Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G17: Financial Forecasting and Simulation
2022
- Mandal, Nivedita & Das, Rituparna, 2022, "Price Discovery Efficiency and Resilience of Financial Futures - A Case Study of Indian Banking Sector," MPRA Paper, University Library of Munich, Germany, number 112844, Mar.
- Olkhov, Victor, 2022, "The Market-Based Asset Price Probability," MPRA Paper, University Library of Munich, Germany, number 113096, May.
- Syed Abul, Basher & Perry, Sadorsky, 2022, "Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?," MPRA Paper, University Library of Munich, Germany, number 113293, Jun.
- Fantazzini, Dean, 2022, "Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death," MPRA Paper, University Library of Munich, Germany, number 113744.
- Lee, David, 2022, "Pricing Cancellation Product," MPRA Paper, University Library of Munich, Germany, number 114147, Aug.
- Yang, Bill Huajian, 2022, "Modeling Path-Dependent State Transition by a Recurrent Neural Network," MPRA Paper, University Library of Munich, Germany, number 114188, Aug, revised 18 Jul 2022.
- Lee, David, 2022, "Generic Price Model for Commodity Derivatives," MPRA Paper, University Library of Munich, Germany, number 114283, Aug.
- El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2022, "On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies," MPRA Paper, University Library of Munich, Germany, number 114556, Sep.
- Podshivalov, Georgii Gordon, 2022, "Predicting a recession with ensemble forecasting: the Fisher Knight recession indicator," MPRA Paper, University Library of Munich, Germany, number 115002, Oct, revised 16 Oct 2022.
- Storti, Giuseppe & Wang, Chao, 2022, "A multivariate semi-parametric portfolio risk optimization and forecasting framework," MPRA Paper, University Library of Munich, Germany, number 115266, Aug.
- Olkhov, Victor, 2022, "The Market-Based Asset Price Probability," MPRA Paper, University Library of Munich, Germany, number 115382, May, revised 16 Nov 2022.
- Yang, Zixiu & Fantazzini, Dean, 2022, "Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading," MPRA Paper, University Library of Munich, Germany, number 115508.
- Gaete, Michael & Herrera, Rodrigo, 2022, "Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach," MPRA Paper, University Library of Munich, Germany, number 115641, May.
- M N, Nikhil & Chakraborty, Suman & B M, Lithin & Ledwani, Sanket, 2022, "Modeling Indian Bank Nifty volatility using univariate GARCH models," MPRA Paper, University Library of Munich, Germany, number 116824, Oct, revised 06 Feb 2023.
- B M, Lithin & chakraborty, Suman & iyer, Vishwanathan & M N, Nikhil & ledwani, Sanket, 2022, "Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 117067, Aug, revised 05 Jan 2023.
- Datta, Susanta & Hatekar, Neeraj, 2022, "Range Volatility Spillover across Sectoral Stock Indices during COVID-19 Pandemic: Evidence from Indian Stock Market," MPRA Paper, University Library of Munich, Germany, number 117285, Apr.
- Pitterle, Claudia, 2022, "Home- Market- Bias! Investment behavior from the perspective of behavioral economics in the Germany stock market," MPRA Paper, University Library of Munich, Germany, number 117698.
- Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper, University Library of Munich, Germany, number 118239.
- Brahmana, Rayenda Khresna, 2022, "Do Machine Learning Approaches Have the Same Accuracy in Forecasting Cryptocurrencies Volatilities?," MPRA Paper, University Library of Munich, Germany, number 119598, Dec.
- Olkhov, Victor, 2022, "Market-Based Price Autocorrelation," MPRA Paper, University Library of Munich, Germany, number 120288, Jan, revised 26 Feb 2024.
- Obregon, Carlos, 2022, "Technology vs Nationalism: The Global Clash," MPRA Paper, University Library of Munich, Germany, number 122460, Oct.
- Roudari, Soheil & Farahanifard, Saeed & Shahabadi, Abolfazl & Adeli, OmidAli, 2022, "بررسی مقیاس-زمان سرریز نوسانات میان نرخ ارز، تورم، سهام و مسکن در ایران
[Investigating the time-frequency volatility spillover between exchange rate, inflation, stocks, and housing in Iran]," MPRA Paper, University Library of Munich, Germany, number 127004, Sep, revised 01 Nov 2022. - Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202246, Sep.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202247, Oct.
- Boris Mišun & Karin Mašková & Marek Jindra, 2022, "Case study - specifics of transfer pricing in the context of enterprise valuation
[Případová studie - specifika nastavení převodních cen v kontextu ocenění závodu]," Oceňování, Prague University of Economics and Business, volume 15, issue 4, pages 33-43, DOI: 10.18267/j.ocenovani.285. - Carla Marques, 2022, "Modelling the financial situation of Portuguese firms using micro-data: a simulation for the COVID-19 pandemic," Working Papers, Banco de Portugal, Economics and Research Department, number o202203.
- Savvakis C. Savvides, 2022, "Risk Through the Looking-Glass," Development Discussion Papers, JDI Executive Programs, number 2022-06, Oct.
- Maria Lycheva & Alexey Mironenkov & Alexey Kurbatskii & Dean Fantazzini, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 68, pages 28-49.
- Cédric Poutré & Georges Dionne & Gabriel Yergeau, 2022, "The Profitability of Lead-Lag Arbitrage at High-Frequency," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 22-5, Sep.
- Victoria Cherkasova & Irina Nenuzhenko, 2022, "Investment in ESG Projects and Corporate Performance of Multinational Companies," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 37, issue 1, pages 54-92.
- Umair Bin YOUSAF & Khalil JEBRAN & Man WANG, 2022, "A Comparison of Static, Dynamic and Machine Learning Models in Predicting the Financial Distress of Chinese Firms," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 122-138, April.
- Ömer ÖNALAN, 2022, "Joint Modelling of S&P500 and VIX Indices with Rough Fractional Ornstein-Uhlenbeck Volatility Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 68-84, April.
- Dragos HURU & Ioana MANAFI & Ionut PANDELICA & Marilena Carmen UZLAU, 2022, "Nonlinear Dependencies between Green Bonds and General Financial Market Indices," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 169-181, December.
- Zuzana JANKOVÁ & Petr DOSTÁL, 2022, "Evaluation of the Degree of Uncertainty in the Type-2 Fuzzy Logic System for Forecasting Stock Index," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 41-57, December.
- Bahram Adrangi & Arjun Chatrath, 2022, "Dynamic Responses of Major Pacific Rim Emerging Equity Markets to the US Crude Oil Fear Index (OVX)," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 51-84.
- Kuznetsova, Mariya (Кузнецова, Мария) & Sinelnikova-Muryleva, Elena (Синельникова-Мурылева, Елена) & Shilov, Kirill (Шилов, Кирилл), 2022, "Factor models of cryptocurrency return within homogeneous groups
[Факторные Модели Доходности Однородных Групп Криптовалют]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220112, Nov. - Abramov, Alexander (Абрамов, Александр) & Radygin, Alexander (Радыгин, Александр) & Chernova, Maria (Чернова, Мария), 2022, "Mandatory Pension Savings In Russia: Experience And Prospects
[Обязательные Пенсионные Накопления В России: Опыт И Перспективы]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220115, Nov. - Abramov, Alexander (Абрамов, Александр) & Radygin, Alexander (Радыгин, Александр) & Chernova, Maria (Чернова, Мария), 2022, "Mandatory Pension Savings In Russia: Experience And Prospects
[Обязательные Пенсионные Накопления В России: Опыт И Перспективы]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220182, Nov. - Vedev, Aleksey (Ведев, Алексей) & Silchuk, Anastasia (Сильчук, Анастасия) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Marina (Ковалева, Марина) & Eremkin, Vladimir (Ерёмкин, Владимир), 2022, "Organization Of The System Of Macroeconomic Analysis And Forecasting In The Republic Of Uzbekistan
[Организация Системы Макроэкономического Анализа И Прогнозирования В Республике Узбекистан]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220210, Nov. - Vedev, Aleksey (Ведев, Алексей) & Silchuk, Anastasia (Сильчук, Анастасия) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Marina (Ковалева, Марина) & Eremkin, Vladimir (Ерёмкин, Владимир), 2022, "Assessment Of The Prospects For Russia To Enter The Path Of Sustainable Growth After 2021: Analysis Of Possible Development Risks And Development Of Proposals For Risk Management
[Оценка Перспектив Выхода России На Траекторию Устойчивого Роста Пос," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220211, Nov. - Vedev, Alexey (Ведев, Алексей) & Silchuk, Aleksandra (Сильчук, Александра) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Marina (Ковалева, Марина) & Eremkin, Vladimir (Ерёмкин, Владимир), 2022, "Analysis Of The Efficiency Of Industry Support Measures During The Coronavirus Pandemic And Their Contribution To The Recovery Of Economic Activity In Russia
[Анализ Эффективности Отраслевых Мер Поддержки В Условиях Пандемии Коронавируса И Их Вкла," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220298, Nov. - Hui Zeng & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2022, "Are individual stock returns predictable?," Australian Journal of Management, Australian School of Business, volume 47, issue 1, pages 135-162, February, DOI: 10.1177/03128962211001509.
- Ummul Ruthbah, 2022, "The retirement puzzle," Australian Journal of Management, Australian School of Business, volume 47, issue 2, pages 342-367, May, DOI: 10.1177/03128962211014577.
- Ranajit Kumar Bairagi, 2022, "Dynamic Impacts of Economic Policy Uncertainty on Australian Stock Market: An Intercontinental Evidence," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 21, issue 1, pages 64-91, March, DOI: 10.1177/09726527211069610.
- Vamsidhar Ambatipudi & Dilip Kumar, 2022, "Economic Policy Uncertainty Versus Sector Volatility: Evidence from India Using Multi-scale Wavelet Granger Causality Analysis," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 21, issue 2, pages 184-210, June, DOI: 10.1177/09726527221078352.
- Jacek Karasinski, 2022, "The Impact of the COVID-19 Outbreak on the Weak-Form Informational Efficiency of the Warsaw Stock Exchange (Wplyw wybuchu epidemii COVID-19 na efektywnosc informacyjna Gieldy Papierow Wartosciowych w Warszawie w formie slabej)," Research Reports, University of Warsaw, Faculty of Management, volume 2, issue 37, pages 15-28.
- Fabio Bellini & Edit Rroji & Carlo Sala, 2022, "Implicit quantiles and expectiles," Annals of Operations Research, Springer, volume 313, issue 2, pages 733-753, June, DOI: 10.1007/s10479-021-04054-8.
- Ravi Kashyap, 2022, "Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory," Annals of Operations Research, Springer, volume 315, issue 2, pages 1175-1215, August, DOI: 10.1007/s10479-022-04610-w.
- Luca Grilli & Domenico Santoro, 2022, "Forecasting financial time series with Boltzmann entropy through neural networks," Computational Management Science, Springer, volume 19, issue 4, pages 665-681, October, DOI: 10.1007/s10287-022-00430-2.
- Damiano Rossello, 2022, "Performance measurement with expectiles," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 343-374, June, DOI: 10.1007/s10203-022-00369-8.
- Jasleen Kaur & Khushdeep Dharni, 2022, "Assessing efficacy of association rules for predicting global stock indices," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 49, issue 3, pages 329-339, September, DOI: 10.1007/s40622-022-00327-8.
- Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy, 2022, "COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic," Digital Finance, Springer, volume 4, issue 1, pages 17-61, March, DOI: 10.1007/s42521-021-00045-3.
- Helmut Wasserbacher & Martin Spindler, 2022, "Machine learning for financial forecasting, planning and analysis: recent developments and pitfalls," Digital Finance, Springer, volume 4, issue 1, pages 63-88, March, DOI: 10.1007/s42521-021-00046-2.
- Rita Pimentel & Morten Risstad & Sjur Westgaard, 2022, "Predicting interest rate distributions using PCA & quantile regression," Digital Finance, Springer, volume 4, issue 4, pages 291-311, December, DOI: 10.1007/s42521-022-00057-7.
- Ahmed Bouteska & Mehdi Mili, 2022, "Does corporate governance affect financial analysts’ stock recommendations, target prices accuracy and earnings forecast characteristics? An empirical investigation of US companies," Empirical Economics, Springer, volume 63, issue 4, pages 2125-2171, October, DOI: 10.1007/s00181-022-02297-3.
- Masato Ubukata, 2022, "A time-varying jump tail risk measure using high-frequency options data," Empirical Economics, Springer, volume 63, issue 5, pages 2633-2653, November, DOI: 10.1007/s00181-022-02209-5.
- Nicholas Apergis & Ioannis Chatziantoniou, 2022, "US partisan conflict shocks and international stock market returns," Empirical Economics, Springer, volume 63, issue 6, pages 2817-2854, December, DOI: 10.1007/s00181-022-02237-1.
- Budi Wahyono, 2022, "The value of political connections and Sharia compliance during the COVID-19 pandemic," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 1, pages 1-28, March, DOI: 10.1007/s40822-021-00197-y.
- Gianluca P. M. Virgilio, 2022, "A theory of very short-time price change: security price drivers in times of high-frequency trading," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-34, December, DOI: 10.1186/s40854-022-00371-4.
- Ozkan Haykir & Ibrahim Yagli, 2022, "Speculative bubbles and herding in cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-33, December, DOI: 10.1186/s40854-022-00383-0.
- Jorge González Cázares & Aleksandar Mijatović, 2022, "Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation," Finance and Stochastics, Springer, volume 26, issue 4, pages 671-732, October, DOI: 10.1007/s00780-022-00486-7.
- Gülcan Erkilet & Gerrit Janke & Rainer Kasperzak, 2022, "How valuation approach choice affects financial analysts’ target price accuracy," Journal of Business Economics, Springer, volume 92, issue 5, pages 741-779, July, DOI: 10.1007/s11573-021-01061-w.
- Ramis Khabibullin & Alexey Ponomarenko, 2022, "An empirical behavioral model of household’s deposit dollarization," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 3, pages 827-847, July, DOI: 10.1007/s11403-022-00345-w.
- Mehmet Sahiner, 2022, "Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods," SN Business & Economics, Springer, volume 2, issue 10, pages 1-74, October, DOI: 10.1007/s43546-022-00329-9.
- Haydory Akbar Ahmed & M. Wasiqur Rahman Khan, 2022, "Short-term and long-term interest rate spread’s dynamics to risk and the yield curve," SN Business & Economics, Springer, volume 2, issue 10, pages 1-19, October, DOI: 10.1007/s43546-022-00336-w.
- Abubakar Jamaladeen & David E. Omoregie & Samuel F. Onipede & Nafiu A. Bashir, 2022, "A regime-switching skew-normal model of contagion in some selected stock markets," SN Business & Economics, Springer, volume 2, issue 12, pages 1-20, December, DOI: 10.1007/s43546-022-00357-5.
- Panagiotis Anastasiadis & Stephanos Papadamou, 2022, "The dimension of popularity in the cryptocurrency market," SN Business & Economics, Springer, volume 2, issue 5, pages 1-15, May, DOI: 10.1007/s43546-022-00206-5.
- Wilton Bernardino & João B. Amaral & Nelson L. Paes & Raydonal Ospina & José L. Távora, 2022, "A statistical investigation of a stock valuation model," SN Business & Economics, Springer, volume 2, issue 8, pages 1-25, August, DOI: 10.1007/s43546-022-00270-x.
- Rachna Mahalwala, 2022, "Analysing exchange rate volatility in India using GARCH family models," SN Business & Economics, Springer, volume 2, issue 9, pages 1-16, September, DOI: 10.1007/s43546-022-00317-z.
- Guanming He & April Zhichao Li & Dongxiao Shen, 2022, "The Role of Earnings Management in Equity Valuation," Springer Books, Springer, chapter 88, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_90.
- Daniel Tut, 2022, "Bitcoin: Future or Fad?," Springer Books, Springer, in: Thomas Walker & Frederick Davis & Tyler Schwartz, "Big Data in Finance", DOI: 10.1007/978-3-031-12240-8_8.
- Roberto R. Barrera-Rivera & Humberto Valencia-Herrera, 2022, "Hedging and Optimization of Energy Asset Portfolios," Springer Books, Springer, in: José Antonio Núñez Mora & M. Beatriz Mota Aragón, "Data Analytics Applications in Emerging Markets", DOI: 10.1007/978-981-19-4695-0_8.
- Yu-Min Lian & Jia-Ling Chen & Hsueh-Chien Cheng, 2022, "Predicting Bitcoin Prices via Machine Learning and Time Series Models," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 5, pages 1-2.
- Rosa Ferrentino & Luca Vota, 2022, "A Mathematical Model for the Pricing of Derivative Financial Products: the Role of the Banking Supervision and of the Model Risk," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 11, issue 1, pages 1-2.
- Jiří Kučera & Eva Kalinová & Lenka Divoká, 2022, "Profitability of current investments in stock indexes," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 1, pages 420-434, September, DOI: 10.9770/jesi.2022.10.1(23).
- Florin Aliu & Simona Hašková & Petr Šuleř, 2022, "Sustainability of electricity prices and the consequences for the Prague Stock Exchange," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 2, pages 473-494, December, DOI: 10.9770/jesi.2022.10.2(30).
- Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2022, "Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests," Journal of the Operational Research Society, Taylor & Francis Journals, volume 73, issue 8, pages 1755-1767, August, DOI: 10.1080/01605682.2021.1936668.
- Joscha Beckmann & Robert L. Czudaj, 2022, "Fundamental determinants of exchange rate expectations," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 056, Mar, revised Mar 2022.
- Catherine Georgiou, 2022, "Modifications on Book-Valued Ratios," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 3, pages 24-37, December.
- Gbadebo Adedeji Daniel & Akande Joseph Olorunfemi & Adekunle Ahmed Oluwatobi, 2022, "Price Prediction for Bitcoin: Does Periodicity Matter?," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 3, pages 69-92, December.
- Erik Kole & Dick van Dijk, 2022, "Moments, Shocks and Spillovers in Markov-switching VAR Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-080/III, Apr, revised 11 Jan 2022.
- Compernolle, Tine & Kort, Peter M. & Thijssen, Jacco J. J., 2022, "The effectiveness of carbon pricing : The role of diversification in a firm's investment decision?," Other publications TiSEM, Tilburg University, School of Economics and Management, number abf6597c-1ba5-4816-a46e-8.
- Alexander Georges Gretener & Matthias Neuenkirch & Dennis Umlandt, 2022, "Dynamic Mixture Vector Autoregressions with Score-Driven Weights," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2022-02.
- Alexander Georges Gretener & Matthias Neuenkirch & Dennis Umlandt, 2022, "Dynamic Mixture Vector Autoregressions with Score-Driven Weights," Research Papers in Economics, University of Trier, Department of Economics, number 2022-02.
- Tran, Thuy Nhung, 2022, "The Volatility of the Stock Market and Financial Cycle: GARCH Family Models," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 56, issue 1, pages 151-168, DOI: http://dx.doi.org/10.17576/JEM-2022.
- Tom Dudda & Tony Klein & Duc Khuong Nguyen & Thomas Walther, 2022, "Common Drivers of Commodity Futures?," Working Papers, Utrecht School of Economics, number 2207.
- Fengler, Matthias & Polivka, Jeannine, 2022, "Structural Volatility Impulse Response Analysis," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2211, Oct, revised Nov 2022.
- Luca Bagato & Alessio Gioia & Enrico Mandelli, 2022, "A Reflexivity-Volatility Based Risk Assessment Tool," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 130, issue 1, pages 29-44.
- Michael Curran & Patrick O'Sullivan & Ryan Zalla, 2022, "Can Volatility Solve the Naive Portfolio Puzzle?," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 52, Feb.
- Emine Askan & Faruk Urak & Abdulbaki Bilgic, 2022, "Revealing Asymmetric Spillover Effects in Hazelnut, Gasoline, and Exchange Rate Markets in Turkey: The VECM-BEKK-MGARCH Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 69, issue 1, pages 35-54.
- Sroka Łukasz, 2022, "Applying Block Bootstrap Methods in Silver Prices Forecasting," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 26, issue 2, pages 15-29, June, DOI: 10.15611/eada.2022.2.02.
- Barbu Teodora Cristina & Boitan Iustina Alina & Cepoi Cosmin-Octavian, 2022, "Are cryptocurrencies safe havens during the COVID-19 pandemic? A threshold regression perspective with pandemic-related benchmarks," Economics and Business Review, Sciendo, volume 8, issue 2, pages 29-49, July, DOI: 10.18559/ebr.2022.2.3.
- Kropiński Paweł & Anholcer Marcin, 2022, "How Google Trends can improve market predictions— the case of the Warsaw Stock Exchange," Economics and Business Review, Sciendo, volume 8, issue 2, pages 7-28, July, DOI: 10.18559/ebr.2022.2.2.
- Dumiter Florin Cornel & Turcaș Florin Marius, 2022, "Theoretical and empirical underpinnings regarding stock market forecasts and predictions," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 32, issue 1, pages 1-19, March, DOI: 10.2478/sues-2022-0001.
- Thi Thu Giang Nguyen & Robert Ślepaczuk, 2022, "The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-29.
- Savvakis C. Savvides, 2022, "Risk through the Looking Glass," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, volume 23, issue 4, pages 71-98, October.
- Stavros Degiannakis, 2022, "Stock market as a nowcasting indicator for real investment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 5, pages 911-919, August, DOI: 10.1002/for.2838.
- Kok-Leong Yap & Wee-Yeap Lau & Izlin Ismail, 2022, "Can exchange-traded funds be profitably traded with the trading range breakout technical trading rule?," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 1-21, December, DOI: 10.1142/S242478632250027X.
- Massimo Guidolin & Alexei G. Orlov, 2022, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 1-61, September, DOI: 10.1142/S2010139222500070.
- Michael Minye Tang, 2022, "Consistency in Management Earnings Guidance Patterns," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 01, pages 1-45, March, DOI: 10.1142/S1094406022500056.
- Sabri Boubaker & Duc Khuong Nguyen (ed.), 2022, "Financial Transformations Beyond the COVID-19 Health Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0318, ISBN: ARRAY(0x6cb17aa0).
- Linh Tu Ho & Christopher Gan, 2022, "Health and Socio-economic Consequences of the COVID-19 Pandemic: Government Responses and Recovery," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
- Anthony J. Makin, 2022, "The Pandemic’s Pernicious Public Debt Legacy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
- John L. Haracz, 2022, "The Importance of Negative Feedback and Countervailing Measures for Financial System Stabilization and Constrained Inequality: A COVID-19–Induced Reminder," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
- İlkay Şendeniz-Yüncü, 2022, "New Evidence on the Interactions Between International Integration and Real Economy During the COVID-19 Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
- Alfredo Martín-Oliver & Florina Silaghi, 2022, "Great Recession: Mere Dry Run for COVID-19?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
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- Moritz Johannes Herber & Matthias Scherf, 2022, "Rational Behavior or Mere Panic? The Effects of the COVID-19 Pandemic on the Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
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- Abdelkader Derbali & Mohamed Bechir Chenguel & Lamia Jamel & Meriem Jouirou & Fathi Jouini, 2022, "COVID-19 Pandemic and Co-movement Dynamics Among American and European Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
- Marco Rossi, 2022, "Insuring Against Pandemics: A Private Sector Instrument for the Private Sector," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
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- Francesca Battaglia & Francesco Busato & Maria Manganiello, 2022, "Equity Crowdfunding: Brave Market or Safe Haven for the Crowd During the COVID-19 Crisis?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
- Saroja Selvanathan & Eliyathamby A. Selvanathan, 2022, "The Nexus Between Oil and Gold Prices During the COVID-19 Pandemic," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
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- Valdonė Darškuvienė & Bernadeta Goštautaitė & Egidijus Kundelis & Dalius Misiūnas & Siuzana Ščerbina-Dalibagienė, 2022, "Firm Liquidity During the COVID-19 Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
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- Shreya Biswas & Nivedita Sinha, 2022, "Business Group Affiliation and Resilience to COVID-19 Outbreak in India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
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