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Content
2026, Volume 82, Issue C
- S1062940825001974 Simultaneous inference in testing conditional alphas of momentum portfolios
by Kim, Jinyong & Kim, Yongsik & Lee, Seunghyun
- S1062940825002050 Does inter-industry risk spillover network predict financial crisis? Evidence from a gated graph neural networks approach
by Ren, Yinghua & Chen, Xin & Chen, Han & Zhu, Huiming
- S1062940825002062 Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models
by Brik, Hatem
- S1062940825002074 On the non-neutrality of socially responsible investing in the presence of a greenium
by Alex, Fabian
- S1062940825002086 Constrained portfolio optimization via Artificial Gorilla Troops: Benchmarking against swarm-intelligence metaheuristic algorithms
by Gkonis, Vasileios & Tsakalos, Ioannis & Kampouris, Ilias
- S1062940825002098 Short-Term market impact of 2024 US President elections and Trump-Zelensky meeting in defence industry
by Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno
- S1062940825002104 Modeling and forecasting commodity price volatility using a common leverage factor
by Kamocsai, László & Ormos, Mihály
- S1062940825002116 Geopolitical crises, financial markets, and intraday volatility spillovers
by Nishimura, Yusaku & Ji, Yang & Sun, Bianxia
- S1062940825002165 Regime-Switching volatility and risk quantification in South Asian and developed stock Markets: A Comparative perspective using Markov-Switching GARCH with MLE and MCMC estimations
by Mushtaq, Hina & Ishtiaq, Muhammad & Jamal, Surayya & Raza Rizvi, Syed Maisam & Raza, Hamad
- S1062940825002177 Bank systemic risk prediction based on text mining and explainable machine learning
by Wang, Pucong & Borjigin, Sumuya
- S1062940825002189 Expected versus unexpected Inflation:The role of Trade Policy
by Yilmazkuday, Hakan
- S1062940825002190 Systemic spillovers in high-growth private market sectors: determinants and portfolio implications
by Aslam, Adnan & Brahmana, Rayenda Khresna
- S1062940825002207 Inflation targeting and stock market liquidity: a difference-in-difference and doubly robust analysis of emerging markets
by Dridi, Ichrak & Belhoula, Mohamed Malek & Boughrara, Adel
- S106294082500213X Credit ratings and top executives’ political ideology
by Alshamrani, Abdulaziz A. & Rakowski, David & Sarkar, Salil
2026, Volume 81, Issue C
- S1062940825001524 Extreme weather events as the main driver of electricity price volatility in Italy: A GARCH-MIDAS approach with machine learning-based variable selection
by Guerzoni, Marco & Riso, Luigi & Zoia, M. Grazia
- S1062940825001536 Asymmetric spillovers of climate policy uncertainty on financial markets – Evidence from China
by Liu, Qiang & Liu, Ting & Xu, Chen
- S1062940825001615 Corporate cash value and ESG management: Panel data analyses of stock indices across countries
by Inaba, Kei-Ichiro
- S1062940825001652 Systemically important commodity futures in China
by Chen, Yang & Xu, Mengxia & Liu, Qing
- S1062940825001664 On completing the connectedness analysis—A bootstrap-based DCC-GARCH approach
by Huai, Jingliang & Cheung, Adrian (Wai Kong) & Wang, Bin
- S1062940825001676 The impact of green cryptocurrency and nongreen cryptocurrency on energy markets: Evidence from geopolitical risk and higher-order moment connectedness
by Yan, Wan-Lin & (Wai Kong) Cheung, Adrian & Yuan, Jiawei
- S1062940825001755 Dynamic q-dependent cross-correlation test for investment classification and its application on green finance
by Acikgoz, Turker
- S1062940825001767 Stock market vulnerability to US monetary policy: Evidenced from quantile coherency analysis
by Jena, Sangram Keshari & Lahiani, Amine & Dash, Ashutosh & Ray, Sougata
- S1062940825001779 Cryptocurrencies and economic sanctions
by Almeida, José & Gonçalves, Tiago Cruz
- S1062940825001780 Spillover and return connectedness between uncertainties, digital assets, green bond, green and traditional energy markets: Evidence from quantile VAR
by Nasir, Rana Muhammad & He, Feng & Asadi, Mehrad & Roubaud, David
- S1062940825001792 Enhancing financial stability through prospective resilience: Insights from the EN-VAR-DY-PR framework in international stock market networks
by Li, Jiang-Cheng & Xu, Yi-Zhen & Tao, Chen & Zhong, Guang-Yan
- S1062940825001809 Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe
by Chikhi, Mohamed & Benhmad, François
- S1062940825001810 International main precious metals futures price forecasting based on decomposition-combinatorial time series model
by Zhang, Zihan & Dong, Xiaojuan & An, Haigang & Qi, Hai & An, Sufang & Dong, Zhiliang
- S1062940825001822 Cybersecurity risk and firm growth: Empirical evidence based on text analysis
by Xu, Gengxi & Li, Yugang & Liu, Shanshan & Ye, Zhuhong
- S1062940825001834 Early warning systems for cryptocurrency markets: Predicting ‘zombie’ assets using machine learning
by Będowska-Sójka, Barbara & Wójcik, Piotr & Pele, Daniel Traian
- S1062940825001846 Examining climate risk attention in stock markets: insights from quantile-on-quantile regression
by Zhao, Lili & Lin, Yutong & Liu, Zhenhao & Yang, Guozheng
- S1062940825001858 Dynamic interrelations and the potential of global industrial sectors to function as a refuge for the global transition towards a low-carbon economy
by Bein, Murad A.
- S1062940825001871 Financial and business cycles in the US: A non-parametric time–frequency investigation
by Gallegati, Marco
- S1062940825001883 Does innovation-driven policy optimize urban energy consumption? Evidence from China’s innovation-driven city pilot policies
by Cong, Yingnan & Hou, Yufei & Ji, Yuan & Cai, Xiaojing
- S1062940825001895 Credit information sharing and corporate debt maturity structure: Evidence from a quasi-natural experiment in China
by Zhu, Zhiliang & Song, Wuqi
- S1062940825001901 Physical climate risk and banks’ credit risk: Worldwide evidence
by Abinzano, Isabel & Corredor, Pilar & Mansilla-Fernández, José Manuel
- S1062940825001913 Asymmetric drivers of inflation: new evidence from machine learning and quantile method
by Imandojemu, Kingsley & Habib, Adetutu Omotola & Showunmi, Omozele Lynda & Agboola, Loveth Oribhabor
- S1062940825001925 Quantile-frequency dependence between U.S. sector stock indices and macro-financial indicators: A quantile coherence approach
by Gökgöz, Halilibrahim & Syed, Aamir Aijaz & Gheorghe, Catalin & Jeribi, Ahmed
- S1062940825001937 The spillover effect of customer extreme climate risk: Evidence from supplier trade credit
by Huang, Zhen & Dou, Tianyu
- S1062940825001949 Time-frequency quantile effect of global uncertainty on stock markets: evidence from wavelet decomposition
by Yuan, Jiayuan & Zhu, Weineng & Huang, Zishan & Zhu, Huiming
- S1062940825001950 Does climate policy uncertainty affect expected shortfall (and Value-at-Risk) in the Chinese sector? Evidence from the mixed-frequency dynamic semi-parametric approach
by Jiang, Kunliang & Luo, Pengfei & Gan, Wenxiao & Song, Jiashan & Wang, Yuejing
- S1062940825001962 Dynamic Agency, financial hedging and optimal investment
by Yang, Yehong & You, Xun & Sun, Yuqian
- S106294082500155X Volatility spillovers in forex markets and the role of quantitative easing
by Shahzad, Syed Jawad Hussain & Hoang, Thi Hong Van & Caporin, Massimiliano & Naifar, Nader
- S106294082500186X Enhancing stock market predictions with multivariate signal decomposition and dynamic feature optimization
by Xue, Xiaorui & Li, Shaofang & Wang, Xiaonan & Ren, Tingting
2025, Volume 80, Issue C
- S1062940825001044 Do oil price changes contain useful predictive information about the U.S. bear stock market?
by Lee, Wei-Ming & Wu, Shue-Jen
- S1062940825001056 The role of international and domestic investors in international market information spillover effects: Evidence from interconnected multilayer networks
by Li, Songsong & Xu, Hao & Sercu, Piet & Xu, Nan & Xu, Yiwa
- S1062940825001068 Forecasting Value-at-Risk and Expected Shortfall using penalized quantile regressions with mixed-frequency data
by Li, Lu & Li, Degao & Liu, Li & Tang, Linjun
- S1062940825001081 Financial literacy, human capital and long-run economic growth
by Bucci, Alberto & Calcagno, Riccardo & Marsiglio, Simone & Sequeira, Tiago Neves
- S1062940825001093 A runs test for stock-market prices with an unobserved trend
by Herger, Nils
- S1062940825001111 The neo-Fisherian effect in a new Keynesian model with real money balances
by Ida, Daisuke
- S1062940825001123 Fiscal rules, inflation and monetary policy: International evidence
by Montes, Gabriel Caldas & Dantas, João
- S1062940825001135 Catastrophe risk with global climate change determines the price of catastrophe equity puts
by Chuang, Ming-Che & Huang, Hong-Chih & Huang, Shih-Feng & Lin, Shih-Kuei
- S1062940825001147 Understanding the connectedness between US traditional assets and green cryptocurrencies during crises
by Kyriazis, Nikolaos & Corbet, Shaen
- S1062940825001159 Spillover effects of clean energy risks and the impacts of economic policy uncertainty on the stability of the equity market: A dependence dynamics analysis
by Hsu, Ching-Chi & Tsai, Wei-Che
- S1062940825001160 Is energy risk scale Invariant? evidence from crude oil futures
by Grobys, Klaus
- S1062940825001251 Superiority of ESG-oriented portfolios in Taiwan stock market: Quantile-on-quantile with GARCH approach
by Chang, Hao-Wen & Chi, Pei-Yu & Lin, Chin-Ho
- S1062940825001263 Portfolio diversification amid economic uncertainty in Pakistan: empirical evidence from the quantile-on-quantile approach
by Zada, Hassan & Khan, Naveed & Rehman, Mobeen Ur & Vo, Xuan Vinh & Ghardallou, Wafa
- S1062940825001275 Geopolitical risk, herd behavior, and cryptocurrency market
by Wanidwaranan, Phasin & Wongkantarakorn, Jutamas & Padungsaksawasdi, Chaiyuth
- S1062940825001287 Real estate as an inflation hedge: new evidence from an international analysis
by Muckenhaupt, Jan & Hoesli, Martin & Zhu, Bing
- S1062940825001299 Institutional opening of capital market and stock price Bubble: Evidence from China
by Zhang, Shaojun & Ping, Xuerui
- S1062940825001305 Geography of corporate networks and housing price spillovers: evidence from U.S. States
by SONG, Jeongseop
- S1062940825001317 Happiness and stock market participation
by Wenyan, Huang
- S1062940825001329 Risky finance, riskier climate: when financial instability meets climate risks on the bridge of sustainability uncertainty
by Gaies, Brahim
- S1062940825001330 Can volatility spread fully capture the put–call parity violation?
by Liu, Shican & Zhu, Songping
- S1062940825001342 Can extreme weather forecasts lead to a risk premium? Evidence of a non-linear response in U.S. natural gas futures
by Monteux, Manou & Arcuri, Maria Cristina & Gandolfi, Gino & Caselli, Stefano
- S1062940825001354 The diminishing marginal effect of the capital adequacy ratio on the control of bank risk-taking
by Miao, Wenlong & Ma, Yuxian & Xu, Haoran
- S1062940825001366 Quantile on quantile connectedness between safe-haven assets and stock markets: a portfolio risk perspective
by Mensi, Walid & Nabli, Mohamed Amine & Guesmi, Mouna & Belghouthi, Houssem Eddine & Kang, Sang Hoon
- S1062940825001378 Who A(m) I? exploring quantile frequency connectedness in emerging AI and IoT token markets
by Aharon, David Y. & Ali, Shoaib & Naveed, Muhammad
- S1062940825001391 Dynamics of market power and stability in GCC banking: econometric analysis and policy implications
by Al-Jarrah, Idries Mohammad Wanas & Al-Abdulqader, Khalid & Al-Jarrah, Yazan Idries & Hammoudeh, Shawkat
- S1062940825001408 An analytical approximation for European options under a Heston-type model with regime switching
by Chen, Wenting & He, Xin-Jiang
- S1062940825001421 Oil price shocks and green investments: Upside risks, hedging, and safe-haven properties
by Al-Fayoumi, Nedal & Abuzayed, Bana & Bouri, Elie & Arfaoui, Nadia
- S1062940825001433 Dynamic spillover analysis between FX and cryptocurrency markets across different market conditions: A quantile VAR approach
by Kim, Young-Sung & Kim, Dong-Jun & Choi, Sun-Yong
- S1062940825001445 Price dynamics in artificial stock market with realistic order book mechanism
by Çetin, Uzay & Demirtaş, Şükrü C. & Şahin, Senem Çakmak
- S1062940825001457 Cascading failure, financial network and systemic risk
by Huang, Chuangxia & Miao, Hualu & Yang, Xiaoguang & Cao, Jie & Yang, Huirui
- S1062940825001470 Legal shifts and corporate strategy: The impact of China’s New Securities Law on earnings management
by Zhao, Yikai & Zhang, Shutong & Geng, Xinyi
- S1062940825001482 Inflation shocks and the New Keynesian model: When should central banks fear inflation expectations?
by Gobbi, Lucio & Mazzocchi, Ronny & Tamborini, Roberto
- S1062940825001494 Bitcoin’s fundamental value and speculative behavior: A new framework for price dynamics
by Wu, Qiong & Guo, Ge & Li, Xiaogang & Singh, Rajesh & Zhang, Ting
- S1062940825001500 Geopolitical risk and financial stress
by Luca, Giovanni De & Del Gaudio, Belinda Laura & Di Iorio, Anna Pia
- S1062940825001512 Cross-asset contagion and risk transmission in global financial networks
by Wu, Baoxiu & Wang, Qing
- S1062940825001548 Corporate investment amid trade policy uncertainty: Past lessons, future presidency
by Keshav, Vaibhav
- S1062940825001561 Revisiting the hedging and safe haven roles of gold: Evidence from quantile-on-quantile approach
by Zhang, Feipeng & Ma, Yuhan & Liu, Xu & Zhou, Xiaoying
- S1062940825001573 Outperforming ESG stocks portfolio: A machine learning ranking model with catboots regressor
by Carlei, Vittorio & Furia, Donatella & Ceccarelli, Alessandro & Cascioli, Piera
- S1062940825001585 Can we put green bonds in a single basket?
by Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh & Saleh Al-Faryan, Mamdouh Abdulaziz
- S1062940825001597 Productivity responses of high-tech firms to monetary policy
by Alam, M. Jahangir
- S1062940825001603 Heterogeneous beliefs with information processing constraints and asset pricing in presence of non-tradable goods
by Wang, Hailong & Hu, Duni
- S1062940825001627 Unveiling the bright side of rice-farming culture in shaping innovation: Evidence from Chinese listed firms
by Zhang, Xiaoliang & Wang, Qilin & Wang, Xin
- S1062940825001639 Tax credit rating changes and the cost of debt financing: Evidence from China
by Wang, Yiying & Cui, Dangdang
- S1062940825001640 Risk spillover and hedging effects between stock markets and cryptocurrency markets depending upon network analysis
by Guo, Long & Zhong, Li-Xin
- S106294082500110X Foreign exchange option pricing with a three-factor Heston model with regime switching and stochastic interest rate
by He, Xin-Jiang & Lin, Sha
- S106294082500138X Customer satisfaction and vertical integration
by Murdock, Marina & Ngo, Thanh & Richie, Nivine
- S106294082500141X Enhanced index tracking: A relative downside risk approach
by Luo, Ronghua & Huang, Zeyu & Liu, Yangyi
2025, Volume 79, Issue C
- S1062940825000786 Adaptive online portfolio selection incorporating systematic risk of the financial market
by Yang, Liwei & Liu, Rumei & Zhang, Jianing
- S1062940825000798 Cryptocurrencies as safe havens for geopolitical risk? A quantile analysis approach
by Mo, Bin & Chen, Jiaru & Shi, Qinling & Zeng, Zichun
- S1062940825000804 Corporate ESG performance and stock pricing efficiency
by Chen, Shaowei & Wu, Zhiliang
- S1062940825000816 Calendar effects on returns, volatility and higher moments: Evidence from crypto markets
by Algieri, Bernardina & Lawuobahsumo, Kokulo K. & Leccadito, Arturo & Zahid, Iliess
- S1062940825000828 Misaligned expectations and bond term premium measures
by Vázquez, Jesús
- S1062940825000841 From collapse to contagion: How bank failures influence stock markets
by Brož, Václav & Teplý, Petr
- S1062940825000853 On the connectedness between the uncertainty of central bank digital currency adoption and stablecoins
by Le, Thai Hong & Luu, Hiep Ngoc & Do, Dinh Dinh & Nguyen, Trung-Anh & Pham, Toan Canh
- S1062940825000865 Optimal consumption and portfolio selection for retirees under inflation and pension default risk
by Lin, Zhenmei & Lai, Chong & Li, Rui
- S1062940825000877 Common risk factors in REIT Returns: New insights
by Coën, Alain & Guardiola, Philippe
- S1062940825000889 The FED model: Is it still with us?
by McMillan, David G.
- S1062940825000890 Network volatility, contagion, and two-pillar policies: Insights from Chinese financial sector data
by Zhang, Xiaoyuan & You, Hang
- S1062940825000968 Asymmetric impact of social media sentiments and stock market uncertainty on Indian sectoral returns: A quantile-on-quantile approach
by Khan, Hera Asif & Chahal, Rishman Jot Kaur
- S1062940825000981 Ambiguity and stock price crash risk: Evidence from China
by Li, Yinan & Liu, Qiang & Guo, Shuxin
- S1062940825000993 Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons
by Mensi, Walid & Gubareva, Mariya & Teplova, Tamara
- S1062940825001007 Strategic information asymmetry in tail-risk markets
by Ardakani, Omid M.
- S1062940825001019 Tail risk spillover and systemic importance among fossil energy markets: Evidence from china
by Zheng, Huike & Gao, Chiyuan & Deng, Jing
- S1062940825001020 The effect of compound heat-drought risk on municipal corporate bonds pricing: Evidence from China
by Lei, Ziqi & Li, Ping & Wang, Yujing
- S1062940825001032 Hedging downside risk for REITs
by Zhou, Jian
- S106294082500083X The optimal timing and conditions for the digital transformation of traditional enterprises
by Chen, Zhuming & Liang, Wanhua
- S106294082500097X Multidimensional risk contagions in commodity markets: A multi-layer information networks method
by Wang, Zongrun & Zhu, Huan & Mi, Yunlong
- S106294082500107X The impact of audit fees and auditor tenure on company valuation: An analysis of large U.S. audit firms
by Santos-Jaén, José Manuel & Valls Martínez, María del Carmen & Martín de Almagro Vázquez, Gema & León-Gómez, Ana
2025, Volume 78, Issue C
- S1062940825000452 Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis
by Civelli, Andrea & Jackson, Laura E.
- S1062940825000506 Connectedness of China’s green bond and green stock markets at the low- and high-order moments: The role of economic and climate policy uncertainty
by Wang, Yu & Cheung, Adrian Wai Kong & Yan, Wan-Lin & Wang, Bin
- S1062940825000592 Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations
by Ullah, Aziz & Peng, Kang-Lin & Lu, Chih-Chiang & Jin, Ying
- S1062940825000609 The link between energy prices and stock markets in European Union countries
by Grecu, Robert Adrian & Cramer, Alexandru Adrian & Pele, Daniel Traian & Lessmann, Stefan
- S1062940825000610 Financing the firm or fueling risk? how share-pledged loans for corporate use shape corporate performance
by Li, Yuanling & Xiao, Zhongyi & Shen, Fei & Zou, Hanbing & Li, Weiping
- S1062940825000622 The valuation of variance swaps with psychological barriers in the underlying dynamics
by Song, Shiyu & Jiang, Yiming
- S1062940825000634 Long-term forecasting in asset pricing: Machine learning models’ sensitivity to macroeconomic shifts and firm-specific factors
by Qian, Yihe & Zhang, Yang
- S1062940825000646 Analytically pricing crude oil options under a jump-diffusion model with stochastic liquidity risk and convenience yield
by Lin, Sha & Chen, Meiling & He, Xin-Jiang
- S1062940825000658 Can industrial intelligence promote net-zero development? An analysis of resource dependence
by Jiang, Kai & Xin, Baogui & Santibanez Gonzalez, Ernesto D.R.
- S1062940825000671 Effect of digital finance on household financial asset allocation: a social psychology perspective
by Yang, Jing & Shi, Jianxun & Xu, Ling
- S1062940825000683 Forecasting volatility of China’s crude oil futures based on hybrid ML-HAR-RV models
by Hu, Genhua & Ma, Xiaoqing & Zhu, Tingting
- S1062940825000695 Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?
by Sheikh, Umaid A. & Suleman, Muhammad Tahir
- S1062940825000701 Carbon finance development, industrial structure and green financial instruments
by Zhao, Chenyuan & Lei, Zhaolongyu & Zhao, Xu & Wang, Yuxuan
- S1062940825000713 How can media attention reveal ESG improvement opportunities? A multi-algorithm machine learning-based approach for Taiwan’s electronics industry
by Lin, Shu Ling & Lin, Yu Rou & Jin, Xiao
- S1062940825000725 A note on the relationship between Bitcoin price and sentiment: New evidence obtained from a cryptocurrency heist
by Li, Mingnan & Manahov, Viktor & Ashton, John
- S1062940825000737 Asymmetric impact of global crude oil on Chinese sectors and optimal portfolio strategies: An analysis of the higher-order moment tail risk spillovers
by Liang, Ruibin & Cheng, Sheng & Li, Xinran
- S1062940825000749 Carbon emission control, tariff-carbon tax reform and intersectoral migration in the presence of international capital inflows
by Chen, Tai-Liang & Yang, Mingjie & Zou, Yuxiang
- S1062940825000750 The dynamics of corporate climate risk and market volatility: International evidence
by Naseer, Mirza Muhammad & Guo, Yongsheng & Zhu, Xiaoxian
- S1062940825000762 Managerial integrity and stock returns
by Yang, Mo & Cao, Jiawei & Meng, Yifan & Gong, Hao
- S1062940825000774 The resonance effect of economic policy uncertainty worldwide: A time–frequency analysis
by Zhao, Xiaojun & Geng, Xinru & Huang, Yurui & Wu, Yuhang & Zhang, Na
- S106294082500049X Pricing of American timer options
by Ha, Mijin & Park, Sangmin & Yoon, Ji-Hun & Kim, Donghyun
- S106294082500066X A hybrid model for intraday volatility prediction in Bitcoin markets
by Raj, Prakash & Bera, Koushik & Selvaraju, N.
2025, Volume 77, Issue C
- S1062940825000063 The temporal variability in the returns of socially responsible funds to structural oil shocks
by Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh
- S1062940825000166 Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications
by Escobar-Anel, Marcos & Yang, Yu-Jung & Zagst, Rudi
- S1062940825000191 Asymmetry and determinants of financial connectivity in G20: Evidence from a quantile-based and lasso regression analysis
by Yang, Guangyi & Li, Yong & Liu, Xiaoxing
- S1062940825000208 Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19
by Han, SeungOh
- S1062940825000221 CEO turnover and financial policy transfer
by Kim, Daniel Sungyeon & Ahn, Kwangwon & Jang, Hanwool & Lee, Jaeyoon
- S1062940825000233 Project risk neutrality in the context of asymmetric information
by Alex, Fabian
- S1062940825000245 Stock and corporate bond liquidity: When having the same issuer induces commonality
by Márquez-de-la-Cruz, Elena & Martínez-Cañete, Ana R. & Nieto, Belén
- S1062940825000257 Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model
by Yao, Yinhong & Chen, Xiuwen & Chen, Zhensong
- S1062940825000269 Are ESG factors truly unique?
by Covachev, Svetoslav & Martel, Jocelyn & Brito-Ramos, Sofia
- S1062940825000270 The time-varying relationship between climate uncertainty, low-carbon stocks and green bonds
by Xu, Ziyao & Zhou, Deheng & Ma, Junfeng & Yuan, Jing
- S1062940825000282 Corporate ESG disclosure and regulatory inquiry: Evidence from comment letters on annual reports
by Li, Xin & Tong, Yan & Xu, Guoquan
- S1062940825000294 Monetary policy expectations and financial Markets: A Quantile-on-Quantile connectedness approach
by Naifar, Nader
- S1062940825000300 Comparison of the interdependence relationship between crude oil futures and spot in China and international crude oil markets − evidence from time-frequency and quantile perspectives
by Shi, Fengyuan & Deng, Yiwen & Guo, Yaoqi
- S1062940825000385 The Big Mac index: An exact multilateral clarification
by Kunkler, Michael
- S1062940825000397 Oil price shocks, economic policy uncertainty and China’s producer price index: Evidence from quantile regression analysis
by Qin, Yun & Zhang, Zitao
- S1062940825000427 Green credit and systemic risk: From the perspectives of policy and scale
by Lee, Chien-Chiang & Xiao, Qian & Zhang, Xiaoming
- S1062940825000439 Economic Nexus among the Belt and Road Initiative participating countries
by Chen, Yiguo & Luo, Peng & Chang, Tsangyao
- S1062940825000440 Systemic risk among Chinese oil and petrochemical firms based on dynamic tail risk spillover networks
by Chen, Tingqiang & Zheng, Xin & Wang, Lei
- S1062940825000464 Does Chinese mixed-ownership reform improve innovation quality in privately-owned enterprises? A dual-perspective evidence from managerial myopia and resource-based view
by Gu, Xuehua
- S1062940825000476 Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets
by Fernandez-Perez, Adrián & Gómez-Puig, Marta & Sosvilla-Rivero, Simón
- S1062940825000488 A RGARCH-CARR-SK model: A new high-frequency volatility forecasting and risk measurement model based on dynamic higher moments and generalized realized measures
by Liu, Junjie & Zhou, Qingnan & Chen, Zhenlong
2025, Volume 76, Issue C
- S1062940824002341 Factors of predictive power for metal commodities
by Papenfuß, Patric & Schischke, Amelie & Rathgeber, Andreas
- S1062940824002353 Green bonds and clean energy stocks: Safe havens against global uncertainties? A wavelet quantile-based examination
by Aloui, Chaker & Mejri, Sami & Ben Hamida, Hela & Yildirim, Ramazan
- S1062940824002420 Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model
by Chen, Yan & Luo, Qiong & Zhang, Feipeng
- S1062940824002481 ESG rating divergence and stock price crash risk
by Ju, Chunhua & Fang, Xusheng & Shen, Zhonghua
- S1062940824002584 Unveiling the gold-oil whirl amidst market uncertainty shocks in China
by Li, Houjian & Li, Yanjiao & Luo, Fangyuan
- S1062940824002596 Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach
by Sameeh Alqaralleh, Huthaifa & Canepa, Alessandra & Muchova, Eva
- S1062940824002663 Does the VIX act as the main transmitter of mispricing in index futures markets? Insights from European and American regions
by Samarakoon, S.M.R.K. & Pradhan, Rudra P. & Tripathy, Sasikanta & Jayakumar, Manju
- S1062940824002675 Managerial response to institutional investor distraction
by Trinh, Tri & Walker, Mark D. & Yost, Keven
- S1062940824002687 Greater fragility, greater exposure: A network-based analysis of climate policy uncertainty shocks and G20 stock markets stability
by Wan, Yu-fan & Wang, Ming-hui & Wu, Feng-lin
- S1062940824002699 Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States
by Akyildirim, Erdinc & Corbet, Shaen & Coskun, Ali & Ercan, Metin
- S1062940824002705 The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective
by Long, Shaobo & Xue, Ning & Zhang, Yuan
- S1062940824002717 How does the supplier size similarity affect trade credit?
by Song, Xiaobao & Yao, Mingan & Guo, Chun
- S1062940824002729 Cryptocurrency market spillover in times of uncertainty
by Chen, Wei-Peng & Wu, Chih-Chiang & Aimable, Withz
- S1062940824002730 Creditable bonds’ multifunctional roles during the COVID-19 pandemic
by Wang, Qiyu & Yang, Junhong & Chong, Terence Tai-Leung
- S1062940824002742 The impact of outcome uncertainty on corporate investment compensation peer effects
by Lin, Yu-En & Xu, Yu-Xin & Yu, Bo & Lam, Keith S.K.
- S1062940824002754 The role of ESG factor in stock clustering based on risk-return-liquidity dimensions
by Staněk Gyönyör, Lucie & Horváth, Matúš & Stašek, Daniel & Stachoň, Martin
- S1062940824002766 Finance and collusion in oligopolistic markets
by Marjit, Sugata & Mukherjee, Arijit & Xu, Xinpeng & Yang, Lei
- S1062940824002778 The impact of volatility regime dynamics on option pricing
by Liu, Shican & Li, Qing & Fan, Siqi
- S1062940824002791 Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach
by Wu, Hao & Huang, Yuan
- S1062940824002808 International extreme sovereign risk connectedness: Network structure and roles
by Huang, Wei-Qiang & Liu, Peipei & Zhu, Yao-Long
- S1062940824002821 Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high
by Ozocak, Onem
- S1062940824002833 Investment opportunity strategy in a double-mean-reverting 4/2 stochastic volatility environment
by Cao, Jiling & Kim, Jeong-Hoon & Liu, Wenqiang & Zhang, Wenjun
- S1062940824002845 Optimal venture capital entry–exit strategy with jump–diffusion risk
by Zuo, Si & Wang, Haijun
- S1062940824002857 Exploring the dynamic impact of transaction taxes on market quality in HFT and non-HFT environments: An agent-based modeling approach
by Wang, Liming & Sun, Xuchu & Zhu, Hongliang & Li, Tangrong
- S1062940825000014 An early prediction model on systemic risk under global risk: Using FinBERT and temporal fusion transformer to multimodal data fusion framework
by Jin, Xiao & Lin, Shu-Ling
- S1062940825000026 Subjective probability distributions of nonlinear payoffs: Recovering option payoff, agent’s utility, and pricing kernel distributions
by Yamazaki, Akira
- S1062940825000038 Does corporate digital transformation improve capital market transparency? Evidence from China
by Gao, Bin & Qin, Mimi & Xie, Jun
- S1062940825000051 Valuing catastrophe equity put options with liquidity risk, default risk and jumps
by Tang, Chao & Chen, Peimin & Zhang, Shu
- S1062940825000075 Environmental tax reform and corporate tax avoidance: A quasi-natural experiment on China’s environmental protection tax law
by Jing, Zhongbo & Zhang, Wei & Zhao, Pengcheng & Zhao, Yang
- S1062940825000087 Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information
by Xu, Buyun & Wu, Zhimin
- S1062940825000099 Market broadening and future volatility: A study of Russell 2000 and S&P 500 equal weight ETFs
by Valadkhani, Abbas & O'Mahony, Barry
- S1062940825000105 Detecting corporate ESG performance: The role of ESG materiality in corporate financial performance and risks
by Yang, Sharon S. & Huang, Jr-Wei & Chen, Hong-Yi & Tsay, Min-Hung
- S1062940825000117 Bank liquidity supply and corporate investment during the 2008–2009 financial crisis
by Zhang, Wei
- S1062940825000129 Multi-step double barrier options under time-varying interest rates
by Lee, Hangsuck & Kye, Yisub & Kong, Byungdoo & Song, Seongjoo
- S1062940825000130 Mutual fund style drift measured using higher moments and its cash flow incentive
by Chen, Qi & Wang, Peng & Yang, Dong
- S1062940825000142 Imported risk in global financial markets: Evidence from cross-market connectedness
by Ouyang, Zisheng & Chen, Zhen & Zhou, Xuewei & Ouyang, Zhongzhe
- S1062940825000154 Which uncertainty measure better predicts gold prices? New evidence from a CNN-LSTM approach
by You, Wanhai & Chen, Jianyong & Xie, Haoqi & Ren, Yinghua
- S1062940825000178 Strategic cooperation in fintech field and efficiency of commercial banks
by Ao, Zhiming & Ji, Xinru
- S106294082400247X A further examination of sovereign domestic and external debt defaults
by Ghulam, Yaseen
- S106294082400278X How does news-driven monetary policy frictions affect nonperforming loans?--Taking Chinese commercial banks as an example
by Zhang, Heng-Guo & Wang, Shihong & Xie, Yuchi
- S106294082400281X Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China
by Fang, Guobin & Zhou, Xuehua & Ma, Huimin & Zhao, XiaoFang & Deng, YaoXun & Xie, Luoyan
- S106294082500004X A predictive term-spread model in the age of inflation targeting
by Tvedt, Jostein
- S106294082500018X Explosiveness in the renewable energy equity sector: International evidence
by Ariza, Juan & Ferrer, Román
- S106294082500021X A penalized U-MIDAS multinomial logit model with applications to corporate credit ratings
by Jiang, Cuixia & Sun, Junwei & Xu, Qifa
2025, Volume 75, Issue PB
Printed from https://ideas.repec.org/s/eee/ecofin.html