Research classified by Journal of Economic Literature (JEL) codes

2024

• Rivera-Alonso, David & Iglesias, Emma M., 2024, "Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions?," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104778.
• Sen, Chitrakalpa & Chakrabarti, Gagari, 2024, "Beyond the glitter: An empirical assessment of the true risk and hedging role of precious metals," Resources Policy, Elsevier, volume 96, issue C, DOI: 10.1016/j.resourpol.2024.105238.
• Wu, Xinyu & Qian, Jia & Zhao, Xiaohan, 2024, "Forecasting Chinese stock market volatility with option-implied risk aversion: Evidence from extended realized EGARCH-MIDAS approach," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102245.
• Park, Dojoon & Hahn, Jaehoon & Eom, Young Ho, 2024, "Predicting the equity premium with financial ratios: A comprehensive look over a long period in Korea," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102320.
• Deng, Shangkun & Luo, Qunfang & Zhu, Yingke & Ning, Hong & Shimada, Tatsuro, 2024, "Financial risk forewarning with an interpretable ensemble learning approach: An empirical analysis based on Chinese listed companies," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102393.
• Le, Cao Hoang Anh & Shan, Yaowen & Taylor, Stephen, 2024, "International economic policy uncertainty and analysts' earnings forecasts," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102403.
• Tang, Wenjin & Bu, Hui & Ji, Yuqiong & Li, Zhongfei, 2024, "Market uncertainty and information content in complex seasonality of prices," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102430.
• Wu, Xinyu & Zhao, An & Wang, Yuyao & Han, Yang, 2024, "Forecasting Chinese stock market volatility with high-frequency intraday and current return information," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102458.
• Zhong, Hao & He, Xiaoxiao & Li, Yuqi, 2024, "Is there a time-series momentum effect in the Asian crude oil futures market?," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102472.
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024, "Energy-related uncertainty and international stock market volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 280-293, DOI: 10.1016/j.qref.2024.04.005.
• Atance, David & Serna, Gregorio, 2024, "Time-varying expected returns, conditional skewness and Bitcoin return predictability," The Quarterly Review of Economics and Finance, Elsevier, volume 96, issue C, DOI: 10.1016/j.qref.2024.101868.
• Huang, Alex YiHou, 2024, "Mechanisms of overpricing: An investigation on momentum crashes," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 118-142, DOI: 10.1016/j.iref.2023.07.059.
• Luo, Tao & Sun, Huaping & Zhang, Lixia & Bai, Jiancheng, 2024, "Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 597-611, DOI: 10.1016/j.iref.2023.09.012.
• Li, Xiaodan & Gong, Xue & Ge, Futing & Huang, Jingjing, 2024, "Forecasting stock volatility using pseudo-out-of-sample information," International Review of Economics & Finance, Elsevier, volume 90, issue C, pages 123-135, DOI: 10.1016/j.iref.2023.11.014.
• Peterburgsky, Stanley, 2024, "Size, value and volatility," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 752-763, DOI: 10.1016/j.iref.2024.01.038.
• Huang, Mu-Nan & Lee, Han-Hsing, 2024, "Inter-industry network and credit risk," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 598-625, DOI: 10.1016/j.iref.2024.02.044.
• Nasreen, Samia & Tiwari, Aviral Kumar & Goodell, John W. & Tedeschi, Marco, 2024, "Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 1556-1592, DOI: 10.1016/j.iref.2024.04.010.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2024, "Forecasting the effect of extreme sea-level rise on financial market risk," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 1-27, DOI: 10.1016/j.iref.2024.03.079.
• Sato, Ayano & Nakata, Hayato & Percy, Jay, 2024, "Time-variant safe haven currencies," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 316-328, DOI: 10.1016/j.iref.2024.04.015.
• Li, Zhao-Chen & Xie, Chi & Wang, Gang-Jin & Zhu, You & Zeng, Zhi-Jian & Gong, Jue, 2024, "Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 673-711, DOI: 10.1016/j.iref.2024.05.008.
• Deprez, Niek & Frömmel, Michael, 2024, "Are simple technical trading rules profitable in bitcoin markets?," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 858-874, DOI: 10.1016/j.iref.2024.05.003.
• Abdelaziz Eissa, Mohamed & Al Refai, Hisham, 2024, "Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets: An asymmetric volatility spillover study," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103402.
• Patra, Saswat, 2024, "An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103434.
• He, Mengxi & Wen, Danyan & Xing, Lu & Zhang, Yaojie, 2024, "Industry volatility concentration and the predictability of aggregate stock market volatility," International Review of Economics & Finance, Elsevier, volume 95, issue C, DOI: 10.1016/j.iref.2024.103488.
• Zhang, Xincheng & Wu, Shaojiang, 2024, "Natural resources and sustainable development: Evidence from the dynamic correlation between crude oil and gold market," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103665.
• Aspris, Angelo & Malloch, Hamish & Svec, Jiri, 2024, "Option implied dividends and the market risk premium," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103675.
• Liu, Qiming & Liu, Zhenya & Moussa, Faten & Mu, Yuhao, 2024, "International capital flow in a period of high inflation: The case of China," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102070.
• Hoque, Ariful & Le, Thi & Hasan, Morshadul & Abedin, Mohammad Zoynul, 2024, "Does market efficiency matter for Shanghai 50 ETF index options?," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102129.
• Esparcia, Carlos & López, Raquel, 2024, "Performance of crypto-Forex portfolios based on intraday data," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102217.
• Pan, Zhigang & Bai, Zhihong & Xing, Xiaochao & Wang, Zhufeng, 2024, "US inflation and global commodity prices: Asymmetric interdependence," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102245.
• Xing, Jin & Chi, Guotai & Pan, Ancheng, 2024, "Instance-dependent misclassification cost-sensitive learning for default prediction," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102265.
• Yang, Jinyu & Xia, Guoen & Dong, Dayong, 2024, "Placebo in the random walk of stock price: Momentum effect of corporate site visits," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102383.
• 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, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102472.
• Wang, Jingya & Taylor, Alex P., 2024, "Predicting consumption-wealth ratio changes and stock market returns," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102474.
• Anwer, Zaheer & Khan, Muhammad Arif & Hassan, M. Kabir & Singh, Manjeet Kaur Harnek, 2024, "Assessing dynamic co-movement of news based uncertainty indices and distance-to -default of global FinTech firms," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102476.
• Esparcia, Carlos & Díaz, Antonio, 2024, "The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102496.
• 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, volume 72, issue PA, DOI: 10.1016/j.ribaf.2024.102507.
• Fu, Fanjie & Fang, Jing & Yang, Mei & Yao, Shujie, 2024, "Institutional investor horizons and stock price crash risk," Research in International Business and Finance, Elsevier, volume 72, issue PA, DOI: 10.1016/j.ribaf.2024.102509.
• Galbraith, James K., 2024, "La medicina medieval de la economía ortodoxa contra la inflación," El Trimestre Económico, Fondo de Cultura Económica, volume 91, issue 362, pages 409-414, abril-jun, DOI: https://doi.org/10.20430/ete.v91i36.
• Stiglitz, Joseph E., 2024, "Neoliberalismo, economía keynesiana y la respuesta a la inflación actual," El Trimestre Económico, Fondo de Cultura Económica, volume 91, issue 363, pages 707-749, julio-sep, DOI: https://doi.org/10.20430/ete.v91i36.
• Ziwen Gao & Steven F. Lehrer & Tian Xie & Xinyu Zhang, 2024, "Averaging Heterogeneous Autoregression Models with Heteroskedastic Errors: Theory and an Application to Cryptocurrency Volatility Forecasting," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Subal Kumbhakar", DOI: 10.1108/S0731-905320240000046006.
• Stiven Agusta & Fuad Rakhman & Jogiyanto Hartono Mustakini & Singgih Wijayana, 2024, "Enhancing the accuracy of stock return movement prediction in Indonesia through recent fundamental value incorporation in multilayer perceptron," Asian Journal of Accounting Research, Emerald Group Publishing Limited, volume 9, issue 4, pages 358-377, July, DOI: 10.1108/AJAR-01-2024-0006.
• Ting He & Kenneth Zheng, 2024, "Rational expectations tests on financial analysts’ cash flow forecasts," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 21, issue 2, pages 606-638, November, DOI: 10.1108/IJMF-03-2024-0162.
• Amritkant Mishra & Ajit Kumar Dash, 2024, "Return volatility of Asian stock exchanges; a GARCH DCC analysis with reference of Bitcoin and global crude oil price movement," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 17, issue 1, pages 29-48, May, DOI: 10.1108/JCEFTS-01-2024-0009.
• Trung Hai Le, 2024, "Forecasting value-at-risk and expected shortfall in emerging market: does forecast combination help?," Journal of Risk Finance, Emerald Group Publishing Limited, volume 25, issue 1, pages 160-177, January, DOI: 10.1108/JRF-06-2023-0137.
• Rama K. Malladi & Theodore P. Byrne & Pallavi Malladi, 2024, "Integrating corporate social responsibility with financial outcomes: stock performance of firms hiring US veterans during COVID-19," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 17, issue 1, pages 39-63, September, DOI: 10.1108/RBF-11-2023-0294.
• Demetri Tsanacas, 2024, "Extreme Weather Patterns and Risk Assessment Strategies in the Banking Industry: A Survey," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 14, issue 1, pages 3-11.
• 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, volume 0, issue 2, pages 952-966.
• Bernard Kokczynski & Dorota Witkowska & Blazej Socha, 2024, "Predicting Bankruptcy: Insights from Polish Non-Public Companies (2019–2022)," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special A, pages 252-264.
• Susana Calao & José I. Jarne & David Wroblewski, 2024, "Earnings Forecasts Accuracy: International Evidence of the Impact of the Covid-19 Pandemic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 74, issue 4, pages 473-499, October.
• Karel Janda & Mathieu Petit, 2024, "Analyzing Decision-Making in Deep-Q Reinforcement Learning for Trading: A Case Study on Tesla Company and its Supply Chain," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/40, Nov, revised Nov 2024.
• Jens H. E. Christensen & Mark M. Spiegel, 2024, "Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-12, Jul, DOI: 10.24148/wp2024-12.
• Alexander E. Abramov & Maria I. Chernova, 2024, "IPO of Russian Companies: Theory, Indicators, Trends and Prospects," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 42-60, December, DOI: 10.31107/2075-1990-2024-6-42-60.
• Nicoleta Valentina Florea & Gabriel Croitoru & Georgiana Radu (Cârstea) & Daria Florea, 2024, "The Analysis of the Impact of Digital Product Innovation and Human Resources Specialists on Intention to Use Artificial Intelligence in Financial Banking System," Journal of Financial Studies, Institute of Financial Studies, volume 16, issue 9, pages 96-110, May, DOI: 10.55654/JFS.2024.9.16.07.
• Dean Fantazzini, 2024, "Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets," JRFM, MDPI, volume 17, issue 6, pages 1-44, June.
• Diego Alejandro Martínez Cruz & Philip Rory Symington Alzate, 2024, "Robust Assessment of External Vulnerabilities in an Emerging Market During Stress Scenarios," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 15-2024, Jul.
• Matias Quiroz & Laleh Tafakori & Hans Manner, 2024, "Forecasting Realized Covariances Using HAR-Type Models," Graz Economics Papers, University of Graz, Department of Economics, number 2024-20, Dec.
• Virginie Terraza & Aslı Boru İpek & Mohammad Mahdi Rounaghi, 2024, "The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models," Post-Print, HAL, number hal-04395168, Jan, DOI: 10.1186/s40854-023-00520-3.
• Amal Ben Hamida & Christian de Peretti & Lotfi Belkacem, 2024, "The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?," Post-Print, HAL, number hal-04875454, Oct, DOI: 10.1016/j.irfa.2024.103517.
• René Garcia & Alissa Marinenko, 2024, "Portfolio Allocation and Reinforcement Learning," Post-Print, HAL, number hal-04933269, Aug, DOI: 10.1142/9781800615212_0003.
• Karlsson, Sune & Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2024, "US Interest Rates: Are Relations Stable?," Working Papers, Örebro University, School of Business, number 2024:3, Mar.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2024, "VAR Models with Fat Tails and Dynamic Asymmetry," Working Papers, Örebro University, School of Business, number 2024:8, Oct.
• Saulo A. Mostajo Castelú & Walter Morales Carrasco, , "Resiliencia y Estabilidad Financiera en el Sistema Bancario Boliviano," Investigación & Desarrollo, Universidad Privada Boliviana, number 0124, DOI: 10.23881/idupbo.024.3-1e.
• Sebastián Román & Emiliano Carlevaro & Martín Dutto, 2024, "Estimación de la compensación por inflación en la curva de rendimientos de bonos argentinos," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 62, issue 1, pages 71-109, Diciembre, DOI: 10.55444/2451.7321.2024.v62.n1.4461.
• Audrius Jukonis & Elisa Letizia & Linda Rousova, 2024, "The Impact of Derivatives Collateralization on Liquidity Risk: Evidence from the Investment Fund Sector," IMF Working Papers, International Monetary Fund, number 2024/026, Feb.
• Sai Ma & Shaojun Zhang, 2024, "Housing Cycles and Exchange Rates," Management Science, INFORMS, volume 70, issue 9, pages 5646-5666, September, DOI: 10.1287/mnsc.2023.4932.
• R. P. Datta, 2024, "Regularity in Forex Returns During Financial Distress: Some Evidences From India," Journal of Developing Areas, Tennessee State University, College of Business, volume 58, issue 3, pages 1-19, July–Sept.
• Zongwu Cai & Pixiong Chen, 2024, "Online Investor Sentiment via Machine Learning," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202411, Sep, revised Sep 2024.
• Klaus Grobys, 2024, "Science or scientism? On the momentum illusion," Annals of Finance, Springer, volume 20, issue 4, pages 479-519, December, DOI: 10.1007/s10436-024-00446-5.
• Yi-Hao Lai & Yi-Chiuan Wang & Yu-Ching Chang, 2024, "Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 2, pages 285-305, June, DOI: 10.1007/s10690-023-09415-w.
• Subhash Karmakar & Gautam Bandyopadhyay & Jayanta Nath Mukhopadhyay, 2024, "Systemic Risk in Indian Financial Institutions: A Probabilistic Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 3, pages 579-656, September, DOI: 10.1007/s10690-023-09426-7.
• Rama K. Malladi, 2024, "Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 3, pages 1021-1045, March, DOI: 10.1007/s10614-022-10333-8.
• Xiaolong Tang & Yuping Song & Xingrui Jiao & Yankun Sun, 2024, "On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 5, pages 2011-2033, May, DOI: 10.1007/s10614-023-10392-5.
• Mehmet Sahiner, 2024, "Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 6, pages 2435-2499, June, DOI: 10.1007/s10614-023-10412-4.
• Efstathios Polyzos & Costas Siriopoulos, 2024, "Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 1, pages 225-262, July, DOI: 10.1007/s10614-023-10429-9.
• Rebecca Westphal & Didier Sornette, 2024, "How Market Intervention can Prevent Bubbles and Crashes: An Agent Based Modelling Approach," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 3, pages 1315-1356, September, DOI: 10.1007/s10614-023-10462-8.
• Shun Chen & Lingling Guo & Lei Ge, 2024, "Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 5, pages 2853-2878, November, DOI: 10.1007/s10614-024-10547-y.
• Aykut Ekinci & Safa Sen, 2024, "Forecasting Bank Failure in the U.S.: A Cost-Sensitive Approach," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3161-3179, December, DOI: 10.1007/s10614-023-10537-6.
• Jie Cheng, 2024, "Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3617-3643, December, DOI: 10.1007/s10614-024-10571-y.

2023

• Hyeongwoo Kim & Jisoo Son, 2023, "Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2023-02, Feb.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2023, "Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2023-05, Jun.
• Hyeongwoo Kim & Jisoo Son, 2023, "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2023-06, Jul.
• Cem Kartal & Mürüvet Acar Karaboğa, 2023, "The Relationship Between the Country Selection Decision of Foreign Portfolio Investments and the Economic Freedom Index," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 38, issue 120, pages 11-30, October, DOI: https://doi.org/10.33203/mfy.118265.
• Bogdan Cosmin GOMOI, 2023, "Dynamic Diagnosis of the Financial Performances of a Company in the HoReCa Sector, Between Resilience and Sustainability," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 10, pages 23-32, October, DOI: 10.37945/cbr.2023.10.03.
• Adi GUNANTO, 2023, "Mitigating Financial Distress: Analysis of Financial Indicators for Startup Companies in Indonesia," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 10, pages 49-59, October, DOI: 10.37945/cbr.2023.10.06.
• Bogdan Cosmin GOMOI, 2023, "Methods of Financial Diagnosis Applicable in the Transport Area. A Vision of a Resilient and Sustainable Activity," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 11, pages 19-30, November, DOI: 10.37945/cbr.2023.11.03.
• Dorina PLESCACI, 2023, "Entities Assessment Methods Based on the Notion of Goodwill," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 1, pages 10-18, January, DOI: 10.37945/cbr.2023.01.02.
• Corina-Graziella BÂTCĂ-DUMITRU & Daniela-Nicoleta SAHLIAN & Cleopatra ȘENDROIU, 2023, "Cost of the Products’ Life Cycle," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 3, pages 25-33, March, DOI: 10.37945/cbr.2023.03.03.
• Bogdan Cosmin GOMOI, 2023, "Analysis of Results and Adjacent Structures in the Industry of Cosmetic and Perfumery Products," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 3, pages 34-45, March, DOI: 10.37945/cbr.2023.03.04.
• Bogdan Cosmin GOMOI, 2023, "Analysis of the Main Financial Indicators Related to a Company in the Rolling Stock Industry," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 4, pages 39-50, April, DOI: 10.37945/cbr.2023.04.05.
• Bogdan Cosmin GOMOI, 2023, "Analysis of the Structure, Reliability, Financial Balance and Indebtedness Related to a Company in the Transport Sector," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 5, pages 35-47, May, DOI: 10.37945/cbr.2023.05.04.
• Elena Valentina ȚILICĂ & Radu CIOBANU, 2023, "Assessment Approaches: The Income Approach (I)," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 5, pages 48-55, May, DOI: 10.37945/cbr.2023.05.05.
• Bogdan Cosmin GOMOI, 2023, "Dynamic Diagnosis of a Company’s Financial Position from the Hospitality Industry," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 6, pages 19-29, June, DOI: 10.37945/cbr.2023.06.03.
• Elena Valentina ȚILICĂ & Radu CIOBANU, 2023, "Assessment Approaches: The Income Approach (II)," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 6, pages 30-36, June, DOI: 10.37945/cbr.2023.06.04.
• Bogdan Cosmin GOMOI, 2023, "Analysis of the Static and Dynamic Financial Balance at the Level of Economic Operators," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 8, pages 6-15, August, DOI: 10.37945/cbr.2023.08.02.
• Elena Valentina ȚILICĂ & Radu CIOBANU, 2023, "Shares – General Concepts and Assessment," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 9, pages 20-30, September, DOI: 10.37945/cbr.2023.09.03.
• Harshit GURANI, 2023, "Predicting Stock Performance in Indian Mid-Cap and Small-Cap Firms: An Exploration of Financial Ratios Through Logistic Regression Analysis," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 9, pages 56-63, September, DOI: 10.37945/cbr.2023.09.06.
• Bogdan Cosmin GOMOI, 2023, "Funding Strategies at the Level of an Entity," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 9, pages 8-19, September, DOI: 10.37945/cbr.2023.09.02.
• Ömer Serkan Gülal & Gökhan Seçme & Eda Köse, 2023, "Predicting Financial Distress in the BIST Industrials Index: Evaluating Traditional Models and Clustering Techniques," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 8, issue 4, pages 660-680, DOI: 10.30784/epfad.1370893.
• António Portugal Duarte & Fátima Sol Murta & Nuno Baetas da Silva & Beatriz Rodrigues Vieira, 2023, "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, volume 70, issue SI, pages 1-18, February.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2023, "Message in a Bottle: Forecasting wine prices," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023004, Jun.
• Daniel Garcia Luna Romero & Jose Ricardo Salazar Garza & Lucio Alan Luis Zatarain & Jesús Alberto Zavala Duró, 2023, "The impact of VXY and EM-VXY on the implied volatility of ATM option premiums for the USD/MXN exchange rate on the CBOE," The Anahuac Journal, Business and Economics School. Anahuac University (Mexico)., volume 23, issue 2, pages 38-67, December, DOI: https://doi.org/10.36105/theanahuac.
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• Victor Olkhov, 2023, "Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions," Papers, arXiv.org, number 2309.02447, Aug, revised Apr 2024.
• Victor Olkhov, 2023, "Theoretical Economics as Successive Approximations of Statistical Moments," Papers, arXiv.org, number 2310.05971, Sep, revised Apr 2024.
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• Silvija Vlah Jeric, 2023, "Analysis Of The Financial Performance Of Machine Learning Models For Predicting The Direction Of Changes In Cee And See Stock Market Indices With Different Classification Evaluation Metrics," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 32, issue 2, pages 533-545, december, DOI: 10.17818/EMIP/2023/2.12.
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• Sergio Mayordomo & Irene Roibás, 2023, "The pass-through of market interest rates to bank interest rates," Occasional Papers, Banco de España, number 2312, Oct, DOI: https://doi.org/10.53479/34572.
• Luis Fernando Melo-Velandia & José Vicente Romero & Mahicol Stiben Ramírez-González, 2023, "The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach," Borradores de Economia, Banco de la Republica de Colombia, number 1231, May, DOI: 10.32468/be.1231.
• Martha López & Eduardo Sarmiento G., 2023, "Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1243, Jun, DOI: 10.32468/be.1243.
• Trần Kim Toại & Võ Thị Xuân Hạnh & Võ Minh Huân, 2023, "Áp dụng hồi quy Ridge và mạng nơron nhân tạo để dự báo giá ICO sau sáu tháng," 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, volume 18, issue 4, pages 131-144, DOI: 10.46223/HCMCOUJS.econ.vi.18.4.2104.
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• Bauwens, Luc & Otranto, Edoardo, 2023, "Realized Covariance Models with Time-varying Parameters and Spillover Effects," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2023019, Jul.
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• Lawson, Jeremy & Moss, Anna & Popa, Alexandre & Cairns, Eva & Mackenzie, Craig, 2023, "A Bespoke, probabilistic approach to climate scenario analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17944, Feb.
• Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn, 2023, "Machine-Learning the Skill of Mutual Fund Managers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18129, Apr.
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• Marín Díazaraque, Juan Miguel & Lopes Moreira da Veiga, María Helena, 2023, "Shock-triggered asymmetric response stochastic volatility," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 36569, Feb.
• Merche Galisteo & Isabel Morillo & Teresa Preixens, 2023, "CVA with wrong-way risk and correlation between defaults: An application to an interest rate swap," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 1, issue 3, pages 197-208, Septiembr.
• Santoni, Alessandro & Rossignol, Ghislain & Akhouen, Richard, 2023, "Wind-down of bank trading books," Occasional Paper Series, European Central Bank, number 316, May.
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• Bao, Jack & Hou, Kewei & Zhang, Shaojun, 2023, "Systematic Default and Return Predictability in the Stock and Bond Markets," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-13, May.
• Favero, Carlo A. & Melone, Alessandro & Tamoni, Andrea, 2023, "Anomaly Predictability with the Mean-Variance Portfolio," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-20, Dec.
• Mutambara Tatenda Emmanuel & Nyatanga Phocenah & McCullough Kerry, 2023, "The Impact of Working Capital and Macroeconomic Variables on the Profitability of Listed Industrial Firms in South Africa," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 5, pages 32-42, September.
• Kolawole Ibrahim Gbolahan, 2023, "An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 6, pages 91-100, November.
• Ayi Ahadiat & Fajrin Satria Dwi Kesumah & Rialdi Azhar & Febryan Kusuma Wisnu, 2023, "Strategic Decision-Making on Mining Sector Company Stock Prices and Economic Variable (State Space Model Application)," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 3, pages 177-184, May.
• Mehdi Abid, 2023, "How Does Renewable Energy Consumption Affect Environmental Quality in Saudi Arabia? Evidence from Quantile Regressions," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 574-578, July.
• Vogl, Markus, 2023, "Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework," Chaos, Solitons & Fractals, Elsevier, volume 166, issue C, DOI: 10.1016/j.chaos.2022.112884.
• Forte, Santiago & Lovreta, Lidija, 2023, "Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility," Journal of Corporate Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jcorpfin.2022.102347.
• Chen, Jian & Tang, Guohao & Yao, Jiaquan & Zhou, Guofu, 2023, "Employee sentiment and stock returns," Journal of Economic Dynamics and Control, Elsevier, volume 149, issue C, DOI: 10.1016/j.jedc.2023.104636.
• Skavysh, Vladimir & Priazhkina, Sofia & Guala, Diego & Bromley, Thomas R., 2023, "Quantum monte carlo for economics: Stress testing and macroeconomic deep learning," Journal of Economic Dynamics and Control, Elsevier, volume 153, issue C, DOI: 10.1016/j.jedc.2023.104680.
• Tumala, Mohammed M. & Salisu, Afees A. & Gambo, Ali I., 2023, "Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 707-717, DOI: 10.1016/j.eap.2023.04.009.
• Li, Zhicheng & Chen, Xinyun & Xing, Haipeng, 2023, "A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market," Economic Modelling, Elsevier, volume 118, issue C, DOI: 10.1016/j.econmod.2022.106082.
• Yu, Deshui & Huang, Difang & Chen, Li & Li, Luyang, 2023, "Forecasting dividend growth: The role of adjusted earnings yield," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106188.
• Zhao, Shangwei & Xie, Tian & Ai, Xin & Yang, Guangren & Zhang, Xinyu, 2023, "Correcting sample selection bias with model averaging for consumer demand forecasting," Economic Modelling, Elsevier, volume 123, issue C, DOI: 10.1016/j.econmod.2023.106275.
• Tan, Xilong & Tao, Yubo, 2023, "Trend-based forecast of cryptocurrency returns," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106323.
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• Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2023, "Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101838.
• Garg, Jyoti & Karmakar, Madhusudan & Paul, Samit, 2023, "A study on equity home bias using vine copula approach," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101860.
• Procasky, William J. & Yin, Anwen, 2023, "Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101877.
• Alexakis, Christos & Chantziaras, Antonios & Economou, Fotini & Eleftheriou, Konstantinos & Grose, Christos, 2023, "Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101946.
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• Wang, Yide & Chen, Zan & Ji, Xiaodong, 2023, "Cross-market information transmission and stock market volatility prediction," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101977.
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• Andersen, Torben G. & Li, Yingying & Todorov, Viktor & Zhou, Bo, 2023, "Volatility measurement with pockets of extreme return persistence," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2020.11.005.
• Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik, 2023, "Evaluating forecast performance with state dependence," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.07.015.
• Berrisch, Jonathan & Ziel, Florian, 2023, "CRPS learning," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.11.008.
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• Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2023, "Transformed regression-based long-horizon predictability tests," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.06.006.
• Cheng, Mingmian & Liao, Yuan & Yang, Xiye, 2023, "Uniform predictive inference for factor models with instrumental and idiosyncratic betas," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.007.
• Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.12.004.
• Huang, Dashan & Jiang, Fuwei & Li, Kunpeng & Tong, Guoshi & Zhou, Guofu, 2023, "Are bond returns predictable with real-time macro data?," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.09.008.
• Umlandt, Dennis, 2023, "Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.05.007.
• Hallin, Marc & Trucíos, Carlos, 2023, "Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach," Econometrics and Statistics, Elsevier, volume 27, issue C, pages 1-15, DOI: 10.1016/j.ecosta.2021.04.006.
• Li, Zhiyong & Li, Aimin & Bellotti, Anthony & Yao, Xiao, 2023, "The profitability of online loans: A competing risks analysis on default and prepayment," European Journal of Operational Research, Elsevier, volume 306, issue 2, pages 968-985, DOI: 10.1016/j.ejor.2022.08.013.
• Wasiuzzaman, Shaista & Muhd Azwan, Ayu Nadhirah & Hj Nordin, Aina Nazurah, 2023, "Analysis of the performance of Islamic gold-backed cryptocurrencies during the bear market of 2020," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2022.100920.
• Stoupos, Nikolaos & Nikas, Christos & Kiohos, Apostolos, 2023, "Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2022.100992.
• Hanauer, Matthias X. & Kalsbach, Tobias, 2023, "Machine learning and the cross-section of emerging market stock returns," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101022.
• Bu, Ruijun & Hizmeri, Rodrigo & Izzeldin, Marwan & Murphy, Anthony & Tsionas, Mike, 2023, "The contribution of jump signs and activity to forecasting stock price volatility," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 144-164, DOI: 10.1016/j.jempfin.2022.12.001.
• Wang, Yunqi & Zhou, Ti, 2023, "Out-of-sample equity premium prediction: The role of option-implied constraints," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 199-226, DOI: 10.1016/j.jempfin.2022.12.004.
• Han, Seung-Oh & Huh, Sahn-Wook & Park, Jeayoung, 2023, "Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 276-307, DOI: 10.1016/j.jempfin.2022.12.006.
• Nonejad, Nima, 2023, "Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 91-122, DOI: 10.1016/j.jempfin.2022.11.009.
• Ferrer Fernández, María & Henry, Ólan & Pybis, Sam & Stamatogiannis, Michalis P., 2023, "Can we forecast better in periods of low uncertainty? The role of technical indicators," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 1-12, DOI: 10.1016/j.jempfin.2022.12.014.
• Chan, Ka Kei & Kolokolova, Olga & Lin, Ming-Tsung & Poon, Ser-Huang, 2023, "Price convergence between credit default swap and put option: New evidence," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 188-213, DOI: 10.1016/j.jempfin.2023.03.008.
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• Lee, Cheol Woo & Kang, Kyu Ho, 2023, "Estimating and testing skewness in a stochastic volatility model," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 445-467, DOI: 10.1016/j.jempfin.2023.04.009.
• Liu, Zhenya & Lu, Shanglin & Li, Bo & Wang, Shixuan, 2023, "Time series momentum and reversal: Intraday information from realized semivariance," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 54-77, DOI: 10.1016/j.jempfin.2023.03.001.
• Tong, Chen & Huang, Zhuo & Wang, Tianyi & Zhang, Cong, 2023, "The effects of economic uncertainty on financial volatility: A comprehensive investigation," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 369-389, DOI: 10.1016/j.jempfin.2023.08.004.
• Wang, Keli & Liu, Xiaoquan & Ye, Wuyi, 2023, "Intraday VaR: A copula-based approach," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101419.
• Souropanis, Ioannis & Vivian, Andrew, 2023, "Forecasting realized volatility with wavelet decomposition," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101432.
• Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2023, "The commodity risk premium and neural networks," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101433.
• Qu, Hui & Li, Guo, 2023, "Multi-perspective investor attention and oil futures volatility forecasting," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106531.
• Gong, Xue & Ye, Xin & Zhang, Weiguo & Zhang, Yue, 2023, "Predicting energy futures high-frequency volatility using technical indicators: The role of interaction," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106533.
• Li, Jingpeng & Umar, Muhammad & Huo, Jiale, 2023, "The spillover effect between Chinese crude oil futures market and Chinese green energy stock market," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106568.
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