Research classified by Journal of Economic Literature (JEL) codes

2020

• Kuntz, Laura-Chloé, 2020, "Beta dispersion and market timing," Discussion Papers, Deutsche Bundesbank, number 46/2020.
• Lux, Thomas, 2020, "Can heterogeneous agent models explain the alleged mispricing of the S&P 500?," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2020-03.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020, "Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-01.
• Hendriock, Mario, 2020, "Implied cost of capital and mutual fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-11.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2020, "Factorisable Multitask Quantile Regression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-004.
• Xu, Xiu & Wang, Weining & Shin, Yongcheol, 2020, "Dynamic Spatial Network Quantile Autoregression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-024.
• Demary, Markus & Hasenclever, Stefan, 2020, "IW Financial Expert Survey: Second Quarter 2020," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 27/2020.
• Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020, "Predicting the global minimum variance portfolio," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 141, DOI: 10.5445/IR/1000122441.
• Grammig, Joachim & Hanenberg, Constantin & Schlag, Christian & Sönksen, Jantje, 2020, "Diverging roads: Theory-based vs. machine learning-implied stock risk premia," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 130, DOI: 10.15496/publikation-39286.
• Beckmann, Joscha & Czudaj, Robert L., 2020, "Fundamental determinants of exchange rate expectations," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224617.
• Berislav Žmuk & Hrvoje Jošiæ, 2020, "Forecasting stock market indices using machine learning algorithms," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 18, issue 4, pages 471-489.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2020, "Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2020-02, May.
• Hyeongwoo Kim & Wen Shi, 2020, "Forecasting Financial Vulnerability in the US: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2020-04, Jul.
• Mhamed-Ali El-Aroui & Wafa Snoussi, 2020, "Value-at-Risk in Frontier Markets: Adapted Models and Evidences from Two North-African Stock Exchanges," The African Finance Journal, Africagrowth Institute, volume 22, issue 1, pages 1-20.
• Bogdan Cosmin GOMOI, 2020, "Study Regarding the Budgeting of an Economic Entity’s Cash Flow in the Context of the Accrual Accounting System," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 1, issue 11, pages 23-35, November, DOI: 10.37945/cbr.2020.11.03.
• Horia CRISTEA & Claudiu BOȚOC, 2020, "The Effects of Indebting the Entity as a Result of Choosing Long Term Financing," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 1, issue 4, pages 38-45, April, DOI: 10.37945/cbr.2020.04.05.
• Elena Valentina ȚILICĂ & Radu CIOBANU, 2020, "The Time Value of Money," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 1, issue 6, pages 38-42, June, DOI: 10.37945/cbr.2020.06.05.
• Elena Valentina ȚILICĂ & Radu CIOBANU, 2020, "Evaluation Indicators for Investment Projects (I)," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 1, issue 7, pages 39-47, July, DOI: 10.37945/cbr.2020.07.05.
• Bogdan Cosmin GOMOI & Natalia Ioana PANTELIMON, 2020, "Comparative Analysis Regarding the Financial and Financing Structure of Limited Liability Companies," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 1, issue 8, pages 30-40, August, DOI: 10.37945/cbr.2020.08.04.
• Elena Valentina ȚILICĂ & Radu CIOBANU, 2020, "Evaluation Indicators for Investment Projects (II)," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 1, issue 8, pages 41-44, August, DOI: 10.37945/cbr.2020.08.05.
• Ayesha Haroon & Mumtaz Ahmed, 2020, "Change Management and Risk Assessment in IT Industry," Pakistan Journal of Economic Studies, Department of Economics, The Islamia University of Bahawalpur, Pakistan., volume 3, issue 2, pages 123-147, December.
• Farmer, J. Doyne & Kleinnijenhuis, Alissa & Wetzer, Thom & Wiersema, Garbrand, 2020, "Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2019-10, Jan.
• Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom, 2020, "Foundations of system-wide financial stress testing with heterogeneous institutions," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2020-14, May.
• Wei-Zhen Li & Jin-Rui Zhai & Zhi-Qiang Jiang & Gang-Jin Wang & Wei-Xing Zhou, 2020, "Predicting tail events in a RIA-EVT-Copula framework," Papers, arXiv.org, number 2004.03190, Apr, revised Apr 2020.
• Kirill S. Glavatskiy & Mikhail Prokopenko & Adrian Carro & Paul Ormerod & Michael Harre, 2020, "Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model," Papers, arXiv.org, number 2004.07571, Apr.
• Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2020, "A dynamic conditional approach to portfolio weights forecasting," Papers, arXiv.org, number 2004.12400, Apr.
• Victor Olkhov, 2020, "Classical Option Pricing and Some Steps Further," Papers, arXiv.org, number 2004.13708, Apr, revised Feb 2021.
• Michael Curran & Patrick O'Sullivan & Ryan Zalla, 2020, "Can Volatility Solve the Naive Portfolio Puzzle?," Papers, arXiv.org, number 2005.03204, May, revised Feb 2022.
• Victor Olkhov, 2020, "Volatility Depends on Market Trades and Macro Theory," Papers, arXiv.org, number 2008.07907, Aug, revised Jun 2024.
• Mykola Babiak & Jozef Barunik, 2020, "Deep Learning, Predictability, and Optimal Portfolio Returns," Papers, arXiv.org, number 2009.03394, Sep, revised Feb 2026.
• Tae-Hwy Lee & Ekaterina Seregina, 2020, "Optimal Portfolio Using Factor Graphical Lasso," Papers, arXiv.org, number 2011.00435, Nov, revised Apr 2023.
• John M. Maheu & Thomas H. McCurdy & Yong Song, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," Papers, arXiv.org, number 2012.01623, Dec.
• César Omar López à vila & Norma Pontet Ubal, 2020, "Complementary break-even point with economic value added," Documentos de Investigación, Universidad ORT Uruguay. Facultad de Administración y Ciencias Sociales, number 128, Aug.
• Massimo Guidolin & Manuela Pedio, 2020, "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20145.
• Massimo Guidolin & Alexei Orlov, 2020, "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20146.
• Nataliya Vnukova & Sergii Kavun & Oleh Kolodiziev & Svitlana Achkasova & Daria Hontar, 2020, "Indicators-Markers for Assessment of Probability of Insurance Companies Relatedness in Implementation of Risk-Oriented Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 151-173.
• Alejandro García & Bena Lands & Xuezhi Liu & Joshua Slive, 2020, "The potential effect of a central bank digital currency on deposit funding in Canada," Staff Analytical Notes, Bank of Canada, number 2020-15, Jul, DOI: 10.34989/san-2020-15.
• Andrés Alonso & José Manuel Carbó, 2020, "Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost," Working Papers, Banco de España, number 2032, Oct.
• Oleg N. Salmanov & Natalia V. Babina & Marina V. Samoshkina & Irina P. Drachena & Irina P. Salmanova, 2020, "The Effects Of Volatility And Changes In Conditional Correlations In The Stock Markets Of Russia And Developed Countries," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 65, issue 227, pages 67-94, October –.
• Salim Sercan SARI & Þule Yüksel YÝÐÝTER, 2020, "Borsa Istanbul Hisse Senedi Getirilerinin ANFIS Aracýlýðýyla Tahmin Edilmesi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 4, issue 1, pages 171-193, August, DOI: https://doi.org/10.33399/biibfad.74.
• Ingo Fender & Mike McMorrow & Vahe Sahakyan & Omar Zulaica, 2020, "Reserve management and sustainability: the case for green bonds?," BIS Working Papers, Bank for International Settlements, number 849, Mar.
• Omar Zulaica, 2020, "What share for gold? On the interaction of gold and foreign exchange reserve returns," BIS Working Papers, Bank for International Settlements, number 906, Nov.
• Mikael Juselius & Nikola Tarashev, 2020, "Forecasting expected and unexpected losses," BIS Working Papers, Bank for International Settlements, number 913, Dec.
• Kresta Aleš & Wang Anlan, 2020, "Portfolio Optimization Efficiency Test Considering Data Snooping Bias," Business Systems Research, Sciendo, volume 11, issue 2, pages 73-85, October, DOI: 10.2478/bsrj-2020-0016.
• Ramis Khabibullin & Alexey Ponomarenko, 2020, "An empirical behavioral model of households’ deposit dollarization," Bank of Russia Working Paper Series, Bank of Russia, number wps67, Dec.
• Andrea Barón & María Victoria Landaberry & Rodrigo Lluberas & Jorge Ponce, 2020, "Commercial and banking credit network in Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2020006.
• J Doyne Farmer & Alissa M Kleinnijenhuis & Paul Nahai-Williamson & Thom Wetzer, 2020, "Foundations of system-wide financial stress testing with heterogeneous institutions," Bank of England working papers, Bank of England, number 861, May.
• Simon Jurkatis, 2020, "Inferring trade directions in fast markets," Bank of England working papers, Bank of England, number 896, Dec.
• Hyeongwoo Kim & Soohyon Kim, 2020, "Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate," Working Papers, Economic Research Institute, Bank of Korea, number 2020-5, Feb.
• Avdoulas Christos & Bekiros Stelios & Lucey Brian, 2020, "The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 4, pages 1-23, September, DOI: 10.1515/snde-2018-0105.
• Zhu Fumin & Bianchi Michele Leonardo & Kim Young Shin & Fabozzi Frank J. & Wu Hengyu, 2020, "Learning for infinitely divisible GARCH models in option pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 3, pages 35-62, June, DOI: 10.1515/snde-2019-0088.
• Rice, Jonathan, 2020, "Economic Policy Uncertainty in Small Open Economies: a Case Study in Ireland," Research Technical Papers, Central Bank of Ireland, number 01/RT/20, Jan.
• Bikramaditya Ghosh & Krishna MC, 2020, "Econophysical bourse volatility – Global Evidence," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 2, pages 87-107.
• Ron Gecan, 2020, "CBO's Oil Price Forecasting Record: Working Paper 2020-03," Working Papers, Congressional Budget Office, number 56356, May.
• Roberto Marfè & Julien Pénasse, 2020, "Measuring Macroeconomic Tail Risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 621.
• Daniele Bianchi & Mykola Babiak, 2020, "On the Performance of Cryptocurrency Funds," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp672, Sep.
• Mykola Babiak & Jozef Barunik, 2020, "Deep Learning, Predictability, and Optimal Portfolio Returns," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp677, Dec.
• Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2020, "The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX," CESifo Working Paper Series, CESifo, number 8196.
• Christian Fieberg & Lars Hornuf & Gerrit Liedtke & Thorsten Poddig, 2020, "Are Characteristics Covariances? A Comment on Instrumented Principal Component Analysis," CESifo Working Paper Series, CESifo, number 8377.
• Guglielmo Maria Caporale & Alex Plastun, 2020, "Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects," CESifo Working Paper Series, CESifo, number 8445.
• Guglielmo Maria Caporale & Alex Plastun, 2020, "Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets," CESifo Working Paper Series, CESifo, number 8783.
• Oksana Bashchenko & Alexis Marchal, 2020, "Deep Learning, Jumps, and Volatility Bursts," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-10, Mar.
• Olivier Dessaint & Thierry Foucault & Laurent Frésard, 2020, "Does Big Data Improve Financial Forecasting? The Horizon Effect," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-106, Nov.
• Walter Distaso & Antonio Mele & Grigory Vilkov, 2020, "Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-119, Sep.
• Rebecca Westphal & Didier Sornette, 2020, "How market intervention can prevent bubbles and crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-74, Aug.
• Jillian Grennan & Roni Michaely, 2020, "Artificial Intelligence and High-Skilled Work: Evidence from Analysts," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-84, Aug.
• J-C Gerlach & Jerome L Kreuser & Didier Sornette, 2020, "Crash-sensitive Kelly Strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-85, Oct.
• Walter Farkas & Fulvia Fringuellotti & Radu Tunaru, 2020, "A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-86, Oct.
• Brice Corgnet & Cary Deck & Mark DeSantis & David Porter, 2020, "Forecasting Skills in Experimental Markets: Illusion or Reality?," Working Papers, Chapman University, Economic Science Institute, number 20-27.
• Zuzana Rakovska, 2020, "Composite Survey Sentiment as a Predictor of Future Market Returns: Evidence for German Equity Indices," Working Papers, Czech National Bank, Research and Statistics Department, number 2020/13, Dec.
• Oscar Valdemar de la Torre-Torres & Luis Guadalupe Mac�as-Trejo & Francisco L�pez-Herrera, 2020, "La eficiencia media-varianza de un portafolio sobreponderado en acciones socialmente responsables de México y Estados Unidos," Estudios Gerenciales, Universidad Icesi, volume 36, issue 154, pages 91-99.
• Diego Andrés Correa-Mejía & Mauricio Lopera-Casta�o, 2020, "Financial ratios as a powerful instrument to predict insolvency; a study using boosting algorithms in Colombian firms," Estudios Gerenciales, Universidad Icesi, volume 36, issue 155, pages 229-238, DOI: 10.18046/j.estger.2020.155.3588.
• Aguilar, Pablo & Fahr, Stephan & Gerba, Eddie & Hurtado, Samuel, 2020, "Quest for Robust Optimal Macroprudential Policy," Dynare Working Papers, CEPREMAP, number 53, Feb.
• Favero, Carlo A. & Melone, Alessandro, 2020, "Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14417, Feb.
• Bartram, Söhnke & Branke, Jürgen & Motahari, Mehrshad, 2020, "Artificial Intelligence in Asset Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14525, Mar.
• Rossi, Barbara & Odendahl, Florens & Sekhposyan, Tatevik, 2020, "Comparing Forecast Performance with State Dependence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15217, Aug.
• Pérez-Quirós, Gabriel & Diaz, Elena, 2020, "Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15451, Nov.
• Nieto Delfin, Maria Rosa & Ruiz Ortega, Esther, 2020, "Direct versus iterated multi-period Value at Risk," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 30349, May.
• Moulay Driss ELBOUSTY & Lahsen OUBDI, 2020, "Volatility stylized facts in the Moroccan stock market: Evidence from both aggregate and disaggregate data," Turkish Economic Review, EconSciences Journals, volume 7, issue 2, pages 111-138, July.
• Nassiba El HAROUS & Taacha El HASSAN, 2020, "Intangible capital: A strategic lever for value creation," Turkish Economic Review, EconSciences Journals, volume 7, issue 3, pages 139-150, October.
• Siméon Maxime BIKOUE, 2020, "The allocation of time in public administrations subject to bribery in developing countries: The basic model of labour supplu revisited," Turkish Economic Review, EconSciences Journals, volume 7, issue 3, pages 151-163, October.
• Dessaint, Olivier & Foucault, Thierry & Frésard, Laurent, 2020, "Does Big Data Improve Financial Forecasting? The Horizon Effect," HEC Research Papers Series, HEC Paris, number 1402, Nov, DOI: 10.2139/ssrn.3702411.
• Marc Hallin & Carlos Trucíos, 2020, "Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2020-50, Dec.
• Gräb, Johannes & Titzck, Stephanie, 2020, "US yield curve inversion and financial market signals of recession," Economic Bulletin Boxes, European Central Bank, volume 1.
• Borsuk, Marcin & Budnik, Katarzyna & Volk, Matjaz, 2020, "Buffer use and lending impact," Macroprudential Bulletin, European Central Bank, volume 11.
• Lang, Jan Hannes & Forletta, Marco, 2020, "Cyclical systemic risk and downside risks to bank profitability," Working Paper Series, European Central Bank, number 2405, May.
• Montagna, Mattia & Torri, Gabriele & Covi, Giovanni, 2020, "On the origin of systemic risk," Working Paper Series, European Central Bank, number 2502, Dec.
• Diaz, Elena Maria & Pérez Quirós, Gabriel, 2020, "Daily tracker of global economic activity: a close-up of the COVID-19 pandemic," Working Paper Series, European Central Bank, number 2505, Dec.
• Karnaukh, Nina, 2020, "Growth Forecasts and News about Monetary Policy," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-27, Oct.
• Chia-Cheng Chen & Chun-Hung Chen & Ting-Yin Liu, 2020, "Investment Performance of Machine Learning: Analysis of S&P 500 Index," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 59-66.
• Hatice Erkekoglu & Aweng Peter Majok Garang & Adire Simon Deng, 2020, "Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 2, pages 268-281.
• Rim Ammar Lamouchi, 2020, "Long Memory and Stock Market Efficiency: Case of Saudi Arabia," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 29-34.
• Shailesh Rana & William H. Bommer & G. Michael Phillips, 2020, "Predicting Returns for Growth and Value Stocks: A Forecast Assessment Approach Using Global Asset Pricing Models," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 4, pages 88-106.
• Hugo Hernandez Palma & William Alejandro Niebles, 2020, "Financial Evaluation of Photovoltaic Energy Projects in Colombia," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 225-228.
• Hugo Hernandez Palma & Kennedy Hurtado Ibarra, 2020, "Evaluation of Photovoltaic Energy Projects using the Real Options Valuation," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 256-265.
• Pagach, Donald P. & Warr, Richard S., 2020, "Analysts versus time-series forecasts of quarterly earnings: A maintained hypothesis revisited," Advances in accounting, Elsevier, volume 51, issue C, DOI: 10.1016/j.adiac.2020.100497.
• Uddin, Ajim & Yu, Dantong, 2020, "Latent factor model for asset pricing," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100353.
• Łukowski, Michał & Gemra, Kamil & Maruszewski, Janusz & Śliwiński, Paweł & Zygmanowski, Piotr, 2020, "Equity premium puzzle — Evidence from Poland," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100398.
• Sherif, Mohamed, 2020, "The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100403.
• Yuan, Ying & Zhang, Tonghui, 2020, "Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach," Chaos, Solitons & Fractals, Elsevier, volume 140, issue C, DOI: 10.1016/j.chaos.2020.110252.
• Yang, Jun & Lu, Jing & Xiang, Cheng, 2020, "Do disclosures of selective access improve market information acquisition fairness? Evidence from company visits in China," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101631.
• Cowan, Arnold R. & Salotti, Valentina, 2020, "Anti-selective disclosure regulation and analyst forecast accuracy and usefulness," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101669.
• Farkas, Walter & Fringuellotti, Fulvia & Tunaru, Radu, 2020, "A cost-benefit analysis of capital requirements adjusted for model risk," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101753.
• Kukacka, Jiri & Kristoufek, Ladislav, 2020, "Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality," Journal of Economic Dynamics and Control, Elsevier, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103855.
• Oldham, Matthew, 2020, "Quantifying the concerns of Dimon and Buffett with data and computation," Journal of Economic Dynamics and Control, Elsevier, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103864.
• Schnaubelt, Matthias & Fischer, Thomas G. & Krauss, Christopher, 2020, "Separating the signal from the noise – Financial machine learning for Twitter," Journal of Economic Dynamics and Control, Elsevier, volume 114, issue C, DOI: 10.1016/j.jedc.2020.103895.
• Lioui, Abraham & Tarelli, Andrea, 2020, "Factor Investing for the Long Run," Journal of Economic Dynamics and Control, Elsevier, volume 117, issue C, DOI: 10.1016/j.jedc.2020.103960.
• Pham, Manh Cuong & Anderson, Heather Margot & Duong, Huu Nhan & Lajbcygier, Paul, 2020, "The effects of trade size and market depth on immediate price impact in a limit order book market," Journal of Economic Dynamics and Control, Elsevier, volume 120, issue C, DOI: 10.1016/j.jedc.2020.103992.
• Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Nguyen, Sang Phu & Duong, Duy, 2020, "An assessment of contagion risks in the banking system using non-parametric and Copula approaches," Economic Analysis and Policy, Elsevier, volume 65, issue C, pages 105-116, DOI: 10.1016/j.eap.2019.11.007.
• Wiafe, Osei K. & Basu, Anup K. & Chen, En Te, 2020, "Portfolio choice after retirement: Should self-annuitisation strategies hold more equities?," Economic Analysis and Policy, Elsevier, volume 65, issue C, pages 241-255, DOI: 10.1016/j.eap.2020.02.012.
• Gradojevic, Nikola & Erdemlioglu, Deniz & Gençay, Ramazan, 2020, "A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage," Economic Modelling, Elsevier, volume 85, issue C, pages 57-73, DOI: 10.1016/j.econmod.2019.05.006.
• Sha, Yezhou, 2020, "The devil in the style: Mutual fund style drift, performance and common risk factors," Economic Modelling, Elsevier, volume 86, issue C, pages 264-273, DOI: 10.1016/j.econmod.2019.10.004.
• Hussain Shahzad, Syed Jawad & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav, 2020, "Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin," Economic Modelling, Elsevier, volume 87, issue C, pages 212-224, DOI: 10.1016/j.econmod.2019.07.023.
• Kim, Hyeongwoo & Ko, Kyunghwan, 2020, "Improving forecast accuracy of financial vulnerability: PLS factor model approach," Economic Modelling, Elsevier, volume 88, issue C, pages 341-355, DOI: 10.1016/j.econmod.2019.09.046.
• Jayawardena, Nirodha I. & Todorova, Neda & Li, Bin & Su, Jen-Je, 2020, "Volatility forecasting using related markets’ information for the Tokyo stock exchange," Economic Modelling, Elsevier, volume 90, issue C, pages 143-158, DOI: 10.1016/j.econmod.2020.05.008.
• Wang, Jiazhen & Jiang, Yuexiang & Zhu, Yanjian & Yu, Jing, 2020, "Prediction of volatility based on realized-GARCH-kernel-type models: Evidence from China and the U.S," Economic Modelling, Elsevier, volume 91, issue C, pages 428-444, DOI: 10.1016/j.econmod.2020.06.004.
• Xu, Yahua & Xiao, Jun & Zhang, Liguo, 2020, "Global predictive power of the upside and downside variances of the U.S. equity market," Economic Modelling, Elsevier, volume 93, issue C, pages 605-619, DOI: 10.1016/j.econmod.2020.09.006.
• Liang, Chao & Ma, Feng & Li, Ziyang & Li, Yan, 2020, "Which types of commodity price information are more useful for predicting US stock market volatility?," Economic Modelling, Elsevier, volume 93, issue C, pages 642-650, DOI: 10.1016/j.econmod.2020.03.022.
• Wu, Xinyu & Hou, Xinmeng, 2020, "Forecasting volatility with component conditional autoregressive range model," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101078.
• Dong, Dayong & Yue, Sishi & Cao, Jiawei, 2020, "Site visit information content and return predictability: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101104.
• Zhang, Yaojie & Lei, Likun & Wei, Yu, 2020, "Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101145.
• Díaz-Mendoza, Ana-Carmen & Pardo, Angel, 2020, "Holidays, weekends and range-based volatility," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101124.
• Wang, Jiexin & Han, Xue & Huang, Emily J. & Yost-Bremm, Chris, 2020, "Predictability in international stock returns using currency fluctuations and forward rate forecasts," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101108.
• Dey, Shubhasis & Sampath, Aravind, 2020, "Returns, volatility and spillover – A paradigm shift in India?," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101110.
• Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy, 2020, "Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101165.
• Wang, Janchung & Yeh, Shih-Kuo & Wang, Bo-Ting, 2020, "The effect of short-sale restrictions on the information transmission of extended index futures trading," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101166.
• Zhang, Xiang, 2020, "Leisure and long-run risks: An empirical evaluation on value premium puzzle," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101223.
• Loginov, Alexander & Heywood, Malcolm, 2020, "On the different impacts of fixed versus floating bid-ask spreads on an automated intraday stock trading," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101247.
• Hai, Hoang Van & Park, Jong Won & Tsai, Ping-Chen & Eom, Cheoljun, 2020, "Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101266.
• Yin, Anwen, 2020, "Equity premium prediction and optimal portfolio decision with Bagging," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101274.
• Sharma, Prateek & Paul, Samit & Sharma, Swati, 2020, "What’s in a name? A lot if it has “blockchain”," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108818.
• Karlsson, Sune & Österholm, Pär, 2020, "The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108883.
• Cretarola, Alessandra & Figà-Talamanca, Gianna, 2020, "Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108831.
• Tsang, Kwok Ping & Yang, Zichao, 2020, "Price dispersion in bitcoin exchanges," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109379.
• Barone-Adesi, Giovanni & Fusari, Nicola & Mira, Antonietta & Sala, Carlo, 2020, "Option market trading activity and the estimation of the pricing kernel: A Bayesian approach," Journal of Econometrics, Elsevier, volume 216, issue 2, pages 430-449, DOI: 10.1016/j.jeconom.2019.11.001.
• Gao, Jiti & Xia, Kai & Zhu, Huanjun, 2020, "Heterogeneous panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 329-353, DOI: 10.1016/j.jeconom.2020.03.007.
• Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying, 2020, "High-dimensional predictive regression in the presence of cointegration," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 456-477, DOI: 10.1016/j.jeconom.2020.03.011.
• Nevrla, Matěj, 2020, "Systemic risk in European financial and energy sectors: Dynamic factor copula approach," Economic Systems, Elsevier, volume 44, issue 4, DOI: 10.1016/j.ecosys.2020.100820.
• Gribisch, Bastian & Hartkopf, Jan Patrick & Liesenfeld, Roman, 2020, "Factor state–space models for high-dimensional realized covariance matrices of asset returns," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 1-20, DOI: 10.1016/j.jempfin.2019.08.003.
• Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L., 2020, "Mutual fund selection for realistically short samples," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 218-240, DOI: 10.1016/j.jempfin.2019.12.001.
• Nguyen, Linh Hoang & Chevapatrakul, Thanaset & Yao, Kai, 2020, "Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 333-355, DOI: 10.1016/j.jempfin.2020.06.006.
• Tsiakas, Ilias & Li, Jiahan & Zhang, Haibin, 2020, "Equity premium prediction and the state of the economy," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 75-95, DOI: 10.1016/j.jempfin.2020.05.004.
• Maio, Paulo & Xu, Danielle, 2020, "Cash-flow or return predictability at long horizons? The case of earnings yield," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 172-192, DOI: 10.1016/j.jempfin.2020.10.001.
• Kuntz, Laura-Chloé, 2020, "Beta dispersion and market timing," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 235-256, DOI: 10.1016/j.jempfin.2020.09.003.
• Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Do, Hung Xuan & Smyth, Russell, 2020, "Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2020.104689.
• Koten, Silvester Van, 2020, "Forward premia in electricity markets: A replication study," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104812.
• Ma, Xiaohan & Samaniego, Roberto, 2020, "The macroeconomic impact of oil earnings uncertainty: New evidence from analyst forecasts," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104832.
• Gupta, Rangan & Huber, Florian & Piribauer, Philipp, 2020, "Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2020.101456.
• Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2020, "Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2017.11.007.
• Lv, Fei & Yang, Chen & Fang, Libing, 2020, "Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101537.
• Liang, Chao & Tang, Linchun & Li, Yan & Wei, Yu, 2020, "Which sentiment index is more informative to forecast stock market volatility? Evidence from China," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101552.
• Umutlu, Mehmet & Bengitöz, Pelin, 2020, "The cross-section of industry equity returns and global tactical asset allocation across regions and industries," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101574.
• Zavadska, Miroslava & Morales, Lucía & Coughlan, Joseph, 2020, "Brent crude oil prices volatility during major crises," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.026.
• Verdickt, Gertjan, 2020, "Is fertility a leading indicator for stock returns?," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.001.
• Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2020, "Time-varying risk aversion and the predictability of bond premia," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.014.
• Reus, Lorenzo & Carrasco, José A. & Pincheira, Pablo, 2020, "Do it with a smile: Forecasting volatility with currency options," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.024.
• Wu, Xinyu & Wang, Xiaona, 2020, "Forecasting volatility using realized stochastic volatility model with time-varying leverage effect," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.019.
• González-Fernández, Marcos & González-Velasco, Carmen, 2020, "An alternative approach to predicting bank credit risk in Europe with Google data," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.08.029.
• Long, Huaigang & Zaremba, Adam & Demir, Ender & Szczygielski, Jan Jakub & Vasenin, Mikhail, 2020, "Seasonality in the Cross-Section of Cryptocurrency Returns," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101566.
• Pincheira-Brown, Pablo & Neumann, Federico, 2020, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101380.
• Faria, Gonçalo & Verona, Fabio, 2020, "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100508.
• Pham, Mia Hang, 2020, "In law we trust: Lawyer CEOs and stock liquidity," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2020.100548.
• Adrian, Tobias & Capponi, Agostino & Fleming, Michael & Vogt, Erik & Zhang, Hongzhong, 2020, "Intraday market making with overnight inventory costs," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2020.100564.
• Cao, Charles & Simin, Timothy & Xiao, Han, 2020, "Predicting the equity premium with the implied volatility spread," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2019.100531.
• Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E., 2020, "The role of an aligned investor sentiment index in predicting bond risk premia of the U.S," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2020.100541.
• Chau, Michael & Lin, Chih-Yung & Lin, Tse-Chun, 2020, "Wisdom of crowds before the 2007–2009 global financial crisis," Journal of Financial Stability, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfs.2020.100741.
• Kupiec, Paul H., 2020, "Policy uncertainty and bank stress testing," Journal of Financial Stability, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfs.2020.100761.
• Dicle, Mehmet F. & Levendis, John, 2020, "Historic risk and implied volatility," Global Finance Journal, Elsevier, volume 45, issue C, DOI: 10.1016/j.gfj.2019.100475.
• Gerrard, Russell & Hiabu, Munir & Nielsen, Jens Perch & Vodička, Peter, 2020, "Long-term real dynamic investment planning," Insurance: Mathematics and Economics, Elsevier, volume 92, issue C, pages 90-103, DOI: 10.1016/j.insmatheco.2020.03.002.
• Bales, Kyle & Malikane, Christopher, 2020, "The effect of credit ratings on emerging market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101186.
• Xuan, Chunji & Kim, Chang-Jin, 2020, "Structural breaks in the mean of dividend-price ratios: Implications of learning on stock return predictability," Japan and the World Economy, Elsevier, volume 55, issue C, DOI: 10.1016/j.japwor.2020.101027.
• Liu, Anqi & Paddrik, Mark & Yang, Steve Y. & Zhang, Xingjia, 2020, "Interbank contagion: An agent-based model approach to endogenously formed networks," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2017.08.008.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020, "Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105809.
• Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2020, "Beta uncertainty," Journal of Banking & Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jbankfin.2020.105834.
• You, Yu & Liu, Xiaochun, 2020, "Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach," Journal of Banking & Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jbankfin.2020.105849.
• León, Ángel & Ñíguez, Trino-Manuel, 2020, "Modeling asset returns under time-varying semi-nonparametric distributions," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105870.
• Moura, Guilherme V. & Santos, André A.P. & Ruiz, Esther, 2020, "Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105882.
• Hüttner, Amelie & Scherer, Matthias & Gräler, Benedikt, 2020, "Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105897.
• Wang, Zhen & Sun, Lei & John Wei, K.C., 2020, "Does competition induce analyst effort? evidence from a natural experiment of broker mergers," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105914.
• Hollstein, Fabian, 2020, "Estimating beta: The international evidence," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105968.
• Westphal, Rebecca & Sornette, Didier, 2020, "Market impact and performance of arbitrageurs of financial bubbles in an agent-based model," Journal of Economic Behavior & Organization, Elsevier, volume 171, issue C, pages 1-23, DOI: 10.1016/j.jebo.2020.01.004.
• Bruna, Karel & Tran, Quang Van, 2020, "The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries," Journal of Economic Behavior & Organization, Elsevier, volume 176, issue C, pages 384-402, DOI: 10.1016/j.jebo.2020.04.012.
• Ma, Chao, 2020, "Momentum and Reversion to Fundamentals: Are They Captured by Subjective Expectations of House Prices?," Journal of Housing Economics, Elsevier, volume 49, issue C, DOI: 10.1016/j.jhe.2020.101687.
• Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2020, "Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102137.
• Beckmann, Joscha & Reitz, Stefan, 2020, "Information rigidities and exchange rate expectations," Journal of International Money and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.jimonfin.2020.102136.
• Huang, Kelly, 2020, "Management forecast errors and corporate investment efficiency," Journal of Contemporary Accounting and Economics, Elsevier, volume 16, issue 3, DOI: 10.1016/j.jcae.2020.100208.
• Dichtl, Hubert, 2020, "Forecasting excess returns of the gold market: Can we learn from stock market predictions?," Journal of Commodity Markets, Elsevier, volume 19, issue C, DOI: 10.1016/j.jcomm.2019.100106.
• Arunanondchai, Panit & Sukcharoen, Kunlapath & Leatham, David J., 2020, "Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds," Journal of Commodity Markets, Elsevier, volume 20, issue C, DOI: 10.1016/j.jcomm.2019.100112.
• Lakshina, Valeriya, 2020, "Do portfolio investors need to consider the asymmetry of returns on the Russian stock market?," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2019.e00152.
• Merikas, Andreas & Merika, Anna & Penikas, Henry I. & Surkov, Mikhail A., 2020, "The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00183.
• Rubaszek, Michał & Karolak, Zuzanna & Kwas, Marek, 2020, "Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective," Resources Policy, Elsevier, volume 65, issue C, DOI: 10.1016/j.resourpol.2019.101538.