Research classified by Journal of Economic Literature (JEL) codes

2024

• 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, 2024, "Resiliencia y Estabilidad Financiera en el Sistema Bancario Boliviano," Investigación & Desarrollo, Universidad Privada Boliviana, volume 24, issue 3, pages 5-23, 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.
• Hayden Brown, 2024, "Long-term returns estimation of leveraged indexes and ETFs," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 2, pages 165-190, June, DOI: 10.1007/s11408-023-00440-3.
• Andrea Rigamonti, 2024, "Can machine learning make technical analysis work?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 3, pages 399-412, September, DOI: 10.1007/s11408-024-00451-8.
• Joon Chul James Ahn & Dragos Gorduza & Seonho Park, 2024, "Hidden neighbours: extracting industry momentum from stock networks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 4, pages 415-441, December, DOI: 10.1007/s11408-024-00455-4.

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.
• Farmer, J. Doyne & Wiersema, Garbrand & Kemp, Esti, 2023, "Liquidity Spirals," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2023-16, Sep.
• Harrison Hong & Edward Shore, 2023, "Corporate Social Responsibility," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 327-350, November, DOI: 10.1146/annurev-financial-111021-09.
• Bartłomiej Lisicki, 2023, "Sektorowe zróżnicowanie efektu interwału akcji spółek z GPW w dobie pandemii COVID-19," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 2, pages 174-194.
• Gianmarco Bet & Francesco Dainelli & Eugenio Fabrizi, 2023, "The financial health of a company and the risk of its default: Back to the future," Papers, arXiv.org, number 2302.10140, Feb.
• 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.
• Darab Molkabadi, Saeid, 2023, "Transition and Propagations of Oil Shock in the Oil Exporting Countries: Lessons from Iran (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 28, issue 4, pages 111-139, December.
• 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.
• Afees Salisu & Tirimisiyu Oloko, 2023, "Climate Risk Measures - A Review," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 4, issue 1, pages 1-4, DOI: 2023/03/09.
• Afees Salisu & Philip Omoke & Olalekan Fadiya, 2023, "Climate Policy Uncertainty and Crude Oil Market Volatility," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 1, pages 1-5, DOI: 2023/03/14.
• Kazeem Isah & Adedapo Odebode & Oluwafemi Ogunjemilua, 2023, "Does Climate Risk Amplify Oil Market Volatility?," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 2, pages 1-5, DOI: 2023/06/13.
• Vladimir Belkin, 2023, "US Federal Reserve Rate and Solar Activity (1955-2022): Proof of Strong Correlations," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 220-229.
• Chinara Azizova & Bruno Feunou & James Kyeong, 2023, "Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency," Discussion Papers, Bank of Canada, number 2023-19, Sep, DOI: 10.34989/sdp-2023-19.
• Bruno Feunou & James Kyeong, 2023, "Finding the balance—measuring risks to inflation and to GDP growth," Staff Analytical Notes, Bank of Canada, number 2023-18, Dec, DOI: 10.34989/san-2023-18.
• Onder BUBERKOKU, 2023, "Market Risk Measurement in the Context of Basel IV Regulations," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 17, issue 1, pages 1-38.
• Sergio Mayordomo & Irene Roibás, 2023, "La traslación de los tipos de interés de mercado a los tipos de interés bancarios," Occasional Papers, Banco de España, number 2312, Jun, DOI: https://doi.org/10.53479/30254.
• 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.
• Conrado Brum Civelli & Alejandro Fried Gindel & Alfredo Garcia-Hiernaux, 2023, "IFCI-SA. An International Financial Conditions Index for South American Economies," Documentos de trabajo, Banco Central del Uruguay, number 2023006.
• Bauwens, Luc & Xu, Yongdeng, 2023, "The contribution of realized covariance models to the economic value of volatility timing," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/20, Jul.
• Alexander Georges Gretener & Matthias Neuenkirch & Dennis Umlandt, 2023, "Dynamic Mixture Vector Autoregressions with Score-Driven Weights," CESifo Working Paper Series, CESifo, number 10366.
• Olivier Dessaint & Thierry Foucault & Laurent Frésard, 2023, "The Horizon of Investors' Information and Corporate Investment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-03, Jan.
• Bryan Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023, "Universal Portfolio Shrinkage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-119, Dec.
• Ricardo Crisósotomo, 2023, "Medición del riesgo de transición en fondos de inversión," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Ramiro Losada, Albert Martínez Pastor, 2023, "Emisores de valores españoles y su relación con el cambio climático," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Ricardo Crisóstomo, 2023, "Measuring Transition Risk in Investment Funds," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 8.
• Bauwens, Luc & Xu, Yongdeng, 2023, "The contribution of realized covariance models to the economic value of volatility timing," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2023018, Jul.
• 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.
• Reinders, Henk Jan & Schoenmaker, Dirk & Van Dijk, Mathijs, 2023, "Climate Risk Stress Testing: A Conceptual Review," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17921, Feb.
• 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.
• Kremens, Lukas & Martin, Ian & Varela, Liliana, 2023, "Long-Horizon Exchange Rate Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18412, Sep.
• Martin, Ian & Shi, Ran, 2023, "Forecasting crashes with a smile," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18524, Oct.
• Guinea, Laurentiu & Pérez, Rafaela & Ruiz, Jesús, 2023, "Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 36916, Mar.
• 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.
• Lang, Jan Hannes & Rusnák, Marek & Greiwe, Moritz, 2023, "Medium-term growth-at-risk in the euro area," Working Paper Series, European Central Bank, number 2808, Apr.
• 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 framewo," 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.
• Bucci, Andrea & Palomba, Giulio & Rossi, Eduardo, 2023, "The role of uncertainty in forecasting volatility comovements across stock markets," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106309.
• 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.
• Caiado, Jorge & Lúcio, Francisco, 2023, "Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101971.
• 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.
• Yu, Deshui & Chen, Li & Li, Luyang, 2023, "Time-varying predictability of the long horizon equity premium based on semiparametric regressions," Economics Letters, Elsevier, volume 224, issue C, DOI: 10.1016/j.econlet.2023.111033.
• Ardakani, Omid M., 2023, "Capturing information in extreme events," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111301.
• Gribisch, Bastian & Hartkopf, Jan Patrick, 2023, "Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 43-64, DOI: 10.1016/j.jeconom.2022.01.007.
• Abadir, Karim M. & Luati, Alessandra & Paruolo, Paolo, 2023, "GARCH density and functional forecasts," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 470-483, DOI: 10.1016/j.jeconom.2022.04.010.
• Kole, Erik & van Dijk, Dick, 2023, "Moments, shocks and spillovers in Markov-switching VAR models," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105474.
• 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.
• Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2023, "Extensions to IVX methods of inference for return predictability," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.02.007.
• 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.
• Brennan, M.J. & Taylor, Alex P., 2023, "Expected returns and risk in the stock market," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 276-300, DOI: 10.1016/j.jempfin.2023.03.002.
• 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.
• Sohag, Kazi & Hassan, M. Kabir & Bakhteyev, Stepan & Mariev, Oleg, 2023, "Do green and dirty investments hedge each other?," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106573.
• Abdollahi, Hooman, 2023, "Oil price volatility and new evidence from news and Twitter," Energy Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.eneco.2023.106711.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Boubaker, Sabri & Moussa, Faten, 2023, "Does green improve portfolio optimisation?," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106831.
• Tian, Guangning & Peng, Yuchao & Meng, Yuhao, 2023, "Forecasting crude oil prices in the COVID-19 era: Can machine learn better?," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106788.
• Thakur, Jagruti & Hesamzadeh, Mohammad Reza & Date, Paresh & Bunn, Derek, 2023, "Pricing and hedging wind power prediction risk with binary option contracts," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106960.
• Nonejad, Nima, 2023, "Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106964.
• Esparcia, Carlos & Diaz, Antonio & Alonso, Daniel, 2023, "How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107174.
• Zhang, Yaojie & He, Mengxi & Wen, Danyan & Wang, Yudong, 2023, "Forecasting crude oil price returns: Can nonlinearity help?," Energy, Elsevier, volume 262, issue PB, DOI: 10.1016/j.energy.2022.125589.
• Nguyen, Quyen & Diaz-Rainey, Ivan & Kuruppuarachchi, Duminda & McCarten, Matthew & Tan, Eric K.M., 2023, "Climate transition risk in U.S. loan portfolios: Are all banks the same?," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102401.
• Nguyen, Quyen & Diaz-Rainey, Ivan & Kuruppuarachchi, Duminda, 2023, "In search of climate distress risk," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102444.
• Liu, Jinjing, 2023, "A novel downside beta and expected stock returns," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102455.
• Li, Zhao-Chen & Xie, Chi & Zeng, Zhi-Jian & Wang, Gang-Jin & Zhang, Ting, 2023, "Forecasting global stock market volatilities in an uncertain world," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102463.
• Zhang, Ning & Su, Xiaoman & Qi, Shuyuan, 2023, "An empirical investigation of multiperiod tail risk forecasting models," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102498.
• Abakah, Emmanuel Joel Aikins & Nasreen, Samia & Tiwari, Aviral Kumar & Lee, Chien-Chiang, 2023, "U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102514.
• Ghosh, Indranil & Alfaro-Cortés, Esteban & Gámez, Matías & García-Rubio, Noelia, 2023, "Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102558.
• Zaevski, Tsvetelin S. & Nedeltchev, Dragomir C., 2023, "From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102645.
• Ammari, Aymen & Chebbi, Kaouther & Ben Arfa, Nouha, 2023, "How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102633.
• Bouazizi, Tarek & Galariotis, Emilios & Guesmi, Khaled & Makrychoriti, Panagiota, 2023, "Investigating the nature of interaction between crypto-currency and commodity markets," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102690.
• Zhang, Zehua & Zhao, Ran, 2023, "Good volatility, bad volatility, and the cross section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102712.
• Gao, Jun & Gao, Xiang & Gu, Chen, 2023, "Forecasting European stock volatility: The role of the UK," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102728.
• Basse, Tobias & Desmyter, Steven & Saft, Danilo & Wegener, Christoph, 2023, "Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102765.
• Zhao, Qi & Xu, Weijun & Ji, Yucheng, 2023, "Predicting financial distress of Chinese listed companies using machine learning: To what extent does textual disclosure matter?," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102770.
• Proelss, Juliane & Sévigny, Stéphane & Schweizer, Denis, 2023, "GameFi: The perfect symbiosis of blockchain, tokens, DeFi, and NFTs?," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102916.
• Procasky, William J. & Yin, Anwen, 2023, "The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102926.
• Zakamulin, Valeriy & Giner, Javier, 2023, "Optimal trend-following with transaction costs," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102928.
• Yu, Jize & Zhang, Li & Peng, Lijuan & Wu, Rui, 2023, "Which component of air quality index drives stock price volatility in China: a decomposition-based forecasting method," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103406.
• Ghosh, Indranil & Alfaro-Cortés, Esteban & Gámez, Matías & García, Noelia, 2023, "Do travel uncertainty and invasion rhetoric spur Metaverse financial asset? – Gauging the role of media influence," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103434.
• Yamani, Ehab, 2023, "The informational role of fund flow in the profitable predictability of mutual funds," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103445.
• Li, Xingyi & Gan, Kai & Zhou, Qi, 2023, "Dynamic volatility connectedness among cryptocurrencies and China's financial assets in standard times and during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103476.
• Díaz-Mendoza, Ana Carmen & Pardo, Ángel, 2023, "Water and traditional asset classes," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103394.
• Berrisch, Jonathan & Pappert, Sven & Ziel, Florian & Arsova, Antonia, 2023, "Modeling volatility and dependence of European carbon and energy prices," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103503.
• Xie, Yutang & Cao, Yujia & Li, Xiaotao, 2023, "The importance of trade policy uncertainty to energy consumption in a changing world," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103566.
• Bouteska, Ahmed & Büyükoğlu, Burak & Ekşi, Ibrahim Halil, 2023, "How effective are banking regulations on banking performance and risk? Evidence from selected European countries," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103604.
• Soria, Jorge & Moya, Jorge & Mohazab, Amin, 2023, "Optimal mining in proof-of-work blockchain protocols," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103610.
• García, Javier Sánchez & Rambaud, Salvador Cruz, 2023, "Macrofinancial determinants of volatility transmission in a network of European sovereign debt markets," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103635.
• Cheng, Tingting & Jiang, Shan & Zhao, Albert Bo & Jia, Zhimin, 2023, "Complete subset averaging methods in corporate bond return prediction," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103727.
• Wilson, Linus, 2023, "Profitable timing of the stock market with the senior loan officer survey," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103733.
• Yang, Xinyao & Liu, Zhaoyi & Li, Tao, 2023, "Individual investors’ dividend tax reform and stock price crash risk," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103746.
• Kiss, Tamás & Kladívko, Kamil & Silfverberg, Oliwer & Österholm, Pär, 2023, "Market participants or the random walk – who forecasts better? Evidence from micro-level survey data," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103752.
• Chen, Qihao & Huang, Zhuo & Liang, Fang, 2023, "Measuring systemic risk with high-frequency data: A realized GARCH approach," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103753.
• Berger, Theo, 2023, "Explainable artificial intelligence and economic panel data: A study on volatility spillover along the supply chains," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103757.
• Ham, Hyuna & Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2023, "How do investors react to overnight returns? Evidence from Korea," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103779.
• Mueller, Lukas & Bartel, Merlin & Schiereck, Dirk, 2023, "Europe's gone “right” – A comparative study of stock market reactions to populist success in Sweden and Italy," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103829.
• Kawakami, Tabito, 2023, "Quantile prediction for Bitcoin returns using financial assets’ realized measures," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103843.
• Gao, Shang & Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie, 2023, "Forecasting stock market volatility: The sum of the parts is more than the whole," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103849.
• Huynh, Nhan & Phan, Hoa, 2023, "Emotions in the crypto market: Do photos really speak?," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103945.
• Chang, Danting & Li, Feng, 2023, "Uncovering the information content in abnormal institutional visits," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103988.
• Wang, Cindy S.H. & Fan, Rui & Xie, Yiqiang, 2023, "Market systemic risk, predictability and macroeconomics news," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104102.
• Wu, Xinyu & Zhao, An & Cheng, Tengfei, 2023, "A Real-Time GARCH-MIDAS model," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104103.
• Hartkopf, Jan Patrick & Reh, Laura, 2023, "Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104129.
• Verner, Robert & Tkáč, Michal, 2023, "On the predictability of bonds," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104181.
• Gao, Wei & Ju, Ming & Yang, Tongyang, 2023, "Severe weather and peer-to-peer farmers’ loan default predictions: Evidence from machine learning analysis," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104287.
• Neururer, Thaddeus, 2023, "Variance risk premiums and aging firms," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104312.
• He, Mengxi & Shen, Lihua & Zhang, Yaojie & Zhang, Yi, 2023, "Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104406.