen, 2020. "Abnormal returns on tourism shares in the Chinese stock exchanges amid COVID-19 pandemic," MPRA Paper 107987, University Library of Munich, Germany.
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"Dynamic integration and transmission channels among interest rates and oil price shocks,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 296-317.
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"The nexus of remittances, institutional quality, and financial inclusion,"
Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 33(1), pages 3528-3544, January.
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"Carry Trade and Capital Market Returns in South Africa,"
JRFM, MDPI, vol. 15(11), pages 1-13, October.
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"Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers,"
Working Papers
2020-01, Bar-Ilan University, Department of Economics.
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- Daniel Levy & Tamir Mayer & Alon Raviv, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," Working Paper series 20-05, Rimini Centre for Economic Analysis.
- Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," EconStor Preprints 214194, ZBW - Leibniz Information Centre for Economics.
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- Inderst, Georg, 2020.
"Social Infrastructure Finance and Institutional Investors. A Global Perspective,"
EconStor Preprints
215529, ZBW - Leibniz Information Centre for Economics, revised 2020.
- Inderst, Georg, 2020. "Social Infrastructure Finance and Institutional Investors. A Global Perspective," MPRA Paper 99239, University Library of Munich, Germany.
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- Peterson K. Ozili, 2020.
"COVID-19 pandemic and economic crisis: the Nigerian experience and structural causes,"
Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 37(4), pages 401-418, October.
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"Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies,"
African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 16(1), pages 148-159, August.
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"A note on investor happiness and the predictability of realized volatility of gold,"
Finance Research Letters, Elsevier, vol. 39(C).
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"Investor Happiness and Predictability of the Realized Volatility of Oil Price,"
Sustainability, MDPI, vol. 12(10), pages 1-11, May.
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"Globalization, long memory, and real interest rate convergence: a historical perspective,"
Empirical Economics, Springer, vol. 63(5), pages 2331-2355, November.
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"Oil price shocks and yield curve dynamics in emerging markets,"
International Review of Economics & Finance, Elsevier, vol. 80(C), pages 613-623.
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"Return connectedness across asset classes around the COVID-19 outbreak,"
International Review of Financial Analysis, Elsevier, vol. 73(C).
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"The US Term Structure and Return Volatility in Global REIT Markets,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 84-109, September.
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"Stock markets and exchange rate behavior of the BRICS,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1581-1595, December.
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"Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(1), pages 56-72, January.
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"COVID-19 Pandemic and Investor Herding in International Stock Markets,"
Risks, MDPI, vol. 9(9), pages 1-11, September.
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"Post-graduation from the original sin problem The effects of investor participation on sovereign debt markets,"
Borradores de Economia
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"Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets,"
Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 27(1), pages 20-28, January.
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"Global effects of US uncertainty: real and financial shocks on real and financial markets,"
IREA Working Papers
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"Energy Contagion in the Covid-19 Crisis,"
CESifo Working Paper Series
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"Debt Buildup and Currency Vulnerability: Evidence from Global Markets,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(7), pages 2017-2035, May.
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"First to React Is the Last to Forgive: Evidence from the Stock Market Impact of COVID 19,"
JRFM, MDPI, vol. 14(1), pages 1-25, January.
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"The international spillover effects of US monetary policy uncertainty,"
Journal of International Economics, Elsevier, vol. 133(C).
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"On the term structure of liquidity in the European sovereign bond market,"
Journal of Banking & Finance, Elsevier, vol. 114(C).
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"Winners and losers from sovereign debt inflows,"
Journal of International Economics, Elsevier, vol. 130(C).
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"Belize’s 2016–17 Sovereign Debt Restructuring – Third Time Lucky?,"
Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(14), pages 47-67, December.
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"Local currency bond risk premia of emerging markets: The role of local and global factors,"
Finance Research Letters, Elsevier, vol. 33(C).
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"Economies of diversification in microfinance: Evidence from quantile estimation on panel data,"
Finance Research Letters, Elsevier, vol. 34(C).
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"Historical volatility of advanced equity markets: The role of local and global crises,"
Finance Research Letters, Elsevier, vol. 34(C).
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"The other side of forward guidance: Are central banks constrained by financial markets?,"
Finance Research Letters, Elsevier, vol. 36(C).
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"Fear of the coronavirus and the stock markets,"
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- Abid, Abir, 2020. "Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence," Finance Research Letters, Elsevier, vol. 37(C).
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"Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns,"
Journal of Financial Markets, Elsevier, vol. 51(C).
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- Böhm, Hannes & Eichler, Stefan, 2020. "Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the Euro Area," Journal of Financial Stability, Elsevier, vol. 51(C).
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- Megginson, William L. & Gao, Xuechen, 2020. "The state of research on sovereign wealth funds," Global Finance Journal, Elsevier, vol. 44(C).
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"Sovereign debt exposure and the bank lending channel: Impact on credit supply and the real economy,"
Journal of International Economics, Elsevier, vol. 126(C).
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"News, sovereign debt maturity, and default risk,"
Journal of International Economics, Elsevier, vol. 126(C).
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"Industrial specialization matters: A new angle on equity home Bias,"
Journal of International Economics, Elsevier, vol. 126(C).
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- Refk Selmi & Jamal Bouoiyour, 2020.
"Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business,"
International Economics, CEPII research center, issue 161, pages 100-119.
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- Refk Selmi & Jamal Bouoiyour, 2020. "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," Post-Print hal-01879682, HAL.
- Hajer Dachraoui & Mounir Smida & Maamar Sebri, 2020.
"Role of capital flight as a driver of sovereign bond spreads in Latin American countries,"
International Economics, CEPII research center, issue 162, pages 15-33.
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"On the effect of credit rating announcements on sovereign bonds: International evidence,"
International Economics, CEPII research center, issue 163, pages 58-71.
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- Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2020.
"Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity,"
International Economics, CEPII research center, issue 164, pages 18-35.
- Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2020. "Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity," International Economics, Elsevier, vol. 164(C), pages 18-35.
- Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2020. "Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity," Post-Print hal-02933536, HAL.
- Rosati, Nicoletta & Bellia, Mario & Matos, Pedro Verga & Oliveira, Vasco, 2020.
"Ratings matter: Announcements in times of crisis and the dynamics of stock markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
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- Hu, Haoshen & Prokop, Jörg & Shi, Yukun & Trautwein, Hans-Michael, 2020. "The rating spillover from banks to sovereigns: An empirical investigation across the European Union," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
- Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2020. "Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
- Otchere, Isaac & Abukari, Kobana, 2020. "Are super stock exchange mergers motivated by efficiency or market power gains?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
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- Grigaliuniene, Zana & Celov, Dmitrij & Hartwell, Christopher A., 2020.
"The more the Merrier? The reaction of euro area stock markets to new members,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
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- Inekwe, John Nkwoma, 2020. "Liquidity connectedness and output synchronisation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
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- Andrada-Félix, Julián & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simón, 2020.
"Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
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- Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam, 2020.
"Economic uncertainty and bank risk: Evidence from emerging economies,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 68(C).
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- Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2020.
"From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 69(C).
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- Mercado, Rogelio & Noviantie, Shanty, 2020.
"Financial flows centrality: Empirical evidence using bilateral capital flows,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 69(C).
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- Liang, Quanxi & Li, Donghui & Gao, Wenlian, 2020. "Ultimate ownership, crash risk, and split share structure reform in China," Journal of Banking & Finance, Elsevier, vol. 113(C).
- Bostanci, Gorkem & Yilmaz, Kamil, 2020.
"How connected is the global sovereign credit risk network?,"
Journal of Banking & Finance, Elsevier, vol. 113(C).
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"On the term structure of liquidity in the European sovereign bond market,"
Journal of Banking & Finance, Elsevier, vol. 114(C).
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- Held, Matthias & Kapraun, Julia & Omachel, Marcel & Thimme, Julian, 2020. "Up- and downside variance risk premia in global equity markets," Journal of Banking & Finance, Elsevier, vol. 118(C).
2019
- Yeþim Helhel, 2019. "Kýrýlgan Beþli Ülkelerde Hisse Senedi Piyasasý Geliþimi ve Ekonomik Büyüme Ýliþkisi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, vol. 7(1), pages 19-29.
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- Bash, Ahmad & Alsaifi, Khaled, 2019. "Fear from uncertainty: An event study of Khashoggi and stock market returns," Journal of Behavioral and Experimental Finance, Elsevier, vol. 23(C), pages 54-58.
- Vo, Xuan Vinh & Phan, Dang Bao Anh, 2019. "Herding and equity market liquidity in emerging market. Evidence from Vietnam," Journal of Behavioral and Experimental Finance, Elsevier, vol. 24(C).
- Sherif, Mohamed & Chen, Jiaqi, 2019. "The quality of governance and momentum profits: International evidence," The British Accounting Review, Elsevier, vol. 51(5).
- Liang, Yousha & Shi, Kang & Wang, Lisheng & Xu, Juanyi, 2019. "Fluctuation and reform: A tale of two RMB markets," China Economic Review, Elsevier, vol. 53(C), pages 30-52.
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- Li, Xiaorong & Wang, Steven Shuye & Wang, Xue, 2019. "Trust and IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 224-248.
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- Zaghini, Andrea, 2019.
"The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel,"
Journal of Corporate Finance, Elsevier, vol. 56(C), pages 282-297.
- Andrea Zaghini, 2017. "The CSPP at work: yield heterogeneity and the portfolio rebalancing channel," Temi di discussione (Economic working papers) 1157, Bank of Italy, Economic Research and International Relations Area.
- Zaghini, Andrea, 2019. "The CSPP at work - yield heterogeneity and the portfolio rebalancing channel," Working Paper Series 2264, European Central Bank.
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"Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies,"
Journal of Corporate Finance, Elsevier, vol. 59(C), pages 162-184.
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"Reducing Public‐Private Sector Pay Differentials: The Single Spine Pay Policy As A Natural Experiment In Ghana,"
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"High‐Frequency Trading around Large Institutional Orders,"
Journal of Finance, American Finance Association, vol. 74(3), pages 1091-1137, June.
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"The rise of dollar credit in emerging market economies and US monetary policy,"
The World Economy, Wiley Blackwell, vol. 42(2), pages 530-551, February.
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- Gino Cenedese & Pasquale Della Corte & Tianyu Wang, 2021.
"Currency Mispricing and Dealer Balance Sheets,"
Journal of Finance, American Finance Association, vol. 76(6), pages 2763-2803, December.
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"Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(3), pages 487-519, September.
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"The BoC-BoE Sovereign Default Database: What’s New in 2019?,"
Staff Working Papers
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- Alexandros E. Milionis, 2019. "A simple return generating model in discrete time; implications for market efficiency testing," Working Papers 259, Bank of Greece.
- Daisuke Ikeda & Mayumi Ojima & Koji Takahashi, 2019. "Financial Interconnectedness, Amplification, and Cross-Border Activity," Bank of Japan Working Paper Series 19-E-11, Bank of Japan.
- Walid Mensi, 2019. "Global financial crisis and co-movements between oil prices and sector stock markets in Saudi Arabia: A VaR based wavelet," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 19(1), pages 24-38, March.
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- Duc Hong Vo & Thach Ngoc Pham & Trung Thanh Vu Pham & Loc Minh Truong & Thang Cong Nguyen, 2019. "Risk, return and portfolio optimization for various industries in the ASEAN region," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 19(2), pages 132-138, June.
- Alqahtani Abdullah & Taillard Michael, 2019. "The Impact of US Economic Policy Uncertainty Shock on GCC Stock Market Performance," Asian Journal of Law and Economics, De Gruyter, vol. 10(2), pages 1-13, August.
- Zweifel Peter, 2019. "Planned Solvency III Regulation: Should It Be Adopted Outside the European Union?," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 13(1), pages 1-12, January.
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"Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR),"
Journal of Time Series Econometrics, De Gruyter, vol. 11(2), pages 1-34, July.
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- Tófoli Paula V. & Ziegelmann Flávio A. & Candido Osvaldo & Valls Pereira Pedro L., 2019.
"Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR),"
Journal of Time Series Econometrics, De Gruyter, vol. 11(2), pages 1-34, July.
- Tófoli Paula V. & Ziegelmann Flávio A. & Candido Osvaldo & Valls Pereira Pedro L., 2019. "Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR)," Journal of Time Series Econometrics, De Gruyter, vol. 11(2), pages 1-34, July.
- Tófoli, Paula Virgínia & Ziegelmann, Flávio Augusto & Silva Filho, Osvaldo Candido & Pereira, Pedro L. Valls, 2016. "Dynamic D-Vine copula model with applications to Value-at-Risk (VaR)," Textos para discussão 424, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Chan Joshua C.C. & Fry-McKibbin Renée A. & Hsiao Cody Yu-Ling, 2019. "A regime switching skew-normal model of contagion," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(1), pages 1-24, February.
- Chan Joshua C.C. & Fry-McKibbin Renée A. & Hsiao Cody Yu-Ling, 2019.
"A regime switching skew-normal model of contagion,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(1), pages 1-24, February.
- Chan Joshua C.C. & Fry-McKibbin Renée A. & Hsiao Cody Yu-Ling, 2019. "A regime switching skew-normal model of contagion," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(1), pages 1-24, February.
- Kahra Hannu & Martin Vance L. & Sarkar Saikat, 2019. "A nonlinear model of asset returns with multiple shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(1), pages 1-44, February.
- Kahra Hannu & Martin Vance L. & Sarkar Saikat, 2019. "A nonlinear model of asset returns with multiple shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(1), pages 1-44, February.
- Paul J.J. Welfens, 2019. "Financial Markets and Oil Prices in a Schumpeterian Context of CO2-Allowance Markets," EIIW Discussion paper disbei265, Universitätsbibliothek Wuppertal, University Library.
- Ayca Sarialioglu Hayali, 2019. "Looking Back Again to the Brazilian Crises of the 1990s: The Role of Financial Derivatives," Journal of Innovation Economics, De Boeck Université, vol. 0(2), pages 95-131.
- Patrick Leoni, 2019. "Advance Market Commitment: Some Issues and a Remedy," Revue d'économie politique, Dalloz, vol. 129(1), pages 1-9.
- Corsetti, Giancarlo & Lafarguette, Romain & Mehl, Arnaud, 2019.
"Fast trading and the virtue of entropy: evidence from the foreign exchange market,"
Working Paper Series
2300, European Central Bank.
- Corsetti, G. & Lafarguette, R. & Mehl, A., 2019. "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Cambridge Working Papers in Economics 1970, Faculty of Economics, University of Cambridge.
- Giancarlo Corsetti & Romain Lafarguette & Arnaud Mehl, 2019. "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Discussion Papers 1914, Centre for Macroeconomics (CFM).
- Alexis Anagnostopoulos & Orhan Erem Atesagaoglu & Elisa Faraglia & Chryssi Giannitsarou, 2019.
"Foreign Direct Investment as a Determinant of Cross-Country Stock~Market Comovement,"
Department of Economics Working Papers
19-03, Stony Brook University, Department of Economics.
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- Alexios Anagnostopoulos & Orhan Erem Atesagaoglu & Elisa Faraglia & Chryssi Giannitsarou, 2019. "Foreign Direct Investment as a Determinant of Cross-Country Stock Market Comovement," Discussion Papers 1912, Centre for Macroeconomics (CFM).
- Ahmed, M. F. & Satchell, S., 2019. "Emerging Markets and the Conditional CAPM," Cambridge Working Papers in Economics 1980, Faculty of Economics, University of Cambridge.
- Daragh Clancy & Peter G. Dunne & Pasquale Filiani, 2019.
"Liquidity and tail-risk interdependencies in the euro area sovereign bond market,"
Working Papers
41, European Stability Mechanism.
- Clancy, Daragh & Dunne, Peter G. & Filiani, Pasquale, 2019. "Liquidity and tail-risk interdependencies in the euro area sovereign bond market," Research Technical Papers 11/RT/19, Central Bank of Ireland.
- Galstyan, Vahagn & Maqui, Eduardo & McQuade, Peter, 2021.
"International debt and special purpose entities: Evidence from Ireland,"
Journal of International Money and Finance, Elsevier, vol. 115(C).
- Galstyan, Vahagn & Maqui, Eduardo & McQuade, Peter, 2019. "International debt and Special Purpose Entities: evidence from Ireland," Working Paper Series 2301, European Central Bank.
- Galstyan, Vahagn & Maqui, Eduardo & McQuade, Peter, 2019. "International Debt and Special Purpose Entities: Evidence from Ireland," Research Technical Papers 13/RT/19, Central Bank of Ireland.
- McQuade, Peter & Schmitz, Martin, 2019.
"America First? A US-centric view of global capital flows,"
Working Paper Series
2238, European Central Bank.
- McQuade, Peter & Schmitz, Martin, 2019. "America First? A US-centric view of global capital flows," Research Technical Papers 2/RT/19, Central Bank of Ireland.
- Fiedor, Paweł & Killeen, Neill, 2021.
"Securitisation special purpose entities, bank sponsors and derivatives,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
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- Fiedor, Pawel & Killeen, Neill, 2019. "Securitisation special purpose entities, bank sponsors and derivatives," Research Technical Papers 5/RT/19, Central Bank of Ireland.
- Bua, Giovanna & Dunne, Peter G. & Sorbo, Jacopo, 2019. "Money Market Funds and Unconventional Monetary Policy," Research Technical Papers 7/RT/19, Central Bank of Ireland.
- Michael G. Arghyrou & Maria Dolores Gadea, 2019.
"Private bank deposits and macro/fiscal risk in the euro-area,"
CESifo Working Paper Series
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- Farah Omran & Jeremy Kronick, 2019. "Productivity and the Financial Services Sector – How to Achieve New Heights," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 555, October.
- Arghyrou, Michael G & Gadea, Mar a Dolores, 2019.
"Private bank deposits and macro/fiscal risk in the euro-area,"
Cardiff Economics Working Papers
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- Michael G. Arghyrou & Maria Dolores Gadea, 2019. "Private bank deposits and macro/fiscal risk in the euro-area," CESifo Working Paper Series 7532, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019. "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series 7537, CESifo.
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"High and low prices and the range in the European stock markets: A long-memory approach,"
Research in International Business and Finance, Elsevier, vol. 52(C).
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019. "High and low prices and the range in the European stock markets: a long-memory approach," CESifo Working Paper Series 7652, CESifo.
- Bernd Süssmuth, 2019. "Bitcoin and web search query dynamics: is the price driving the hype or is the hype driving the price?," CESifo Working Paper Series 7675, CESifo.
- Kerim Peren Arin & Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo, 2020.
"Financial Integration in the GCC Region: Market Size Versus National Effects,"
Open Economies Review, Springer, vol. 31(2), pages 309-316, April.
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"Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets,"
The Energy Journal, , vol. 40(2_suppl), pages 157-174, December.
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"The interplay between oil and food commodity prices: Has it changed over time?,"
Journal of International Economics, Elsevier, vol. 133(C).
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- Gert Peersman & Sebastian K. Rüth & Wouter Van der Veken, 2019. "The Interplay between Oil and Food Commodity Prices: Has It Changed over Time?," CESifo Working Paper Series 7826, CESifo.
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- Friederike Niepmann & Tim Schmidt‐Eisenlohr & Emily Liu, 2021.
"The effect of US stress tests on monetary policy spillovers to emerging markets,"
Review of International Economics, Wiley Blackwell, vol. 29(1), pages 165-194, February.
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- Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CESifo Working Paper Series 7955, CESifo.
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"Investors' trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4441-4461, July.
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"The design of a sovereign debt restructuring mechanism for the euro area: Choices and trade-offs,"
CEPII Policy Brief
2019-25, CEPII research center.
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- Uluc Aysun, 2019. "Centralized versus Decentralized Banking: Bank-level evidence from U.S. Call Reports," Working Papers 2019-03, University of Central Florida, Department of Economics.
- Alexis Anagnostopoulos & Orhan Erem Atesagaoglu & Elisa Faraglia & Chryssi Giannitsarou, 2019.
"Foreign Direct Investment as a Determinant of Cross-Country Stock~Market Comovement,"
Department of Economics Working Papers
19-03, Stony Brook University, Department of Economics.
- Alexios Anagnostopoulos & Orhan Erem Atesagaoglu & Elisa Faraglia & Chryssi Giannitsarou, 2019. "Foreign Direct Investment as a Determinant of Cross-Country Stock Market Comovement," Discussion Papers 1912, Centre for Macroeconomics (CFM).
- Anagnostopoulos, A. & Atesagaoglu, O. & Faraglia, E. & Giannitsarou, C., 2019. "Foreign Direct Investment as a Determinant of Cross-Country Stock Market Comovement," Cambridge Working Papers in Economics 1978, Faculty of Economics, University of Cambridge.
- Corsetti, Giancarlo & Lafarguette, Romain & Mehl, Arnaud, 2019.
"Fast trading and the virtue of entropy: evidence from the foreign exchange market,"
Working Paper Series
2300, European Central Bank.
- Giancarlo Corsetti & Romain Lafarguette & Arnaud Mehl, 2019. "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Discussion Papers 1914, Centre for Macroeconomics (CFM).
- Corsetti, G. & Lafarguette, R. & Mehl, A., 2019. "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Cambridge Working Papers in Economics 1970, Faculty of Economics, University of Cambridge.
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"On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation,"
Journal of International Economics, Elsevier, vol. 118(C), pages 160-178.
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- Evgeny Lyandres & Maria‐Teresa Marchica & Roni Michaely & Roberto Mura, 2019. "Owners' Portfolio Diversification and Firm Investment: Theory and Evidence from Private and Public Firms," Swiss Finance Institute Research Paper Series 19-12, Swiss Finance Institute, revised Mar 2019.
- Piotr Orłowski & Andras Sali & Fabio Trojani, 2019. "Arbitrage Free Dispersion," Swiss Finance Institute Research Paper Series 19-20, Swiss Finance Institute, revised Apr 2019.
- Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2019. "Crude Awakening: Oil Prices and Bond Returns," Swiss Finance Institute Research Paper Series 19-24, Swiss Finance Institute, revised May 2019.
- Alper, Koray & Altunok, Fatih & Çapacıoğlu, Tanju & Ongena, Steven, 2020.
"The Effect of Unconventional Monetary Policy on Cross-Border Bank Loans: Evidence from an Emerging Market,"
European Economic Review, Elsevier, vol. 127(C).
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"Unintended Consequences of Unemployment Insurance Benefits: The Role of Banks,"
Management Science, INFORMS, vol. 71(4), pages 2847-2866, April.
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- Yavuz Arslan & Ahmet Degerli & Gazi Kabaş, 2021. "Unintended Consequences of Unemployment Insurance Benefits: The Role of Banks," Finance and Economics Discussion Series 2021-027, Board of Governors of the Federal Reserve System (U.S.).
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- Yavuz Arslan & Ahmet Degerli & Gazi Kabas, 2019. "Unintended Consequences of Unemployment Insurance Benefits: The Role of Banks," Swiss Finance Institute Research Paper Series 19-44, Swiss Finance Institute.
- Franzoni, Francesco & Moussawi, Rabih & Ben-David, Itzhak, 2019.
"An Improved Method to Predict Assignment of Stocks into Russell Indexes,"
CEPR Discussion Papers
14234, C.E.P.R. Discussion Papers.
- Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2019. "An Improved Method to Predict Assignment of Stocks into Russell Indexes," Swiss Finance Institute Research Paper Series 19-56, Swiss Finance Institute.
- Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2019. "An Improved Method to Predict Assignment of Stocks into Russell Indexes," NBER Working Papers 26370, National Bureau of Economic Research, Inc.
- Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih, 2019. "An Improved Method to Predict Assignment of Stocks into Russell Indexes," Working Paper Series 2019-24, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2023.
"How ETFs Amplify the Global Financial Cycle in Emerging Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(9), pages 3423-3462.
- Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," School of Government Working Papers 201702, Universidad Torcuato Di Tella.
- Nathan Converse & Eduardo Levy Yeyati & Tomas Williams, 2021. "How ETFs amplify the global financial cycle in emerging markets," Working Papers 57, Red Nacional de Investigadores en Economía (RedNIE).
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," CID Working Papers 351, Center for International Development at Harvard University.
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo 16200, The Latin American and Caribbean Economic Association (LACEA).
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Growth Lab Working Papers 140, Harvard's Growth Lab.
- Nathan Converse & Eduardo Levy Yeyati & Tomás Williams, 2020. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," International Finance Discussion Papers 1268, Board of Governors of the Federal Reserve System (U.S.).
- Tomas Williams & Nathan Converse & Eduardo Levy-Yeyati, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Working Papers 2018-1, The George Washington University, Institute for International Economic Policy, revised Sep 2018.
- Wishnu Mahraddika, 2019. "Does international reserve accumulation crowd out domestic private investment?," International Economics, CEPII research center, issue 158, pages 39-50.
- Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2019.
"China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?,"
International Economics, Elsevier, vol. 159(C), pages 121-139.
- Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2019. "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," International Economics, CEPII research center, issue 159, pages 121-139.
- Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2019. "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," Post-Print hal-02408713, HAL.
- Botev, Jaroslava & Égert, Balázs & Jawadi, Fredj, 2019.
"The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies,"
International Economics, Elsevier, vol. 160(C), pages 3-13.
- Jaroslava Botev & Balázs Égert & Fredj Jawadi, 2019. "The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies," International Economics, CEPII research center, issue 160, pages 3-13.
- Balázs Egert & Jarmila Botev & Fredj Jawadi, 2019. "The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies," Post-Print hal-03252917, HAL.
- Huiqiang Wang & Annie L. Boatwright, 2019. "Political uncertainty and financial market reactions: A new test," International Economics, CEPII research center, issue 160, pages 14-30.
- Christophe Destais & Frederik Eidam & Friedrich Heinemann, 2019.
"The design of a sovereign debt restructuring mechanism for the euro area: Choices and trade-offs,"
EconPol Policy Reports
11, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Christophe Destais & Frederik Eidam & Friedrich Heinemann, 2019. "The design of a sovereign debt restructuring mechanism for the euro area: Choices and trade-offs," CEPII Policy Brief 2019-25, CEPII research center.
- Michel Aglietta & Camille Macaire, 2019. "Setting the Stage for RMB Internationalisation - Liberalizing the Capital Account and Strengthening the Domestic Bond Market," CEPII Policy Brief 2019-28, CEPII research center.
- Germán Eduardo González, 2019. "Análisis de sentimientos de noticias e inversionistas en el mercado bursátil," Documentos CEDE 17375, Universidad de los Andes, Facultad de Economía, CEDE.
- Jaime Bonet-Morón & Gerson Javier Pérez-Valbuena & Lucas Marín-Llanes, 2019.
"Oil booms and subnational public investment: a case-study for Colombia,"
Documentos de trabajo sobre Economía Regional y Urbana
283, Banco de la Republica de Colombia.
- Jaime Bonet-Morón & Gerson Javier Pérez-Valbuena & Lucas Marín-Llanes, 2019. "Oil booms and subnational public investment: a case-study for Colombia," Documentos de Trabajo Sobre Economía Regional y Urbana 17701, Banco de la República, Economía Regional.
- David Salamanca & María Inés Agudelo, 2019. "Estudio Comparativo de Costos de Financiación Mercado de Capitales y Canal intermediado en Colombia," Informes de Investigación 18130, Fedesarrollo.
- Cleyton de Oliveira Ritta, 2019. "Fluxo financeiro como determinante da estrutura de capital das empresas latinoamericanas," Estudios Gerenciales, Universidad Icesi, vol. 35(150), pages 3-15, March.
- Sandoval Paucar Giovanny, 2019.
"Análisis de correlacción condicional. Evidencia para el mercado colombiano,"
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"China vs. U.S.: IMS Meets IPS,"
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"Currency Regimes and the Carry Trade,"
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"The Total Risk Premium Puzzle?,"
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"Covered Interest Parity Arbitrage,"
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"Forward-Looking Policy Rules and Currency Premia,"
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"Exchange Rate Reconnect,"
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"Global Dimensions of U.S. Monetary Policy,"
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"Foreign currency loan conversions and currency mismatches,"
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"Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt,"
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"The effect of US stress tests on monetary policy spillovers to emerging markets,"
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"An Improved Method to Predict Assignment of Stocks into Russell Indexes,"
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"Currency Regimes and the Carry Trade,"
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"Exchange rates, foreign currency exposure and sovereign risk,"
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"America First? A US-centric view of global capital flows,"
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"Sovereign Bonds Since Waterloo,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 137(3), pages 1615-1680.
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"Housing Cycles and Exchange Rates,"
Management Science, INFORMS, vol. 70(9), pages 5646-5666, September.
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"An Improved Method to Predict Assignment of Stocks into Russell Indexes,"
CEPR Discussion Papers
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"Are Intermediary Constraints Priced?,"
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- Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2021.
"Foreign Safe Asset Demand and the Dollar Exchange Rate,"
Journal of Finance, American Finance Association, vol. 76(3), pages 1049-1089, June.
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- Kalai Lamia & Kasraoui Naziha, 2019. "Financial Cointegration and the Vector Error Correction Model: The Case of MENA Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 9(1), pages 160-168.
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- Manar Al-Mohareb & Mahmoud Alkhalaileh, 2019. "The Association between Earnings Management and Capital Structure: An Empirical Study on Jordanian Firms Listed in Amman Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 9(6), pages 106-112.
- Anthony Nyangarika & Alexey Mikhaylov & Ulf Henning Richter, 2019. "Influence Oil Price towards Macroeconomic Indicators in Russia," International Journal of Energy Economics and Policy, Econjournals, vol. 9(1), pages 123-129.
- Anthony Nyangarika & Alexey Mikhaylov & Ulf Henning Richter, 2019. "Oil Price Factors: Forecasting on the Base of Modified Auto-regressive Integrated Moving Average Model," International Journal of Energy Economics and Policy, Econjournals, vol. 9(1), pages 149-159.
- Onder Buberkoku, 2019. "Do Long-memory GARCH-type-Value-at-Risk Models Outperform None-and Semi-parametric Value-at-Risk Models?," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 199-215.
- Alexey Mikhaylov, 2019. "Oil and Gas Budget Revenues in Russia after Crisis in 2015," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 375-380.
- Roberto J. Santill n-Salgado & Al Aali-Bujari & Francisco Venegas-Mart nez, 2019. "Is There a Reverse Causality from Nominal Financial Variables to Energy Prices?," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 229-243.
- Jaehyung An & Alexey Mikhaylov & Nikita Moiseev, 2019. "Oil Price Predictors: Machine Learning Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 1-6.
- Chinnadurai Kathiravan & Murugesan Selvam & Balasundram Maniam & Sankaran Venkateswar, 2019. "Relationship between Crude Oil Price Changes and Airlines Stock Price: The Case of Indian Aviation Industry," International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 7-13.
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"The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study,"
International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 322-330.
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- Madina D. Sharapiyeva & Kunanbayeva Duissekul & Nurseiytova Gulmira & Kozhamkulova Zhanna, 2019. "Energy Efficiency of Transport and Logistics Infrastructure: The Example of the Republic of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 331-338.
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- Cangoz, Mehmet Coskun & Sulla, Olga & Wang, ChunLan & Dychala, Christopher Benjamin, 2019.
"A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities,"
MPRA Paper
100311, University Library of Munich, Germany.
- Cangoz,Mehmet Coskun & Sulla,Olga & Wang,ChunLan & Dychala,Christopher Benjamin, 2019. "A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities," Policy Research Working Paper Series 8728, The World Bank.
- Tomas Williams & Sergio Schmukler & Mauricio Larrain & Charles Calomiris, 2019.
"Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses,"
Working Papers
2019-15, The George Washington University, Institute for International Economic Policy.
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- Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2020. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Mo.Fi.R. Working Papers 165, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2019. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," NBER Working Papers 25979, National Bureau of Economic Research, Inc.
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- Amat Adarov, 2023.
"Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(2), pages 551-583, May.
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"Investor behaviour and reaching for yield: Evidence from the sterling corporate bond market,"
Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 28(5), pages 347-379, December.
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- Daniel Carvalho, 2019.
"Financial integration and the Great Leveraging,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 54-79, January.
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- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "Islamic Capital Markets:A Comparative Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11109, February.
- Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019. "Systemic Risk:History, Measurement and Regulation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11301.
- Cornelis W Oosterlee & Lech A Grzelak, 2019. "Mathematical Modeling and Computation in Finance:With Exercises and Python and MATLAB Computer Codes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0236, February.
- Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019. "Major systemic crises across continents at the end of the 20th century," World Scientific Book Chapters, in: Systemic Risk History, Measurement and Regulation, chapter 1, pages 5-23, World Scientific Publishing Co. Pte. Ltd..
- Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019. "Major systemic crisis in the 21st century," World Scientific Book Chapters, in: Systemic Risk History, Measurement and Regulation, chapter 2, pages 25-33, World Scientific Publishing Co. Pte. Ltd..
- Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019. "Common features in the history of systemic crises," World Scientific Book Chapters, in: Systemic Risk History, Measurement and Regulation, chapter 3, pages 35-40, World Scientific Publishing Co. Pte. Ltd..
- Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019. "Defining systemic risk," World Scientific Book Chapters, in: Systemic Risk History, Measurement and Regulation, chapter 4, pages 45-50, World Scientific Publishing Co. Pte. Ltd..
- Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019. "Characterizing systemic risk," World Scientific Book Chapters, in: Systemic Risk History, Measurement and Regulation, chapter 5, pages 51-68, World Scientific Publishing Co. Pte. Ltd..
- Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019. "Main systemic risk measures," World Scientific Book Chapters, in: Systemic Risk History, Measurement and Regulation, chapter 6, pages 69-82, World Scientific Publishing Co. Pte. Ltd..
- Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019. "Systemic risk around the world," World Scientific Book Chapters, in: Systemic Risk History, Measurement and Regulation, chapter 7, pages 83-104, World Scientific Publishing Co. Pte. Ltd..
- Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019. "Justifying prudential regulation," World Scientific Book Chapters, in: Systemic Risk History, Measurement and Regulation, chapter 8, pages 109-119, World Scientific Publishing Co. Pte. Ltd..
- Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019. "Prudential perspectives," World Scientific Book Chapters, in: Systemic Risk History, Measurement and Regulation, chapter 9, pages 121-140, World Scientific Publishing Co. Pte. Ltd..
- Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019. "Institutional frameworks for financial stability," World Scientific Book Chapters, in: Systemic Risk History, Measurement and Regulation, chapter 10, pages 141-157, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "Founding Thoughts: Adam Smith, Capitalism, And Islamic Finance," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 1, pages 1-22, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "Capital Markets: Introduction And Overview," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 2, pages 23-48, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "Islamic Finance: Underlying Philosophy, Contracts, Instrument Design, And Requisites," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 3, pages 49-62, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "The Interbank Money Markets," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 4, pages 63-81, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "The Islamic Interbank Money Market," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 5, pages 83-103, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "Bonds And Bond Markets," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 6, pages 105-130, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "Sukuk And Sukuk Markets," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 7, pages 131-156, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "Issues In Sukuk Design And Trading," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 8, pages 157-184, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "Common Stocks And Equity Markets," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 9, pages 185-211, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "The Islamic Equities Market," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 10, pages 213-241, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "Derivative Instruments: Products And Applications," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 11, pages 243-273, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "Shari’Ah-Compliant Derivative Instruments," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 12, pages 275-291, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "Exchange Rates And The Foreign Exchange Market," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 13, pages 293-320, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "Capital Markets And Government Policy," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 14, pages 321-344, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Abbas Mirakhor, 2019. "Potential Role Of Capital Markets In Reducing Income And Wealth Inequality," World Scientific Book Chapters, in: ISLAMIC CAPITAL MARKETS A Comparative Approach, chapter 15, pages 345-362, World Scientific Publishing Co. Pte. Ltd..
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"Affine arbitrage-free yield net models with application to the euro debt crisis,"
Journal of Econometrics, Elsevier, vol. 230(1), pages 201-220.
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"Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 117-136.
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"Foreign Exchange Dealer Asset Pricing,"
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"Liquidity in the German Stock Market,"
Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 71(4), pages 443-473, October.
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"The impact of Brexit on francophone Africa,"
Review of African Political Economy, Taylor & Francis Journals, vol. 46(162), pages 673-685, July.
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"The integration of international financial markets: an attempt to quantify contagion in an input–output-type analysis,"
Economic Systems Research, Taylor & Francis Journals, vol. 31(3), pages 345-360, July.
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"The Effects of Natural Disasters and Weather Variations on International Trade and Financial Flows: a Review of the Empirical Literature,"
Economics of Disasters and Climate Change, Springer, vol. 3(3), pages 305-325, October.
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"Quantile coherency networks of international stock markets,"
Finance Research Letters, Elsevier, vol. 31(C), pages 119-129.
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"Global liquidity and impairment of local monetary policy,"
Economics Working Papers
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"Does stock market capitalization cause GDP? A causality study for Central and Eastern European countries?,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-29.
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"What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-32.
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"Global financial cycles since 1880,"
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"China's overseas lending,"
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"Exportweltmeister- Germany's Foreign Investment Returns in International Comparison,"
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"Global financial cycles since 1880,"
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"Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models,"
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"Lost and found: market access and public debt dynamics,"
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"Output Costs of Currency Crisis and Banking Crisis: Shocks, Policies and Cycles,"
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"How Important is the Global Financial Cycle? Evidence from Capital Flows,"
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"Saving China’s Stock Market?,"
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"Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates,"
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"Oil speculation and herding behavior in emerging stock markets,"
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- Jamal Bouoiyour & Refk Selmi, 2019. "Arab Geopolitics in Turmoil: Implications Of Qatar-Gulf Crisis for Business," Working Papers 1337, Economic Research Forum, revised 21 Aug 2019.
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- M. Chabachib & Aji Yudha & Hersugondo Hersugondo & Imang Dapit Pamungkas & Udin Udin, 2019. "The Role of Firm Size on Bank Liquidity and Performance: A Comparative Study of Domestic and Foreign Banks in Indonesia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 96-105.
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"The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus,"
Research Africa Network Working Papers
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- Ibrahim D. Raheem & Sara le Roux & Simplice A. Asongu, 2019. "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," Working Papers 19/047, European Xtramile Centre of African Studies (EXCAS).
- Ibrahim D. Raheem & Simplice A. Asongu & Sara le Roux, 2019. "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," CEREDEC Working Papers 19/047, Centre de Recherche pour le Développement Economique (CEREDEC).
- Raheem, Ibrahim & le Roux, Sara & Asongu, Simplice, 2019. "The Role of Asymmetry and Uncertainties in the Capital Flows-Economic Growth Nexus," MPRA Paper 101525, University Library of Munich, Germany.
- Ibrahim D. Raheem & Sara le Roux & Simplice A. Asongu, 2019. "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," Working Papers of the African Governance and Development Institute. 19/047, African Governance and Development Institute..
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- Maksim Evseevich Krivelevich, 2019. "Export-Oriented Financial Center in the Russian Far East: Abstraction or Reality?," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 2, pages 75-91.
- Jovan Njegic & Milica Stankovic & Dejan Živkov, 2019. "What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(1), pages 95-119, February.
- Wojciech Grabowski & Ewa Stawasz-Grabowska, 2019. "News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(2), pages 149-173, April.
- Michael Mark & Jan Sila & Thomas A. Weber, 2022.
"Quantifying endogeneity of cryptocurrency markets,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(7), pages 784-799, May.
- Michael Mark & Jan Sila & Thomas A. Weber, 2019. "Quantifying Endogeneity of Cryptocurrency Markets," Working Papers IES 2019/29, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2019.
- Michael Peng & Dongkai Jiang & Yingjie Wang, 2019. "Forecasting Chinese Corporate Bond Defaults: Comparative Study of Market- vs. Accounting-Based Models," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 14(4), pages 536-582, December.
- Sadik-Zada, Elkhan Richard & Gatto, Andrea, 2019.
"Determinants of the Public Debt and the Role of the Natural Resources: a Cross-Country Analysis,"
ETA: Economic Theory and Applications
285026, Fondazione Eni Enrico Mattei (FEEM).
- Elkhan Sadik-Zada, Andrea Gatto & Andrea Gatto, 2019. "Determinants of the Public Debt and the Role of the Natural Resources: A Cross-Country Analysis," Working Papers 2019.04, Fondazione Eni Enrico Mattei.
- Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2022.
"The Two‐Pillar Policy for the RMB,"
Journal of Finance, American Finance Association, vol. 77(6), pages 3093-3140, December.
- Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2019. "The Two-Pillar Policy for the RMB," FRB Atlanta Working Paper 2019-8, Federal Reserve Bank of Atlanta.
- Falk Bräuning & Viacheslav Sheremirov, 2019. "Output Spillovers from U.S. Monetary Policy: The Role of International Trade and Financial Linkages," Working Papers 19-15, Federal Reserve Bank of Boston.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2019.
"The Total Risk Premium Puzzle,"
NBER Working Papers
25653, National Bureau of Economic Research, Inc.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2019. "The Total Risk Premium Puzzle?," Working Paper Series 2019-10, Federal Reserve Bank of San Francisco.
- Taylor, Alan M. & Jordà , Òscar & Schularick, Moritz, 2019. "The Total Risk Premium Puzzle," CEPR Discussion Papers 13595, C.E.P.R. Discussion Papers.
- Bora Durdu & Alex Martin & Ilknur Zer, 2019. "The Role of U.S. Monetary Policy in Global Banking Crises," Finance and Economics Discussion Series 2019-039, Board of Governors of the Federal Reserve System (U.S.).
- Gary S. Anderson & Alena Audzeyeva, 2019. "A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression," Finance and Economics Discussion Series 2019-074, Board of Governors of the Federal Reserve System (U.S.).
- Chang Ma & John H. Rogers & Sili Zhou, 2019.
"The Effect of the China Connect,"
Finance and Economics Discussion Series
2019-087, Board of Governors of the Federal Reserve System (U.S.).
- Ma, Chang & Rogers, John H. & Zhou, Sili, 2020. "The effect of the China Connect," BOFIT Discussion Papers 1/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
- Chang Ma & John Rogers & Sili Zhou, 2020. "The Effect of the China Connect," GRU Working Paper Series GRU_2020_028, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2023.
"Institutional investors, the dollar, and U.S. credit conditions,"
Journal of Financial Economics, Elsevier, vol. 147(1), pages 198-220.
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "Institutional Investors, the Dollar, and U.S. Credit Conditions," International Finance Discussion Papers 1246, Board of Governors of the Federal Reserve System (U.S.).
- Juan M. Londono & Nancy R. Xu, 2019. "Variance Risk Premium Components and International Stock Return Predictability," International Finance Discussion Papers 1247, Board of Governors of the Federal Reserve System (U.S.).
- Lee, Seung Jung & Liu, Lucy Qian & Stebunovs, Viktors, 2022.
"Risk-taking spillovers of U.S. monetary policy in the global market for U.S. dollar corporate loans,"
Journal of Banking & Finance, Elsevier, vol. 138(C).
- Seung Jung Lee & Lucy Qian Liu & Viktors Stebunovs, 2019. "Risk-Taking Spillovers of U.S. Monetary Policy in the Global Market for U.S. Dollar Corporate Loans," International Finance Discussion Papers 1251, Board of Governors of the Federal Reserve System (U.S.).
- Zhenzhen Fan & Juan M. Londono & Xiao Xiao, 2019. "US Equity Tail Risk and Currency Risk Premia," International Finance Discussion Papers 1253, Board of Governors of the Federal Reserve System (U.S.).
- Liao, Gordon Y., 2020.
"Credit migration and covered interest rate parity,"
Journal of Financial Economics, Elsevier, vol. 138(2), pages 504-525.
- Gordon Y. Liao, 2016. "Credit Migration and Covered Interest Rate Parity," Working Paper 468601, Harvard University OpenScholar.
- Gordon Y. Liao, 2019. "Credit Migration and Covered Interest Rate Parity," International Finance Discussion Papers 1255, Board of Governors of the Federal Reserve System (U.S.).
- Converse, Nathan & Mallucci, Enrico, 2023.
"Differential treatment in the bond market: Sovereign risk and mutual fund portfolios,"
Journal of International Economics, Elsevier, vol. 145(C).
- Nathan Converse & Enrico Mallucci, 2019. "Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios," International Finance Discussion Papers 1261, Board of Governors of the Federal Reserve System (U.S.).
- Friederike Niepmann & Tim Schmidt‐Eisenlohr & Emily Liu, 2021.
"The effect of US stress tests on monetary policy spillovers to emerging markets,"
Review of International Economics, Wiley Blackwell, vol. 29(1), pages 165-194, February.
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim & Liu, Emily, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CEPR Discussion Papers 14128, C.E.P.R. Discussion Papers.
- Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," International Finance Discussion Papers 1265, Board of Governors of the Federal Reserve System (U.S.).
- Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CESifo Working Paper Series 7955, CESifo.
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2023.
"How ETFs Amplify the Global Financial Cycle in Emerging Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(9), pages 3423-3462.
- Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," School of Government Working Papers 201702, Universidad Torcuato Di Tella.
- Nathan Converse & Eduardo Levy Yeyati & Tomás Williams, 2020. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," International Finance Discussion Papers 1268, Board of Governors of the Federal Reserve System (U.S.).
- Nathan Converse & Eduardo Levy Yeyati & Tomas Williams, 2021. "How ETFs amplify the global financial cycle in emerging markets," Working Papers 57, Red Nacional de Investigadores en Economía (RedNIE).
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," CID Working Papers 351, Center for International Development at Harvard University.
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Growth Lab Working Papers 140, Harvard's Growth Lab.
- Tomas Williams & Nathan Converse & Eduardo Levy-Yeyati, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Working Papers 2018-1, The George Washington University, Institute for International Economic Policy, revised Sep 2018.
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo 16200, The Latin American and Caribbean Economic Association (LACEA).
- Karlye Dilts Stedman, 2019. "Unconventional Monetary Policy, (A)Synchronicity and the Yield Curve," Research Working Paper RWP 19-9, Federal Reserve Bank of Kansas City.
- Dvorkin, Maximiliano & Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022.
"Improving sovereign debt restructurings,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2019. "Improving Sovereign Debt Restructurings," Working Papers 2019-36, Federal Reserve Bank of St. Louis, revised 06 Apr 2022.
- Dvorkin, Maximiliano & Sanchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022. "Improving Sovereign Debt Restructurings," CEPR Discussion Papers 17223, C.E.P.R. Discussion Papers.
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2022. "Improving Sovereign Debt Restructurings," Working Paper 22-06, Federal Reserve Bank of Richmond.
2018
- Gu, Ming & Kang, Wenjin & Xu, Bu, 2018. "Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 240-258.
- Woltering, René-Ojas & Weis, Christian & Schindler, Felix & Sebastian, Steffen, 2018. "Capturing the value premium – global evidence from a fair value-based investment strategy," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 53-69.
- Curti, Filippo & Mihov, Atanas, 2018. "Fraud recovery and the quality of country governance," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 446-461.
- De Moor, Lieven & Luitel, Prabesh & Sercu, Piet & Vanpée, Rosanne, 2018. "Subjectivity in sovereign credit ratings," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 366-392.
- Schweikert, Karsten, 2018. "Are gold and silver cointegrated? New evidence from quantile cointegrating regressions," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 44-51.
- Xie, Yuxin & Hwang, Soosung & Pantelous, Athanasios A., 2018. "Loss aversion around the world: Empirical evidence from pension funds," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 52-62.
- Leung, Woon Sau & Mazouz, Khelifa & Chen, Jie & Wood, Geoffrey, 2018. "Organization capital, labor market flexibility, and stock returns around the world," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 150-168.
- Malikov, Emir & Hartarska, Valentina, 2018.
"Endogenous scope economies in microfinance institutions,"
Journal of Banking & Finance, Elsevier, vol. 93(C), pages 162-182.
- Malikov, Emir & Hartarska, Valentina, 2018. "Endogenous Scope Economies in Microfinance Institutions," MPRA Paper 87450, University Library of Munich, Germany.
- Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl, 2018. "Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 21-32.
- Jeanneret, Alexandre, 2018. "Sovereign credit spreads under good/bad governance," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 230-246.
- Gyntelberg, Jacob & Hördahl, Peter & Ters, Kristyna & Urban, Jörg, 2018. "Price discovery in euro area sovereign credit markets and the ban on naked CDS," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 106-125.
- Brandao-Marques, Luis & Gelos, Gaston & Melgar, Natalia, 2018.
"Country transparency and the global transmission of financial shocks,"
Journal of Banking & Finance, Elsevier, vol. 96(C), pages 56-72.
- Mr. Luis Brandão-Marques & Mr. Gaston Gelos & Ms. Natalia Melgar, 2013. "Country Transparency and the Global Transmission of Financial Shocks," IMF Working Papers 2013/156, International Monetary Fund.
- Santis, Roberto A. De, 2018. "Unobservable systematic risk, economic activity and stock market," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 51-69.
- Chen, Tao, 2018. "Round-number biases and informed trading in global markets," Journal of Business Research, Elsevier, vol. 92(C), pages 105-117.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018.
"Market entry waves and volatility outbursts in stock markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 19-37.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2017. "Market entry waves and volatility outbursts in stock markets," BERG Working Paper Series 128, Bamberg University, Bamberg Economic Research Group.
- Du, Wenti, 2018. "Who carried more credibility?: An analysis of the market responses to news from the Japanese government, the Japanese central bank and international credit rating agencies," Journal of Economics and Business, Elsevier, vol. 98(C), pages 32-39.
- Timmer, Yannick, 2018.
"Cyclical investment behavior across financial institutions,"
Journal of Financial Economics, Elsevier, vol. 129(2), pages 268-286.
- Timmer, Yannick, 2017. "Cyclical Investment Behaviour across Financial Institutions," ECMI Papers 12747, Centre for European Policy Studies.
- Timmer, Yannick, 2018. "Cyclical investment behavior across financial institutions," ESRB Working Paper Series 77, European Systemic Risk Board.
- Licht, Amir N. & Poliquin, Christopher & Siegel, Jordan I. & Li, Xi, 2018. "What makes the bonding stick? A natural experiment testing the legal bonding hypothesis," Journal of Financial Economics, Elsevier, vol. 129(2), pages 329-356.
- Malamud, Semyon & Vilkov, Grigory, 2018. "Non-myopic betas," Journal of Financial Economics, Elsevier, vol. 129(2), pages 357-381.
- Holderness, Clifford G., 2018. "Equity issuances and agency costs: The telling story of shareholder approval around the world," Journal of Financial Economics, Elsevier, vol. 129(3), pages 415-439.
- Asness, Clifford & Frazzini, Andrea & Israel, Ronen & Moskowitz, Tobias J. & Pedersen, Lasse H., 2018.
"Size matters, if you control your junk,"
Journal of Financial Economics, Elsevier, vol. 129(3), pages 479-509.
- Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Israel, Ronen, 2018. "Size Matters, if You Control Your Junk," CEPR Discussion Papers 12684, C.E.P.R. Discussion Papers.
- Badarinza, Cristian & Ramadorai, Tarun, 2018. "Home away from home? Foreign demand and London house prices," Journal of Financial Economics, Elsevier, vol. 130(3), pages 532-555.
- Deng, Yongheng & Liu, Xin & Wei, Shang-Jin, 2018.
"One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?,"
Journal of Financial Economics, Elsevier, vol. 130(3), pages 663-692.
- Yongheng Deng & Xin Liu & Shang-Jin Wei, 2014. "One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?," NBER Working Papers 19974, National Bureau of Economic Research, Inc.
- Akinci, Ozge & Olmstead-Rumsey, Jane, 2018.
"How effective are macroprudential policies? An empirical investigation,"
Journal of Financial Intermediation, Elsevier, vol. 33(C), pages 33-57.
- Ozge Akinci & Jane Olmstead-Rumsey, 2015. "How Effective are Macroprudential Policies? An Empirical Investigation," International Finance Discussion Papers 1136, Board of Governors of the Federal Reserve System (U.S.).
- Bremus, Franziska & Neugebauer, Katja, 2018.
"Reduced cross-border lending and financing costs of SMEs,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 80, pages 35-58.
- Bremus, Franziska & Neugebauer, Katja, 2018. "Reduced cross-border lending and financing costs of SMEs," Journal of International Money and Finance, Elsevier, vol. 80(C), pages 35-58.
- Bremus, Franziska & Neugebauer, Katja, 2018. "Reduced cross-border lending and financing costs of SMEs," LSE Research Online Documents on Economics 84298, London School of Economics and Political Science, LSE Library.
- Ito, Takatoshi & Yamada, Masahiro, 2018.
"Did the reform fix the London fix problem?,"
Journal of International Money and Finance, Elsevier, vol. 80(C), pages 75-95.
- Takatoshi Ito & Masahiro Yamada, 2017. "Did the Reform Fix the London Fix Problem?," NBER Working Papers 23327, National Bureau of Economic Research, Inc.
- Wellmann, Dennis & Trück, Stefan, 2018. "Factors of the term structure of sovereign yield spreads," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 56-75.
- De Santis, Roberto A., 2018. "Unobservable country bond premia and fragmentation," Journal of International Money and Finance, Elsevier, vol. 82(C), pages 1-25.
- Nitschka, Thomas, 2018. "Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy," Journal of International Money and Finance, Elsevier, vol. 83(C), pages 44-54.
- Engert, Andreas & Hornuf, Lars, 2018. "Market standards in financial contracting: The Euro’s effect on debt securities," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 145-162.
- Abad, Pilar & Alsakka, Rasha & ap Gwilym, Owain, 2018. "The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 40-57.
- Choi, Paul Moon Sub & Choi, Joung Hwa, 2018. "Is individual trading priced in stocks?," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 76-92.
- Chen, Ke & Vitiello, Luiz & Hyde, Stuart & Poon, Ser-Huang, 2018. "The reality of stock market jumps diversification," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 171-188.
- Asgharian, Hossein & Liu, Lu & Larsson, Marcus, 2018.
"Cross-border asset holdings and comovements in sovereign bond markets,"
Journal of International Money and Finance, Elsevier, vol. 86(C), pages 189-206.
- Asgharian, Hossein & Liu, Lu & Larsson, Marcus, 2015. "Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets," Working Papers 2015:30, Lund University, Department of Economics.
- Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2018. "The impact of oil-market shocks on stock returns in major oil-exporting countries," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 264-280.
- Shu, Chang & He, Dong & Dong, Jinyue & Wang, Honglin, 2018. "Regional pull vs global push factors: China and US influence on Asian financial markets," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 112-132.
- Chen, Hsien-Yi & Chen, Sheng-Syan, 2018. "Quality of government institutions and spreads on sovereign credit default swaps," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 82-95.
- Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018.
"The portfolio of euro area fund investors and ECB monetary policy announcements,"
Journal of International Money and Finance, Elsevier, vol. 89(C), pages 103-126.
- Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2017. "The portfolio of euro area fund investors and ECB monetary policy announcements," Working Paper Series 2116, European Central Bank.
- Barbosa, Luciana & Bonfim, Diana & Costa, Sónia & Everett, Mary, 2018.
"Cross-border spillovers of monetary policy: What changes during a financial crisis?,"
Journal of International Money and Finance, Elsevier, vol. 89(C), pages 154-174.
- Barbosa, Luciana & Bonfim, Diana & Costa, Sónia & Everett, Mary, 2018. "Cross-border spillovers of monetary policy: what changes during a financial crisis?," Research Technical Papers 10/RT/18, Central Bank of Ireland.
- Diana Bonfim & Luciana Barbosa & Sónia Costa & Mary Everett, 2018. "Cross-border spillovers of monetary policy: what changes during a financial crisis?," Working Papers w201815, Banco de Portugal, Economics and Research Department.
- Chuliá, Helena & Fernández, Julián & Uribe, Jorge M., 2018. "Currency downside risk, liquidity, and financial stability," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 83-102.
- Arfaoui, Mongi, 2018. "On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach," Journal of Commodity Markets, Elsevier, vol. 11(C), pages 48-58.
- Iwatsubo, Kentaro & Watkins, Clinton & Xu, Tao, 2018.
"Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York,"
Journal of Commodity Markets, Elsevier, vol. 11(C), pages 59-71.
- Kentaro Iwatsubo & Clinton Watkins & Tao Xu, 2017. "Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York," Discussion Papers 1722, Graduate School of Economics, Kobe University.
- Kentaro IWATSUBO & Clinton WATKINS & Tao XU, 2017. "Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York," Discussion papers 17120, Research Institute of Economy, Trade and Industry (RIETI).
- Dergiades, Theologos & Madlener, Reinhard & Christofidou, Georgia, 2018.
"The nexus between natural gas spot and futures prices at NYMEX: Do weather shocks and non-linear causality in low frequencies matter?,"
The Journal of Economic Asymmetries, Elsevier, vol. 18(C), pages 1-1.
- Dergiades, Theologos & Madlener, Reinhard & Christofidou, Georgia, 2012. "The Nexus between Natural Gas Spot and Futures Prices at NYMEX: Do Weather Shocks and Non-Linear Causality in Low Frequencies Matter?," FCN Working Papers 17/2012, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), revised Sep 2013.
- Qureshi, Saba & Rehman, Ijaz Ur & Qureshi, Fiza, 2018. "Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 685-708.
- Raza, Naveed & Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Syed Ali, 2018. "Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach," Resources Policy, Elsevier, vol. 57(C), pages 10-29.
- Bouri, Elie & Gupta, Rangan & Lahiani, Amine & Shahbaz, Muhammad, 2018.
"Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices,"
Resources Policy, Elsevier, vol. 57(C), pages 224-235.
- Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2017. "Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices," Working Papers 201760, University of Pretoria, Department of Economics.
- Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2018. "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Post-Print hal-03533197, HAL.
- Todorova, Neda & Clements, Adam E., 2018. "The volatility-volume relationship in the LME futures market for industrial metals," Resources Policy, Elsevier, vol. 58(C), pages 111-124.
- Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2018. "Sovereign default and maturity choice," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 72-85.
- Augustin, Patrick, 2018. "The term structure of CDS spreads and sovereign credit risk," Journal of Monetary Economics, Elsevier, vol. 96(C), pages 53-76.
- Gennaioli, Nicola & Martin, Alberto & Rossi, Stefano, 2018.
"Banks, government Bonds, and Default: What do the data Say?,"
Journal of Monetary Economics, Elsevier, vol. 98(C), pages 98-113.
- Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2013. "Banks, government bonds, and default: what do the data say?," Economics Working Papers 1378, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2017.
- Nicola Gennaioli & Stefano Rossi & Alberto Martin, 2016. "Banks, Government Bonds, and Default: what do the Data Say?," Working Papers 910, Barcelona School of Economics.
- Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2014. "Banks, Government Bonds, and Default: What do the Data Say?," IMF Working Papers 2014/120, International Monetary Fund.
- Gennaioli, Nicola & Rossi, Stefano & MartÃn, Alberto, 2014. "Banks, Government Bonds, and Default: What do the Data Say?," CEPR Discussion Papers 10044, C.E.P.R. Discussion Papers.
- McDowell, Shaun, 2018. "An empirical evaluation of estimation error reduction strategies applied to international diversification," Journal of Multinational Financial Management, Elsevier, vol. 44(C), pages 1-13.
- Dutta, Anupam, 2018. "Oil and energy sector stock markets: An analysis of implied volatility indexes," Journal of Multinational Financial Management, Elsevier, vol. 44(C), pages 61-68.
- Gkillas, Konstantinos & Vortelinos, Dimitrios I. & Suleman, Tahir, 2018. "Asymmetries in the African financial markets," Journal of Multinational Financial Management, Elsevier, vol. 45(C), pages 72-87.
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"Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles,"
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"Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach,"
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"What determines the Japanese corporate credit spread? A new evidence,"
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"Dependence patterns among Asian banking sector stocks: A copula approach,"
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"Exchange rates and macro news in emerging markets,"
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"Tracing financial innovation diffusion and substitution trajectories. Recent evidence on exchange-traded funds in Japan and South Korea,"
Technological Forecasting and Social Change, Elsevier, vol. 133(C), pages 51-71.
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"Speculative Activity and Returns to Volatility of Chinese Major Agricultural Commodity Futures,"
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"Quantifying the impact of the November 2014 Shanghai-Hong Kong Stock Connect,"
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"Fool’s Gold: The Impact of Venezuelan Currency Devaluations on Multinational Stock Prices,"
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"A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies,"
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2018-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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"Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK,"
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"Managing Financial Globalization: Insights from the Recent Literature,"
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"Sovereign Debt Restructurings,"
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"Peas in a pod? Comparing the U.S. and Danish mortgage finance systems,"
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"Peas in a pod? Comparing the U.S. and Danish mortgage finance systems,"
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"Something in the air: Information density, news surprises, and price jumps,"
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"Reducing Public‐Private Sector Pay Differentials: The Single Spine Pay Policy As A Natural Experiment In Ghana,"
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"Stock Market Integration in the ASEAN-5,"
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"Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates,"
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"Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets,"
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"Measuring the response of gold prices to uncertainty: An analysis beyond the mean,"
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"Do institutional investors drive corporate social responsibility? International evidence,"
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"The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis,"
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"The more the Merrier? The reaction of euro area stock markets to new members,"
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"Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence,"
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"Global financial interconnectedness: a non-linear assessment of the uncertainty channel,"
Applied Economics, Taylor & Francis Journals, vol. 53(25), pages 2865-2887, May.
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- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel," Working papers 661, Banque de France.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667119, HAL.
- Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," LIDAM Reprints LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667088, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667074, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," EconomiX Working Papers 2018-2, University of Paris Nanterre, EconomiX.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667126, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667143, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667097, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667099, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2019. "Global financial interconnectedness: A non-linear assessment of the uncertainty channel," GRU Working Paper Series GRU_2019_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667123, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667144, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," Working Papers hal-04141798, HAL.
- Silvia Gabrieli & Claire Labonne, 2018.
"Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015,"
Supervisory Research and Analysis Working Papers
RPA 18-3, Federal Reserve Bank of Boston.
- Silvia Gabrieli & Claire Labonne, 2018. "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Working papers 687, Banque de France.
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"Fiscal Multipliers and Foreign Holdings of Public Debt,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(3), pages 1155-1204.
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- Daragh Clancy & Aitor Erce & Alberto Martin & Fernando Broner, 2018. "Fiscal Multipliers and Foreign Holdings of Public Debt," Working Papers 1040, Barcelona School of Economics.
- Clancy, Daragh & Martin, Alberto & Broner, Fernando & Erce, Aitor, 2019. "Fiscal multipliers and foreign holdings of public debt," Working Paper Series 2255, European Central Bank.
- Fernando Broner & Daragh Clancy & Alberto Martin & Aitor Erce, 2018. "Fiscal multipliers and foreign holdings of public debt," Working Papers 30, European Stability Mechanism.
- Broner, Fernando & Clancy, Daragh & Erce, Aitor & MartÃn, Alberto, 2018. "Fiscal Multipliers and Foreign Holdings of Public Debt," CEPR Discussion Papers 12960, C.E.P.R. Discussion Papers.
- Iñaki Aldasoro & Torsten Ehlers, 2018. "The geography of dollar funding of non-US banks," BIS Quarterly Review, Bank for International Settlements, December.
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"Cross-stock market spillovers through variance risk premiums and equity flows,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
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"Channels of US monetary policy spillovers to international bond markets,"
Journal of Financial Economics, Elsevier, vol. 134(2), pages 447-473.
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"Effects of asset purchases and financial stability measures on term premia in the euro area,"
Applied Economics, Taylor & Francis Journals, vol. 50(43), pages 4617-4631, September.
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"Identifying oil price shocks and their consequences: The role of expectations in the crude oil market,"
International Finance, Wiley Blackwell, vol. 24(1), pages 53-76, April.
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"Accumulation of foreign currency reserves and risk-taking,"
Journal of International Money and Finance, Elsevier, vol. 102(C).
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"An Intermediation-Based Model of Exchange Rates,"
CEPR Discussion Papers
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"What drives local lending by global banks?,"
Journal of International Money and Finance, Elsevier, vol. 90(C), pages 54-75.
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"Currency Depreciation and Emerging Market Corporate Distress,"
Management Science, INFORMS, vol. 66(5), pages 1935-1961, May.
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"Negative bubbles: What happens after a crash,"
European Financial Management, European Financial Management Association, vol. 24(2), pages 171-191, March.
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"Deviations from Covered Interest Rate Parity,"
Journal of Finance, American Finance Association, vol. 73(3), pages 915-957, June.
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- Itzhak Ben‐David & Francesco Franzoni & Rabih Moussawi, 2018.
"Do ETFs Increase Volatility?,"
Journal of Finance, American Finance Association, vol. 73(6), pages 2471-2535, December.
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"External liabilities, domestic institutions and banking crises in developing economies,"
Review of International Economics, Wiley Blackwell, vol. 26(1), pages 96-116, February.
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"Corporate debt maturity in developing countries: Sources of long and short‐termism,"
The World Economy, Wiley Blackwell, vol. 41(12), pages 3288-3316, December.
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"Unconventional monetary policy and the portfolio choice of international mutual funds,"
Journal of International Money and Finance, Elsevier, vol. 115(C).
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"Uncertainty and Economic Activity: A Multicountry Perspective,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3393-3445.
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- Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2018. "Uncertainty and Economic Activity: A Multi-Country Perspective," NBER Working Papers 24325, National Bureau of Economic Research, Inc.
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"The international transmission of monetary policy,"
Journal of International Money and Finance, Elsevier, vol. 91(C), pages 29-48.
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"The BoC-BoE Sovereign Default Database Revisited: What’s New in 2018?,"
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"Central bank swap lines,"
LSE Research Online Documents on Economics
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"Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?,"
Journal of Financial Economics, Elsevier, vol. 140(1), pages 145-174.
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"The information in joint term structures of bond yields,"
Journal of International Money and Finance, Elsevier, vol. 134(C).
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"Developing an underlying inflation gauge for China,"
BIS Working Papers
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"Cross-border spillovers of monetary policy: What changes during a financial crisis?,"
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"Understanding International Long-term Interest Rate Comovement,"
Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 147-189,
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"Uncertainty and Economic Activity: A Multicountry Perspective,"
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"Uncertainty and Hyperinflation: European Inflation Dynamics after World War I [Modeling and forecasting realized volatility],"
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"International Lending of Dutch Insurers and Pension Funds: the Impact of ECB Monetary Policy and Prudential Policies in the Host Country,"
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"Cross-border banking in the EU since the crisis: What is driving the great retrenchment?,"
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"Does religiosity affect liquidity in financial markets?,"
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- Abasov, Muzaffar, 2018. "Analyses of the impacts of U.S. macroeconomic announcements on the stock markets of a selection of countries," MPRA Paper 104267, University Library of Munich, Germany.
- Gadhoum, Anouar & Masih, Mansur, 2018. "Emerging market equities and US policy uncertainty: evidence from Malaysia based on ARDL," MPRA Paper 105469, University Library of Munich, Germany.
- Rahman, Syarifah & Masih, Mansur, 2018. "The vulnerability of Islamic bank’s credit risk to oil price shocks: evidence from Malaysia based on ARDL approach," MPRA Paper 106776, University Library of Munich, Germany.
- Othman, Nurhuda & Masih, Mansur, 2018. "Granger-causality between palm oil, gold and stocks (islamic and conventional): Malaysian evidence based on ARDL approach," MPRA Paper 106777, University Library of Munich, Germany.
- Shah, Mumtaz Hussain & Azam, Ayesha, 2018. "Financial Development and Investors Location Choice in The Arab World," MPRA Paper 107245, University Library of Munich, Germany.
- Taher, Sumaiyah & Masih, Mansur, 2018. "Which market is the driver of the Asian stock markets ?," MPRA Paper 107975, University Library of Munich, Germany.
- Azahar, Nurshuhaida & Masih, Mansur, 2018. "The effect of sub-prime crisis on select southeast Asian stock markets," MPRA Paper 108032, University Library of Munich, Germany.
- Samad, Abdul & Masih, Mansur, 2018. "Does institutional quality matter in attracting foreign direct investment? the case of Ethiopia based on ARDL approach," MPRA Paper 108493, University Library of Munich, Germany.
- Azzi, Abdelkebir & Masih, Mansur, 2018. "Oil price volatility and macroeconomic determinants of growth: evidence from Morocco," MPRA Paper 108943, University Library of Munich, Germany.
- Golding, Khabran & Masih, Mansur, 2018. "Does foreign direct investment lead or lag employment ? an ARDL approach," MPRA Paper 109300, University Library of Munich, Germany.
- Saupi, Nabil & Masih, Mansur, 2018. "Lead-lag between exchange rates and trade balance: Malaysian evidence," MPRA Paper 109874, University Library of Munich, Germany.
- Izyani, Nurul & Masih, Mansur, 2018. "Do the trading partners’ exchange rates impact the export performance of a country? evidence from Malaysia," MPRA Paper 109907, University Library of Munich, Germany.
- Samad, Esma & Masih, Mansur, 2018. "Effects of fiscal components on economic growth: evidence from Malaysia," MPRA Paper 110224, University Library of Munich, Germany.
- Rahim, Adam Mohamed & Masih, Mansur, 2018. "Comovement of stock markets of Singapore and its major Asian trading partners," MPRA Paper 110319, University Library of Munich, Germany.
- Olujobi, Khalilat & Masih, Mansur, 2018. "Does the purchasing power parity theory hold for the exchange rate between the USA and Malaysia ?," MPRA Paper 110332, University Library of Munich, Germany.
- Rahmani, Halima & Masih, Mansur, 2018. "Does remittance lead or lag exchange rate? evidence from Morocco," MPRA Paper 111220, University Library of Munich, Germany.
- Abubakar, Fahrurrazi & Masih, Mansur, 2018. "Palm oil export : is it price led or exchange rate led? evidence from Malaysia," MPRA Paper 111229, University Library of Munich, Germany.
- Saparova, Nurzhamal & Masih, Mansur, 2018. "Does foreign direct investment lead or lag economic growth ? evidence from Russia," MPRA Paper 111252, University Library of Munich, Germany.
- Naleef, Mohamed & Masih, Mansur, 2018. "Impact of political instability on economic growth, exchange rates and unemployment: Malaysian evidence," MPRA Paper 111652, University Library of Munich, Germany.
- Roslan, Syed & Masih, Mansur, 2018. "Savings and bank loans dynamics in implementing the new international accounting standard IFRS-9: Malaysia as a case study," MPRA Paper 111730, University Library of Munich, Germany.
- Mukrim, Syahirah & Masih, Mansur, 2018. "Do islamic indices help portfolio diversification ? application of multivariate GARCH and wavelet coherence," MPRA Paper 112099, University Library of Munich, Germany.
- Razak, Najwa & Masih, Mansur, 2018. "The relationship between exchange rate and trade balance: evidence from Malaysia based on ARDL and Nonlinear ARDL approaches," MPRA Paper 112447, University Library of Munich, Germany.
- Ihsaanul, Ahmad & Masih, Mansur, 2018. "Would the volatility of oil price affect the GDP of a country ? Singaporean evidence," MPRA Paper 112462, University Library of Munich, Germany.
- Mohd, Rafede & Masih, Mansur, 2018. "Testing the asymmetric and lead-lag relationship between CPI and PPI: an application of the ARDL and NARDL approaches," MPRA Paper 112500, University Library of Munich, Germany.
- Hossain, Saddam & Masih, Mansur, 2018. "Is the relationship between FDI and inflation nonlinear and asymmetric? new evidence from NARDL approach," MPRA Paper 112549, University Library of Munich, Germany.
- Trabelsi, Mohamed Ali & Hmida, Salma, 2017.
"A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets,"
MPRA Paper
83718, University Library of Munich, Germany, revised 2017.
- Trabelsi, Mohamed Ali & Hmida, Salma, 2018. "A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets," MPRA Paper 115852, University Library of Munich, Germany, revised 0218.
- Leila Dagher & Ibrahim Jamali & Nasser Badra, 2020.
"The Predictive Power of Oil and Commodity Prices for Equity Markets,"
World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi (ed.), Risk Factors and Contagion in Commodity Markets and Stocks Markets, chapter 3, pages 47-82,
World Scientific Publishing Co. Pte. Ltd..
- Dagher, Leila & Jamali, Ibrahim & badra, nasser, 2018. "The Predictive Power of Oil and Commodity Prices for Equity Markets," MPRA Paper 116055, University Library of Munich, Germany.
- Ryota Nakatani, 2019.
"Output Costs of Currency Crisis and Banking Crisis: Shocks, Policies and Cycles,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 61(1), pages 83-102, March.
- Nakatani, Ryota, 2018. "Output Costs of Currency Crises: Shocks, Policies and Cycles," MPRA Paper 83549, University Library of Munich, Germany.
- Pincheira, Pablo & Hardy, Nicolas, 2018. "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper 83564, University Library of Munich, Germany.
- Cerezo Sánchez, David, 2018. "The Valuation of Secrecy and the Privacy Multiplier," MPRA Paper 83954, University Library of Munich, Germany.
- Yhlas Sovbetov, 2018.
"Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero,"
Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(2), pages 1-27.
- Sovbetov, Yhlas, 2018. "Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero," MPRA Paper 85036, University Library of Munich, Germany.
- Bo Tang, 2019.
"Does the currency exposure affect stock returns of Chinese automobile firms?,"
Empirical Economics, Springer, vol. 57(1), pages 53-77, July.
- Tang, Bo, 2018. "Does the currency exposure affect stock returns of Chinese automobile firms?," MPRA Paper 85125, University Library of Munich, Germany.
- Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
- Zhou, Siwen, 2018. "Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound," MPRA Paper 87084, University Library of Munich, Germany.
- Malikov, Emir & Hartarska, Valentina, 2018.
"Endogenous scope economies in microfinance institutions,"
Journal of Banking & Finance, Elsevier, vol. 93(C), pages 162-182.
- Malikov, Emir & Hartarska, Valentina, 2018. "Endogenous Scope Economies in Microfinance Institutions," MPRA Paper 87450, University Library of Munich, Germany.
- Morema, Kgotso & Bonga-Bonga, Lumengo, 2018. "The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management," MPRA Paper 87637, University Library of Munich, Germany.
- Lumengo Bonga-Bonga & Maphelane Palesa Phume, 2022.
"Return and volatility spillovers between South African and Nigerian equity markets,"
African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 13(2), pages 205-218, January.
- Phume, Maphelane Palesa & Bonga-Bonga, Lumengo, 2018. "Return and volatility spillovers between South African and Nigerian equity markets," MPRA Paper 87638, University Library of Munich, Germany.
- Marco Barassi & Lajos Horváth & Yuqian Zhao, 2020.
"Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 340-349, April.
- Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018. "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper 87837, University Library of Munich, Germany.
- Kohnert, Dirk, 2018.
"Britain & Africa: heading for the Brexit rocks,"
EconStor Preprints
181879, ZBW - Leibniz Information Centre for Economics.
- Kohnert, Dirk, 2018. "Britain & Africa: heading for the Brexit rocks," MPRA Paper 88554, University Library of Munich, Germany, revised 20 Aug 2018.
- Pan, Wei-Fong, 2018. "Evidence of Investor Sentiment Contagion across Asset Markets," MPRA Paper 88561, University Library of Munich, Germany.
- Kohnert, Dirk, 2018.
"Britain and Africa: heading for the Brexit rocks,"
MPRA Paper
89202, University Library of Munich, Germany, revised Sep 2018.
- Kohnert, Dirk, 2018. "Britain and Africa: heading for the Brexit rocks," MPRA Paper 88570, University Library of Munich, Germany, revised 21 Aug 2018.
- Ibhagui, Oyakhilome, 2018. "Interrelations among cross-currency basis swap spreads: Pre-and post-crisis analysis," MPRA Paper 89024, University Library of Munich, Germany.
- Mohamed Ali Trabelsi & Salma Hmida, 2019.
"Impact of the Credit Rating Revision on the Eurozone Stock Markets,"
Journal Transition Studies Review, Transition Academia Press, vol. 26(1), pages 3-14.
- Trabelsi, Mohamed Ali & Hmida, Salma, 2018. "Impact of the Credit Rating Revision on the Eurozone Stock Markets," MPRA Paper 89152, University Library of Munich, Germany, revised 2018.
- Kohnert, Dirk, 2018.
"Britain and Africa: heading for the Brexit rocks,"
MPRA Paper
88570, University Library of Munich, Germany, revised 21 Aug 2018.
- Kohnert, Dirk, 2018. "Britain and Africa: heading for the Brexit rocks," MPRA Paper 89202, University Library of Munich, Germany, revised Sep 2018.
- Cheng, Lian & Luo, Junru & Liu, Lin, 2018. "Is Renminbi a (Truly) International Currency? An Evaluation Based on Offshore Foreign Exchange Market Trading Patterns," MPRA Paper 89279, University Library of Munich, Germany.
- Singh, Ritvik & Gangwar, Rachna, 2018. "A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange," MPRA Paper 89689, University Library of Munich, Germany.
- Kohnert, Dirk, 2018.
"L’Angleterre, le Brexit et l’Afrique,"
EconStor Preprints
191933, ZBW - Leibniz Information Centre for Economics.
- Kohnert, Dirk, 2018. "L' Angleterre, le Brexit et l'Afrique [Britain, Brexit and Africa]," MPRA Paper 89885, University Library of Munich, Germany.
- Condorelli, Stefano, 2018. "Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets," MPRA Paper 89888, University Library of Munich, Germany.
- Yildirim, Ramazan & Ilhan, Bilal, 2018. "Shari'ah Screening Methodology- New Shari'ah Compliant Approach," MPRA Paper 90277, University Library of Munich, Germany.
- Yildirim, Ramazan & Masih, Mansur, 2018. "Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors," MPRA Paper 90281, University Library of Munich, Germany.
- Buncic, Daniel & Stern, Cord, 2019.
"Forecast ranked tailored equity portfolios,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
- Buncic, Daniel & Stern, Cord, 2018. "Forecast ranked tailored equity portfolios," MPRA Paper 90382, University Library of Munich, Germany.
- Yildirim, Ramazan & Ilhan, Bilal, 2018. "Fıkhi Filtreleme Metodolojisi - Yeni Bir Fıkhi Yaklaşım [Shari’ah Screening Methodology - New Shari’ah Compliant Approach”]," MPRA Paper 90417, University Library of Munich, Germany.
- Sandoval Paucar, Giovanny, 2018. "Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad [Spillovers effects on financial markets of Colombia. Identification through h," MPRA Paper 90422, University Library of Munich, Germany.
- Giulio Cifarelli and Paolo Paesani, 2021.
"Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
- Cifarelli, Giulio & Paesani, Paolo, 2018. "Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing," MPRA Paper 90470, University Library of Munich, Germany.
- Yaya, OlaOluwa S & Gil-Alana, Luis A., 2018. "High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach," MPRA Paper 90518, University Library of Munich, Germany.
- Carpinteyro, Martha & Venegas-Martínez, Francisco & Martínez-García, Miguel Ángel, 2018. "Modeling Returns of Stock Indexes through Fractional Brownian Motion Combined with Jump Processes and Modulated by Markov Chains," MPRA Paper 90549, University Library of Munich, Germany.
- Aliyu, Shehu Usman Rano & Aminu, Abubakar Wambai, 2018. "Economic regimes and stock market performance in Nigeria: Evidence from regime switching model," MPRA Paper 91430, University Library of Munich, Germany, revised 03 Oct 2018.
- Adznan, Syaima & Masih, Mansur, 2018. "Exchange rate and trade balance linkage: evidence from Malaysia based on ARDL and NARDL," MPRA Paper 91509, University Library of Munich, Germany.
- Adediran, Ibrahim Opeyemi & Masih, Mansur, 2018. "Oil price and the global conventional and islamic stock markets: Is the relationship symmetric or asymmetric ? evidence from nonlinear ARDL," MPRA Paper 91558, University Library of Munich, Germany.
- Akhtar, Sharmin & Masih, Mansur, 2018. "Does asymmetry matter in the relationship between exchange rate and remittance? Evidence from a remittance recipient country based on ARDL and NARDL," MPRA Paper 91764, University Library of Munich, Germany.
- Lee, Kam Weng & Masih, Mansur, 2018. "Investigating the causal relationship between exchange rate variability and palm oil export: evidence from Malaysia based on ARDL and nonlinear ARDL approaches," MPRA Paper 91801, University Library of Munich, Germany.
- Riska Dwi, Astuti & Nadia, Fazira, 2018. "The Effect of Cryptocurrency on Exchange Rate of China: Case Study of Bitcoin," MPRA Paper 93052, University Library of Munich, Germany, revised 01 Apr 2019.
- Suwanhirunkul, Suwijak & Masih, Mansur, 2018. "Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence," MPRA Paper 93542, University Library of Munich, Germany.
- Tayeb, Hamza & Masih, Mansur, 2018. "The lead lag relationship between oil prices and exchange rate in an oil importing country: evidence fromThailand using ARDL," MPRA Paper 94197, University Library of Munich, Germany.
- Hou, Yang & Meng, Jiayin, 2018. "The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment," MPRA Paper 94838, University Library of Munich, Germany.
- Giannopoulos, George & Degiannakis, Stavros & Holt, Andrew & Pongpoonsuksri, Teerapon, 2018. "The Impact of the 2007 Global Financial Crisis on IPO Performance in Asian-Pacific Emerging Markets," MPRA Paper 96269, University Library of Munich, Germany.
- Stavros Degiannakis, George Filis, and Vipin Arora, 2018.
"Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
- Stavros Degiannakis & George Filis & Vipin Arora, 2018. "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," The Energy Journal, , vol. 39(5), pages 85-130, September.
- Stavros Degiannakis & George Filis & Vipin Arora, 2018. "Oil prices and stock markets: A review of the theory and empirical evidence," BAFES Working Papers BAFES22, Department of Accounting, Finance & Economic, Bournemouth University.
- Degiannakis, Stavros & Filis, George & Arora, Vipin, 2018. "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," MPRA Paper 96270, University Library of Munich, Germany.
- Degiannakis, Stavros & Filis, George & Panagiotakopoulou, Sofia, 2018.
"Oil price shocks and uncertainty: How stable is their relationship over time?,"
Economic Modelling, Elsevier, vol. 72(C), pages 42-53.
- Stavros Degiannakis & George Filis & Sofia Panagiotakopoulou, 2018. "Oil Price Shocks and Uncertainty: How stable is their relationship over time?," BAFES Working Papers BAFES13, Department of Accounting, Finance & Economic, Bournemouth University.
- Degiannakis, Stavros & Filis, George & Panagiotakopoulou, Sofia, 2018. "Oil Price Shocks and Uncertainty: How stable is their relationship over time?," MPRA Paper 96271, University Library of Munich, Germany.
- Degiannakis, Stavros, 2018.
"Multiple days ahead realized volatility forecasting: Single, combined and average forecasts,"
Global Finance Journal, Elsevier, vol. 36(C), pages 41-61.
- Degiannakis, Stavros, 2018. "Multiple Days Ahead Realized Volatility Forecasting: Single, Combined and Average Forecasts," MPRA Paper 96272, University Library of Munich, Germany.
- Nizar, Muhammad Afdi, 2018. "Kontroversi Mata Uang Digital [The Controversies of Digital Currency]," MPRA Paper 97940, University Library of Munich, Germany.
- Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018.
"Spillovers between Bitcoin and other assets during bear and bull markets,"
Applied Economics, Taylor & Francis Journals, vol. 50(55), pages 5935-5949, November.
- Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018. "Spillovers between Bitcoin and other Assets during Bear and Bull Markets," Working Papers 201812, University of Pretoria, Department of Economics.
- Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019.
"Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach,"
Finance Research Letters, Elsevier, vol. 28(C), pages 398-411.
- Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta, 2018. "Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach," Working Papers 201824, University of Pretoria, Department of Economics.
- David Gabauer & Sowmya Subramaniam & Rangan Gupta, 2022.
"On the transmission mechanism of Asia‐Pacific yield curve characteristics,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 473-488, January.
- Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018. "On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics," Working Papers 201864, University of Pretoria, Department of Economics.
- Tamara Ajrapetova, 2018. "Cross-Section of Asset Returns: Emerging Markets and Market Integration," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2018(1), pages 41-60.
- Evžen Kočenda, 2018.
"Survey of Volatility and Spillovers on Financial Markets,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2018(3), pages 293-305.
- Evžen Kočenda, 2017. "Survey of volatility and spillovers on financial markets," Working Papers 363, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Jovan Njegić & Dejan Živkov & Irena Janković, 2018. "Interrelationship and Spillover Effect between Stock and Exchange Rate Markets in the Major Emerging Economies," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(3), pages 270-292.
- Michala Moravcová, 2018. "The Impact of German Macroeconomic News on Emerging European Forex Markets," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(5), pages 505-521.
- Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi, 2018.
"Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(1), pages 1-25, March.
- Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi, 2018. "Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks," Post-Print hal-01982032, HAL.
- Barbosa, Luciana & Bonfim, Diana & Costa, Sónia & Everett, Mary, 2018.
"Cross-border spillovers of monetary policy: What changes during a financial crisis?,"
Journal of International Money and Finance, Elsevier, vol. 89(C), pages 154-174.
- Barbosa, Luciana & Bonfim, Diana & Costa, Sónia & Everett, Mary, 2018. "Cross-border spillovers of monetary policy: what changes during a financial crisis?," Research Technical Papers 10/RT/18, Central Bank of Ireland.
- Diana Bonfim & Luciana Barbosa & Sónia Costa & Mary Everett, 2018. "Cross-border spillovers of monetary policy: what changes during a financial crisis?," Working Papers w201815, Banco de Portugal, Economics and Research Department.
- Farinha, Luísa & Spaliara, Marina-Eliza & Tsoukas, Serafeim, 2019.
"Bank shocks and firm performance: New evidence from the sovereign debt crisis,"
Journal of Financial Intermediation, Elsevier, vol. 40(C).
- Luísa Farinha & Marina-Eliza Spaliara, 2018. "Bank shocks and firm performance: New evidence from the sovereign debt crisis," Working Papers w201824, Banco de Portugal, Economics and Research Department.
- Thethach Chuaprapaisilp & Nathapong Rujiravanich & Bovornrach Saengsith, 2018. "FX Hedging Behavior among Thai Exporters: A Micro-level Evidence," PIER Discussion Papers 81, Puey Ungphakorn Institute for Economic Research.
- Sarita Bunsupha, 2018. "Extrapolative Beliefs and Exchange Rate Markets," PIER Discussion Papers 84, Puey Ungphakorn Institute for Economic Research.
- Ryan Chahrour & Rosen Valchev, 2017.
"International Medium of Exchange: Privilege and Duty,"
Boston College Working Papers in Economics
934, Boston College Department of Economics.
- Ryan Chahrour & Rosen Valchev, 2018. "International Medium of Exchange: Privilege and Duty," 2018 Meeting Papers 317, Society for Economic Dynamics.
- Everett Grant & Julieta Yung, 2017.
"The Double-Edged Sword of Global Integration: Robustness, Fragility & Contagion in the International Firm Network,"
Globalization Institute Working Papers
313, Federal Reserve Bank of Dallas.
- Everett Grant, 2018. "The Double-Edged Sword of Global Integration: Robustness, Fragility \& Contagion in the International Firm Network," 2018 Meeting Papers 506, Society for Economic Dynamics.
- Pranvera Mulla & Ornela Shalari & Anita Gumeni, 2018. "An Examination of the Occurrence of Speculative Bubbles in the US Stock Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 21(67), pages 98-109, March.
- Dejan Živkov & Jovan Njegiæ & Mirela Momèiloviæ, 2018. "Bidirectional spillover effect between Russian stock index and the selected commodities," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 36(1), pages 29-53.
- Srðan Marinkoviæ & Zenaida Šabotiæ & Dragiæ Bankoviæ, 2018. "EU enlargement: Does economics of regional integration matter?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 36(2), pages 881-904.
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"On the determinants of bitcoin returns: A LASSO approach,"
Finance Research Letters, Elsevier, vol. 27(C), pages 235-240.
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"The effects of markets, uncertainty and search intensity on bitcoin returns,"
International Review of Financial Analysis, Elsevier, vol. 63(C), pages 220-242.
- Theodore Panagiotidis & Thanasis Stengos & Orestis Vravosinos, 2018. "The effects of markets, uncertainty and search intensity on bitcoin returns," Working Paper series 18-39, Rimini Centre for Economic Analysis.
- Park, Donghyun & Taniguchi, Kiyoshi & Tian, Shu, 2018. "Foreign and Domestic Investment in Global Bond Markets," ADB Economics Working Paper Series 535, Asian Development Bank.
- Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2019.
"The changing network of financial market linkages: The Asian experience,"
International Review of Financial Analysis, Elsevier, vol. 64(C), pages 71-92.
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- Dungey, Mardi & Chowdhury, Biplob & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," ADB Economics Working Paper Series 558, Asian Development Bank.
- Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The changing network of financial market linkages: the Asian experience," Working Papers 2018-05, University of Tasmania, Tasmanian School of Business and Economics.
- Shirai, Sayuri & Sugandi, Eric, 2018. "Cross-Border Portfolio Investment and Financial Integration in Asia and the Pacific Region," ADBI Working Papers 841, Asian Development Bank Institute.
- Angrick, Stefan & Nemoto, Naoko, 2018. "Breaking Par: Short-Term Determinants of Yen-Dollar Swap Deviations," ADBI Working Papers 859, Asian Development Bank Institute.
- Galvani, Valentina & Li, Lifang, 2018. "The Momentum Effect for Canadian Corporate Bonds," Working Papers 2018-16, University of Alberta, Department of Economics.
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"Stock Market Integration in the ASEAN-5,"
Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, vol. 25(01), October.
- Prukumpai, Suthawan & Sethapramote, Yuthana, 2018. "Stock Market Integration in the ASEAN-5," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 25(1), pages 15-34, June.
- Petrov, Nikita & Ratnikova, Tatiana, 2018. "Analysis of the joint distribution of stock and art indices: Attempt of a copular approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 52, pages 46-61.
- Koy, Ayben, 2018. "Testing Multi Bubbles for Commodity Derivative Markets: A Study on MCX," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(2), pages 291-299, April.
- Helhel, Yesim, 2018. "Financial Development and Economic Growth Relationship: An Analysis with Credit Based Financial Index," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(4), pages 761-771, October.
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"Market power and risk-taking of banks: Some semiparametric evidence from emerging economies,"
Emerging Markets Review, Elsevier, vol. 41(C).
- Jeon, Bang Nam & Wu, Ji & Guo, Mengmeng & Chen, Minghua, 2018. "Market power and the risk-taking of banks: Some semiparametric evidence from emerging economies," School of Economics Working Paper Series 2018-1, LeBow College of Business, Drexel University.
- Moon, Seongman, 2018. "Foreign Exchange Return Predictability: Rational Expectations Risk Premium vs. Expectational Errors," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 22(4), pages 467-505, December.
- BONGA-BONGA, Lumengo & NLEYA, Lebogang, 2018.
"Assessing Portfolio Market Risk in the BRICS Economies: Use of Multivariate GARCH Models,"
Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 87-128.
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"Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets,"
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"Carry trade and forward premium puzzle from the perspective of a safe‐haven currency,"
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"Fiscal developments and financial stress: a threshold VAR analysis,"
Empirical Economics, Springer, vol. 54(2), pages 395-423, March.
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"Calendar effects in Latin American stock markets,"
Empirical Economics, Springer, vol. 54(3), pages 1215-1235, May.
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"Estimating heterogeneous agents behavior in a two-market financial system,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 491-510, October.
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"Cyclical investment behavior across financial institutions,"
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"Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach,"
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"Fiscal Multipliers and Foreign Holdings of Public Debt,"
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"Dealer behaviour in the Euro money market during times of crisis,"
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"Spillovers between Bitcoin and other assets during bear and bull markets,"
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"Macro news and bond yield spreads in the euro area,"
The European Journal of Finance, Taylor & Francis Journals, vol. 24(2), pages 114-134, January.
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"Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance,"
The European Journal of Finance, Taylor & Francis Journals, vol. 24(5), pages 391-412, March.
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"Moment Component Analysis: An Illustration With International Stock Markets,"
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"Analysis of Herding in Reits of an Emerging Market: The Case of Turkey,"
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Empirical Economics, Springer, vol. 61(3), pages 1225-1251, September.
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"The CAPM, National Stock Market Betas, and Macroeconomic Covariates: a Global Analysis,"
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"Why did Warrant Markets Close in China but not Taiwan?,"
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"Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs,"
Econometric Institute Research Papers
TI 2018-052/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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"Spillovers in risk of financial institutions,"
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"Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs,"
Econometric Institute Research Papers
TI 2018-052/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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"Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK,"
JRFM, MDPI, vol. 11(4), pages 1-25, September.
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"Flight to Safety from European Stock Markets,"
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"Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?,"
Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(2), pages 97-117, June.
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"Momentum and contrarian effects on the cryptocurrency market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 691-701.
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"Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK,"
JRFM, MDPI, vol. 11(4), pages 1-25, September.
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"Sovereign Credit Rating Mismatches,"
Notas Económicas, Faculty of Economics, University of Coimbra, issue 46, pages 49-70, July.
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"Sovereign Credit Rating Mismatches,"
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"Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?,"
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"The Credit Default Swap market contagion during recent crises: international evidence,"
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"Are UK industries resilient in dealing with uncertainty? The case of Brexit,"
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"Measuring the response of gold prices to uncertainty: An analysis beyond the mean,"
Economic Modelling, Elsevier, vol. 75(C), pages 105-116.
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"Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis,"
Finance Research Letters, Elsevier, vol. 26(C), pages 100-105.
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"Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks,"
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"Directional predictability and time-varying spillovers between stock markets and economic cycles,"
Economic Modelling, Elsevier, vol. 69(C), pages 301-312.
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"Rationality or politics? The color of black gold money,"
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"Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities,"
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"Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets,"
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"External liabilities, domestic institutions and banking crises in developing economies,"
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"Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices,"
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"External liabilities, domestic institutions and banking crises in developing economies,"
Review of International Economics, Wiley Blackwell, vol. 26(1), pages 96-116, February.
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"Are UK industries resilient in dealing with uncertainty? The case of Brexit,"
European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(2), pages 277-292, December.
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"The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis,"
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"Time varying integration amongst the South Asian equity markets: An empirical study,"
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"The Nonlinear Relationship between Economic growth and Financial Development,"
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"Market Efficiency and Optimal Hedging Strategy for the US Ethanol Market,"
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"GCC Sovereign Wealth Funds: Why do they take control?,"
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"Cross-stock market spillovers through variance risk premiums and equity flows,"
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"Belize’s 2016–17 Sovereign Debt Restructuring – Third Time Lucky?,"
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"The Influence of Small and Medium Enterprises (SMEs) Listing on the Ghana Alternative Market (GAX): Prevailing Factors,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 4(4), pages 142-156.
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"Who influences the fundamental value of commodity futures in Japan?,"
International Review of Financial Analysis, Elsevier, vol. 67(C).
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- Váradi, Kata & Ladoniczki, Sára Kata, 2018. "Elszámolóházak alapbiztosítéki követelményeinek számítási módszertana [Numerical methodology in the basic insurance requirements of clearing houses]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 780-809.
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- Esteban Pérez Caldentey & Nicole Favreau Negront & Luis Méndez Lobos, 2019.
"Corporate debt in Latin America and its macroeconomic implications,"
Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 42(3), pages 335-362, July.
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- Liudmila Malyshava, 2018. "External Instability in Transition: Applying Minsky's Theory of Financial Fragility to International Markets," Economics Working Paper Archive wp_909, Levy Economics Institute.
- Raheel Gohar & Syed Zulfiqar Ali Shah & Habib Ahmad, 2018. "Economic Integration and Stock Market Comovement: An Empirical Study Pairing Pakistan’s Stock Exchange with 21 other Markets," Journal of Reviews on Global Economics, Lifescience Global, vol. 7, pages 28-36.
- Jamal Bouoiyour, Refk Selmi, 2018.
"Are UK industries resilient in dealing with uncertainty? The case of Brexit,"
European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(2), pages 277-292, December.
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"A multifactor transformed diffusion model with applications to VIX and VIX futures,"
Econometric Reviews, Taylor & Francis Journals, vol. 39(1), pages 27-53, January.
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- Belke, Ansgar, 2018. "The Effectiveness of the Fed?s Quantitative Easing Policy - A Survey of the Econometrics/La efectividad de expansión cuantitativa de la Fed. Una panorámica econométrica," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 36, pages 291-308, Enero.
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"Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?,"
European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 4(2), pages 111-125.
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- Subashini Maniam & Chin Lee, 2018. "Stock Market Liberalization Impact on Sectoral Stock Market Return in Malaysia," Capital Markets Review, Malaysian Finance Association, vol. 26(2), pages 21-31.
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"Sub-Saharan African Eurobond yields: What really matters beyond global factors?,"
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"Spillovers in Sub-Saharan Africa’s Sovereign Eurobond Yields,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(15), pages 3746-3762, December.
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- Carlos Jorge Lenczewski Martins, 2018. "Toxic liquidity – is it here to stay?," Bank i Kredyt, Narodowy Bank Polski, vol. 49(1), pages 1-16.
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"International spillovers of monetary policy: Lessons from Chile, Korea, and Poland,"
Journal of International Money and Finance, Elsevier, vol. 90(C), pages 175-186.
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- Jeffrey Frankel & Hélène Rey & Charles Engel, 2018. "NBER International Seminar on Macroeconomics 2017," NBER Books, National Bureau of Economic Research, Inc, number fran-12, June.
- Shang-Jin Wei & Jing Zhou, 2018. "Quality of Public Governance and the Capital Structure of Nations and Firms," NBER Working Papers 24184, National Bureau of Economic Research, Inc.
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"Global Portfolio Rebalancing and Exchange Rates,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5228-5274.
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"Uncertainty and Economic Activity: A Multicountry Perspective,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3393-3445.
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"Managing Financial Globalization: Insights from the Recent Literature,"
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"Reach for Yield and Fickle Capital Flows,"
AEA Papers and Proceedings, American Economic Association, vol. 108, pages 493-498, May.
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- Charles W. Calomiris & Harry Mamaysky, 2018. "How News and Its Context Drive Risk and Returns Around the World," NBER Working Papers 24430, National Bureau of Economic Research, Inc.
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"Capital inflows, equity issuance activity, and corporate investment,"
Journal of Financial Intermediation, Elsevier, vol. 46(C).
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"Foreign Safe Asset Demand and the Dollar Exchange Rate,"
Journal of Finance, American Finance Association, vol. 76(3), pages 1049-1089, June.
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"The international transmission of monetary policy,"
Journal of International Money and Finance, Elsevier, vol. 91(C), pages 29-48.
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"Size and value in China,"
Journal of Financial Economics, Elsevier, vol. 134(1), pages 48-69.
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"Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads,"
CEPR Discussion Papers
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"Corporate foreign bond issuance and interfirm loans in China,"
Journal of International Economics, Elsevier, vol. 152(C).
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"Multihorizon Currency Returns and Purchasing Power Parity,"
CEPR Discussion Papers
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"Quantitative sovereign default models and the European debt crisis,"
Journal of International Economics, Elsevier, vol. 118(C), pages 20-30.
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"Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?,"
Journal of Financial Economics, Elsevier, vol. 140(1), pages 145-174.
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- Toni Ahnert & Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2018. "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," NBER Working Papers 25083, National Bureau of Economic Research, Inc.
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- Hodrick, Robert J. & Tomunen, Tuomas, 2021.
"Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications,"
Critical Finance Review, now publishers, vol. 10(1), pages 83-123, April.
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"International Yield Curves and Currency Puzzles,"
Journal of Finance, American Finance Association, vol. 78(1), pages 209-245, February.
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- Javier Bianchi & Jorge Mondragon, 2022.
"Monetary Independence and Rollover Crises,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 137(1), pages 435-491.
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"Media sentiment and international asset prices,"
Journal of International Economics, Elsevier, vol. 133(C).
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"The Rise of the Dollar and Fall of the Euro as International Currencies,"
AEA Papers and Proceedings, American Economic Association, vol. 109, pages 521-526, May.
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- Aleksandra Stankovska & Savica Dimitrieska & Vasko Stamevski, 2018. "Securities Market Regulation On Global Level," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 14(1), pages 115-124.
- Susana Martins & Cristina Amado, 2018. "Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach," NIPE Working Papers 08/2018, NIPE - Universidade do Minho.
- Edemilson Paraná, 2018. "A finança digitalizada: informatização a serviço da globalização financeira [Digitalized finance: informatization at the service of financial globalization]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 28(1), pages 245-272, January-A.
- Christine M. E. Whitehead, 2018. "Comment – On building typologies of housing systems in the OECD," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 500-501-5, pages 37-43.
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"Effects of asset purchases and financial stability measures on term premia in the euro area,"
Applied Economics, Taylor & Francis Journals, vol. 50(43), pages 4617-4631, September.
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- Bozhidar Nedev, 2018. "Short-term Predictability on the International Capital Markets – Momentum Effect," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 121-135, April.
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- Juan Luis Santos & Jagoda Kaszowska, 2018. "Systemic Risk: Cause Or Effect Of The Financial Crisis In The Euro Area? The Case Of Spanish Banking System Bailouts," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, vol. 13(4), pages 457-473, November.
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"International Debt Deleveraging,"
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"A Model of the International Monetary System,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(1), pages 295-355.
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"Informational Contagion in the Laboratory,"
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"Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(12), pages 4958-4994.
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- Sven Klingler & David Lando, 2018.
"Safe Haven CDS Premiums,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(5), pages 1856-1895.
- Lando, David & Klinger, Sven, 2018. "Safe Haven CDS Premiums," CEPR Discussion Papers 12694, C.E.P.R. Discussion Papers.
- Navarrete Wic, Ana & Di Pietro, Filippo & Martín Marín, José Luis, 2018. "Are the Sovereign CDS Premia Sound Estimators of the Stock Market Returns? Evidence from the Eurozone || ¿Son las primas CDS estimadores sólidos de los rendimientos del mercado de valores? Evidencia d," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 25(1), pages 130-155, Junio.
- Ruiz Porras, Antonio & Fregoso Becerra, Luis Enrique, 2018. "Mercados cambiarios y tipos de cambio de Asia y Latinoamérica: sincronización de largo plazo, cambios estructurales y choques estocásticos || Change Markets and Exchange Rates of Asia and Latin Americ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 25(1), pages 295-317, Junio.
- Imen Ghadhab & Slaheddine Hellara & Abdelkader Derbali, 2018. "Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model," Journal of Asset Management, Palgrave Macmillan, vol. 19(3), pages 191-203, May.
- David Blake, 2018. "Longevity: a new asset class," Journal of Asset Management, Palgrave Macmillan, vol. 19(5), pages 278-300, September.
- Andreas Humpe & David G. McMillan, 2018. "Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets," Journal of Asset Management, Palgrave Macmillan, vol. 19(6), pages 413-428, October.
- Jarno Tikkanen & Janne Äijö, 2018. "Does the F-score improve the performance of different value investment strategies in Europe?," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 495-506, December.
2017
- Goar E. Shakhnazaryan, 2017. "Harmonization of Approaches to Risk Management Activities of Central Depositories of the EAEU Member Countries," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 91-104, April.
- Igor V. Belyakov, 2017. "Monitoring and Analysis of Contingent Budget Liabilities to Financial System," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 71-84, August.
- Boris I. Alekhin, 2017. "Russia’s Financial Structure and Economic Growth," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 71-83, October.
- Adelina- Monica Moraru, 2017. "Managementul riscului pe piața de capital din România și utilizarea modelelor multifactoriale în estimarea rentabilității acțiunilor," Journal of Financial Studies, Institute of Financial Studies, vol. 3(2), pages 157-168, June.
- Adelina-Monica Moraru, 2017. "Risk management on the capital market and use of multi-factorial models for estimating the stocks return," Scientific Papers 0005, Institute of Financial Studies.
- Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Sinelnikova-Muryleva Elena, 2017. "The Effect of Interest Rates on Economic Growth," Published Papers ppaper-2017-303, Gaidar Institute for Economic Policy, revised 2017.
- Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Sinelnikova-Muryleva Elena, 2017. "The Effect of Interest Rates on Economic Growth," Working Papers wpaper-2017-300, Gaidar Institute for Economic Policy, revised 2017.
- Katarina Juselius, 2017.
"Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge,"
Econometrics, MDPI, vol. 5(3), pages 1-20, July.
- Katarina Juselius, 2017. "Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge," Discussion Papers 17-07, University of Copenhagen. Department of Economics.
- Dany Bahar & Miguel Angel Santos & Carlos Alberto Molina, 2017.
"Fool’s Gold: Currency Devaluations and Stock Prices of Multinational Companies Operating in Venezuela,"
CID Working Papers
83a, Center for International Development at Harvard University.
- Dany Bahar & Miguel Angel Santos & Carlos Alberto Molina, 2017. "Fool’s Gold: Currency Devaluations and Stock Prices of Multinational Companies Operating in Venezuela," Growth Lab Working Papers 98, Harvard's Growth Lab.
- Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro, 2017. "Where is the Information on USD/Bitcoin Hourly Prices?," Notas Económicas, Faculty of Economics, University of Coimbra, issue 45, pages 1-19, December.
- Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro, 2017. "Where is the Information on USD/Bitcoin Hourly Prices?," Notas Económicas, Faculty of Economics, University of Coimbra, issue 45, pages 7-25, December.
- Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro, 2017. "Where is the information on USD/Bitcoins hourly price movements?," CeBER Working Papers 2017-05, Centre for Business and Economics Research (CeBER), University of Coimbra.
- Nogues-Marco, Pilar, 2017.
"Money Markets and Exchange Rates in Pre-Industrial Europe,"
Working Papers
unige:100808, University of Geneva, Paul Bairoch Institute of Economic History.
- Nogues-Marco, Pilar, 2018. "Money Markets and Exchange Rates in Pre-Industrial Europe," CEPR Discussion Papers 13372, C.E.P.R. Discussion Papers.
- Embun Prowanta, 2017. "The Impact of Macro Economy on Stock Price Index: An Empirical Study of Five ASEAN Countries," GATR Journals gjbssr467, Global Academy of Training and Research (GATR) Enterprise.
- Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomás, 2017.
"International asset allocations and capital flows: The benchmark effect,"
Journal of International Economics, Elsevier, vol. 108(C), pages 413-430.
- Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomas, 2014. "International asset allocations and capital flows : the benchmark effect," Policy Research Working Paper Series 6866, The World Bank.
- Tomas Williams & Claudio Raddatz & Sergio L. Schmukler, 2017. "International Asset Allocations and Capital Flows: The Benchmark Effect," Working Papers 2017-10, The George Washington University, Institute for International Economic Policy.
- Claudio Raddatz & Sergio L. Schmukler & Tomas Williams, 2015. "International Asset Allocations and Capital Flows: The Benchmark Effect," Working Papers 042015, Hong Kong Institute for Monetary Research.
- Claudio Raddatz & Sergio Luis Schmukler & Tomas Williams, 2017. "International Asset Allocations and Capital Flows: The Benchmark Effect," Mo.Fi.R. Working Papers 141, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Pandolfi, Lorenzo & Williams, Tomas, 2019.
"Capital flows and sovereign debt markets: Evidence from index rebalancings,"
Journal of Financial Economics, Elsevier, vol. 132(2), pages 384-403.
- Lorenzo Pandolfi & Tomas Williams, 2017. "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," CSEF Working Papers 487, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Tomas Williams & Lorenzo Pandolfi, 2017. "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," Working Papers 2017-11, The George Washington University, Institute for International Economic Policy.
- Tomas Williams, 2018.
"Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(12), pages 4958-4994.
- Tomas Williams, 2017. "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," Working Papers 2017-12, The George Washington University, Institute for International Economic Policy.
- Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2017.
"How to determine exchange rates under risk neutrality: A note,"
Economics Letters, Elsevier, vol. 157(C), pages 92-96.
- Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017. "How to determine exchange rates under risk neutrality: A note," PSE-Ecole d'économie de Paris (Postprint) hal-02877955, HAL.
- Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017. "How to determine exchange rates under risk neutrality: A note," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02877955, HAL.
- Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017. "How to determine exchange rates under risk neutrality: A note," Post-Print hal-02877955, HAL.
- Debarsy, Nicolas & Gnabo, Jean-Yves & Kerkour, Malik, 2017.
"Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition,"
Journal of International Money and Finance, Elsevier, vol. 76(C), pages 68-87.
- Nicolas DEBARSY & Jean-Yves GNABO & Malik KERKOUR, 2016. "Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition," LEO Working Papers / DR LEO 2173, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Nicolas Debarsy & Jean-Yves Gnabo & Malik Kerkour, 2017. "Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition," Post-Print hal-01251243, HAL.
- Justine Pedrono, 2017.
"Pro-cyclicité des bilans bancaires?: quels sont les effets des activités en devises??,"
La Lettre du CEPII, CEPII research center, issue 376.
- Justine Pedrono, 2017. "Pro-cyclicité des bilans bancaires : quels sont les effets des activités en devises ?," Post-Print hal-01590012, HAL.
- de Truchis, Gilles & Dell’Eva, Cyril & Keddad, Benjamin, 2017.
"On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 82-98.
- Cyril Dell'Eva & Gilles de Truchis & Benjamin Keddad, 2017. "On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning," Post-Print hal-04847446, HAL.
- Gilles de Truchis & Benjamin Keddad & Cyril Dell'Eva, 2017. "On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning," Post-Print hal-01635867, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021.
"Global financial interconnectedness: a non-linear assessment of the uncertainty channel,"
Applied Economics, Taylor & Francis Journals, vol. 53(25), pages 2865-2887, May.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667093, HAL.
- Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," LIDAM Reprints LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667119, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2019. "Global financial interconnectedness: A non-linear assessment of the uncertainty channel," GRU Working Paper Series GRU_2019_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667143, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel," Working papers 661, Banque de France.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667099, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667088, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667074, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," EconomiX Working Papers 2018-2, University of Paris Nanterre, EconomiX.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667126, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667097, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667123, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667144, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," Working Papers hal-04141798, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021.
"Global financial interconnectedness: a non-linear assessment of the uncertainty channel,"
Applied Economics, Taylor & Francis Journals, vol. 53(25), pages 2865-2887, May.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667093, HAL.
- Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," LIDAM Reprints LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667123, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2019. "Global financial interconnectedness: A non-linear assessment of the uncertainty channel," GRU Working Paper Series GRU_2019_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667143, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel," Working papers 661, Banque de France.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667119, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667099, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667088, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667074, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," EconomiX Working Papers 2018-2, University of Paris Nanterre, EconomiX.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667126, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667097, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667144, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," Working Papers hal-04141798, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021.
"Global financial interconnectedness: a non-linear assessment of the uncertainty channel,"
Applied Economics, Taylor & Francis Journals, vol. 53(25), pages 2865-2887, May.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667093, HAL.
- Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," LIDAM Reprints LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667126, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2019. "Global financial interconnectedness: A non-linear assessment of the uncertainty channel," GRU Working Paper Series GRU_2019_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667143, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel," Working papers 661, Banque de France.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667119, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667099, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667088, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667074, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," EconomiX Working Papers 2018-2, University of Paris Nanterre, EconomiX.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667097, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667123, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667144, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," Working Papers hal-04141798, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021.
"Global financial interconnectedness: a non-linear assessment of the uncertainty channel,"
Applied Economics, Taylor & Francis Journals, vol. 53(25), pages 2865-2887, May.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667093, HAL.
- Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," LIDAM Reprints LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2019. "Global financial interconnectedness: A non-linear assessment of the uncertainty channel," GRU Working Paper Series GRU_2019_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667143, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel," Working papers 661, Banque de France.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667119, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667099, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667088, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667074, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," EconomiX Working Papers 2018-2, University of Paris Nanterre, EconomiX.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667126, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667097, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667123, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667144, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," Working Papers hal-04141798, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021.
"Global financial interconnectedness: a non-linear assessment of the uncertainty channel,"
Applied Economics, Taylor & Francis Journals, vol. 53(25), pages 2865-2887, May.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667093, HAL.
- Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," LIDAM Reprints LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667144, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2019. "Global financial interconnectedness: A non-linear assessment of the uncertainty channel," GRU Working Paper Series GRU_2019_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667143, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel," Working papers 661, Banque de France.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667119, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667099, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667088, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667074, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," EconomiX Working Papers 2018-2, University of Paris Nanterre, EconomiX.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667126, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667097, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667123, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," Working Papers hal-04141798, HAL.
- Gnabo, J.Y. & Kerkour, M. & Lecourt, C. & Raymond, H., 2017.
"Understanding the decision-making process of sovereign wealth funds: The case of Temasek,"
International Economics, Elsevier, vol. 152(C), pages 91-106.
- Jean-Yves Gnabo & Malik Kerkour & Christelle Lecourt & Hélène Raymond-Feingold, 2016. "Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek," EconomiX Working Papers 2016-16, University of Paris Nanterre, EconomiX.
- J.Y. Gnabo & M. Kerkour & C. Lecourt & H. Raymond, 2017. "Understanding the decision-making process of sovereign wealth funds: The case of Temasek," Post-Print hal-01685389, HAL.
- Jean-Yves Gnabo & Malik Kerkour & Christelle Lecourt & Hélène Raymond, 2016. "Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek," Working Papers hal-04141594, HAL.
- Nicolas Debarsy & Jean-Yves Gnabo & Malik Kerkour, 2017. "Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition," Post-Print hal-01744523, HAL.
- Burietz, Aurore & Oosterlinck, Kim & Szafarz, Ariane, 2017.
"Europe vs. the U.S.: A new look at the syndicated loan pricing puzzle,"
Economics Letters, Elsevier, vol. 160(C), pages 50-53.
- Aurore Burietz & Kim Oosterlinck & Ariane Szafarz, 2017. "Europe vs. the U.S. A New Look at the Syndicated Loan Pricing Puzzle," Working Papers CEB 17-021, ULB -- Universite Libre de Bruxelles.
- Aurore Burietz & Kim Oosterlinck & Ariane Szafarz, 2017. "Europe vs. the U.S.: A new look at the syndicated loan pricing puzzle," Post-Print hal-01745253, HAL.
- Liu, Zhenya & Wang, Shixuan, 2017.
"Decoding Chinese stock market returns: Three-state hidden semi-Markov model,"
Pacific-Basin Finance Journal, Elsevier, vol. 44(C), pages 127-149.
- Zhenya Liu & Shixuan Wang, 2017. "Decoding Chinese stock market returns: Three-state hidden semi-Markov model," Post-Print hal-01794384, HAL.
- D’Avino, Carmela, 2017.
"Banking regulation and the changing geography of off-balance sheet activities,"
Economics Letters, Elsevier, vol. 157(C), pages 155-158.
- Carmela d'Avino, 2017. "Banking regulation and the changing geography of off-balance sheet activities," Post-Print hal-01893460, HAL.
- Bouri, Elie & Molnár, Peter & Azzi, Georges & Roubaud, David & Hagfors, Lars Ivar, 2017.
"On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?,"
Finance Research Letters, Elsevier, vol. 20(C), pages 192-198.
- Elie Bouri & Peter Molnár & Georges Azzi & David Roubaud & Lars Ivar Hagfors, 2017. "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Post-Print hal-02000697, HAL.
- Bouri, Elie & Roubaud, David & Jammazi, Rania & Assaf, Ata, 2017.
"Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices,"
Finance Research Letters, Elsevier, vol. 23(C), pages 23-30.
- Elie Bouri & David Roubaud & Rania Jammazi & Ata Assaf, 2017. "Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices," Post-Print hal-02000698, HAL.
- Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017.
"Can volume predict Bitcoin returns and volatility? A quantiles-based approach,"
Economic Modelling, Elsevier, vol. 64(C), pages 74-81.
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"How to determine exchange rates under risk neutrality: A note,"
Economics Letters, Elsevier, vol. 157(C), pages 92-96.
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"Effects of capital flow on the equity and housing markets in Hong Kong,"
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"An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies,"
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"Sovereign Credit Rating Mismatches,"
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"Trading while sleepy? Circadian mismatch and excess volatility in a global experimental asset market,"
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"International stock return predictability: Is the role of U.S. time-varying?,"
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- Sunil S. Poshakwale & Anandadeep Mandal, 2017. "Sources of time varying return comovements during different economic regimes: evidence from the emerging Indian equity market," Review of Quantitative Finance and Accounting, Springer, vol. 48(4), pages 859-892, May.
- Chaoshin Chiao & Zi-May Wang & Shiau-Yuan Tong, 2017. "Order cancellations across investor groups: evidence from an emerging order-driven market," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 1167-1193, November.
- Stijn Claessens & M. Ayhan Kose, 2017.
"Asset prices and macroeconomic outcomes: A survey,"
CAMA Working Papers
2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
- Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
- Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
- Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
- Stijn Claessens & M Ayhan Kose, 2017.
"Macroeconomic implications of financial imperfections: a survey,"
BIS Working Papers
677, Bank for International Settlements.
- Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
- Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
- Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kose, M. Ayhan & Claessens, Stijn, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
- Kentaro Iwatsubo & Clinton Watkins & Tao Xu, 2017. "Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York," Discussion Papers 1715, Graduate School of Economics, Kobe University.
- Iwatsubo, Kentaro & Watkins, Clinton & Xu, Tao, 2018.
"Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York,"
Journal of Commodity Markets, Elsevier, vol. 11(C), pages 59-71.
- Kentaro IWATSUBO & Clinton WATKINS & Tao XU, 2017. "Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York," Discussion papers 17120, Research Institute of Economy, Trade and Industry (RIETI).
- Kentaro Iwatsubo & Clinton Watkins & Tao Xu, 2017. "Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York," Discussion Papers 1722, Graduate School of Economics, Kobe University.
- Tóth, József & Zéman, Zoltán, 2017. "Az Európai Unió bankrendszerének piaci koncentrációja [Market concentration among the banks in the European Union]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 852-871.
- Ahmed KHATTAB & Abid IHADIYAN, 2017. "Financial gradualism and banking crises in North Africa region: an investigation by a panel logit model," Journal of Economics and Political Economy, KSP Journals, vol. 4(4), pages 343-355, December.
- Madjid Hatefi MADJUMERD & Omolbanin JALALI & Mohamad Esmaeel ASHRAFI, 2017. "Democracy: An opportunity or a threat to Iran's economic structure," Turkish Economic Review, KSP Journals, vol. 4(3), pages 326-333, September.
- Katarina Juselius, 2017.
"Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge,"
Econometrics, MDPI, vol. 5(3), pages 1-20, July.
- Katarina Juselius, 2017. "Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge," Discussion Papers 17-07, University of Copenhagen. Department of Economics.
- Katarina Juselius, 2017. "A CVAR scenario for a standard monetary model using theory-consistent expectations," Discussion Papers 17-08, University of Copenhagen. Department of Economics.
- Prof. Dr. Georgios Chortareas & Ying Jiang, 2017. "Bank of Japan Interventions and the Volatility of the Dollar/Yen Exchange Rate," Credit and Capital Markets, Credit and Capital Markets, vol. 50(1), pages 25-36.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2017.
"Asymmetric volatility connectedness on the forex market,"
Journal of International Money and Finance, Elsevier, vol. 77(C), pages 39-56.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2016. "Asymmetric volatility connectedness on forex markets," Papers 1607.08214, arXiv.org.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2017. "Asymmetric volatility connectedness on the forex market," KIER Working Papers 956, Kyoto University, Institute of Economic Research.
- Husni Charif & Ata Assaf, 2017. "Market Efficiency in the MENA Equity Markets: Evidence from Newly Developed Tests and Regime Change," Journal of Reviews on Global Economics, Lifescience Global, vol. 6, pages 15-32.
- Zohaib Aziz & Javed Iqbal, 2017. "Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 22(2), pages 89-116, July-Dec.
- Raouf Boucekkine & Benteng Zou, 2017.
"A Note on Risk Sharing versus Instability in International Financial Integration: When Obstfeld Meets Stiglitz,"
Working Papers
halshs-01579120, HAL.
- Raouf Boucekkine & Benteng Zou, 2017. "A note on risk sharing versus instability in international financial integration: When Obstfeld meets Stiglitz," DEM Discussion Paper Series 17-19, Department of Economics at the University of Luxembourg.
- Raouf Boucekkine & Benteng Zou, 2017. "A Note on Risk Sharing versus Instability in International Financial Integration: When Obstfeld Meets Stiglitz," AMSE Working Papers 1730, Aix-Marseille School of Economics, France.
- Valentina Milano, 2017. "Risk Sharing in the Euro Zone: the Role of European Institutions," Working Papers CELEG 1701, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Ghasemi Ali Abadi , Mehdi & Shakeri , Abbas & Nassiri Aghdam , Ali, 2017. "Introducing a Model to Measure the Corporate Governance Index in Usury-Free Banking," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 12(1), pages 55-71, January.
- Fegheh Majidi , Ali & Mohammadi , Ahmad & Nanvay Sabegh , Behnaz, 2017. "An Investigation of Convergence Hypothesis of Price Index in Asian Stock Markets," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 12(1), pages 73-88, January.
- Argha , Leila & Mowlaei , Mohammad & Khezri , Mohsen & Shahabadi , Abolfazl, 2017. "Impact of the Selected Domestic and Foreign Markets Returns on Stock Price in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 12(4), pages 481-489, October.
- Eliska Hrabalova & Eva Vavrova & David Hampel, 2017. "New approaches to regulating insurance markets in the European Union in the aftermath of the financial crisis," MENDELU Working Papers in Business and Economics 2017-72, Mendel University in Brno, Faculty of Business and Economics.
- Ryota Nakatani, 2017. "The Effects of Productivity Shocks, Financial Shocks, and Monetary Policy on Exchange Rates: An Application of the Currency Crisis Model and Implications for Emerging Market Crises," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(11), pages 2545-2561, November.
- Shangkari V. Anusakumar & Ruhani Ali, 2017. "Momentum and Investor Sentiment: Evidence from Asian Stock Markets," Capital Markets Review, Malaysian Finance Association, vol. 25(1), pages 26-42.
- Ahmad Fawwaz Mohd Nasarudin & Bany Ariffin Amin Noordin & Siong Hook Law & Mohd Hisham Yahya, 2017. "Investigation of Herding Behaviour in Developed and Developing Countries: Does Country Governance Factor Matters?," Capital Markets Review, Malaysian Finance Association, vol. 25(2), pages 1-14.
- Jyri Kinnunen & Minna Martikainen, 2017. "Dynamic Autocorrelation and International Portfolio Allocation," Multinational Finance Journal, Multinational Finance Journal, vol. 21(1), pages 21-48, March.
- Samit Paul & Madhusudan Karmakar, 2017. "Relative Efficiency of Component GARCH-EVT Approach in Managing Intraday Market Risk," Multinational Finance Journal, Multinational Finance Journal, vol. 21(4), pages 247-283, December.
- Silvia Marchesi, 2016.
"Life after default? Private vs. official sovereign debt restructurings,"
Development Working Papers
398, Centro Studi Luca d'Agliano, University of Milano, revised 26 Aug 2016.
- Silvia Marchesi & Tania Masi, 2017. "Life after default: Private vs. official sovereign debt restructurings," Working Papers 370, University of Milano-Bicocca, Department of Economics, revised Feb 2019.
- Silvia Marchesi & Tania Masi, 2018. "Life After Default: Private vs. Official Sovereign Debt Restructurings," Development Working Papers 437, Centro Studi Luca d'Agliano, University of Milano.
- Peh Ying Qian & John Francis Diaz, 2017. "Volatility Integration of Global Stock Markets with the Malaysian Stock Market: A Multivariate GARCH Approach," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, vol. 54(1), pages 83-117, June.
- Marcell Béli & Kata Váradi, 2017. "A possible methodology for determining the initial margin," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(2), pages 119-147.
- Takahiro Hattori, 2017. "Does swap-covered interest parity hold in long-term capital markets after the financial crisis?," Discussion papers ron293, Policy Research Institute, Ministry of Finance Japan.
- Michał Fronc & Piotr Mielus, 2017. "Financial convergence on emerging markets: the case of CEE countries," Bank i Kredyt, Narodowy Bank Polski, vol. 48(2), pages 149-172.
- Marcin Flotyński, 2017. "Basel III long-term liquidity standard in the context of the profitability of banks and volatility of their stock prices – quantitative analysis for the euro area," NBP Working Papers 274, Narodowy Bank Polski.
- Luzi Hail & Stephanie Sikes & Clare Wang, 2017. "Cross-Country Evidence on the Relation between Capital Gains Taxes, Risk, and Expected Returns," NBER Chapters, in: Personal Income Taxation and Household Behavior (TAPES), National Bureau of Economic Research, Inc.
- Wenxin Du & Joanne Im & Jesse Schreger, 2017.
"The U.S. Treasury Premium,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2017,
National Bureau of Economic Research, Inc.
- Wenxin Du & Joanne Im & Jesse Schreger, 2017. "The U.S. Treasury Premium," NBER Working Papers 23759, National Bureau of Economic Research, Inc.
- Bekaert, Geert & Mehl, Arnaud, 2019.
"On the global financial market integration “swoosh” and the trilemma,"
Journal of International Money and Finance, Elsevier, vol. 94(C), pages 227-245.
- Geert Bekaert & Arnaud Mehl, 2017. "On the Global Financial Market Integration “Swoosh” and the Trilemma," NBER Working Papers 23124, National Bureau of Economic Research, Inc.
- Wenxin Du & Alexander Tepper & Adrien Verdelhan, 2018.
"Deviations from Covered Interest Rate Parity,"
Journal of Finance, American Finance Association, vol. 73(3), pages 915-957, June.
- Wenxin Du & Alexander Tepper & Adrien Verdelhan, 2017. "Deviations from Covered Interest Rate Parity," NBER Working Papers 23170, National Bureau of Economic Research, Inc.
- Joel Hasbrouck & Richard M. Levich, 2017. "FX Market Metrics: New Findings Based on CLS Bank Settlement Data," NBER Working Papers 23206, National Bureau of Economic Research, Inc.
- Cristina Arellano & Yan Bai & Luigi Bocola, 2017. "Sovereign Default Risk and Firm Heterogeneity," NBER Working Papers 23314, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Yamada, Masahiro, 2018.
"Did the reform fix the London fix problem?,"
Journal of International Money and Finance, Elsevier, vol. 80(C), pages 75-95.
- Takatoshi Ito & Masahiro Yamada, 2017. "Did the Reform Fix the London Fix Problem?," NBER Working Papers 23327, National Bureau of Economic Research, Inc.
- Fabio Castiglionesi & Fabio Feriozzi & Guido Lorenzoni, 2019.
"Financial Integration and Liquidity Crises,"
Management Science, INFORMS, vol. 65(3), pages 955-975, March.
- Fabio Castiglionesi & Fabio Feriozzi & Guido Lorenzoni, 2017. "Financial Integration and Liquidity Crises," NBER Working Papers 23359, National Bureau of Economic Research, Inc.
- Panizza, Ugo & Asis, Gonzalo & Alfaro, Laura & Chari, Anusha, 2017.
"Lessons Unlearned? Corporate Debt in Emerging Markets,"
CEPR Discussion Papers
12038, C.E.P.R. Discussion Papers.
- Laura Alfaro & Gonzalo Asis & Anusha Chari & Ugo Panizza, 2017. "Lessons Unlearned? Corporate Debt in Emerging Markets," NBER Working Papers 23407, National Bureau of Economic Research, Inc.
- Rancière, Romain & Heipertz, Jonas & Ouazad, Amine & Valla, Natacha, 2017.
"Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects,"
CEPR Discussion Papers
12134, C.E.P.R. Discussion Papers.
- Jonas Heipertz & Amine Ouazad & Romain Rancière & Natacha Valla, 2017. "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," NBER Working Papers 23572, National Bureau of Economic Research, Inc.
- John D. Burger & Francis E. Warnock & Veronica C. Warnock, 2018.
"The Effects of U.S. Monetary Policy on Emerging Market Economies’ Sovereign and Corporate Bond Markets,"
Central Banking, Analysis, and Economic Policies Book Series, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia (ed.),Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, edition 1, volume 25, chapter 3, pages 049-095,
Central Bank of Chile.
- John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2017. "The Effects of U.S. Monetary Policy on Emerging Market Economies' Sovereign and Corporate Bond Markets," NBER Working Papers 23628, National Bureau of Economic Research, Inc.
- Elena Gerko & Hélène Rey, 2017.
"Monetary Policy in the Capitals of Capital,"
Journal of the European Economic Association, European Economic Association, vol. 15(4), pages 721-745.
- Rey, Hélène & Gerko, Elena, 2017. "Monetary Policy in the Capitals of Capital," CEPR Discussion Papers 12217, C.E.P.R. Discussion Papers.
- Elena Gerko & Hélène Rey, 2017. "Monetary Policy in the Capitals of Capital," NBER Working Papers 23651, National Bureau of Economic Research, Inc.
- Eugenio Cerutti & Stijn Claessens & Andrew K. Rose, 2019.
"How Important is the Global Financial Cycle? Evidence from Capital Flows,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 24-60, March.
- Eugenio Cerutti & Stijn Claessens & Andrew K Rose, 2017. "How important is the Global Financial Cycle? Evidence from capital flows," BIS Working Papers 661, Bank for International Settlements.
- Eugenio Cerutti & Stijn Claessens & Andrew K. Rose, 2017. "How Important is the Global Financial Cycle? Evidence from Capital Flows," NBER Working Papers 23699, National Bureau of Economic Research, Inc.
- Rose, Andrew & Cerutti, Eugenio & Claessens, Stijn, 2017. "How Important is the Global Financial Cycle? Evidence from Capital Flows," CEPR Discussion Papers 12075, C.E.P.R. Discussion Papers.
- Mr. Eugenio M Cerutti & Mr. Stijn Claessens & Mr. Andrew K. Rose, 2017. "How Important is the Global Financial Cycle? Evidence from Capital Flows," IMF Working Papers 2017/193, International Monetary Fund.
- Frankel, Jeffrey & Saiki, Ayako, 2016.
"Does It Matter If Statistical Agencies Frame the Month's CPI Report on a 1-Month or 12-Month Basis?,"
Working Paper Series
16-011, Harvard University, John F. Kennedy School of Government.
- Jeffrey A. Frankel & Ayako Saiki, 2017. "Does It Matter If Statistical Agencies Frame the Month’s CPI Reporton a 1-Month or 12-month Basis?," NBER Working Papers 23754, National Bureau of Economic Research, Inc.
- Wenxin Du & Joanne Im & Jesse Schreger, 2017.
"The U.S. Treasury Premium,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2017,
National Bureau of Economic Research, Inc.
- Wenxin Du & Joanne Im & Jesse Schreger, 2017. "The U.S. Treasury Premium," NBER Working Papers 23759, National Bureau of Economic Research, Inc.
- Hanno Lustig & Robert J. Richmond, 2017. "Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates," NBER Working Papers 23773, National Bureau of Economic Research, Inc.
- Xiaomeng Lu & Robert F. Stambaugh & Yu Yuan, 2017. "Anomalies Abroad: Beyond Data Mining," NBER Working Papers 23809, National Bureau of Economic Research, Inc.
- William N. Goetzmann & Dasol Kim, 2018.
"Negative bubbles: What happens after a crash,"
European Financial Management, European Financial Management Association, vol. 24(2), pages 171-191, March.
- William N. Goetzmann & Dasol Kim, 2017. "Negative Bubbles: What Happens After a Crash," NBER Working Papers 23830, National Bureau of Economic Research, Inc.
- Anusha Chari & Peter Blair Henry & Racha Moussa, 2017. "Does Capital Scarcity Matter?," NBER Working Papers 23921, National Bureau of Economic Research, Inc.
- Luigi Bocola & Guido Lorenzoni, 2020.
"Financial Crises, Dollarization, and Lending of Last Resort in Open Economies,"
American Economic Review, American Economic Association, vol. 110(8), pages 2524-2557, August.
- Luigi Bocola & Guido Lorenzoni, 2017. "Financial Crises, Dollarization, and Lending of Last Resort in Open Economies," NBER Working Papers 23984, National Bureau of Economic Research, Inc.
- Anusha Chari & Ryan Leary & Toan Phan, 2017.
"The Costs of (sub)Sovereign Default Risk: Evidence from Puerto Rico,"
NBER Working Papers
24108, National Bureau of Economic Research, Inc.
- Anusha Chari & Ryan Leary & Toan Phan, 2018. "The Costs of (sub)Sovereign Default Risk: Evidence from Puerto Rico," Working Paper 18-3, Federal Reserve Bank of Richmond.
- David Hirshleifer & Chong Huang & Siew Hong Teoh, 2017. "Index Investing and Asset Pricing under Information Asymmetry and Ambiguity Aversion," NBER Working Papers 24143, National Bureau of Economic Research, Inc.
- Ani Stoitsova-Stoykova, 2017. "Co-Movement Of The Capital Markets Of Southeast Europe During The Period 2005-2015," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 13(1), pages 38-54.
- N. Gavrilov & I. Prilepskiy., 2017. "Ruble as a currency for international settlements: Problems and prospects," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 6.
- V. Klinov., 2017. "Upheaval in the distribution of power in the world economy: Problems and outlook of the world economy to 2050," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 7.
- Júlio Lobão, 2017. "O efeito de smart money nos fundos de investimento: o caso português [The smart money effect in mutual funds: the Portuguese case]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 27(1), pages 241-270, January-A.
- Megginson, William L., 2017. "Privatization, State Capitalism, and State Ownership of Business in the 21st Century," Foundations and Trends(R) in Finance, now publishers, vol. 11(1-2), pages 1-153, November.
- Daniel, Kent & Hodrick, Robert J. & Lu, Zhongjin, 2017.
"The Carry Trade: Risks and Drawdowns,"
Critical Finance Review, now publishers, vol. 6(2), pages 211-262, September.
- Kent Daniel & Robert J. Hodrick & Zhongjin Lu, 2014. "The Carry Trade: Risks and Drawdowns," NBER Working Papers 20433, National Bureau of Economic Research, Inc.
- Ani Stoitsova-Stoykova, 2017. "Relationship Between Public Expectations and Financial Market Dynamics in South- East Europe Capital Markets," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 237-250, June.
- Daniel Stefan ARMEANU & Adrian ENCIU & Sorin-Iulian CIOACA, 2017. "How Important is the Contagion Effect for the Romanian Capital Market?," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 265-282, June.
- Mariya Paskaleva, 2017. "Risk Measurements-credit Default Swaps versus Capital Markets – Relationship, Dynamics and Forecast Ability," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 138-151, October.
- Bai, Yan & Kim, Seon Tae & Mihalache, Gabriel, 2017.
"The payment schedule of sovereign debt,"
Economics Letters, Elsevier, vol. 161(C), pages 19-23.
- Yan Bai & Seon Tae Kim & Gabriel Mihalache, 2017. "The Payment Schedule of Sovereign Debt," Department of Economics Working Papers 17-09, Stony Brook University, Department of Economics.
- Vincent Koen & Hidekatsu Asada & Stewart Nixon & Mohamed Rizwan Habeeb Rahuman & Mohd Arif, A.Z., 2017. "Malaysia’s economic success story and challenges," OECD Economics Department Working Papers 1369, OECD Publishing.
- Adrian Enciu & Sorin-Iulian Cioaca, 2017. "Is The Capital Market Important For The Economic Growth In The Eu?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 315-324, July.
- Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2017. "Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets," Discussion Papers in Economics and Business 17-01, Osaka University, Graduate School of Economics.
- Evžen Kočenda, 2018.
"Survey of Volatility and Spillovers on Financial Markets,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2018(3), pages 293-305.
- Evžen Kočenda, 2017. "Survey of volatility and spillovers on financial markets," Working Papers 363, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2017.
"The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach,"
MPRA Paper
81638, University Library of Munich, Germany.
- Syed Abul Basher & Alfred Haug & Perry Sadorsky, 2017. "The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach," Working Papers 1710, University of Otago, Department of Economics, revised Oct 2017.
- Eugenio Cerutti & Stijn Claessens & Lev Ratnovski, 2017. "Global liquidity and cross-border bank flows," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(89), pages 81-125.
- Dariusz Wójcik & Duncan MacDonald-Korth & Simon X. Zhao, 2017. "The political–economic geography of foreign exchange trading," Journal of Economic Geography, Oxford University Press, vol. 17(2), pages 267-286.
- Andreas Fuchs & Kai Gehring, 2017.
"The Home Bias in Sovereign Ratings,"
Journal of the European Economic Association, European Economic Association, vol. 15(6), pages 1386-1423.
- Fuchs , Andreas & Gehring , Kai, 2013. "The Home Bias in Sovereign Ratings," Working Papers 0552, University of Heidelberg, Department of Economics.
- Gehring, Kai & Fuchs, Andreas, 2014. "The Home Bias in Sovereign Ratings," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100274, Verein für Socialpolitik / German Economic Association.
- Andreas Fuchs & Kai Gehring, 2015. "The Home Bias in Sovereign Ratings," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 179, Courant Research Centre PEG.
- Matthew Baron & Wei Xiong, 2017.
"Credit Expansion and Neglected Crash Risk,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(2), pages 713-764.
- Matthew Baron & Wei Xiong, 2016. "Credit Expansion and Neglected Crash Risk," NBER Working Papers 22695, National Bureau of Economic Research, Inc.
- Christian Walkshäusl, 2017. "Expectation Errors in European Value-Growth Strategies," Review of Finance, European Finance Association, vol. 21(2), pages 845-870.
- Richard Evans & Miguel A. Ferreira & Melissa Porras Prado, 2017. "Fund Performance and Equity Lending: Why Lend What You Can Sell?," Review of Finance, European Finance Association, vol. 21(3), pages 1093-1121.
- Athina Georgopoulou & Jiaguo (George) Wang, 2017. "The Trend Is Your Friend: Time-Series Momentum Strategies across Equity and Commodity Markets," Review of Finance, European Finance Association, vol. 21(4), pages 1557-1592.
- Bruno Solnik & Luo Zuo, 2017. "Relative Optimism and the Home Bias Puzzle," Review of Finance, European Finance Association, vol. 21(5), pages 2045-2074.
- Christian Finke & Florian Weigert, 2017. "Does Foreign Information Predict the Returns of Multinational Firms Worldwide?," Review of Finance, European Finance Association, vol. 21(6), pages 2199-2248.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2017.
"Currency Value,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 416-441.
- Sarno, Lucio & Menkhoff, Lukas & Schmeling, Maik & Schrimpf, Paul, 2016. "Currency Value," CEPR Discussion Papers 11324, C.E.P.R. Discussion Papers.
- Michael Katz & Hanno Lustig & Lars Nielsen, 2017. "Are Stocks Real Assets? Sticky Discount Rates in Stock Markets," The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 539-587.
- Valentina Bruno & Hyun Song Shin, 2017.
"Global Dollar Credit and Carry Trades: A Firm-Level Analysis,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 703-749.
- Valentina Bruno & Hyun Song Shin, 2015. "Global dollar credit and carry trades: a firm-level analysis," BIS Working Papers 510, Bank for International Settlements.
- Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2017.
"Differences of Opinion and International Equity Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 750-800.
- Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2011. "Differences of Opinion and International Equity Markets," NBER Working Papers 16726, National Bureau of Economic Research, Inc.
- Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2014. "Differences of Opinion and International Equity Markets," GSIA Working Papers 2010-E79, Carnegie Mellon University, Tepper School of Business.
- Chun Chang & Yao-Min Chiang & Yiming Qian & Jay R. Ritter, 2017. "Pre-market Trading and IPO Pricing," The Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 835-865.
- Tobias Berg & Anthony Saunders & Sascha Steffen & Daniel Streitz, 2017.
"Mind the Gap: The Difference between U.S. and European Loan Rates,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 948-987.
- Berg, Tobias & Saunders, Anthony & Steffen, Sascha & Streitz, Daniel, 2016. "Mind the gap: The difference between U.S. and European loan rates," ZEW Discussion Papers 16-018, ZEW - Leibniz Centre for European Economic Research.
- Chunxin Jia & Yaping Wang & Wei Xiong, 2017. "Market Segmentation and Differential Reactions of Local and Foreign Investors to Analyst Recommendations," The Review of Financial Studies, Society for Financial Studies, vol. 30(9), pages 2972-3008.
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"What determines the Japanese corporate credit spread? A new evidence,"
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"Dependence patterns among Asian banking sector stocks: A copula approach,"
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"The Quanto Theory of Exchange Rates,"
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"Don't Stop Me Now: The Impact of Credit Market Fragmentation on Firms' Financing Constraints,"
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"A tale of two indexes: predicting equity market downturns in China,"
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"Fiscal unions redux,"
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"Oil, gold, US dollar and stock market interdependencies: a global analytical insight,"
European Journal of Management and Business Economics, Emerald Group Publishing Limited, vol. 26(3), pages 278-293, October.
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"Earnings management in interconnected networks: a perspective,"
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"Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York,"
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- Skintzi, Vasiliki, 2017. "Determinants of stock-bond market comovement in the Eurozone under model uncertainty," MPRA Paper 78278, University Library of Munich, Germany.
- Antonakakis, Nikolaos & Gabauer, David, 2017. "Refined Measures of Dynamic Connectedness based on TVP-VAR," MPRA Paper 78282, University Library of Munich, Germany.
- Keskinsoy, Bilal, 2017. "Lucas Paradox in the Short-Run," MPRA Paper 78783, University Library of Munich, Germany.
- Keskinsoy, Bilal, 2017. "A Data Survey on International Capital Flows to Developing Countries," MPRA Paper 78957, University Library of Munich, Germany.
- Razak, Lutfi Abdul & Masih, Mansur, 2017. "Revisit Feldstein-Horioka puzzle: evidence from Malaysia (1960-2015)," MPRA Paper 79407, University Library of Munich, Germany.
- Ahmed, Azleen Rosemy & Masih, Mansur, 2017. "What is the link between financial development and income inequality? evidence from Malaysia," MPRA Paper 79416, University Library of Munich, Germany.
- Nazeer, Abdul Malik & Masih, Mansur, 2017. "Impact of political instability on foreign direct investment and Economic Growth: Evidence from Malaysia," MPRA Paper 79418, University Library of Munich, Germany.
- Ndiaye, Ndeye Djiba & Masih, Mansur, 2017. "Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test," MPRA Paper 79420, University Library of Munich, Germany.
- Isaev, Mirolim & Masih, Mansur, 2017. "The nexus of private sector foreign debt, unemployment, trade openness: evidence from Australia," MPRA Paper 79423, University Library of Munich, Germany.
- Hasson, Ashwaq & Masih, Mansur, 2017. "Energy consumption, trade openness, economic growth, carbon dioxide emissions and electricity consumption: evidence from South Africa based on ARDL," MPRA Paper 79424, University Library of Munich, Germany.
- Wahab, Fatin Farhana & Masih, Mansur, 2017. "Discerning lead-lag between fear index and realized volatility," MPRA Paper 79433, University Library of Munich, Germany.
- Hodori, Arif & Masih, Mansur, 2017. "Determinants of profitability of takaful operators: new evidence from Malaysia based on dynamic GMM approach," MPRA Paper 79441, University Library of Munich, Germany.
- Tanin, Tauhidul Islam & Masih, Mansur, 2017. "Does economic freedom lead or lag economic growth? evidence from Bangladesh," MPRA Paper 79446, University Library of Munich, Germany.
- Citak, Yusuf Ensar & Masih, Mansur, 2017. "Discerning Granger-causal chain between oil prices, exchange rates and inflation rates: Evidence from Turkey," MPRA Paper 79453, University Library of Munich, Germany.
- Inderst, Georg, 2017. "UK Infrastructure Investment and Finance from a European and Global Perspective," MPRA Paper 79621, University Library of Munich, Germany.
- Razak, Razman & Masih, Mansur, 2017. "The links between crude palm oil, conventional and Islamic stock markets: evidence from Malaysia based on continuous and discrete wavelet analysis," MPRA Paper 79717, University Library of Munich, Germany.
- Isaev, Mirolim & Masih, Mansur, 2017. "Macroeconomic and bank-specific determinants of different categories of non-performing financing in Islamic banks: Evidence from Malaysia," MPRA Paper 79719, University Library of Munich, Germany.
- Hosen, Mosharrof & Masih, Mansur, 2017. "Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches," MPRA Paper 79738, University Library of Munich, Germany.
- Lim, Siok Jin & Masih, Mansur, 2017. "Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches," MPRA Paper 79752, University Library of Munich, Germany.
- Abdi, Aisha Aden & Masih, Mansur, 2017. "Do macroeconomic variables affect stock–sukuk correlation in the regional markets? evidence from the GCC countries based on DOLS and FM-OLS," MPRA Paper 79753, University Library of Munich, Germany.
- Broni, Mohammed Yaw & Masih, Mansur, 2017. "Does a country’s external debt level affect its Islamic banking sector development? evidence from Malaysia based on quantile regression and markov regime switching," MPRA Paper 79758, University Library of Munich, Germany.
- Umairah, Fatin & Masih, Mansur, 2017.
"Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?,"
MPRA Paper
82117, University Library of Munich, Germany.
- Umirah, Fatin & Masih, Mansur, 2017. "Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?," MPRA Paper 79762, University Library of Munich, Germany.
- Chen, Bai & Masih, Mansur, 2017. "Are the Islamic and conventional money markets really highly correlated ? MGARCH-DCC and Wavelet approaches," MPRA Paper 79886, University Library of Munich, Germany.
- Stavros Degiannakis & George Giannopoulos & Salma Ibrahim & Ivana Rozic, 2019.
"Earnings management to avoid losses and earnings declines in Croatia,"
International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 9(3), pages 219-238.
- Degiannakis, Stavros & Giannopoulos, George & Ibrahim, Salma & Rozic, Ivana, 2017. "Earnings Management to Avoid Losses and Earnings Declines in Croatia," MPRA Paper 80164, University Library of Munich, Germany.
- Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2016.
"Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries,"
International Review of Financial Analysis, Elsevier, vol. 48(C), pages 209-220.
- Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2015. "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," MPRA Paper 72082, University Library of Munich, Germany.
- Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2017. "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," MPRA Paper 80435, University Library of Munich, Germany.
- Killins, Robert N. & Egly, Peter V. & Escobari, Diego, 2017.
"The impact of oil shocks on the housing market: Evidence from Canada and U.S,"
Journal of Economics and Business, Elsevier, vol. 93(C), pages 15-28.
- Killins, Robert N. & Egly, Peter V. & Escobari, Diego, 2017. "The Impact of Oil Shocks on the Housing Market: Evidence from Canada and U.S," MPRA Paper 80529, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Sunny Chun Tsui & Wing Hong Chan, 2017.
"Factor pricing in commodity futures and the role of liquidity,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(11), pages 1745-1757, November.
- Chong, Terence Tai Leung & Tsui, Chun & Chan, Wing Hong, 2017. "Factor Pricing in Commodity Futures and the Role of Liquidity," MPRA Paper 80555, University Library of Munich, Germany.
- Hooy, Chee-Wooi & Lee, Meng-Horng & Chong, Terence Tai Leung, 2017. "The Sources of Country and Industry Variations in ASEAN Stock Returns," MPRA Paper 80574, University Library of Munich, Germany.
- Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2017. "The Time-Varying Risk Price of Currency Carry Trades," MPRA Paper 80788, University Library of Munich, Germany.
- Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2019.
"Carry trades and commodity risk factors,"
Journal of International Money and Finance, Elsevier, vol. 96(C), pages 121-129.
- Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2017. "Carry Trades and Commodity Risk Factors," MPRA Paper 80789, University Library of Munich, Germany.
- Syed Abul Basher & Alfred Haug & Perry Sadorsky, 2017.
"The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach,"
Working Papers
1710, University of Otago, Department of Economics, revised Oct 2017.
- Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2017. "The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach," MPRA Paper 81638, University Library of Munich, Germany.
- Hou, Yang & Nartea, Gilbert, 2017. "Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash," MPRA Paper 81995, University Library of Munich, Germany.
- Hou, Yang & Li, Steven, 2017. "Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets," MPRA Paper 81999, University Library of Munich, Germany.
- Umirah, Fatin & Masih, Mansur, 2017.
"Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?,"
MPRA Paper
79762, University Library of Munich, Germany.
- Umairah, Fatin & Masih, Mansur, 2017. "Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?," MPRA Paper 82117, University Library of Munich, Germany.
- Reza, Md. Ridwan & Masih, Mansur, 2017. "Regime switching behavior of volatilities of Islamic equities: evidence from Markov- Switching GARCH models for some selected broad based indices," MPRA Paper 82123, University Library of Munich, Germany.
- Mustapha, Ishaq Muhammad & Masih, Mansur, 2017. "Dynamics of islamic stock market returns and exchange rate movements in the ASEAN Countries in a regime-switching environment: Implications for the islamic investors and risk hedgers," MPRA Paper 82218, University Library of Munich, Germany.
- Caspi, Itamar & Graham, Meital, 2018.
"Testing for bubbles in stock markets with irregular dividend distribution,"
Finance Research Letters, Elsevier, vol. 26(C), pages 89-94.
- Itamar Caspi & Meital Graham, 2016. "Testing for Bubbles in Stock Markets With Irregular Dividend Distribution," Bank of Israel Working Papers 2016.06, Bank of Israel.
- Caspi, Itamar & Graham, Meital, 2017. "Testing for Bubbles in Stock Markets with Irregular Dividend Distribution," MPRA Paper 82261, University Library of Munich, Germany, revised 29 Oct 2017.
- Withanage, Yeshan & Jayasinghe, Prabhath, 2017. "Volatility Spillovers between South Asian Stock Markets: Evidence from Sri Lanka, India and Pakistan," MPRA Paper 82782, University Library of Munich, Germany, revised Nov 2017.
- Hegadekatti, Kartik, 2017. "IBSES: International Bank for Space Exploration and Sciences," MPRA Paper 82860, University Library of Munich, Germany.
- Ephraim Clark & Zhuo Qiao & Wing-Keung Wong, 2016.
"Theories Of Risk: Testing Investor Behavior On The Taiwan Stock And Stock Index Futures Markets,"
Economic Inquiry, Western Economic Association International, vol. 54(2), pages 907-924, April.
- Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2016. "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper 74344, University Library of Munich, Germany.
- Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2017. "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper 82888, University Library of Munich, Germany.
- Huang, Yajing & Liu, Taoxiong & Lien, Donald, 2017. "Portfolio Homogenization and Systemic Risk of Financial Network," MPRA Paper 82956, University Library of Munich, Germany.
- Mamoon, Dawood & Nicholas, Howard, 2017. "Financial Liberalisation and Economic Growth: A Preliminary Analysis," MPRA Paper 82976, University Library of Munich, Germany.
- Vinokurov, Evgeny, 2017. "Regional financial integration in ASEAN in the comparative perspective," MPRA Paper 83022, University Library of Munich, Germany.
- Shafiu ABDULLAHI, 2017.
"Stock Market Linkage Financial Contagion and Assets Price Movements Evidence from Nigerian Stock Exchange,"
Journal of Advanced Studies in Finance, ASERS Publishing, vol. 8(2), pages 146-159.
- Abdullahi, Shafiu Ibrahim, 2017. "Stock Market Linkage, Financial Contagion and Assets Price Movements: Evidence from Nigerian Stock Exchange," MPRA Paper 83455, University Library of Munich, Germany, revised Nov 2017.
- Anni Huang & Narayan Kundan Kishor, 2019.
"The rise of dollar credit in emerging market economies and US monetary policy,"
The World Economy, Wiley Blackwell, vol. 42(2), pages 530-551, February.
- Huang, Anni & Kishor, N. Kundan, 2017. "The Rise of Dollar Credit in Emerging Market Economies and US Monetary Policy," MPRA Paper 83474, University Library of Munich, Germany.
- Huang, Anni & Kishor, N. Kundan, 2017. "Corporate Overseas Debt Issuance in the Context of Global Liquidity Transmission," MPRA Paper 83476, University Library of Munich, Germany.
- Trabelsi, Mohamed Ali & Hmida, Salma, 2017.
"A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets,"
MPRA Paper
83718, University Library of Munich, Germany, revised 2017.
- Trabelsi, Mohamed Ali & Hmida, Salma, 2018. "A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets," MPRA Paper 115852, University Library of Munich, Germany, revised 0218.
- Kodila-Tedika, Oasis & Asongu, Simplice A. & Cinyabuguma, Matthias & Tchamyou, Vanessa S., 2017.
"Financial development and prehistoric geographical isolation: global evidence,"
Financial History Review, Cambridge University Press, vol. 24(3), pages 283-306, December.
- Oasis Kodila-Tedika & Simplice A. Asongu & Matthias Cinyabuguma & Vanessa Tchamyou, 2017. "Financial Development and Pre-historic Geographical Isolation: Global Evidence," Research Africa Network Working Papers 17/041, Research Africa Network (RAN).
- Kodila-Tedika, Oasis & Asongu, Simplice & Cinyabuguma, Matthias & Tchamyou, Vanessa, 2017. "Financial Development and Pre-historic Geographical Isolation: Global Evidence," MPRA Paper 84039, University Library of Munich, Germany, revised Sep 2017.
- Oasis Kodila-Tedika & Simplice Asongu & Matthias Cinyabuguma & Vanessa Tchamyou, 2017. "Financial Development and Pre-historic Geographical Isolation: Global Evidence," Working Papers of the African Governance and Development Institute. 17/041, African Governance and Development Institute..
- Gabriele di Filippo, 2017.
"What drives gross flows in equity and investment fund shares in Luxembourg?,"
BCL working papers
112, Central Bank of Luxembourg.
- Di Filippo, Gabriele, 2017. "What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg?," MPRA Paper 84200, University Library of Munich, Germany, revised 26 Jan 2018.
- Talmain, Gabriel, 2017. "Two-country Model and Foreign Exchange Dynamics," MPRA Paper 85192, University Library of Munich, Germany.
- Arouri, Mohamed & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2019.
"Cojumps and asset allocation in international equity markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 98(C), pages 1-22.
- Arouri, Mohamed El Hedi & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2017. "Cojumps and Asset Allocation in International Equity Markets," MPRA Paper 89938, University Library of Munich, Germany, revised May 2018.
- Yildirim, Ramazan & Masih, Mansur & Bacha, Obiyathulla Ismath, 2018.
"Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms,"
Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 198-219.
- Yildirim, Ramazan & Masih, Mansur & Bacha, Obiyathulla, 2017. "Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms," MPRA Paper 90280, University Library of Munich, Germany, revised 26 May 2018.
- Peterson K. Ozili, 2017.
"Earnings management in interconnected networks: a perspective,"
Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 33(2), pages 150-163, November.
- Ozili, Peterson K, 2017. "Earnings Management in Interconnected Networks: A Perspective," MPRA Paper 92647, University Library of Munich, Germany.
- Hamid, Zuraini & Masih, Mansur, 2017. "The lead-lag relationship between the rubber price and inflation rate: an evidence from Malaysia," MPRA Paper 95564, University Library of Munich, Germany.
- Burak Çıkıryel & Hakan Aslan & Mücahit Özdemir, 2021.
"Impact of Brexit on Islamic stock markets: employing MGARCH-DCC and wavelet correlation analysis,"
International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(1), pages 179-202, August.
- Cikiryel, Burak & Masih, Mansur, 2017. "The Impact of Brexit on Islamic Stock Markets Employing MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper 95681, University Library of Munich, Germany.
- Abba, Junaid & Masih, Mansur, 2017. "Does oil impact Islamic stock markets ? evidence from MENA countries based on wavelet and markov switching approaches," MPRA Paper 95693, University Library of Munich, Germany.
- Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos, 2017.
"Geopolitical risks and the oil-stock nexus over 1899–2016,"
Finance Research Letters, Elsevier, vol. 23(C), pages 165-173.
- Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017. "Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016," Working Papers 201702, University of Pretoria, Department of Economics.
- Elie Bouri & Rangan Gupta & Seyedmehdi Hosseini & Chi Keung Marco Lau, 2017. "Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model," Working Papers 201704, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta, 2017. "Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers 201719, University of Pretoria, Department of Economics.
- Lelani Coetzee & Goodness C. Aye, 2017. "The Causal Relationship between Exchange Rates and Stock Price Levels in South Africa," Working Papers 201722, University of Pretoria, Department of Economics.
- Gupta, Rangan & Yoon, Seong-Min, 2018.
"OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach,"
The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 206-214.
- Rangan Gupta & Seong-Min Yoon, 2017. "OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers 201726, University of Pretoria, Department of Economics.
- Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2019.
"Price jumps in developed stock markets: the role of monetary policy committee meetings,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(2), pages 298-312, April.
- Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2017. "Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings," Working Papers 201727, University of Pretoria, Department of Economics.
- Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017. "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers 201728, University of Pretoria, Department of Economics.
- Ji, Qiang & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2018.
"Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 203-213.
- Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud, 2017. "Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach," Working Papers 201729, University of Pretoria, Department of Economics.
- Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E., 2018.
"News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets,"
Journal of Multinational Financial Management, Elsevier, vol. 47, pages 76-90.
- Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar, 2017. "News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets," Working Papers 201730, University of Pretoria, Department of Economics.
- Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019.
"Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note,"
Defence and Peace Economics, Taylor & Francis Journals, vol. 30(3), pages 367-379, April.
- Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017. "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Working Papers 201743, University of Pretoria, Department of Economics.
- Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar, 2017. "Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model," Working Papers 201744, University of Pretoria, Department of Economics.
- Refk Selmi & Christos Kollias & Stephanos Papadamou & Rangan Gupta, 2017. "A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US," Working Papers 201747, University of Pretoria, Department of Economics.
- Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019.
"Oil speculation and herding behavior in emerging stock markets,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(1), pages 44-56, January.
- Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017. "Oil Speculation and Herding Behavior in Emerging Stock Markets," Working Papers 201749, University of Pretoria, Department of Economics.
- Bouri, Elie & Gupta, Rangan & Lau, Chi Keung Marco & Roubaud, David & Wang, Shixuan, 2018.
"Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 297-307.
- Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang, 2017. "Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles," Working Papers 201750, University of Pretoria, Department of Economics.
- Aye, Goodness C. & Carcel, Hector & Gil-Alana, Luis A. & Gupta, Rangan, 2017.
"Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016,"
Resources Policy, Elsevier, vol. 54(C), pages 53-57.
- Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017. "Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016," Working Papers 201753, University of Pretoria, Department of Economics.
- Bouri, Elie & Gupta, Rangan & Lahiani, Amine & Shahbaz, Muhammad, 2018.
"Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices,"
Resources Policy, Elsevier, vol. 57(C), pages 224-235.
- Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2017. "Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices," Working Papers 201760, University of Pretoria, Department of Economics.
- Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2018. "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Post-Print hal-03533197, HAL.
- Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018.
"Time-varying rare disaster risks, oil returns and volatility,"
Energy Economics, Elsevier, vol. 75(C), pages 239-248.
- Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers 201762, University of Pretoria, Department of Economics.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019.
"Exchange rate returns and volatility: the role of time-varying rare disaster risks,"
The European Journal of Finance, Taylor & Francis Journals, vol. 25(2), pages 190-203, January.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers 201767, University of Pretoria, Department of Economics.
- Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2020.
"Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(8), pages 1841-1856, July.
- Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2019. "Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(8), pages 1841-1856, June.
- Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2017. "Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Working Papers 201777, University of Pretoria, Department of Economics.
- Kanda, Patrick & Burke, Michael & Gupta, Rangan, 2018.
"Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 1060-1080.
- Patrick Kanda & Michael Burke & Rangan Gupta, 2017. "Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data," Working Papers 201778, University of Pretoria, Department of Economics.
- Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018.
"Is wine a good choice for investment?,"
Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 171-183.
- Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017. "Is Wine a Good Choice for Investment?," Working Papers 201781, University of Pretoria, Department of Economics.
- Laura Wallenius & Elena Fedorova & Sheraz Ahmed & Mikael Collan, 2017. "Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(1), pages 55-71.
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"Model risk of expected shortfall,"
Journal of Banking & Finance, Elsevier, vol. 105(C), pages 74-93.
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"Sources of Borrowing and Fiscal Multipliers [Emerging market business cycles: the cycle is the trend],"
The Economic Journal, Royal Economic Society, vol. 131(633), pages 498-519.
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"The Policy Challenge of Creating Forest Offset Credits: A Case Study from the Interior of British Columbia,"
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253887, University of Victoria, Resource Economics and Policy.
- G. Cornelis van Kooten, 2017. "The Policy Challenge of Creating Forest Offset Credits: A Case Study from the Interior of British Columbia," Working Papers 2017-02, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group.
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"Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals,"
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"Corporate financialisation in South Africa: From investment strike to housing bubble,"
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"Financial intermediation, resource allocation, and macroeconomic interdependence,"
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"Financial intermediation, resource allocation, and macroeconomic interdependence,"
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"Capital flows and sovereign debt markets: Evidence from index rebalancings,"
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- Dinis Santos & Paulo Gama, 2017. "Can firms time the market? Evidence using own stock transactions," Proceedings of Business and Management Conferences 5608038, International Institute of Social and Economic Sciences.
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- Ayben Koy, 2017. "Modelling Nonlinear Dynamics of Oil Futures Market," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 2(1), pages 23-42, June.
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"Portfolio rebalancing in times of stress,"
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"Europe vs. the U.S.: A new look at the syndicated loan pricing puzzle,"
Economics Letters, Elsevier, vol. 160(C), pages 50-53.
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"Return and volatility spillovers in the Moroccan stock market during the financial crisis,"
Empirical Economics, Springer, vol. 52(4), pages 1481-1504, June.
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"Co-movements and contagion between international stock index futures markets,"
Empirical Economics, Springer, vol. 52(4), pages 1529-1568, June.
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"The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 774-793, October.
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"Sovereign borrowing, financial assistance, and debt repudiation,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 777-804, December.
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"Fiscal unions redux,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 741-776, December.
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"Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models,"
Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1041-1070, November.
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"Penny wise and pound foolish? On the income from Germany’s foreign investments,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(4), pages 753-778, November.
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"Decomposing financial (in)stability in emerging economies,"
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"Stock Market Linkage Financial Contagion and Assets Price Movements Evidence from Nigerian Stock Exchange,"
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"On the Effectiveness of Central Bank Intervention in the Foreign Exchange Market: The Case of Slovakia, 1999–2007,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(3), pages 442-474, September.
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"Time varying integration amongst the South Asian equity markets: An empirical study,"
Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1452328-145, January.
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"Is good news for Donald Trump bad news for the Peso?,"
Applied Economics Letters, Taylor & Francis Journals, vol. 24(19), pages 1363-1368, November.
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"Determinants of nonresident government debt ownership,"
Applied Economics Letters, Taylor & Francis Journals, vol. 24(2), pages 107-112, January.
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"The ‘real’ explanation of the Feldstein–Horioka puzzle,"
Applied Economics Letters, Taylor & Francis Journals, vol. 24(2), pages 95-97, January.
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"The ‘real’ explanation of the PPP puzzle,"
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"Stock prices, inflation and inflation uncertainty in the U.S.: testing the long-run relationship considering Dow Jones sector indexes,"
Applied Economics, Taylor & Francis Journals, vol. 49(18), pages 1794-1807, April.
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"It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection,"
Applied Economics, Taylor & Francis Journals, vol. 49(49), pages 4946-4969, October.
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"Exchange rate risk exposure and the value of European firms,"
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"What Explains Herd Behavior in the Chinese Stock Market?,"
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"Issuing bonds, shares or staying private? Determinants of going public in an emerging economy,"
Post-Communist Economies, Taylor & Francis Journals, vol. 29(1), pages 1-26, January.
- Jackowicz, Krzszof & Kowalewski, Oskar & Kozłowski, Łukasz & Roszkowska, Paulina, 2014. "Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy," MPRA Paper 58212, University Library of Munich, Germany, revised 31 Aug 2014.
- Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski & Paulina Roszkowska, 2016. "Issuing bonds, shares or staying private? Determinants of going public in an emerging economy," Post-Print hal-01744583, HAL.
- Jackowicz, Krzystof & Kowalewski, Oskar & Kozlowski, Lukasz & Roszkowska, Paulina, 2014. "Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy," Working Papers 14-15, University of Pennsylvania, Wharton School, Weiss Center.
- Terence Tai-Leung Chong & Sunny Chun Tsui & Wing Hong Chan, 2017.
"Factor pricing in commodity futures and the role of liquidity,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(11), pages 1745-1757, November.
- Chong, Terence Tai Leung & Tsui, Chun & Chan, Wing Hong, 2017. "Factor Pricing in Commodity Futures and the Role of Liquidity," MPRA Paper 80555, University Library of Munich, Germany.
- Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2017.
"Equity markets’ clustering and the global financial crisis,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1905-1922, December.
- León, C. & Kim, Geun-Young & Martínez, Constanza & Lee, Daeyup, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Other publications TiSEM e5c31b4d-dc83-4d3e-9a73-b, Tilburg University, School of Economics and Management.
- León, C. & Kim, Geun-Young & Martínez, Constanza & Lee, Daeyup, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Discussion Paper 2016-016, Tilburg University, Center for Economic Research.
- Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Borradores de Economia 937, Banco de la Republica de Colombia.
- Noemi Schmitt & Frank Westerhoff, 2017.
"Herding behaviour and volatility clustering in financial markets,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1187-1203, August.
- Schmitt, Noemi & Westerhoff, Frank, 2016. "Herding behavior and volatility clustering in financial markets," BERG Working Paper Series 107, Bamberg University, Bamberg Economic Research Group.
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"Financialisation in emerging economies: a systematic overview and comparison with Anglo-Saxon economies,"
Economic and Political Studies, Taylor & Francis Journals, vol. 5(1), pages 60-86, January.
- Ewa Karwowski & Engelbert Stockhammer, 2016. "Financialisation in emerging economies: a systematic overview and comparison with Anglo-Saxon economies," Working Papers PKWP1616, Post Keynesian Economics Society (PKES).
- Karwowski, Ewa & Stockhammer, Engelbert, 2016. "Financialisation in Emerging Economies: A Systematic Overview and Comparison with Anglo-Saxon Economies," Economics Discussion Papers 2016-11, School of Economics, Kingston University London.
- Michael Melvin & Duncan Shand, 2017.
"When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds,"
Financial Analysts Journal, Taylor & Francis Journals, vol. 73(1), pages 121-144, January.
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"Macro-financial effects of portfolio flows: Malaysia’s experience,"
CAMA Working Papers
2017-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- Ali Gencay Ozbekler, 2017. "Volatility : As a Driving Factor of Stock Market Co-movement," Working Papers 1711, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Vahagn Galstyan & Adnan Velic, 2018.
"International Investment Patterns: the Case of German Sectors,"
Open Economies Review, Springer, vol. 29(3), pages 665-685, July.
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- Galstyan, Vahagn & Mehigan, Caroline & Mercado, Rogelio, 2020.
"The currency composition of international portfolio assets,"
Journal of International Money and Finance, Elsevier, vol. 103(C).
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- Vahagn Galstyan & Caroline Mehigan & Rogelio V. Mercado, Jr., 2019. "The Currency Composition of International Portfolio Assets," Working Papers wp36, South East Asian Central Banks (SEACEN) Research and Training Centre.
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- Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert L., 2020.
"The Relative Valuation Of Gold,"
Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1346-1391, September.
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"Gold price dynamics and the role of uncertainty,"
Quantitative Finance, Taylor & Francis Journals, vol. 19(4), pages 663-681, April.
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"A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies,"
Documentos de Trabajo del ICAE
2017-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2017. "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Tinbergen Institute Discussion Papers 17-013/III, Tinbergen Institute.
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"Private and public risk sharing in the euro area,"
European Economic Review, Elsevier, vol. 121(C).
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- Vincent Van Kervel & Albert J. Menkveld, 2019.
"High‐Frequency Trading around Large Institutional Orders,"
Journal of Finance, American Finance Association, vol. 74(3), pages 1091-1137, June.
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- Tamas Barko & Martijn Cremers & Luc Renneboog, 2022.
"Shareholder Engagement on Environmental, Social, and Governance Performance,"
Journal of Business Ethics, Springer, vol. 180(2), pages 777-812, October.
- Barkó, Tamás & Cremers, M. & Renneboog, Luc, 2017. "Shareholder Engagement on Environmental, Social, and Governance Performance," Other publications TiSEM bb1f0349-1f6f-49a4-9d62-1, Tilburg University, School of Economics and Management.
- Barkó, Tamás & Cremers, M. & Renneboog, Luc, 2017. "Shareholder Engagement on Environmental, Social, and Governance Performance," Discussion Paper 2017-040, Tilburg University, Center for Economic Research.
- Tamas Barko & Martijn Cremers & Luc Renneboog, 2022.
"Shareholder Engagement on Environmental, Social, and Governance Performance,"
Journal of Business Ethics, Springer, vol. 180(2), pages 777-812, October.
- Barkó, Tamás & Cremers, M. & Renneboog, Luc, 2017. "Shareholder Engagement on Environmental, Social, and Governance Performance," Discussion Paper 2017-040, Tilburg University, Center for Economic Research.
- Barkó, Tamás & Cremers, M. & Renneboog, Luc, 2017. "Shareholder Engagement on Environmental, Social, and Governance Performance," Other publications TiSEM bb1f0349-1f6f-49a4-9d62-1, Tilburg University, School of Economics and Management.
- Edward L. Glaeser, 2017. "Real Estate Bubbles and Urban Development," Asian Development Review, MIT Press, vol. 34(2), pages 114-151, September.
- Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2016.
"Connecting VIX and Stock Index ETF,"
Tinbergen Institute Discussion Papers
16-010/III, Tinbergen Institute, revised 23 Jan 2017.
- Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2017. "Connecting VIX and Stock Index ETF," Documentos de Trabajo del ICAE 2017-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2017. "Connecting VIX and Stock Index ETF," Econometric Institute Research Papers 2016-010/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chien, YiLi & Lustig, Hanno & Naknoi, Kanda, 2020.
"Why are exchange rates so smooth? A household finance explanation,"
Journal of Monetary Economics, Elsevier, vol. 112(C), pages 129-144.
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- YiLi Chien & Hanno Lustig & Kanda Naknoi, 2017. "Why Are Exchange Rates So Smooth? A Household Finance Explanation," Working papers 2017-20, University of Connecticut, Department of Economics.
- Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017.
"How ETFs Amplify the Global Financial Cycle in Emerging Markets,"
School of Government Working Papers
2017-12, Universidad Torcuato Di Tella.
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," CID Working Papers 351, Center for International Development at Harvard University.
- Tomas Williams & Nathan Converse & Eduardo Levy-Yeyati, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Working Papers 2018-1, The George Washington University, Institute for International Economic Policy, revised Sep 2018.
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo LACEA 016200, The Latin American and Caribbean Economic Association - LACEA.
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2023.
"How ETFs Amplify the Global Financial Cycle in Emerging Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(9), pages 3423-3462.
- Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," School of Government Working Papers 201702, Universidad Torcuato Di Tella.
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," CID Working Papers 351, Center for International Development at Harvard University.
- Nathan Converse & Eduardo Levy Yeyati & Tomas Williams, 2021. "How ETFs amplify the global financial cycle in emerging markets," Working Papers 57, Red Nacional de Investigadores en Economía (RedNIE).
- Tomas Williams & Nathan Converse & Eduardo Levy-Yeyati, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Working Papers 2018-1, The George Washington University, Institute for International Economic Policy, revised Sep 2018.
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Growth Lab Working Papers 140, Harvard's Growth Lab.
- Nathan Converse & Eduardo Levy Yeyati & Tomás Williams, 2020. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," International Finance Discussion Papers 1268, Board of Governors of the Federal Reserve System (U.S.).
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo 16200, The Latin American and Caribbean Economic Association (LACEA).
- Suresh Ramanathan & Kwek Kian Ting, 2017. "Political Economy of Financial Market Regulation - An Emerging Asia Perspective," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, vol. 9(2), pages 15-33, April.
- Fernando Broner & Daragh Clancy & Aitor Erce & Alberto Martin, 2022.
"Fiscal Multipliers and Foreign Holdings of Public Debt,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(3), pages 1155-1204.
- Fernando Broner & Daragh Clancy & Alberto Martin & Aitor Erce, 2017. "Fiscal multipliers and foreign holdings of public debt," Economics Working Papers 1610, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2021.
- Fernando Broner & Daragh Clancy & Alberto Martin & Aitor Erce, 2018. "Fiscal multipliers and foreign holdings of public debt," Working Papers 30, European Stability Mechanism.
- Daragh Clancy & Aitor Erce & Alberto Martin & Fernando Broner, 2018. "Fiscal Multipliers and Foreign Holdings of Public Debt," Working Papers 1040, Barcelona School of Economics.
- Clancy, Daragh & Martin, Alberto & Broner, Fernando & Erce, Aitor, 2019. "Fiscal multipliers and foreign holdings of public debt," Working Paper Series 2255, European Central Bank.
- Broner, Fernando & Clancy, Daragh & Erce, Aitor & MartÃn, Alberto, 2018. "Fiscal Multipliers and Foreign Holdings of Public Debt," CEPR Discussion Papers 12960, C.E.P.R. Discussion Papers.
- Emiel F. S. van Bezooijen & Jacob A. Bikker, 2019.
"Financial Structure and Macroeconomic Volatility: A Panel Data Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(12), pages 117-117, December.
- Emiel F.S. van Bezooijen & J.A. Bikker, 2017. "Financial Structure and Macroeconomic Volatility: a Panel Data Analysis," Working Papers 17-13, Utrecht School of Economics.
- I. Koetsier & J.A. Bikker, 2017. "Herding behaviour of Dutch pension funds in sovereign bond investments," Working Papers 17-15, Utrecht School of Economics.
- Fuchs, Florian & Fuess, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2017. "Winning a Deal in Private Equity: Do Educational Networks Matter?," Working Papers on Finance 17155, University of St. Gallen, School of Finance.
- Cociuba, Simona E. & Ramanarayanan, Ananth, 2019.
"International risk sharing with endogenously segmented asset markets,"
Journal of International Economics, Elsevier, vol. 117(C), pages 61-78.
- Simona E. Cociuba & Ananth Ramanarayanan, 2011. "International Risk Sharing with Endogenously Segmented Asset Markets," 2011 Meeting Papers 853, Society for Economic Dynamics.
- Simona E. Cociuba & Ananth Ramanarayanan, 2017. "International Risk Sharing with Endogenously Segmented Asset Markets," University of Western Ontario, Departmental Research Report Series 20171, University of Western Ontario, Department of Economics.
- Carlo Bellavite Pellegrini & Raul Caruso, 2017. "Is Corruption Detrimental For Stock Returns? Evidence From A Panel Of Latin American Firms (2004-2013): A Note," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 125(1), pages 3-12.
- Carlo Bellavite Pellegrini & Raul Caruso, 2017. "Is Corruption Detrimental For Stock Returns? Evidence From A Panel Of Latin American Firms (2004-2013): A Note," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 135(1), pages 3-12.
- COCIUG, Victoria & POSTOLACHE, Victoria, 2017. "The Bank Value Estimation Problem," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 4(1), pages 101-107.
- Hassan Ezzat & Berna Kirkulak- Uludag, 2017. "Information Arrival and Volatility: Evidence from the Saudi Stock Exchange (Tadawul)," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 64(1), pages 45-59, December.
- Hassan Ezzat & Berna Kirkulak-Uludag, 2017. "Information Arrival and Volatility: Evidence from the Saudi Stock Exchange (Tadawul)," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 64(1), pages 45-59.
- Veniamin Todorov, 2017. "Trends and Determinants of Bulgaria’s International Debt Securities Financing," Business & Management Compass, University of Economics Varna, issue 4, pages 362-376.
- Veniamin Todorov, 2018. "The Budget Deficits In Bulgaria And The Market For International Government Securities," An Annual Book of University of Economics - Varna, University of Economics - Varna, vol. 89(1), pages 198-252, January.
- Gniadkowska-Szymańska Agata, 2017. "The impact of trading liquidity on the rate of return on emerging markets: the example of Poland and the Baltic countries," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 13(4), pages 136-148, December.
- Zaremba Adam & Konieczka Przemysław, 2017. "Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 53(3), pages 26-47, September.
- Alqahtani Abdullah Saeed S & Ouyang Hongbing & Ali Adam, 2017. "The Impact of European Uncertainty on the Gulf Cooperation Council Markets," Journal of Heterodox Economics, Sciendo, vol. 4(1), pages 37-50, June.
- Nektarios Aslanidis & Charlotte Christiansen, 2017.
"Flight to Safety from European Stock Markets,"
CREATES Research Papers
2017-38, Department of Economics and Business Economics, Aarhus University.
- Aslanidis, Nektarios, & Christiansen, Charlotte, 2018. "Flight to Safety from European Stock Markets," Working Papers 2072/306547, Universitat Rovira i Virgili, Department of Economics.
- Kodila-Tedika, Oasis & Asongu, Simplice A. & Cinyabuguma, Matthias & Tchamyou, Vanessa S., 2017.
"Financial development and prehistoric geographical isolation: global evidence,"
Financial History Review, Cambridge University Press, vol. 24(3), pages 283-306, December.
- Oasis Kodila-Tedika & Simplice Asongu & Matthias Cinyabuguma & Vanessa Tchamyou, 2017. "Financial Development and Pre-historic Geographical Isolation: Global Evidence," Working Papers of the African Governance and Development Institute. 17/041, African Governance and Development Institute..
- Oasis Kodila-Tedika & Simplice A. Asongu & Matthias Cinyabuguma & Vanessa Tchamyou, 2017. "Financial Development and Pre-historic Geographical Isolation: Global Evidence," Research Africa Network Working Papers 17/041, Research Africa Network (RAN).
- Kodila-Tedika, Oasis & Asongu, Simplice & Cinyabuguma, Matthias & Tchamyou, Vanessa, 2017. "Financial Development and Pre-historic Geographical Isolation: Global Evidence," MPRA Paper 84039, University Library of Munich, Germany, revised Sep 2017.
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"London calling: Nonlinear mean reversion across national stock markets,"
The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 265-277.
- Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
- Hyeongwoo Kim & Jintae Kim, 2018. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2018-01, Department of Economics, Auburn University.
- Hyeongwoo Kim & Jintae Kim, 2017. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2017-05, Department of Economics, Auburn University.
- Ayben Koy & Güldenur Çetin & İhsan Ersan, 2017. "Regime Dynamics of International Precious Metal Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 32(107), pages 26-40, April.
- Matteo Maggiori, 2017.
"Financial Intermediation, International Risk Sharing, and Reserve Currencies,"
American Economic Review, American Economic Association, vol. 107(10), pages 3038-3071, October.
- Matteo Maggiori, 2012. "Financial Intermediation, International Risk Sharing, and Reserve Currencies," 2012 Meeting Papers 146, Society for Economic Dynamics.
- Matteo Maggiori, 2013. "Financial Intermediation, International Risk Sharing, and Reserve Currencies," Working Paper 181796, Harvard University OpenScholar.
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- Kodila-Tedika, Oasis & Asongu, Simplice A. & Cinyabuguma, Matthias & Tchamyou, Vanessa S., 2017.
"Financial development and prehistoric geographical isolation: global evidence,"
Financial History Review, Cambridge University Press, vol. 24(3), pages 283-306, December.
- Oasis Kodila-Tedika & Simplice A. Asongu & Matthias Cinyabuguma & Vanessa Tchamyou, 2017. "Financial Development and Pre-historic Geographical Isolation: Global Evidence," Research Africa Network Working Papers 17/041, Research Africa Network (RAN).
- Oasis Kodila-Tedika & Simplice Asongu & Matthias Cinyabuguma & Vanessa Tchamyou, 2017. "Financial Development and Pre-historic Geographical Isolation: Global Evidence," Working Papers of the African Governance and Development Institute. 17/041, African Governance and Development Institute..
- Kodila-Tedika, Oasis & Asongu, Simplice & Cinyabuguma, Matthias & Tchamyou, Vanessa, 2017. "Financial Development and Pre-historic Geographical Isolation: Global Evidence," MPRA Paper 84039, University Library of Munich, Germany, revised Sep 2017.
- Charles Yuji Horioka & Nicholas Ford, 2017.
"The Solution to the Feldstein-Horioka Puzzle,"
ISER Discussion Paper
1016, Institute of Social and Economic Research, The University of Osaka.
- Horioka, Charles Yuji & Ford, Nicholas, 2017. "The Solution to the Feldstein-Horioka Puzzle," AGI Working Paper Series 2017-17, Asian Growth Research Institute.
- G. Cornelis van Kooten, 2017.
"The Policy Challenge of Creating Forest Offset Credits: A Case Study from the Interior of British Columbia,"
Working Papers
2017-02, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group.
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- Papa Gueye Fam & Rachida Hennani & Nicolas Huchet, 2017.
"U.S. Monetary Policy, Commodity Prices And The Financialization Hypothesis,"
Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 20, pages 53-77, December.
- Nicolas Huchet & Gueye Papa & Rachida Hennani, 2017. "U.S. Monetary Policy, Commodity Prices And The Financialization Hypothesis," Post-Print hal-03591537, HAL.
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"A note on risk sharing versus instability in international financial integration: When Obstfeld meets Stiglitz,"
DEM Discussion Paper Series
17-19, Department of Economics at the University of Luxembourg.
- Raouf Boucekkine & Benteng Zou, 2017. "A Note on Risk Sharing versus Instability in International Financial Integration: When Obstfeld Meets Stiglitz," AMSE Working Papers 1730, Aix-Marseille School of Economics, France.
- Raouf Boucekkine & Benteng Zou, 2017. "A Note on Risk Sharing versus Instability in International Financial Integration: When Obstfeld Meets Stiglitz," Working Papers halshs-01579120, HAL.
- Yue Meinn GOH & Ros Zam Zam SAPIAN, 2017. "Return, Volatility And Fund Flows Linkages: Malaysian Evidence," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(2), pages 59-69, November.
- Kristóf Gyódi, 2017. "Determinants of Government Bond Spreads and Contagion between 2001–2014," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 67(2), pages 235-256, June.
- Nikolaos Stoupos & Apostolos Kiohos, 2017. "Post-Communist Countries of the EU and the Euro: Dynamic Linkages between Exchange Rates," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 67(4), pages 511-538, December.
- Stanislav Martinek, 2017. "The Investment Strategies of Sovereign Wealth Funds: A Reverse Engineered Pitch," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 16(4), pages 648-656, December.
- Didier, Tatiana & Llovet, Ruth & Schmukler, Sergio L., 2017.
"International financial integration of East Asia and Pacific,"
Journal of the Japanese and International Economies, Elsevier, vol. 44(C), pages 52-66.
- Didier Brandao,Tatiana & Llovet Montanes,Ruth & Schmukler,Sergio L. & Didier Brandao,Tatiana & Llovet Montanes,Ruth & Schmukler,Sergio L., 2016. "International financial integration of East Asia and Pacific," Policy Research Working Paper Series 7772, The World Bank.
- Tatiana Didier & Ruth Llovet Montanes & Sergio Luis Schmukler, 2017. "International Financial Integration of East Asia and Pacific," Mo.Fi.R. Working Papers 139, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomás, 2017.
"International asset allocations and capital flows: The benchmark effect,"
Journal of International Economics, Elsevier, vol. 108(C), pages 413-430.
- Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomas, 2014. "International asset allocations and capital flows : the benchmark effect," Policy Research Working Paper Series 6866, The World Bank.
- Claudio Raddatz & Sergio Luis Schmukler & Tomas Williams, 2017. "International Asset Allocations and Capital Flows: The Benchmark Effect," Mo.Fi.R. Working Papers 141, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Tomas Williams & Claudio Raddatz & Sergio L. Schmukler, 2017. "International Asset Allocations and Capital Flows: The Benchmark Effect," Working Papers 2017-10, The George Washington University, Institute for International Economic Policy.
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"Trading While Sleepy? Circadian Mismatch and Excess Volatility in a Global Experimental Asset Market,"
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"What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg?,"
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"Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE [Whatever it takes: the real effects of unconventional monetary policy],"
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"The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel,"
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"Volatility spillovers among global stock markets: measuring total and directional effects,"
Empirical Economics, Springer, vol. 56(5), pages 1581-1599, May.
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"Sovereign default risk in OECD countries: Do global factors matter?,"
The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 629-639.
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"Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging,"
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"Redemption risk and cash hoarding by asset managers,"
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"Effects of capital controls on foreign exchange liquidity,"
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"How Important is the Global Financial Cycle? Evidence from Capital Flows,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 24-60, March.
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"Commodity Trade and the Carry Trade: A Tale of Two Countries,"
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"Effects of capital flow on the equity and housing markets in Hong Kong,"
Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 332-349, August.
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"Assessing the readiness of the BRICS grouping for mutually beneficial financial integration,"
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"Effective Exchange Rates, Current Accounts and Global Imbalances,"
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"International Medium of Exchange: Privilege and Duty,"
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"Investor behaviour and reaching for yield: Evidence from the sterling corporate bond market,"
Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 28(5), pages 347-379, December.
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"Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43,
Bank for International Settlements.
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"The Renminbi Central Parity: An Empirical Investigation,"
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"On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation,"
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"Measuring the systemic importance of banks,"
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"Inflation and the steeplechase between economic activity variables: evidence for G7 countries,"
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"Exchange Rate Adjustments and US Trade with China: What does a State Level Analysis Tell Us?,"
Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 17(2), pages 1-14, June.
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"Asymmetric exchange rate exposure of stock returns: empirical evidence from Chinese industries,"
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"Fiscal unions redux,"
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"The Quanto Theory of Exchange Rates,"
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"Lessons Unlearned? Corporate Debt in Emerging Markets,"
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"How Important is the Global Financial Cycle? Evidence from Capital Flows,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 24-60, March.
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"Cross-border mergers and acquisitions: Evidence from the Indochina region,"
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"Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929,"
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"Monetary Policy in the Capitals of Capital,"
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"A Macroeconomic Model With Financially Constrained Producers and Intermediaries,"
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"Financial development and prehistoric geographical isolation: global evidence,"
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- Пламен Пътев & Калоян Петков, 2017. "Значението На Обхвата На Портфейла За Подобряване Резултатите От Активния Портфейлен Мениджмънт – По Примера На Нововъзникналите Фондови Пазари От Югоизточна Азия," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 16-35.
- Gérard CHARREAUX, 2017. "Gestion de portefeuille et politique:existe-t-il une prime partisane sur le marché français ?, Portfolio management and politics:is there a presidential premium on the French market ?," Working Papers CREGO 1170201, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
- Peter Cornelius, 2017. "The Structure and Integration of the European Buyout Industry," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 86(1), pages 111-128.
- Andreas Breitenfellner & Helene Schuberth, 2017. "Europe Needs More than a Capital Markets Union: Focus on the Integration of Euro Area Sovereign Debt Markets," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 86(2), pages 9-20.
- Hans-Helmut Kotz & Willi Semmler & Ibrahim Tahri, 2017. "Capital Markets Union and Monetary Policy Performance: Comes Financial Market Variety at a Cost?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 86(2), pages 41-59.
- Hans-Helmut Kotz & Dorothea Schäfer, 2017. "Can the Capital Markets Union Deliver?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 86(2), pages 89-98.
- Franziska Bremus & Katja Neugebauer, 2017. "Fragmentierte Kreditmärkte erhöhen Finanzierungskosten für kleine und mittelgroße Firmen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 84(22), pages 439-446.
- Bremus, Franziska & Neugebauer, Katja, 2017.
"Don't stop me now: the impact of credit market fragmentation on firms' financing constraints,"
LSE Research Online Documents on Economics
70774, London School of Economics and Political Science, LSE Library.
- Franziska Bremus & Katja Neugebauer, 2017. "Don't Stop Me Now: The Impact of Credit Market Fragmentation on Firms' Financing Constraints," Discussion Papers of DIW Berlin 1650, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Kefei You, 2017.
"Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests,"
CESifo Working Paper Series
6494, CESifo.
- Guglielmo Maria Caporale & Kefei You, 2017. "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," Discussion Papers of DIW Berlin 1669, DIW Berlin, German Institute for Economic Research.
- Ryan van Lamoen & Simona Mattheussens & Martijn Dröes, 2017. "Quantitative easing and exuberance in government bond markets: Evidence from the ECB's expanded asset purchase program," DNB Working Papers 548, Netherlands Central Bank, Research Department.
- Emiel F. S. van Bezooijen & Jacob A. Bikker, 2019.
"Financial Structure and Macroeconomic Volatility: A Panel Data Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(12), pages 117-117, December.
- Emiel F.S. van Bezooijen & J.A. Bikker, 2017. "Financial Structure and Macroeconomic Volatility: a Panel Data Analysis," Working Papers 17-13, Utrecht School of Economics.
- Emiel van Bezooijen & Jacob Bikker, 2017. "Financial structure and macroeconomic volatility: a panel data analysis," DNB Working Papers 568, Netherlands Central Bank, Research Department.
- I. Koetsier & J.A. Bikker, 2017.
"Herding behaviour of Dutch pension funds in sovereign bond investments,"
Working Papers
17-15, Utrecht School of Economics.
- Ian Koetsier & Jacob Bikker, 2017. "Herding behaviour of Dutch pension funds in sovereign bond investments," DNB Working Papers 569, Netherlands Central Bank, Research Department.
- Stanga, Irina & Vlahu, Razvan & de Haan, Jakob, 2020.
"Mortgage arrears, regulation and institutions: Cross-country evidence,"
Journal of Banking & Finance, Elsevier, vol. 118(C).
- Irina Stanga & Razvan Vlahu & Jakob de Haan, 2017. "Mortgage arrears, regulation and institutions: Cross-country evidence," DNB Working Papers 580, Netherlands Central Bank, Research Department.
- Horioka, Charles Yuji & Ford, Nicholas, 2017.
"The Solution to the Feldstein-Horioka Puzzle,"
AGI Working Paper Series
2017-17, Asian Growth Research Institute.
- Charles Yuji Horioka & Nicholas Ford, 2017. "The Solution to the Feldstein-Horioka Puzzle," ISER Discussion Paper 1016, Institute of Social and Economic Research, The University of Osaka.
- Jawadi, Fredj & Louhichi, Waël & Ameur, Hachmi Ben & Cheffou, Abdoulkarim Idi, 2016.
"On oil-US exchange rate volatility relationships: An intraday analysis,"
Economic Modelling, Elsevier, vol. 59(C), pages 329-334.
- Fredj Jawadi & Wael Louhichi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou, 2017. "On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis," Working Papers hal-04141662, HAL.
- Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou, 2017. "On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis," EconomiX Working Papers 2017-11, University of Paris Nanterre, EconomiX.
- Pierre Bui Quang & Jonas Heipertz & Natacha Valla, 2017. "International equity portfolio diversification: a sectoral and security-by-security analysis," EconomiX Working Papers 2017-2, University of Paris Nanterre, EconomiX.
- Lauren Stagnol, 2017.
"Introducing global term structure in a risk parity framework,"
Working Papers
hal-04141648, HAL.
- Lauren Stagnol, 2017. "Introducing global term structure in a risk parity framework," EconomiX Working Papers 2017-23, University of Paris Nanterre, EconomiX.
- M. Caridad SEVILLANO & Francisco JAREÑO, 2017. "The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 17(1), pages 37-56.
- Antonio CALVO-BERNARDINO & Irene MARTIN DE VIDALES, 2017. "Crisis Financiera Y Reestructuración De Las Cajas De Ahorro. Una Comparación Internacional," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 17(1), pages 65-82.
- Schmidt, Daniel & Lunghi, Sandro & von Beschwitz, Bastian, 2017. "Limits of Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," HEC Research Papers Series 1206, HEC Paris, revised 13 Aug 2017.
- Langlois, Hugues & Chaieb, Ines & Errunza, Vihang R., 2017.
"Is Liquidity Risk Priced in Partially Segmented Markets?,"
HEC Research Papers Series
1254, HEC Paris, revised 04 Jun 2018.
- Ines Chaieb & Vihang R. Errunza & Hugues Langlois, 2018. "Is Liquidity Risk Priced in Partially Segmented Markets?," Swiss Finance Institute Research Paper Series 18-05, Swiss Finance Institute, revised Jun 2018.
- Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2017. "Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models," Working Papers ECARES ECARES 2017-10, ULB -- Universite Libre de Bruxelles.
- Gächter, Martin & Macki, Piotr & Moder, Isabella & Polgár, Éva Katalin & Savelin, Li & Żuk, Piotr, 2017. "Financial stability assessment of EU candidate and potential candidate countries," Occasional Paper Series 190, European Central Bank.
- D’Errico, Marco & Battiston, Stefano & Peltonen, Tuomas & Scheicher, Martin, 2018.
"How does risk flow in the credit default swap market?,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 53-74.
- D'Errico, Marco & Battiston, Stefano & Peltonen, Tuomas A. & Scheicher, Martin, 2016. "How does risk flow in the credit default swap market?," ESRB Working Paper Series 33, European Systemic Risk Board.
- Scheicher, Martin & Peltonen, Tuomas A. & D'Errico, Marco & Battiston, Stefano, 2017. "How does risk flow in the credit default swap market?," Working Paper Series 2041, European Central Bank.
- Thibaut Duprey & Benjamin Klaus, 2017.
"How to Predict Financial Stress? An Assessment of Markov Switching Models,"
Staff Working Papers
17-32, Bank of Canada.
- Duprey, Thibaut & Klaus, Benjamin, 2017. "How to predict financial stress? An assessment of Markov switching models," Working Paper Series 2057, European Central Bank.
- Laura Nowzohour & Livio Stracca, 2020.
"More Than A Feeling: Confidence, Uncertainty, And Macroeconomic Fluctuations,"
Journal of Economic Surveys, Wiley Blackwell, vol. 34(4), pages 691-726, September.
- Nowzohour, Laura & Stracca, Livio, 2017. "More than a feeling: confidence, uncertainty and macroeconomic fluctuations," Working Paper Series 2100, European Central Bank.
- Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018.
"The portfolio of euro area fund investors and ECB monetary policy announcements,"
Journal of International Money and Finance, Elsevier, vol. 89(C), pages 103-126.
- Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2017. "The portfolio of euro area fund investors and ECB monetary policy announcements," Working Paper Series 2116, European Central Bank.
- Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2016.
"Exchange Traded Funds (ETFs),"
Swiss Finance Institute Research Paper Series
16-64, Swiss Finance Institute.
- Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih, 2017. "Exchange Traded Funds (ETFs)," Working Paper Series 2016-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2016. "Exchange Traded Funds (ETFs)," NBER Working Papers 22829, National Bureau of Economic Research, Inc.
- Hanselaar, Rogier M. & Stulz, René M. & van Dijk, Mathijs A., 2019.
"Do firms issue more equity when markets become more liquid?,"
Journal of Financial Economics, Elsevier, vol. 133(1), pages 64-82.
- Hanselaar, Rogier & Stulz, Rene M. & Van Dijk, Mathijs A., 2017. "Do Firms Issue More Equity When Markets Become More Liquid?," Working Paper Series 2016-24, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Beltratti, Andrea & Stulz, Rene M., 2017. "How Important Was Contagion Through Banks During the European Sovereign Crisis?," Working Paper Series 2017-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Hou, Kewei & Tang, Ke & Zhang, Bohui, 2017. "Political Uncertainty and Commodity Prices," Working Paper Series 2017-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Andr Tomfort, 2017. "Detecting Asset Price Bubbles: A Multifactor Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 46-55.
- Khalifa Hassanain, 2017. "Stock Prices and Real Exchange Rate Movements in the Gulf Cooperation Council," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 92-96.
- Pasrun Adam & Pasrun Adam & Rosnawintang Rosnawintang & Ambo Wonua Nusantara & Abd Aziz Muthalib, 2017. "A Model of the Dynamic of the Relationship between Exchange Rate and Indonesia's Export," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 255-261.
- Dewa Gede Wirama & I Gusti Bagus Wiksuana & Zuraidah Mohd-Sanusi & Soheil Kazemian, 2017. "Price Manipulation by Dissemination of Rumors: Evidence from the Indonesian Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 429-434.
- Hanan Naser, 2017. "Can Gold Investments Provide a Good Hedge Against Inflation? An Empirical Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 470-475.
- Dwi Wulandari & Mit Witjaksono & Thomas Soseco & Bagus Shandy Narmaditya, 2017. "The Development of Productive Economy Cluster through Siparti 3-S and Triple Helix in Lumajang Regency, Indonesia," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 25-31.
- scar Carchano & Julio Lucia & ngel Pardo, 2017. "A New Perspective on the Relationship between Trading Variables and Volatility in Futures Markets," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 397-407.
- Iqbal Thonse Hawaldar & B. Shakila & Prakash Pinto, 2017. "Empirical Testing of Month of the Year Effect on Selected Commercial Banks and Services Sector Companies Listed on Bahrain Bourse," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 426-436.
- Zi-Yi Guo, 2017. "Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 507-512.
- Cristiana Fiorelli & Marco Mele, 2017. "Water Gain: As a Common Good Becomes a Financial Opportunity," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 626-630.
- Wang Tianqiong & Shu Yang & Shamila Saddique, 2017. "Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 631-640.
- Mariya Paskaleva & Ani Stoitsova-Stoykova, 2017. "Linkages and Efficiency Between iTraxx Europe and Financial Market Dynamics in South-East Europe Capital Markets in Post-crisis Period," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 172-179.
- Jaber Bahrami & Mosayeb Pahlavani & Reza Roshan & Saeed Rasekhi, 2017. "Adjusting Consumption Based Capital Asset Pricing Model within the Framework of an Open Economy: The Case of Iran," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 309-317.
- Mostafa Ali & Gang Sun, 2017. "Dynamic Relations between Stock Price and Exchange Rate: Evidence from South Asia," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 331-341.
- Ranjan Dasgupta, 2017. "Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 684-705.
- Sima Siami-Namini, 2017. "Granger Causality Between Exchange Rate and Stock Price: A Toda Yamamoto Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 603-607.
- Sarod Khandaker & Silvia Zia Islam, 2017. "International Tourism Demand and Macroeconomic Factors," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 389-393.
- Samih Antoine Azar & Angelic Salha, 2017. "The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils," International Journal of Energy Economics and Policy, Econjournals, vol. 7(1), pages 44-54.
- Samuel D. Barrows, 2017. "Do Oil Industry Merger Waves Reveal Any Trends?," International Journal of Energy Economics and Policy, Econjournals, vol. 7(5), pages 142-151.
- Onder Buberkoku, 2017. "Examining Energy Futures Market Efficiency Under Multiple Regime Shifts," International Journal of Energy Economics and Policy, Econjournals, vol. 7(6), pages 61-71.
2016
- Bent Jesper Christensen & Rasmus Tangsgaard Varneskov, 2021.
"Dynamic Global Currency Hedging [Arbitrage in the Foreign Exchange Market: Turning on the Microscope],"
Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 97-127.
- Bent Jesper Christensen & Rasmus T. Varneskov, 2016. "Dynamic Global Currency Hedging," CREATES Research Papers 2016-03, Department of Economics and Business Economics, Aarhus University.
- Gustavo Fruet Dias & Cristina M. Scherrer & Fotis Papailias, 2016. "Volatility Discovery," CREATES Research Papers 2016-07, Department of Economics and Business Economics, Aarhus University.
- Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou, 2016. "Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation," CREATES Research Papers 2016-29, Department of Economics and Business Economics, Aarhus University.
- Vira TRONKO & Dariia SAI, 2016. "Problems Of Attracting Of Foreign Direct Investments In Ukraine," Economy and Sociology, The Journal Economy and Sociology, issue 1, pages 19-26.
- Ivan LUCHIAN & Alexandra TVIRCUN, 2016. "Global Trends Of Alternative Investments," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 73-78.
- Ivan LUCHIAN & Alexandra TVIRCUN, 2016. "Global Trends Of Alternative Investments," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 73-78.
- Shabir Ahmad Hakim & Zarinah Hamid & Ahamed Kameel Mydin Meera, 2016. "Capital Asset Pricing Model and Pricing of Islamic Financial Instruments نموذج تسعير الأصول الرأسمالية وتسعير الأدوات المالية الإسلامية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 29(1), pages 21-39, January.
- Oasis Kodila-Tedika & Simplice Asongu & Matthias Cinyabuguma, 2016.
"Financial Development and Geographic Isolation: Global Evidence,"
Working Papers of the African Governance and Development Institute.
16/014, African Governance and Development Institute..
- Oasis Kodila-Tedika & Simplice A. Asongu & Matthias Cinyabuguma, 2016. "Financial Development and Geographic Isolation: Global Evidence," Research Africa Network Working Papers 16/014, Research Africa Network (RAN).
- Kodila-Tedika, Oasis & Asongu, Simplice & Cinyabuguma, Matthias, 2016. "Financial Development and Geographic Isolation: Global Evidence," MPRA Paper 73687, University Library of Munich, Germany.
- T. Randolph Beard & Hyeongwoo Kim & Michael L. Stern, 2017.
"Is good news for Donald Trump bad news for the Peso?,"
Applied Economics Letters, Taylor & Francis Journals, vol. 24(19), pages 1363-1368, November.
- T. Randolph Beard & Hyeongwoo Kim & Michael Stern, 2016. "Is Good News for Donald Trump Bad News for the Peso?," Auburn Economics Working Paper Series auwp2016-13, Department of Economics, Auburn University.
- Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2016.
"Gauging Liquidity Risk in Emerging Market Bond Index Funds,"
Annals of Economics and Statistics, GENES, issue 123-124, pages 247-269.
- Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2016. "Gauging Liquidity Risk in Emerging Market Bond Index Funds," Post-Print hal-01500712, HAL.
- Jérôme Lahaye, 2016. "Currency Risk: Comovements and Intraday Cojumps," Annals of Economics and Statistics, GENES, issue 123-124, pages 53-76.
- Carlos Gustavo Machicado & Marta Kornacka & Marcelo Cardona, 2016. "R - Remesas," INESAD book chapters, in: Lykke E. Andersen & Boris Branisa & Stefano Canelas (ed.), El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 199-205, Institute for Advanced Development Studies.
- Boris Branisa & Marta Kornacka & Marcelo Cardona, 2016. "S - Saneamiento básico," INESAD book chapters, in: Lykke E. Andersen & Boris Branisa & Stefano Canelas (ed.), El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 215-222, Institute for Advanced Development Studies.
- Charles Engel, 2016.
"Exchange Rates, Interest Rates, and the Risk Premium,"
American Economic Review, American Economic Association, vol. 106(2), pages 436-474, February.
- Charles Engel, 2015. "Exchange Rates, Interest Rates, and the Risk Premium," NBER Working Papers 21042, National Bureau of Economic Research, Inc.
- Jaime Alcaide Arranz, 2016. "Desarrollo de la Banca Islámica. El Caso de Indonesia. Contexto y evolución," Working Papers 16-07, Asociación Española de Economía y Finanzas Internacionales.
- Ibrahim Bozkurt & Engin Akman, 2016. "Financial Integration into EU: The Romanian Case," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(42), pages 269-269, May.
- Oasis Kodila-Tedika & Simplice A. Asongu & Matthias Cinyabuguma, 2016.
"Financial Development and Geographic Isolation: Global Evidence,"
Research Africa Network Working Papers
16/014, Research Africa Network (RAN).
- Oasis Kodila-Tedika & Simplice Asongu & Matthias Cinyabuguma, 2016. "Financial Development and Geographic Isolation: Global Evidence," Working Papers of the African Governance and Development Institute. 16/014, African Governance and Development Institute..
- Kodila-Tedika, Oasis & Asongu, Simplice & Cinyabuguma, Matthias, 2016. "Financial Development and Geographic Isolation: Global Evidence," MPRA Paper 73687, University Library of Munich, Germany.
- Nicholas Ford & Charles Yuji Horioka, 2017.
"The ‘real’ explanation of the Feldstein–Horioka puzzle,"
Applied Economics Letters, Taylor & Francis Journals, vol. 24(2), pages 95-97, January.
- Nicholas Ford & Charles Yuji Horioka, 2016. "The 'Real' Explanation of the Feldstein-Horioka Puzzle," ISER Discussion Paper 0962, Institute of Social and Economic Research, The University of Osaka.
- Ford, Nicholas & Horioka, Charles Yuji, 2016. "The 'Real' Explanation of the Feldstein-Horioka Puzzle," AGI Working Paper Series 2016-07, Asian Growth Research Institute.
- Nicholas Ford & Charles Yuji Horioka, 2016. "The "Real" Explanation of the Feldstein-Horioka Puzzle," NBER Working Papers 22081, National Bureau of Economic Research, Inc.
- Nicholas Ford & Charles Yuji Horioka, 2017.
"The ‘real’ explanation of the PPP puzzle,"
Applied Economics Letters, Taylor & Francis Journals, vol. 24(5), pages 325-328, March.
- Nicholas Ford & Charles Yuji Horioka, 2016. "The 'Real' Explanation of the PPP Puzzle," NBER Working Papers 22198, National Bureau of Economic Research, Inc.
- Ford, Nicholas & Horioka, Charles Yuji, 2016. "The 'Real' Explanation of the PPP Puzzle," AGI Working Paper Series 2016-08, Asian Growth Research Institute.
- Nicholas Ford & Charles Yuji Horioka, 2016. "The ‘Real’ Explanation of the PPP Puzzle," ISER Discussion Paper 0969, Institute of Social and Economic Research, The University of Osaka.
- Horioka, Charles Yuji & Ford, Nicholas, 2016. "A Possible Explanation of the 'Exchange Rate Disconnect Puzzle': A Common Solution to Three Major Macroeconomic Puzzles?," AGI Working Paper Series 2016-15, Asian Growth Research Institute.
- Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi, 2016.
"Global oil market and the U.S. stock returns,"
Energy, Elsevier, vol. 114(C), pages 1277-1287.
- Maryam Ahmad & Matteo Manera & Mehdi Sadeghzadeh, 2015. "Global Oil Market and the U.S. Stock Returns," Working Papers 2015.91, Fondazione Eni Enrico Mattei.
- Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi, 2016. "Global Oil Market and the U.S. Stock Returns," Energy: Resources and Markets 230599, Fondazione Eni Enrico Mattei (FEEM).
- Qunfeng LIAO & Seyed MEHDIAN & John STEPHENS, 2016. "The Impact Of The 2008 Global Financial Crisis On The Structure Of The Transmission Of Price Innovations Across Financial Markets: The Case Of Southwest Asian Equity Markets," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 63(2), pages 195-208, July.
- Justine Pedrono & Aurélien Violon, 2016.
"Banks' Capital Structure and US dollar Diversification of Assets: Does Reduction in Systemic Risk Offset Agency Costs?,"
Working Papers
halshs-01275858, HAL.
- Justine Pedrono & Aurélien Violon, 2016. "Banks' Capital Structure and US Dollar Diversification of Assets: Does Reduction in Systemic Risk Offset Agency Costs?," AMSE Working Papers 1610, Aix-Marseille School of Economics, France.
- Justine Pedrono, 2016.
"Currency Diversification of Banks: A Spontaneous Buffer Against Financial Losses,"
Working Papers
halshs-01275862, HAL.
- Justine Pedrono, 2016. "Currency Diversification of Banks: A Spontaneous Buffer Against Financial Losses," AMSE Working Papers 1611, Aix-Marseille School of Economics, France.
- Roxana Badircea & Alina Manta & Alia Duta, 2016. "The Analysis of the Real Convergence of the Countries from Central and Eastern Europe," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(18), pages 45-50, December.
- Duong Thi Hieu, 2016. "Testing sovereign contagion via changes of CDS price in European debt crisis," Society and Economy, Akadémiai Kiadó, Hungary, vol. 38(1), pages 5-28, March.
- Patrycja Chodnicka-Jaworska, "undated". "Banks Credit Rating Changes And Their Stock Prices €“ The Impact Of Political Divisions And Economy Development," Review of Socio - Economic Perspectives 201603, Reviewsep.
- Paulo Ferreira & Andreia DionÃsio, "undated". "G7 Stock Markets, Who Is The First To Defeat The Dcca Correlation?," Review of Socio - Economic Perspectives 201605, Reviewsep.
- Patrycja Chodnicka-Jaworska & Piotr Jaworski, "undated". "Countries Credit Ratings And Exchange Rates €“ The Impact Of Economic Development," Review of Socio - Economic Perspectives 201608, Reviewsep.
- Sonia Woś, 2016. "Alternative Trading Systems in Germany – Entry Standard vs. Neuer Markt," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 15, pages 223-233, September.
- Geert Bekaert & Campbell R. Harvey & Andrea Kiguel & Xiaozheng Wang, 2016. "Globalization and Asset Returns," Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 221-288, October.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2017.
"Asymmetric volatility connectedness on the forex market,"
Journal of International Money and Finance, Elsevier, vol. 77(C), pages 39-56.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2016. "Asymmetric volatility connectedness on forex markets," Papers 1607.08214, arXiv.org.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2017. "Asymmetric volatility connectedness on the forex market," KIER Working Papers 956, Kyoto University, Institute of Economic Research.
- Jamie Kang & Tim Leung, 2017.
"Asynchronous ADRs: overnight vs intraday returns and trading strategies,"
Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 34(4), pages 580-596, October.
- Tim Leung & Jamie Kang, 2016. "Asynchronous ADRs: Overnight vs Intraday Returns and Trading Strategies," Papers 1611.03110, arXiv.org.
- Adrian Doru BÎGIOI & Cristina Elena DUMITRU, 2016. "The rights of shareholders – basic principle of corporate governance by means of case-specific jurisprudence," The Audit Financiar journal, Chamber of Financial Auditors of Romania, vol. 14(136), pages 401-401, Aprilie.
- Ana Vizjak & Maja Vizjak, 2016. "Transatlantic Trade And Investment Partnership (Ttip) And Regulation Of Financial Markets," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 25(1), pages 319-336, june.
- Veljko Fotak, 2016. "A Spark from the Public Sector: Co-lending by Government-owned and Private-sector Lenders," BAFFI CAREFIN Working Papers 1624, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Oksana Kiktenko, 2016. "Measures Of The State For Introduction Deoffshorization In Stock Market Of Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(2).
- Nazar Moroz, 2016. "Regional Features Of The Global Market Of Syndicated Lending," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(2).
- Vitaliy Semenyuk, 2016. "Pragmatics Of Using A Modified Capm Model For Estimating Cost Of Equity On Emerging Markets," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(2).
- Valentyn Khokhlov, 2016. "Alpha-Beta Separation Portfolio Strategies For Islamic Finance," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(4).
- Enzo Mignarri, 2016. "Etf characteristics and fiscal treatment in Italy," BANCARIA, Bancaria Editrice, vol. 12, pages 51-58, December.
- Francesco Campanella & Mario Mustilli & Eugenio D¡¯Angelo, 2016. "Efficient Market Hypothesis and Fundamental Analysis: An Empirical Test in the European Securities Market," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 27-42, February.
- Haibin Xie & Qilin Qin & Shouyang Wang, 2016. "Is Halloween Effect a New Puzzle? Evidence from Price Gap," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 19-31, November.
- James Pinnington & Maral Shamloo, 2016. "Limits to Arbitrage and Deviations from Covered Interest Rate Parity," Discussion Papers 16-4, Bank of Canada.
- Duprey, Thibaut & Klaus, Benjamin & Peltonen, Tuomas, 2017.
"Dating systemic financial stress episodes in the EU countries,"
Journal of Financial Stability, Elsevier, vol. 32(C), pages 30-56.
- Peltonen, Tuomas A. & Klaus, Benjamin & Duprey, Thibaut, 2015. "Dating systemic financial stress episodes in the EU countries," Working Paper Series 1873, European Central Bank.
- Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen, 2016. "Dating Systemic Financial Stress Episodes in the EU Countries," Staff Working Papers 16-11, Bank of Canada.
- Matt Davison & Darrell Leadbetter & Bin Lu & Jane Voll, 2016. "Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?," Staff Working Papers 16-39, Bank of Canada.
- João Barata Ribeiro Blanco Barroso, 2017.
"Quantitative Easing and United States Investor Portfolio Rebalancing towards Foreign Assets,"
Investigación Conjunta-Joint Research, in: Ángel Estrada García & Alberto Ortiz Bolaños (ed.), International Spillovers of Monetary Policy, edition 1, chapter 8, pages 225-285,
Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- João Barata Ribeiro Blanco Barroso, 2016. "Quantitative Easing and United States Investor Portfolio Rebalancing Towards Foreign Assets," Working Papers Series 420, Central Bank of Brazil, Research Department.
- Derya AYSOY & Guray KUCUKKOCAOGLU, 2016. "The Effect of Foreign Exchange Interventions on Exchange Rate," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 10(1), pages 65-94.
- Alberto Fuertes & José María Serena, 2016. "How firms borrow in international bond markets: securities regulation and market segmentation," Working Papers 1603, Banco de España.
- Carmen Broto & Matías Lamas, 2016. "Measuring market liquidity in us fixed income markets: a new synthetic indicator," Working Papers 1608, Banco de España.
- Valeria Pellegrini & Alessandra Sanelli & Enrico Tosti, 2016. "What do external statistics tell us about undeclared assets held abroad and tax evasion?," Questioni di Economia e Finanza (Occasional Papers) 367, Bank of Italy, Economic Research and International Relations Area.
- Luca Agnello & Nikola Altiparmakov & Michal Andrle & Maria Grazia Attinasi & Jan Babeck� & Salvador Barrios & John Bluedorn & Vladimir Borgy & Othman Bouabdallah & Andries Brandsma & Adi Brender & V, 2016. "Beyond the austerity dispute: new priorities for fiscal policy," Workshop and Conferences 20, Bank of Italy, Economic Research and International Relations Area.
- Alessio Anzuini & Francesca Brusa, 2016. "Carry trades and exchange rate volatility: a TVAR approach," Temi di discussione (Economic working papers) 1046, Bank of Italy, Economic Research and International Relations Area.
- Francesco Potente & Antonio Scalia, 2016. "Market timing and performance attribution in the ECB reserve management framework," Temi di discussione (Economic working papers) 1062, Bank of Italy, Economic Research and International Relations Area.
- Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2018.
"Informational Contagion in the Laboratory,"
Review of Finance, European Finance Association, vol. 22(3), pages 877-904.
- Marco Cipriani & Sven Fischer & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati, 2015. "Informational contagion in the laboratory," Staff Reports 715, Federal Reserve Bank of New York.
- Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2016. "Informational contagion in the laboratory," Temi di discussione (Economic working papers) 1063, Bank of Italy, Economic Research and International Relations Area.
- Bernardo Leyva-Uribe & Jose E. Gomez-Gonzalez & Oscar M. Valencia-Arana & Mauricio Villamizar-Villegas, 2016.
"Efectos del Quantitative Easing sobre los retornos accionarios en mercados emergentes,"
Borradores de Economia
14286, Banco de la Republica.
- Bernardo Leyva-Uribe & Jose E. Gomez-Gonzalez & Oscar M. Valencia-Arana & Mauricio Villamizar-Villegas, 2016. "Efectos del Quantitative Easing sobre los retornos accionarios en mercados emergentes," Borradores de Economia 929, Banco de la Republica de Colombia.
- Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2017.
"Equity markets’ clustering and the global financial crisis,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1905-1922, December.
- León, C. & Kim, Geun-Young & Martínez, Constanza & Lee, Daeyup, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Discussion Paper 2016-016, Tilburg University, Center for Economic Research.
- Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Borradores de Economia 937, Banco de la Republica de Colombia.
- León, C. & Kim, Geun-Young & Martínez, Constanza & Lee, Daeyup, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Other publications TiSEM e5c31b4d-dc83-4d3e-9a73-b, Tilburg University, School of Economics and Management.
- Gamba-Santamaria, Santiago & Gomez-Gonzalez, Jose Eduardo & Hurtado-Guarin, Jorge Luis & Melo-Velandia, Luis Fernando, 2017.
"Stock market volatility spillovers: Evidence for Latin America,"
Finance Research Letters, Elsevier, vol. 20(C), pages 207-216.
- Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia & Jorge Luis Hurtado-Guarin, 2016. "Stock Market Volatility Spillovers: Evidence for Latin America," Borradores de Economia 943, Banco de la Republica de Colombia.
- Fredy Gamboa-Estrada, 2016. "Carry Trade y Depreciaciones Bruscas del Tipo de Cambio en Colombia," Borradores de Economia 957, Banco de la Republica de Colombia.
- Alessio Ciarlone & Andrea Colabella, 2016.
"Spillovers of the ECB's non-standard monetary policy into CESEE economies,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 34(81), pages 175-190, November.
- Alessio Ciarlone & Andrea Colabella, 2016. "Spillovers of the ECB's non-standard monetary policy into CESEE economies," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 34(81), pages 175-190, December.
- Alessio Ciarlone & Andrea Colabella, 2016. "Spillovers of the ECB's non-standard monetary policy into CESEE economies," Questioni di Economia e Finanza (Occasional Papers) 351, Bank of Italy, Economic Research and International Relations Area.
- R. S.J. Koijen & François Koulischer & Benoit Nguyen & M. Yogo, 2016. "Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices," Working papers 601, Banque de France.
- Laurent Ferrara & ISTREFI, K., 2016. "Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence," Bulletin de la Banque de France, Banque de France, issue 206, pages 61-68.
- Guette-Khiter, C., 2016. "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à la fin de l’année 2015," Bulletin de la Banque de France, Banque de France, issue 207, pages 5-15.
- Hodeau, A., 2016. "Structure et évolution des portefeuilles-titres des personnes physiques : des comportements qui diffèrent selon l’âge, la catégorie socio-professionnelle et le montant des portefeuilles," Bulletin de la Banque de France, Banque de France, issue 207, pages 57-69.
- Cabrillac, B. & Gauvin, L. & Gossé, L., 2016. "Les obligations indexées sur le PIB : quels bénéfices pour les émetteurs, les investisseurs et la stabilité financière internationale ?," Bulletin de la Banque de France, Banque de France, issue 208, pages 5-20.
- L. Ferrara & K. Istrefi, 2016. "Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 42, pages 41-46, Summer.
- C. Guette-Khiter, 2016. "Non-resident holdings of French CAC 40 companies at end-2015," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 43, pages 35-46, Autumn.
- B. Cabrillac & L. Gauvin & J.-L. Gossé, 2016. "GDP-indexed bonds: what are the benefits for issuing countries, investors and international financial stability?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 44, pages 6-19, Winter.
- Gennaioli, Nicola & Martin, Alberto & Rossi, Stefano, 2018.
"Banks, government Bonds, and Default: What do the data Say?,"
Journal of Monetary Economics, Elsevier, vol. 98(C), pages 98-113.
- Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2013. "Banks, government bonds, and default: what do the data say?," Economics Working Papers 1378, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2017.
- Nicola Gennaioli & Stefano Rossi & Alberto Martin, 2016. "Banks, Government Bonds, and Default: what do the Data Say?," Working Papers 910, Barcelona School of Economics.
- Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2014. "Banks, Government Bonds, and Default: What do the Data Say?," IMF Working Papers 2014/120, International Monetary Fund.
- Gennaioli, Nicola & Rossi, Stefano & MartÃn, Alberto, 2014. "Banks, Government Bonds, and Default: What do the Data Say?," CEPR Discussion Papers 10044, C.E.P.R. Discussion Papers.
- Luca Fornaro, 2018.
"International Debt Deleveraging,"
Journal of the European Economic Association, European Economic Association, vol. 16(5), pages 1394-1432.
- Luca Fornaro, 2012. "International debt deleveraging," Economics Working Papers 1401, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2016.
- Luca Fornaro, 2016. "International Debt Deleveraging," Working Papers 931, Barcelona School of Economics.
- Luca Fornaro, 2013. "International Debt Deleveraging," Working Papers 182, Oesterreichische Nationalbank (Austrian Central Bank).
- Fornaro, Luca, 2015. "International Debt Deleveraging," CEPR Discussion Papers 10469, C.E.P.R. Discussion Papers.
- Radoslaw Kurach & Daniel Papla, 2016. "Should pension funds hedge currency risk? The case of Poland," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 16(2), pages 81-94.
- Amstad, Marlene & Remolona, Eli & Shek, Jimmy, 2016.
"How do global investors differentiate between sovereign risks? The new normal versus the old,"
Journal of International Money and Finance, Elsevier, vol. 66(C), pages 32-48.
- Marlene Amstad & Eli M Remolona & Jimmy Shek, 2016. "How do global investors differentiate between sovereign risks? The new normal versus the old," BIS Working Papers 541, Bank for International Settlements.
- Michael R. King & Steven Ongena & Nikola Tarashev, 2020.
"Bank Standalone Credit Ratings,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(4), pages 101-144, September.
- Michael R King & Steven Ongena & Nikola Tarashev, 2016. "Bank standalone credit ratings," BIS Working Papers 542, Bank for International Settlements.
- Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2015.
"Has the Pricing of Stocks Become More Global?,"
Swiss Finance Institute Research Paper Series
15-48, Swiss Finance Institute, revised Apr 2016.
- Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2016. "Has the pricing of stocks become more global?," BIS Working Papers 560, Bank for International Settlements.
- Wagner, Alexander F. & Schrimpf, Paul & Petzev, Ivan, 2015. "Has the Pricing of Stocks Become More Global?," CEPR Discussion Papers 10966, C.E.P.R. Discussion Papers.
- Lubos Komarek & Kristyna Ters & Jorg Urban, 2016.
"Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion,"
Working Papers
2016/04, Czech National Bank, Research and Statistics Department.
- Lubos Komarek & Kristyna Ters, 2016. "Intraday dynamics of euro area sovereign credit risk contagion," BIS Working Papers 573, Bank for International Settlements.
- Stefan Avdjiev & Wenxin Du & Cathérine Koch & Hyun Song Shin, 2019.
"The Dollar, Bank Leverage, and Deviations from Covered Interest Parity,"
American Economic Review: Insights, American Economic Association, vol. 1(2), pages 193-208, September.
- Stefan Avdjiev & Wenxin Du & Catherine Koch & Hyun Song Shin, 2016. "The dollar, bank leverage and the deviation from covered interest parity," BIS Working Papers 592, Bank for International Settlements.
- Ephraim Clark & Zhuo Qiao & Wing-Keung Wong, 2016.
"Theories Of Risk: Testing Investor Behavior On The Taiwan Stock And Stock Index Futures Markets,"
Economic Inquiry, Western Economic Association International, vol. 54(2), pages 907-924, April.
- Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2016. "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper 74344, University Library of Munich, Germany.
- Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2017. "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper 82888, University Library of Munich, Germany.
- Kees G. Koedijk & Alfred M.H. Slager & Philip A. Stork, 2016.
"Investing in Systematic Factor Premiums,"
European Financial Management, European Financial Management Association, vol. 22(2), pages 193-234, March.
- Stork, Philip & Koedijk, Kees & Slager, Alfred, 2015. "Investing in Systematic Factor Premiums," CEPR Discussion Papers 10824, C.E.P.R. Discussion Papers.
- Manuel Buchholz & Lena Tonzer, 2016.
"Sovereign Credit Risk Co-Movements in the Eurozone: Simple Interdependence or Contagion?,"
International Finance, Wiley Blackwell, vol. 19(3), pages 246-268, December.
- Tonzer, Lena & Buchholz, Manuel, 2014. "Sovereign Credit Risk Co-movements in the Eurozone: Simple Interdependence or Contagion?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100443, Verein für Socialpolitik / German Economic Association.
- Kaoru Hosono & Miho Takizawa & Kotaro Tsuru, 2016.
"International Transmission of the 2007–2009 Financial Crisis: Evidence from Japan,"
The Japanese Economic Review, Springer, vol. 67(3), pages 295-328, September.
- Kaoru Hosono & Miho Takizawa & Kotaro Tsuru, 2016. "International Transmission of the 2007–2009 Financial Crisis: Evidence from Japan," The Japanese Economic Review, Japanese Economic Association, vol. 67(3), pages 295-328, September.
- Péter Benczúr & Cosmin L. Ilut, 2016.
"Evidence for Relational Contracts in Sovereign Bank Lending,"
Journal of the European Economic Association, European Economic Association, vol. 14(2), pages 375-404.
- Péter Benczúr & Cosmin L. Ilut, 2016. "Evidence For Relational Contracts In Sovereign Bank Lending," Journal of the European Economic Association, European Economic Association, vol. 14(2), pages 375-404, April.
- Cosmin Ilut & Peter Benczur, 2010. "Evidence for Relational Contracts in Sovereign Bank Lending," 2010 Meeting Papers 91, Society for Economic Dynamics.
- Peter Benczur & Cosmin L. Ilut, 2014. "Evidence for Relational Contracts in Sovereign Bank Lending," NBER Working Papers 20391, National Bureau of Economic Research, Inc.
- Bryan Kelly & Ľuboš Pástor & Pietro Veronesi, 2016.
"The Price of Political Uncertainty: Theory and Evidence from the Option Market,"
Journal of Finance, American Finance Association, vol. 71(5), pages 2417-2480, October.
- Bryan Kelly & Lubos Pastor & Pietro Veronesi, 2014. "The Price of Political Uncertainty: Theory and Evidence from the Option Market," NBER Working Papers 19812, National Bureau of Economic Research, Inc.
- Veronesi, Pietro & Pástor, Luboš & Kelly, Bryan, 2014. "The Price of Political Uncertainty: Theory and Evidence from the Option Market," CEPR Discussion Papers 9822, C.E.P.R. Discussion Papers.
- Cherif, Mondher & Dreger, Christian, 2016.
"Institutional Determinants of Financial Development in MENA countries,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 20(3), pages 670-680.
- Mondher Cherif & Christian Dreger, 2016. "Institutional Determinants of Financial Development in MENA countries," Review of Development Economics, Wiley Blackwell, vol. 20(3), pages 670-680, August.
- Mondher Cherif & Christian Dreger, 2014. "Institutional Determinants of Financial Development in MENA Countries," Discussion Papers of DIW Berlin 1422, DIW Berlin, German Institute for Economic Research.
- PETRIA Nicolae, 2016. "The Consequences Of The Financial Crisis On The Romanian Banking System," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 68(3), pages 114-126, December.
- BUNESCU Liliana, 2016. "Current Market Of Government Bonds In Romania: Key Issues," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 68(3), pages 8-23, December.
- ter Ellen, Saskia & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2019.
"Agreeing on disagreement: Heterogeneity or uncertainty?,"
Journal of Financial Markets, Elsevier, vol. 44(C), pages 17-30.
- Saskia ter Ellen & Willem F.C. Verschoor & Remco C.J. Zwinkels, 2016. "Agreeing on disagreement: heterogeneity or uncertainty?," Working Paper 2016/4, Norges Bank.
- Roberto Rigobón, 2019.
"Contagion, Spillover, and Interdependence,"
Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 69-99, April.
- Rigobon, Roberto, 2016. "Contagion, spillover and interdependence," Working Paper Series 1975, European Central Bank.
- Rigobon, Roberto, 2016. "Contagion, spillover and interdependence," Bank of England working papers 607, Bank of England.
- Fisher, Jack & Rachel, Lukasz, 2017.
"Assessing vulnerabilities to financial shocks in some key global economies,"
Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 10(1), pages 12-35, February.
- Lukasz, Rachel & Fisher, Jack, 2016. "Assessing vulnerabilities to financial shocks in some key global economies," Bank of England working papers 636, Bank of England.
- Benford, James & Joy, Mark & Kruger, Mark, 2016. "Sovereign GDP-linked bonds," Bank of England Financial Stability Papers 39, Bank of England.
- Ayala, Diana & Nedeljkovic, Milan & Saborowski, Christian, 2017.
"What slice of the pie? The corporate bond market boom in emerging economies,"
Journal of Financial Stability, Elsevier, vol. 30(C), pages 16-35.
- Christian Saborowski & Ms. Diana B Ayala Pena & Milan Nedeljkovic, 2015. "What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies," IMF Working Papers 2015/148, International Monetary Fund.
- Diana Ayala & Milan Nedeljkovic & Christian Saborowski, 2017. "What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies," CESifo Working Paper Series 6376, CESifo.
- Ayala, Diana & Nedeljkovic, Milan & Saborowski, Christian, 2016. "What slice of the pie? The corporate bond market boom in emerging economies," BOFIT Discussion Papers 8/2016, Bank of Finland, Institute for Economies in Transition.
- Marlène Isoré, 2011.
"International Propagation of Financial Shocks in a Search and Matching Environment,"
FIW Working Paper series
068, FIW.
- Isoré, Marlène, 2016. "International propagation of financial shocks in a search and matching environment," Research Discussion Papers 28/2016, Bank of Finland.
- Caspi, Itamar & Graham, Meital, 2018.
"Testing for bubbles in stock markets with irregular dividend distribution,"
Finance Research Letters, Elsevier, vol. 26(C), pages 89-94.
- Itamar Caspi & Meital Graham, 2016. "Testing for Bubbles in Stock Markets With Irregular Dividend Distribution," Bank of Israel Working Papers 2016.06, Bank of Israel.
- Caspi, Itamar & Graham, Meital, 2017. "Testing for Bubbles in Stock Markets with Irregular Dividend Distribution," MPRA Paper 82261, University Library of Munich, Germany, revised 29 Oct 2017.
- Tomoyuki Iida & Takeshi Kimura & Nao Sudo, 2016. "Regulatory Reforms and the Dollar Funding of Global Banks: Evidence from the Impact of Monetary Policy Divergence," Bank of Japan Working Paper Series 16-E-14, Bank of Japan.
- Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2016. "Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market," Bank of Japan Working Paper Series 16-E-17, Bank of Japan.
- Sangwon Suh & Byung-Soo Koo, 2016. "Spillovers from U.S. Unconventional Monetary Policy and Its Normalization to Emerging Markets: A Capital Flow Perspective," Working Papers 2016-4, Economic Research Institute, Bank of Korea.
- Alaa Alaabed & Mansur Masih, 2016.
"Finance-growth nexus: Insights from an application of threshold regression model to Malaysia's dual financial system,"
Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(2), pages 63-71, June.
- Alaaabed, Alaa & Masih, Mansur, 2014. "Finance-growth nexus: insights from an application of threshold regression model to Malaysia’s dual financial system," MPRA Paper 62990, University Library of Munich, Germany.
- Afees A. Salisu & Umar B. Ndako & Tirimisiyu F. Oloko & Lateef O. Akanni, 2016. "Unit root modeling for trending stock market series," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(2), pages 82-91, June.
- Nader Naifar, 2016. "Modeling dependence structure between stock market volatility and sukuk yields: A nonlinear study in the case of Saudi Arabia," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(3), pages 157-166, September.
- Ahmad Monir Abdullah & Buerhan Saiti & Mansur Masih, 2016. "The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(4), pages 219-232, December.
- Ahmet Suayb Gundogdu, 2016. "Islamic electronic trading platform on organized exchange," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(4), pages 249-255, December.
- Sensoy, Ahmet & Tabak, Benjamin M., 2016.
"Dynamic efficiency of stock markets and exchange rates,"
International Review of Financial Analysis,
Elsevier, vol. 47(C), pages 353-371.
- Ahmet Sensoy & Benjamin M. Tabak, 2016. "Dynamic Efficiency of Stock Markets and Exchange Rates," Working Paper 32, Research and Business Development Department, Borsa Istanbul.
- Eger Thomas & Schäfer Hans-Bernd, 2016. "Introduction: Eurobonds beyond Crisis Management," Review of Law & Economics, De Gruyter, vol. 12(3), pages 477-494, November.
- Schäfer Hans-Bernd & Bigus Jochen, 2016. "Consequences of Different Eurobond Proposals," Review of Law & Economics, De Gruyter, vol. 12(3), pages 523-553, November.
- Amtenbrink Fabian & Repasi René & De Haan Jakob, 2016. "Is there Life in the Old Dog Yet? Observations on the Political Economy and Constitutional Viability of Common Debt Issuing in the Euro Area," Review of Law & Economics, De Gruyter, vol. 12(3), pages 605-633, November.
- Weber Christoph S. & Nickol Philipp, 2016. "More on Calendar Effects on Islamic Stock Markets," Review of Middle East Economics and Finance, De Gruyter, vol. 12(1), pages 65-113, April.
- Dimpfl Thomas & Peter Franziska J., 2016. "Price discovery in the markets for credit risk: a Markov switching approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(3), pages 233-249, June.
- Aboura Sofiane & Chevallier Julien & Jammazi Rania & Tiwari Aviral Kumar, 2016. "The place of gold in the cross-market dependencies," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(5), pages 567-586, December.
- Härdle Wolfgang Karl & Silyakova Elena, 2016. "Implied basket correlation dynamics," Statistics & Risk Modeling, De Gruyter, vol. 33(1-2), pages 1-20, September.
- Ricardo Pereira Câmara Leal & Carlos Heitor Campani, 2016. "Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, vol. 14(1), pages 45-64.
- Walter Gonçalves Junior & William Eid Junior, 2016. "Determinants of Foreign Investment in the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 14(2), pages 189-224.
- Jhuvesh Sobrun & Philip Turner, 2016. "La faiblesse des taux d’intérêt à long terme : un phénomène mondial," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 257-274.
- Bruno Cabrillac & Marie-Hélène Ferrer, 2016. "Les marchés de dette obligataire en devise locale en Amérique latine," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 243-263.
- Cronin, David & Flavin, Thomas J. & Sheenan, Lisa, 2016. "Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly," Economics Letters, Elsevier, vol. 143(C), pages 5-8.
- Thomas Flavin & David Cronin & Lisa Sheenan, 2016. "Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly," Economics Department Working Paper Series n267-16.pdf, Department of Economics, National University of Ireland - Maynooth.
- Cronin, David & Flavin, Thomas J. & Sheenan, Lisa, 2016. "Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly," Research Technical Papers 03/RT/16, Central Bank of Ireland.
- Jędrzej Białkowski & Ehud I. Ronn, 2016. "Financial Markets in the Face of the Apocalypse," Working Papers in Economics 16/14, University of Canterbury, Department of Economics and Finance.
- Pami Dua & Divya Tuteja, 2016. "Contagion in International Stock and Currency Markets During Recent Crisis Episodes," Working papers 258, Centre for Development Economics, Delhi School of Economics.
- Cheung, Yin-Wong & Steinkamp, Sven & Westermann, Frank, 2016. "China's capital flight: Pre- and post-crisis experiences," Journal of International Money and Finance, Elsevier, vol. 66(C), pages 88-112.
- Yin-Wong Cheung & Sven Steinkamp & Frank Westermann, "undated". "China’s Capital Flight: Pre- and Post-Crisis Experiences," GRU Working Paper Series GRU_2016_009, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Cheung, Yin-Wong & Steinkamp, Sven & Westermann, Frank, 2016. "China's capital flight: Pre- and post-crisis experiences," Santa Cruz Department of Economics, Working Paper Series qt1bv0n7db, Department of Economics, UC Santa Cruz.
- Yin-Wong Cheung & Sven Steinkamp & Frank Westermann, 2015. "China's Capital Flight: Pre- and Post-Crisis Experiences," IEER Working Papers 103, Institute of Empirical Economic Research, Osnabrueck University, revised 16 Dec 2015.
- Yin-Wong Cheung & Sven Steinkamp & Frank Westermann, 2015. "China's Capital Flight: Pre- and Post-Crisis Experiences," CESifo Working Paper Series 5584, CESifo.
- Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," American Economic Review, American Economic Association, vol. 106(5), pages 508-512, May.
- Brunnermeier, Markus K. & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Nieuwerburgh, Stijn Van & Vayanos, Dimitri, 2016. "The sovereign-bank diabolic loop and ESBies," LSE Research Online Documents on Economics 66429, London School of Economics and Political Science, LSE Library.
- Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "The sovereign-bank diabolic loop and ESBies," CEP Discussion Papers dp1414, Centre for Economic Performance, LSE.
- Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "The Sovereign-Bank Diabolic Loop and ESBies," CSEF Working Papers 427, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 18 Jun 2016.
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- Brunnermeier, Markus K. & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Van Nieuwerberg, Stijn & Vayanos, Dimitri, 2016. "The sovereign-bank diabolic loop and ESBies," LSE Research Online Documents on Economics 65863, London School of Economics and Political Science, LSE Library.
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