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Citation Profile [Updated: 2021-01-04 09:42:29]
5 Years H
52
Impact Factor
1.82
5 Years IF
1.67
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 1 0 0 0 0 0.06
1995 0 0.2 0 0 0 0 0 1 0 0 0 0 0.09
1996 0 0.23 0 0 0 0 0 2 0 0 0 0 0.1
1997 0 0.23 0 0 21 21 224 2 0 0 0 0 0.1
1998 0.24 0.27 0.21 0.24 21 42 514 9 11 21 5 21 5 3 33.3 4 0.19 0.12
1999 0.21 0.29 0.21 0.21 19 61 463 13 24 42 9 42 9 2 15.4 2 0.11 0.14
2000 0.38 0.34 0.34 0.34 25 86 363 28 53 40 15 61 21 2 7.1 7 0.28 0.15
2001 0.52 0.36 0.59 0.52 14 100 145 57 112 44 23 86 45 3 5.3 3 0.21 0.16
2002 0.54 0.39 0.48 0.47 24 124 353 58 171 39 21 100 47 4 6.9 4 0.17 0.2
2003 0.5 0.4 0.93 1.04 27 151 370 138 312 38 19 103 107 4 2.9 1 0.04 0.2
2004 0.55 0.46 0.87 0.8 30 181 354 149 470 51 28 109 87 13 8.7 10 0.33 0.2
2005 0.54 0.47 0.88 0.72 28 209 782 173 653 57 31 120 86 3 1.7 9 0.32 0.22
2006 0.59 0.47 0.91 0.65 29 238 510 207 869 58 34 123 80 11 5.3 6 0.21 0.21
2007 0.63 0.43 0.73 0.66 28 266 421 186 1064 57 36 138 91 6 3.2 9 0.32 0.19
2008 0.68 0.45 0.92 0.83 40 306 995 271 1344 57 39 142 118 15 5.5 22 0.55 0.21
2009 1.03 0.44 0.93 0.95 61 367 842 340 1685 68 70 155 147 26 7.6 23 0.38 0.21
2010 0.98 0.44 0.94 0.87 36 403 348 376 2064 101 99 186 161 18 4.8 2 0.06 0.18
2011 0.81 0.47 0.9 0.95 48 451 749 403 2468 97 79 194 184 38 9.4 18 0.38 0.21
2012 0.56 0.47 0.95 1.02 70 521 1113 492 2963 84 47 213 218 52 10.6 20 0.29 0.19
2013 1.2 0.53 1.27 1.33 86 607 1487 768 3734 118 142 255 340 90 11.7 47 0.55 0.22
2014 1.76 0.54 1.62 1.5 110 717 1069 1160 4897 156 274 301 452 147 12.7 67 0.61 0.21
2015 1.4 0.54 1.36 1.29 80 797 745 1087 5984 196 274 350 450 77 7.1 56 0.7 0.21
2016 1.29 0.54 1.62 1.55 66 863 534 1399 7386 190 245 394 612 84 6 31 0.47 0.19
2017 1.37 0.55 1.61 1.59 80 943 388 1515 8903 146 200 412 656 79 5.2 25 0.31 0.19
2018 1.31 0.64 1.46 1.4 90 1033 488 1507 10412 146 191 422 590 83 5.5 63 0.7 0.25
2019 1.77 0.72 1.63 1.65 90 1123 164 1836 12248 170 301 426 702 101 5.5 38 0.42 0.27
2020 1.82 0.91 1.56 1.67 62 1185 14 1847 14095 180 328 406 677 97 5.3 15 0.24 0.32
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12008Bank-specific, industry-specific and macroeconomic determinants of bank profitability. (2008). Delis, Manthos ; Brissimis, Sophocles ; Athanasoglou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136.

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356
22013Financialization, crisis and commodity correlation dynamics. (2013). Thorp, Susan ; Silvennoinen, Annastiina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:24:y:2013:i:c:p:42-65.

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266
32005Gold as a hedge against the dollar. (2005). Capie, Forrest ; Mills, Terence C. ; Wood, Geoffrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352.

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206
42012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. (2012). Kontonikas, Alexandros ; Arghyrou, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:658-677.

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205
52011Determinants of bank profitability before and during the crisis: Evidence from Switzerland. (2011). Dietrich, Andreas ; Wanzenried, Gabrielle . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:307-327.

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200
62005Bank provisioning behaviour and procyclicality. (2005). Metzemakers, Paul ; Bikker, Jacob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157.

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199
72002Cost and profit efficiency in European banks. (2002). Quesada, Javier ; perez, francisco ; Pastor, José ; Maudos, Joaquin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58.

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186
82011Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. (2011). Kenourgios, Dimitris ; Samitas, Aristeidis ; Paltalidis, Nikos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:1:p:92-106.

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151
92018Bitcoin: Medium of exchange or speculative assets?. (2018). Lee, Adrian ; Hong, Kihoon ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:54:y:2018:i:c:p:177-189.

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138
102013Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318.

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137
112006Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142.

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113
122014Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433.

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107
132015Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:245-262.

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104
142012Commodity volatility breaks. (2012). Wohar, Mark ; Vivian, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422.

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101
151999Causal relations among stock returns and macroeconomic variables in a small, open economy. (1999). Sættem, Frode ; Gjerde, Øystein. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:1:p:61-74.

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99
162000Intraday and interday volatility in the Japanese stock market. (2000). Bollerslev, Tim ; Andersen, Torben ; Cai, Jun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130.

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90
172012Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:758-773.

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88
182015Price discovery on Bitcoin exchanges. (2015). Molnár, Peter ; Andreas Valstad, Ole Christian, ; Molnar, Peter ; Brandvold, Morten ; Vagstad, Kristian . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:18-35.

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86
191998Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings. (1998). Karolyi, G. ; Foerster, Stephen R.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:393-412.

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86
201998An empirical examination of linkages between Pacific-Basin stock markets. (1998). Lamba, Asjeet S. ; Janakiramanan, Sundaram. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173.

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82
212013Bank insolvency risk and time-varying Z-score measures. (2013). Strobel, Frank ; Lepetit, Laetitia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:73-87.

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77
222011Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets. (2011). Samarakoon, Lalith P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:5:p:724-742.

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76
232008Banks procyclical behavior: Does provisioning matter?. (2008). Lepetit, Laetitia ; Bouvatier, Vincent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:513-526.

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75
241999Assessing competitive conditions in the Greek banking system. (1999). Lolos, Sarantis ; Hondroyiannis, George ; Papapetrou, Evangelia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:4:p:377-391.

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75
252015The impact of oil price shocks on the stock market return and volatility relationship. (2015). Yoon, Kyung Hwan ; Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:41-54.

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75
262013Bank competition, crisis and risk taking: Evidence from emerging markets in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe ; MacHrouh, Fouad . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:196-221.

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71
272013Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis. (2013). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:258-272.

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71
281997The impact of exchange rate volatility on German-US trade flows. (1997). Brooks, Robert ; McKenzie, Michael D.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:7:y:1997:i:1:p:73-87.

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70
291998Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares. (1998). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:325-356.

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70
302011Cross-country effects in herding behaviour: Evidence from four south European markets. (2011). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; Economou, Fotini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:443-460.

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69
312012Exchange return co-movements and volatility spillovers before and after the introduction of euro. (2012). Antonakakis, Nikolaos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1091-1109.

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68
322013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:175-191.

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67
332005Stock market linkages in emerging markets: implications for international portfolio diversification. (2005). Phylaktis, Kate ; Ravazzolo, Fabiola. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:91-106.

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63
342004Banking competition and macroeconomic conditions: a disaggregate analysis. (2004). Coccorese, Paolo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:14:y:2004:i:3:p:203-219.

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63
352003Contagion and causality: an empirical investigation of four Asian crisis episodes. (2003). Sander, Harald ; Kleimeier, Stefanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:171-186.

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62
362012Factors determining European bank risk. (2012). Haq, Mamiza ; Heaney, Richard. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:696-718.

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61
372009Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off. (2009). Mallick, Sushanta ; Granville, Brigitte. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:4:p:662-674.

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60
382003Models of exchange rate expectations: how much heterogeneity?. (2003). MacDonald, Ronald ; Larribeau, Sophie ; Benassy-Quere, Agnès. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136.

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59
392005Cost efficiency in the Latin American and Caribbean banking systems. (2005). Carvallo, Oscar ; Kasman, Adnan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:1:p:55-72.

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59
402013Investor herds and regime-switching: Evidence from Gulf Arab stock markets. (2013). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:295-321.

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59
412009Convergence in banking efficiency across European countries. (2009). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:818-833.

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58
422003Spillovers of stock return volatility to Asian equity markets from Japan and the US. (2003). Miyakoshi, Tatsuyoshi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:4:p:383-399.

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58
432006Volatility spillovers and dynamic correlation in European bond markets. (2006). Skintzi, Vasiliki ; Refenes, Apostolos N.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:23-40.

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58
442008Comovements in international stock markets. (2008). MORANA, CLAUDIO ; Beltratti, Andrea. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:31-45.

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57
452008Efficiency in emerging markets--Evidence from the MENA region. (2008). lucey, brian ; Lagoarde-Segot, Thomas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:94-105.

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56
462008Cost efficiency of the banking industry in the South Eastern European region. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:483-497.

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55
472005Financial markets and economic growth in Greece, 1986-1999. (2005). Lolos, Sarantis ; Hondroyiannis, George ; Papapetrou, Evangelia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:173-188.

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55
482014How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Ajmi, Ahdi Noomen ; Sarafrazi, Soodabeh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:213-227.

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54
491998What determines real exchange rates?: The long and the short of it. (1998). MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:2:p:117-153.

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53
502009A cospectral analysis of exchange rate comovements during Asian financial crisis. (2009). Orlov, Alexei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:742-758.

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52
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Bitcoin: Medium of exchange or speculative assets?. (2018). Lee, Adrian ; Hong, Kihoon ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:54:y:2018:i:c:p:177-189.

Full description at Econpapers || Download paper

112
22008Bank-specific, industry-specific and macroeconomic determinants of bank profitability. (2008). Delis, Manthos ; Brissimis, Sophocles ; Athanasoglou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136.

Full description at Econpapers || Download paper

102
32013Financialization, crisis and commodity correlation dynamics. (2013). Thorp, Susan ; Silvennoinen, Annastiina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:24:y:2013:i:c:p:42-65.

Full description at Econpapers || Download paper

81
42011Determinants of bank profitability before and during the crisis: Evidence from Switzerland. (2011). Dietrich, Andreas ; Wanzenried, Gabrielle . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:307-327.

Full description at Econpapers || Download paper

55
52013Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318.

Full description at Econpapers || Download paper

52
62015Price discovery on Bitcoin exchanges. (2015). Molnár, Peter ; Andreas Valstad, Ole Christian, ; Molnar, Peter ; Brandvold, Morten ; Vagstad, Kristian . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:18-35.

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51
72005Gold as a hedge against the dollar. (2005). Capie, Forrest ; Mills, Terence C. ; Wood, Geoffrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352.

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46
82018Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:173-195.

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42
92014Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433.

Full description at Econpapers || Download paper

41
102012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. (2012). Kontonikas, Alexandros ; Arghyrou, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:658-677.

Full description at Econpapers || Download paper

39
112015The impact of oil price shocks on the stock market return and volatility relationship. (2015). Yoon, Kyung Hwan ; Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:41-54.

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38
122015Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:245-262.

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36
132016The impacts of risk and competition on bank profitability in China. (2016). Tan, Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:85-110.

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35
142017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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29
152005Bank provisioning behaviour and procyclicality. (2005). Metzemakers, Paul ; Bikker, Jacob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157.

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28
162011Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. (2011). Kenourgios, Dimitris ; Samitas, Aristeidis ; Paltalidis, Nikos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:1:p:92-106.

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28
172016Intraday volatility interaction between the crude oil and equity markets. (2016). Sharma, Susan ; Narayan, Paresh ; Bach, Dinh Hoang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:1-13.

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28
182018Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

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26
192002Cost and profit efficiency in European banks. (2002). Quesada, Javier ; perez, francisco ; Pastor, José ; Maudos, Joaquin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58.

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25
202018Is stock return predictability time-varying?. (2018). Devpura, Neluka ; Sharma, Susan Sunila ; Narayan, Paresh Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:152-172.

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25
212013Bank competition, crisis and risk taking: Evidence from emerging markets in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe ; MacHrouh, Fouad . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:196-221.

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24
222006Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142.

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232018Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold. (2018). Junttila, Juha ; Raatikainen, Juhani ; Pesonen, Juho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:255-280.

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242013Risk, capital and efficiency in Chinese banking. (2013). Tan, Yong ; Floros, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:378-393.

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23
252015Investor attention and FX market volatility. (2015). Goddard, John ; Wang, Qingwei ; Kita, Arben . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:79-96.

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262013Bank insolvency risk and time-varying Z-score measures. (2013). Strobel, Frank ; Lepetit, Laetitia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:73-87.

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22
272011Cross-country effects in herding behaviour: Evidence from four south European markets. (2011). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; Economou, Fotini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:443-460.

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282014A comparative analysis of the dynamic relationship between oil prices and exchange rates. (2014). Turhan, Ibrahim ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:397-414.

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292017Is there a competition-stability trade-off in European banking?. (2017). Lucotte, Yannick ; Leroy, Aurélien. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:199-215.

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302012Exchange return co-movements and volatility spillovers before and after the introduction of euro. (2012). Antonakakis, Nikolaos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1091-1109.

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312012Commodity volatility breaks. (2012). Wohar, Mark ; Vivian, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422.

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322009Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off. (2009). Mallick, Sushanta ; Granville, Brigitte. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:4:p:662-674.

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332013Bank competition in the EU: How has it evolved?. (2013). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:100-112.

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342019High frequency volatility co-movements in cryptocurrency markets. (2019). Corbet, Shaen ; Katsiampa, Paraskevi ; Lucey, Brian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:35-52.

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352014Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries. (2014). Deesomsak, Rataporn ; Chau, Frankie ; Wang, Jun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:1-19.

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362019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51.

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372016Explosive bubbles in house prices? Evidence from the OECD countries. (2016). Pedersen, Thomas ; Engsted, Tom ; Hviid, Simon J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:14-25.

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382012Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:758-773.

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392015A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices. (2015). Nguyen, Duc Khuong ; Lahiani, Amine ; JAMMAZI, RANIA. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:173-187.

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402014A cross-country analysis of herd behavior in Europe. (2014). Mollah, Sabur ; Mobarek, Asma ; Keasey, Kevin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:107-127.

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15
412013Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis. (2013). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:258-272.

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15
422016Does corporate governance affect Australian banks performance?. (2016). Salim, Ruhul ; Arjomandi, Amir ; Seufert, Juergen Heinz. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:113-125.

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14
432016Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:126-145.

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14
442013Financial crises and dynamic linkages among international currencies. (2013). Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:319-332.

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452017Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis. (2017). Hamori, Shigeyuki ; Yuan, Nannan ; Tian, Shuairu ; Cai, Xiaojing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:206-223.

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462010Diversification benefits of commodity futures. (2010). Miu, Peter ; Cheung, Sherman C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:20:y:2010:i:5:p:451-474.

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472018Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index. (2018). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:17-36.

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482014How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Ajmi, Ahdi Noomen ; Sarafrazi, Soodabeh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:213-227.

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492019Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed?. (2019). Bonato, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:184-202.

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502012Factors determining European bank risk. (2012). Haq, Mamiza ; Heaney, Richard. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:696-718.

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2020Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century. (2020). Salisu, Afees ; GUPTA, RANGAN ; Isah, Kazeem ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:202064.

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2020Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators. (2020). tule, moses ; Salisu, Afees ; Chiemeke, Charles . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:1:d:10.1007_s40953-019-00178-8.

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2020Consumer confidence and consumption expenditure in Indonesia. (2020). Juhro, Solikin ; Iyke, Bernard Njindan. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:367-377.

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2020The inflation hedging properties of gold, stocks and real estate: A comparative analysis. (2020). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719302697.

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2020Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903.

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2020Corruption and corporate cash holdings: international evidence. (2020). Tran, Quoc Trung. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x1930369x.

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2020Which firms do prefer Islamic debt? An analysis and evidence from global sukuk and bonds issuing firms. (2020). Liu, Jia ; Abdul, Nor Shaipah ; Hossain, Mohammed Sawkat ; Kabir, Sarkar Humayun ; Uddin, Md Hamid. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014119305254.

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2020The regulations–risk taking nexus under competitive pressure: What about the Islamic banking system?. (2020). Louhichi, Awatef ; Boujelbene, Younes ; Louati, Salma . In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918300898.

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2020Competition and stability in the credit industry: Banking vs. factoring industries. (2020). Fiordelisi, Franco ; Trinugroho, Irwan ; Deglinnocenti, Marta. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:1:s089083891930037x.

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2020How different types of financial service providers support small- and medium- enterprises under the impact of COVID-19 pandemic: from the perspective of expectancy theory. (2020). Tao, Zheng ; Yang, Yudong ; Song, Hua. In: Frontiers of Business Research in China. RePEc:spr:fobric:v:14:y:2020:i:1:d:10.1186_s11782-020-00095-1.

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2020Corporate social responsibility and bank efficiency. (2020). Gomes, Mathieu ; Belasri, Sanaa ; Pijourlet, Guillaume. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300013.

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2020Does it pay to be green? A disaggregated analysis of U.S. firms with green patents. (2020). Przychodzen, Justyna ; Segbotangni, Elyse A ; van Hoang, Thi Hong. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:3:p:1331-1361.

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2020Volatility spillovers across European stock markets under the uncertainty of Brexit. (2020). Li, Hong. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:1-12.

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2020Economic engagement and within emerging markets integration. (2020). Aaawaar, Godfred ; Akotey, Joseph Oscar ; Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301047.

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2020Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642.

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2020Spatial scale and product mix economies in U.S. banking with simultaneous spillover regimes. (2020). Kenjegaliev, Amangeldi ; Kenjegalieva, Karligash ; Glass, Anthony J. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:693-711.

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2020Comparing financial transparency between for-profit and nonprofit suppliers of public goods: Evidence from microfinance. (2020). Goyal, Abhinav ; Hasan, Iftekhar ; Goodell, John W. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443118304839.

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2020Does Gender Diversity Influence Business Efficiency? An Analysis from the Social Perspective of CSR. (2020). Fernandez-Torres, Yakira ; Gutierrez-Fernandez, Milagros. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3865-:d:355860.

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2020Microfinance institutions and International Financial Reporting Standards: An exploratory analysis. (2020). Tchuigoua, Hubert Tchakoute ; TchakouteTchuigoua, Hubert ; Pignatel, Isabelle. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920302415.

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2020R&D investment under financing constraints. (2020). Kraft, Kornelius ; Giebel, Marek. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20018.

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2020Culture and the capital–performance nexus in dual banking systems. (2020). Hassan, M. Kabir ; Saad, Wadad ; Bitar, Mohammad. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:34-58.

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2020The bank capital-competition-risk nexus – A global perspective. (2020). Noel, Dennison ; Karim, Dilruba ; Davis, Philip E. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s104244311930383x.

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2020The inter-temporal relationship between risk, capital and efficiency: The case of Islamic and conventional banks. (2020). Pappas, Vasileios ; Hassan, Kabir M ; Izzeldin, Marwan ; Saeed, Momna . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19305992.

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2020Loan growth, capitalization, and credit risk in Islamic banking. (2020). Trinugroho, Irwan ; Apri, Wahdi Salasi ; Soedarmono, Wahyoe ; Sobarsyah, Muhammad ; Pramono, Sigid Eko ; Warokka, Ari. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:155-162.

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2020Individualism, formal institutional environment and bank capital decisions. (2020). TARAZI, Amine ; Bitar, Mohammad. In: Working Papers. RePEc:hal:wpaper:hal-02964610.

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2020The conditioning role of performance on the bank risk-taking channel of monetary policy: Evidence from a multiple-tool regime. (2020). Dang, Van Cuong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s027553192030297x.

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2020Precautionary Demand for Cash and Perceived Risk of Electronic Payments. (2020). Pietrucha, Jacek ; Maciejewski, Grzegorz. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:19:p:7977-:d:420039.

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2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482.

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2020On the Market Efficiency and Liquidity of High-Frequency Cryptocurrencies in a Bull and Bear Market. (2020). Sulieman, Hana ; Chu, Jeffrey ; Chan, Stephen ; Zhang, Yuanyuan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:1:p:8-:d:304875.

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2020Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Vo, Xuan Vinh. In: Working Papers. RePEc:pre:wpaper:202015.

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2020An approach to the use of cryptocurrencies in Romania using data mining technique. (2020). Nica, Ionu ; Chiri, Nora. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:5-20.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020An extensive study of stylized facts displayed by Bitcoin returns. (2020). Brigatti, E ; Bertella, M A ; Silva, J N ; F. N. M. de Sousa Filho, . In: Papers. RePEc:arx:papers:2004.05870.

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2020Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach. (2020). GUPTA, RANGAN ; Bouri, Elie ; Zhang, Yue-Jun. In: Working Papers. RePEc:pre:wpaper:202027.

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2020Cryptocurrencies: market analysis and perspectives. (2020). Vinogradov, Dmitri ; Milne, Alistair ; Giudici, Giancarlo. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00138-6.

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2020On the investment credentials of Bitcoin: A cross-currency perspective. (2020). Bedi, Prateek ; Nashier, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301722.

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2020Who are the Bitcoin investors? Evidence from indirect cryptocurrency investments. (2020). Hackethal, Andreas ; Hanspal, Tobin ; Lammer, Dominique Marcel. In: SAFE Working Paper Series. RePEc:zbw:safewp:277.

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2020I am a blockchain too: How does the market respond to companies’ interest in blockchain?. (2020). Yang, Joey W ; Liu, Zhangxin ; Baur, Dirk G ; Cahill, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300078.

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2020What factors drive returns on initial coin offerings?. (2020). Lopez-Cabarcos, Angeles M ; Pieiro-Chousa, Juan ; Domingo, Ribeiro-Soriano. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:153:y:2020:i:c:s0040162519304275.

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2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin. (2020). Krištoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:212-224.

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2020Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620.

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2020Cryptocurrencies as hedges and safe-havens for US equity sectors. (2020). Hussain, Syed Jawad ; Bouri, Elie ; Roubaud, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:294-307.

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2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

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2020Does Bitcoin Hedge Commodity Uncertainty?. (2020). Nguyen, Thang X ; Poch, Kongchheng ; Hoang, Khanh. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:119-:d:369078.

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2020The determinants of price discovery on bitcoin markets. (2020). Frijns, Bart ; Entrop, Oliver ; Seruset, Marco. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:816-837.

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2020One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns. (2020). Smales, Lee Alan. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:118-132.

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2020Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2020). Soegner, Leopold ; Reynolds, Julia ; Wagner, Martin. In: IHS Working Paper Series. RePEc:ihs:ihswps:17.

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2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324.

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2020Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202059.

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2020Electronic Markets on blockchain markets. (2020). Alt, Rainer. In: Electronic Markets. RePEc:spr:elmark:v:30:y:2020:i:2:d:10.1007_s12525-020-00428-1.

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2020Forecasting bitcoin volatility: Evidence from the options market. (2020). Baur, Dirk G ; Hoang, Lai T. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1584-1602.

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2020Should investors include Bitcoin in their portfolios? A portfolio theory approach. (2020). Urquhart, Andrew ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300605.

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2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220.

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2020Momentum trading in cryptocurrencies: Short-term returns and diversification benefits. (2020). Tsend-Ayush, Bayasgalan ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303647.

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2020Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes?. (2020). McGee, Richard J ; Conlon, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303659.

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2020Cryptocurrencies in institutional investors’ portfolios: Evidence from industry stop-loss rules. (2020). Biakowski, Jdrzej. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304227.

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2020News sentiment in the cryptocurrency market: An empirical comparison with Forex. (2020). Zhang, S. Sarah ; Hyde, Stuart ; Rognone, Lavinia. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752192030106x.

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2020Cryptocurrencies and the downside risk in equity investments. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318306342.

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2020The psychology of cryptocurrency prices. (2020). Aloosh, Arash ; Ouzan, Samuel. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318309036.

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2020Breaking bad: An investment in cannabis. (2020). Weisskopf, Jean-Philippe. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318309383.

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2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303137.

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2020Signal-herding in cryptocurrencies. (2020). Tziogkidis, Panagiotis ; Philippas, Dionisis ; Rjiba, Hatem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300755.

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2020Does Bitcoin behave as a currency?: A standard monetary model approach. (2020). Wong, Andrew ; Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301629.

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2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market. (2020). McGee, Richard ; Conlon, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304244.

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2020Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application. (2020). Asghar, Nadia ; Ur, Mobeen ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19306638.

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2020Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?. (2020). Hsu, Yuan-Teng ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319301904.

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2020Tail behavior of Bitcoin, the dollar, gold and the stock market index. (2020). Ho, JI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s104244312030086x.

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2020Bitcoin: Speculative asset or innovative technology?. (2020). Lee, Adrian ; Zheng, Huanhuan ; Li, Mengling . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300937.

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2020Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301037.

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2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis. (2020). Bouri, Elie ; Roubaud, David ; Hussain, Syed Jawad ; Lucey, Brian ; Kristoufek, Ladislav. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:156-164.

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2020Bitcoin—A hype or digital gold? Global evidence. (2020). Uddin, Md Akther ; Masih, Abul ; Ali, Md Hakim. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:215-231.

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2020Volatility persistence in cryptocurrency markets under structural breaks. (2020). Madigu, Godfrey ; Gil-Alana, Luis ; Romero-Rojo, Fatima ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:680-691.

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2020Asymmetric mean reversion of Bitcoin price returns. (2020). Corbet, Shaen ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306136.

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2020Searching for safe-haven assets during the COVID-19 pandemic. (2020). Zhao, Yuqian ; Zhang, Dayong ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301708.

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2020Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301897.

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2020Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Yin, Libo ; Su, Zhi ; Fang, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302106.

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2020A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037.

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2020Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?. (2020). Wu, Hao-Yu ; Ma, Xin-Yu ; Wang, Gang-Jin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311146.

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2020Is idiosyncratic volatility priced in cryptocurrency markets?. (2020). Li, YI ; Zhang, Wei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301926.

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2020Regime-Dependent Good and Bad Volatility of Bitcoin. (2020). Jha, Kislay Kumar ; Baur, Dirk G. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:312-:d:457861.

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2020A Tale of Two Layers: The Mutual Relationship between Bitcoin and Lightning Network. (2020). Martinazzi, Stefano ; Flori, Andrea ; Regoli, Daniele. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:129-:d:454506.

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2020Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09306-4.

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2020Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail. (2020). Trigeorgis, Lenos ; Driouchi, Tarik. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919309332.

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2020An energy-based measure for long-run horizon risk quantification. (2020). Maurer, Frantz ; Tzagkarakis, George . In: Annals of Operations Research. RePEc:spr:annopr:v:289:y:2020:i:2:d:10.1007_s10479-020-03609-5.

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2020Knowledge Diffusion Process & Common Islamic Banking Governance Principles: Integrative Perspective (s) of Managers and Shariah Scholars. (2020). Ullah, Shakir ; Malik, Adnan. In: Papers. RePEc:arx:papers:2002.04067.

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2020Differential market valuations of board busyness across alternative banking models. (2020). Elnahass, Marwa ; Trinh, Vu Quang ; Salama, Aly ; Omoteso, Kamil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00841-4.

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2020Corporate governance and stock price crash risk: Evidence from Taiwan. (2020). Chen, Wei ; Fang, Chungyi ; Wu, Shengfu. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:41:y:2020:i:7:p:1312-1326.

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2020How informative are stock prices of Islamic Banks?. (2020). Song, Liang ; Hashem, Shatha Qamhieh ; Bouslah, Kais ; Abedifar, Pejman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300871.

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2020Bank governance and crisis-period efficiency: A multinational study on Islamic and conventional banks. (2020). Safiullah, MD. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19306390.

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2020Competition Policy and the Profitability of Corporate Acquisitions. (2020). Momtaz, Paul P ; Drobetz, Wolfgang ; Dissanaike, Gishan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919301142.

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2020Reducing estimation risk using a Bayesian posterior distribution approach: Application to stress testing mortgage loan default. (2020). Andreeva, Galina ; Crook, Jonathan ; Wang, Zheqi. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:725-738.

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2020Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity. (2020). Poshakwale, Sunil ; Agarwal, Vineet ; Aghanya, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619303036.

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2020Selective pump-and-dump: The manipulation of their top holdings by Chinese mutual funds around quarter-ends. (2020). Cao, Bolong ; Ouyang, Liangyi. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118302620.

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2020Eurozone regulation bias in the active share measure. (2020). Vicente, Luis ; Sarto, Jose Luis ; Loban, Lidia. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302088.

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2020Democracy, regulation and competition in emerging banking systems. (2020). Kouretas, Georgios ; Triantopoulos, Christos ; Agoraki, Maria-Eleni K. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:190-202.

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2020Bank risk, competition and bank connectedness with firms: A literature review. (2020). Lapteacru, Ion ; Badarau, Cristina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301291.

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2020Political risk and bank stability in the Middle East and North Africa region. (2020). Al-Shboul, Mohammad ; Molyneux, Phillip ; Hassan, Abul ; Maghyereh, Aktham. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303609.

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2020Measuring multi-product banks’ market power using the Lerner index. (2020). Shaffer, Sherrill ; Spierdijk, Laura. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301254.

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2020An investigation of the financial resource curse hypothesis in oil-exporting countries: The threshold effect of democratic accountability. (2020). Yacouba, kassouri ; Bilgili, Faik ; Altinta, Halil ; Kassouri, Yacouba. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300281.

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2020Does cyber tech spending matter for bank stability?. (2020). Ali, Md Hakim ; Mollah, Sabur ; Uddin, Md Hamid. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302313.

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2020Shareholder shocks and loan loss provisions in Central European banks. (2020). Skała, Dorota ; Skaa, Dorota. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301281.

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2020Corporate ownership and managerial turnover in China and Eastern Europe: A comparative meta-analysis. (2020). Mizobata, Satoshi ; Ma, Xinxin ; Iwasaki, Ichiro. In: Journal of Economics and Business. RePEc:eee:jebusi:v:111:y:2020:i:c:s0148619519301407.

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2020The impact of the amount of environmental information disclosure on financial performance: The moderating effect of corporate internationalization. (2020). Li, Ying ; Yao, Congxu ; Yang, YI. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:27:y:2020:i:6:p:2893-2907.

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2020Political turmoil and the impact of foreign orders on equity prices. (2020). Savaser, Tanseli ; Tini, Murat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443119300630.

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2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

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2020How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of Chinas stock market during the outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Papers. RePEc:arx:papers:2007.07487.

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2020Interrelations in market fears of U.S. and European equity markets. (2020). Sarwar, Ghulam ; GhulamSarwar, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294081930169x.

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2020Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks. (2020). Zhang, Weiping ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300826.

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2020Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

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2020All on Board? New Evidence on Board Gender Diversity from a Large Panel of Firms. (2020). Mazurek, Jakub ; Terjesen, Siri ; Tyrowicz, Joanna. In: IZA Discussion Papers. RePEc:iza:izadps:dp12883.

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2020Bank funding and liquidity in an emerging market. (2020). Dang, Van Dan. In: International Journal of Economic Policy in Emerging Economies. RePEc:ids:ijepee:v:13:y:2020:i:3:p:256-272.

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2020Do non-traditional banking activities reduce bank liquidity creation? Evidence from Vietnam. (2020). Dang, Van Dan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919309092.

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2020Global and local currency effects on euro area investment in emerging market bonds. (2020). Burger, John ; Boermans, Martijn . In: DNB Working Papers. RePEc:dnb:dnbwpp:676.

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2020Modelling Small Open Developing Economies in a Financialized World: A Stock-Flow Consistent Prototype Growth Model. (2020). Yilmaz, Sakir ; Godin, Antoine. In: Working Paper. RePEc:avg:wpaper:en10824.

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2020Who’s afraid of euro area monetary tightening? CESEE shouldn’t. (2020). Moder, Isabella ; Schuler, Tobias ; Geis, Andre. In: Working Paper Series. RePEc:ecb:ecbwps:20202416.

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2020COVID-19 and safer investment bets. (2020). Singh, Amanjot. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320307583.

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2020On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches. (2020). Jammazi, Rania ; Aloui, Chaker ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300777.

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2020An alternative approach to predicting bank credit risk in Europe with Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305318.

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2020The effects of board of directors’ education on firms’ credit ratings. (2020). Pasiouras, Fotios ; Ventouri, Alexia ; Tasiou, Menelaos ; Papadimitri, Panagiota. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:294-313.

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2020Bank asset and informational quality. (2020). Bellos, Sotirios K ; Chen, Lei ; Kladakis, George. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301402.

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2020Measurement of Systemic Risk in Global Financial Markets and Its Application in Forecasting Trading Decisions. (2020). Rahman, Sanzidur ; Sriboonchitta, Songsak ; Qi, Yang ; Song, Quanrui ; Liu, Jianxu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4000-:d:357862.

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2020Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301146.

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2020Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries. (2020). Sosvilla-Rivero, Simon ; del Carmen, Maria. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10276-:d:459061.

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2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Hanif, Waqas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335.

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2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

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2020Ownership structure and financial stability: Evidence from Takaful and conventional insurance firms. (2020). Rubio-Misas, Maria. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300433.

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2020A bibliometric review of takaful literature. (2020). Bahoo, Salman ; Dreassi, Alberto ; Paltrinieri, Andrea ; Hassan, Kabir M ; Khan, Ashraf. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:389-405.

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2020When do informed traders acquire and trade on informational advantage? Evidence from Federal Reserve stress tests. (2020). Loveland, Robert ; Fung, Scott. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1459-1485.

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2020Prediction of Stock Returns: Sum-of-the-Parts Method and Economic Constraint Method. (2020). Zhou, Huiting ; Dai, Zhifeng. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:541-:d:307513.

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2020Site visit information content and return predictability: Evidence from China. (2020). Cao, Jiawei ; Yue, Sishi ; Dong, Dayong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304280.

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2020Stock return predictability from a mixed model perspective. (2020). Zhu, Huan ; Dai, Zhifeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930633x.

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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2020Predicting Returns for Growth and Value Stocks: A Forecast Assessment Approach Using Global Asset Pricing Models. (2020). Phillips, Michael G ; Bommer, William H ; Rana, Shailesh. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-12.

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2020Forecasting stock market returns: New technical indicators and two-step economic constraint method. (2020). Hong, Lianying ; Kang, Jie ; Dong, Xiaodi ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301133.

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2020On the income diversification and bank market power nexus in the MENA countries: Evidence from a GMM panel-VAR approach. (2020). Zoghlami, Feten ; Zouaoui, Haykel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918310663.

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2020The Role of Block Shareholders in the Relationship between Diversification and Bank Performance in Vietnam. (2020). Viet, Pham Quoc. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:4:p:975-993.

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2020Predicting firm-level volatility in the United States: the role of monetary policy uncertainty. (2020). Demirer, Riza ; Clance, Matthew ; Kyei, Clement Kweku ; Gupta, Rangan. In: Economics and Business Letters. RePEc:ove:journl:aid:14497.

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2020Capital Flows and Bank Risk-Taking Behavior: Evidence From Indonesia. (2020). Bary, Pakasa ; Rumondor, Bayront Yudit. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:33-53.

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2020Foreign venture presence and domestic entrepreneurship: A macro level study. (2020). Wang, Minglin ; Memili, Esra ; Chrisman, James J ; Fang, Hanqing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301244.

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2020An introduction to time-varying lag autoregression. (2020). Franses, Philip Hans. In: Econometric Institute Research Papers. RePEc:ems:eureir:126706.

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2020Jane Beats Them All: Price Formation and Financial Returns to Investing in Rare Books. (2020). Ursprung, Heinrich. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8302.

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2020Rich men’s hobby or question of personality: Who considers collectibles as alternative investment?. (2020). Wagner, Niklas ; Kleine, Jens ; Peschke, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319309857.

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2020THE STAGES OF THE RISK MANAGEMENT PROCESS IN CORPORATE GOVERNANCE. (2020). Adrian-Cosmin, Caraiman ; Adrian -Cosmin, Caraiman . In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2020:v:3:p:118-130.

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2020The impact of liquidity and capital requirements on lending and stability of African banks. (2020). Stephan, Andreas ; Schäfer, Dorothea ; MUTARINDWA, Samuel ; Schafer, Dorothea. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300858.

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2020Risk contagion in multilayer network of financial markets. (2020). Li, Shouwei ; Wang, HU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931862x.

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2020Contagion or interdependence? Comparing signed and unsigned spillovers. (2020). Volkov, Vladimir ; Islam, Raisul. In: Working Papers. RePEc:tas:wpaper:33214.

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2020Modeling the Connection between Bank Systemic Risk and Balance-Sheet Liquidity Proxies through Random Forest Regressions. (2020). Zeldea, Cristina. In: Administrative Sciences. RePEc:gam:jadmsc:v:10:y:2020:i:3:p:52-:d:396470.

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2020Impawn rate optimisation in inventory financing: A canonical vine copula-based approach. (2020). Xu, Fangming ; Wang, Xiaojun ; Zhi, Bangdong. In: International Journal of Production Economics. RePEc:eee:proeco:v:227:y:2020:i:c:s0925527320300542.

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2020Uncertainty aversion, carry trades and agent heterogeneity in the FX market. (2020). Zhou, Chunyang ; Tong, Bin ; Li, Xiaoping. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930594x.

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2020Sovereign Debt Crisis in Portugal and Spain. (2020). Afonso, Antonio ; Verdial, Nuno. In: EconPol Working Paper. RePEc:ces:econwp:_40.

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2020Covid 19: a new challenge for the EMU. (2020). Guillaume, Alexis ; Delatte, Anne-Laure. In: Working Papers. RePEc:cii:cepidt:2020-08.

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2020COVID-Induced Sovereign Risk in the Euro Area: When Did the ECB Stop the Contagion?. (2020). Tripier, Fabien ; Ortmans, Aymeric. In: Working Papers. RePEc:cii:cepidt:2020-11.

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2020The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads. (2020). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina. In: International Review of Law and Economics. RePEc:eee:irlaec:v:63:y:2020:i:c:s014481882030137x.

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2020The Driving Factors of EMU Government Bond Yields: The Role of Debt, Liquidity and Fiscal Councils. (2020). Kostakis, Ioannis ; Pappas, Anastasios. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:3:p:53-:d:407343.

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2020First-mover disadvantage - The sovereign ratings mousetrap. (2020). Vu, Huong ; Klusak, Patrycja ; Kraemer, Moritz. In: CEPS Papers. RePEc:eps:cepswp:26352.

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2020Market price effects of agency sovereign debt announcements: Importance of prior credit states. (2020). Binici, Mahir ; Miao, Evan Weicheng ; Hutchison, Michael. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:769-787.

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2020Jump probability using volatility periodicity filters in US Dollar/Euro exchange rates. (2020). Yi, Chae-Deug. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300814.

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2020Intraday-of-the-week effects: What do the exchange rate data tell us?. (2020). Narayan, Paresh Kumar ; Khademalomoom, Siroos. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119302031.

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2020Oil market conditions and sovereign risk in MENA oil exporters and importers. (2020). Roubaud, David ; Kachacha, Imad ; Bouri, Elie. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306603.

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2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

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2020Antitakeover Provisions and Firm Value: New Evidence from the M&A Market. (2020). Momtaz, Paul P ; Drobetz, W. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300389.

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2020Does reputation risk matter? Evidence from cross-border mergers and acquisitions. (2020). Yu, Weisu ; Wilson, Craig ; Maung, Min. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300883.

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2020Financial Inclusion and Bank Stability: Evidence from Europe. (2020). TARAZI, Amine ; Danisman, Gamze. In: Working Papers. RePEc:hal:wpaper:hal-02624355.

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2020The impact of regulations on compliance costs, risk-taking, and reporting quality of the EU banks. (2020). Agarwal, Vineet ; Aghanya, Daniel ; Poshakwale, Sunil. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919302510.

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2020Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange. (2020). Lien, Donald ; Pan, Chiu-Ting ; Hung, Pi-Hsia. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00842-3.

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2020Forex interventions and exchange rate exposure: Evidence from emerging market firms. (2020). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:69-81.

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2020Credit Absorption Capacity of Businesses in the Construction Sector of the Czech Republic—Analysis Based on the Difference in Values of EVA Entity and EVA Equity. (2020). Kollmann, Jaroslav ; Suler, Petr ; Horak, Jakub ; Marecek, Jan. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:9078-:d:438317.

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2020Banking euro area stress test model. (2020). Volk, Matjaž ; Kleemann, Michael ; Budnik, Katarzyna ; Balatti, Mirco ; Sienko, Nadeda ; Sarychev, Andrei ; Sanna, Francesco ; Reichenbachas, Tomas ; Gross, Johannes ; Dimitrov, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20202469.

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2020The effects of geopolitical risks on the stock dynamics of Chinas rare metals: A TVP-VAR analysis. (2020). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Mei-Jing. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309183.

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2020Choice Between IEO and ICO: Speed vs. Liquidity vs. Risk. (2020). Miglo, Anton. In: MPRA Paper. RePEc:pra:mprapa:99600.

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2020DCCA and DMCA correlations of cryptocurrency markets. (2020). Krištoufek, Ladislav ; Ferreira, Paulo ; de Area, Eder Johnson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321168.

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2020Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202047.

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2020The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339.

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2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Antonakakis, Nikolaos ; Gabauer, David ; Chatziantoniou, Ioannis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

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2020Efficiency in the markets of crypto-currencies. (2020). Leirvik, Thomas ; le Tran, VU. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319310438.

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2020Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Lucey, Brian ; Cumming, Douglas ; Akyildirim, Erdin . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310179.

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2020Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Hau, Liya ; Zhu, Huiming ; Qiao, Xingzhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x.

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2020Tail Risk Transmission: A Study of the Iran Food Industry. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojaverian, Seyed Mojtaba ; Mojtahedi, Fatemeh. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:78-:d:387092.

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2020Global predictive power of the upside and downside variances of the U.S. equity market. (2020). Zhang, Liguo ; Xiao, Jun ; Xu, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:605-619.

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2020The shrouded business of style drift in active mutual funds. (2020). Tam, On Kit ; Pei, Angeline Kim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301115.

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2020By the light of day: The effect of the switch to winter time on stock markets. (2020). Mugerman, Yevgeny ; Wiener, Zvi ; Yidov, Orr. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300810.

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2020Time-frequency dynamics of exchange rates in East Asia. (2020). Kinkyo, Takuji. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919310049.

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2020Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Åšmiech, SÅ‚awomir ; Hussain, Syed Jawad ; Papie, Monika. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301411.

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2020Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies. (2020). Tiwari, Aviral ; Nasreen, Samia ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301870.

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2020Insider trading with different risk attitudes. (2020). Daher, Wassim ; Saleeby, Elias G ; Aydilek, Harun. In: Journal of Economics. RePEc:kap:jeczfn:v:131:y:2020:i:2:d:10.1007_s00712-020-00703-x.

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2020More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Goh, Kim-Leng ; Lim, Kian-Ping ; Chia, Yee-Ee. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118305016.

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2020The double bottom line of microfinance: A global comparison between conventional and Islamic microfinance. (2020). Mueller, Annika ; Lensink, Robert ; Ahmad, Syedah. In: World Development. RePEc:eee:wdevel:v:136:y:2020:i:c:s0305750x20302576.

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2020Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position. (2020). lucey, brian ; Corbet, Shaen ; Meegan, Andrew ; Larkin, Charles ; Yarovaya, Larisa. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306576.

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2020What drives Bitcoin’s price crash risk?. (2020). Urquhart, Andrew ; Sakkas, Athanasios ; Papakyriakou, Panayiotis ; Kalyvas, Antonios. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303908.

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2020Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy. (2020). Lin, Boqiang ; Okorie, David. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300426.

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2020Correlation dynamics in the cryptocurrency market based on dimensionality reduction analysis. (2020). Nie, Chun-Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437120303472.

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2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies. (2020). lucey, brian ; Corbet, Shaen ; Larkin, Charles. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304098.

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2020Did China’s ICO ban alter the Bitcoin market?. (2020). Lin, Boqiang ; Okorie, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:977-993.

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2020Cryptocurrency accepting venues, investor attention, and volatility. (2020). Sabah, Nasim. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930649x.

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2020Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic. (2020). Oxley, Les ; Lucey, Brian ; Hu, Yang ; Hou, Yang ; Corbet, Shaen. In: Working Papers in Economics. RePEc:wai:econwp:20/04.

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2020Blockchain mechanism and distributional characteristics of cryptos. (2020). Lin, Min-Bin ; Chen, Cathy Yi-Hsuan ; Khowaja, Kainat ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2011.13240.

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2020Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach. (2020). Wong, Wing-Keung ; Sriboonchitta, Songsak ; Tang, Jiechen ; Yuan, Xinyu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:1:p:393-:d:305046.

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2020Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data. (2020). GUPTA, RANGAN ; Rojas, Omar ; Nazlioglu, Saban ; Coronado, Semei. In: Working Papers. RePEc:pre:wpaper:202006.

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2020Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202009.

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2020Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Bonato, Matteo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4309-:d:362539.

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2020Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202051.

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2020OPEC News and Jumps in the Oil Market. (2020). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202053.

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2020The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States. (2020). GUPTA, RANGAN ; Subramaniam, Sowmya ; Sheng, Xin ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202063.

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2020House Price Synchronization across the US States: The Role of Structural Oil Shocks. (2020). GUPTA, RANGAN ; Ji, Qiang ; Marfatia, Hardik A ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202076.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2020Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390.

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2020The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence. (2020). GUPTA, RANGAN ; Wohar, Mark E ; van Eyden, Renee ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202096.

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2020Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Demirer, Riza ; Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020104.

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2020Increase in cash holdings of U.S. firms: The role of healthcare and technology industries. (2020). Luo, DI ; Li, Xiafei. In: Journal of Business Research. RePEc:eee:jbrese:v:118:y:2020:i:c:p:286-298.

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2020Bank credit in uncertain times: Islamic vs. conventional banks. (2020). TARAZI, Amine ; Demir, Ender ; Danisman, Gamze ; Bilgin, Huseyin Mehmet. In: Working Papers. RePEc:hal:wpaper:hal-02475502.

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2020Nexus of biomass energy, key determinants of economic development and environment: A fresh evidence from Asia. (2020). Abbas, Nasir ; Anwar, Sofia ; Riaz, Sabahat ; Ali, Syed Asif ; Raza, Syed Ale. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:133:y:2020:i:c:s1364032120305335.

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2020Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202003.

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2020Tail dependence in the return-volume of leading cryptocurrencies. (2020). Bouri, Elie ; Roubaud, David ; Boako, Gideon ; Naeem, Muhammad. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319306087.

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2020A nested copula duration model for competing risks with multiple spells. (2020). Wilke, Ralf ; Mammen, Enno ; Simon, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320300773.

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2020Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. (2020). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309377.

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2020Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results. (2020). Salisu, Afees ; Usman, Nuruddeen ; Ebuh, Godday U. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:280-294.

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2020Real estate prices and banking performance: evidence from Canada. (2020). Killins, Robert N. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:1:d:10.1007_s12197-019-09474-8.

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2020Does political connection distort competition and encourage corporate risk taking? International evidence. (2020). Otchere, Isaac ; Zhu, Pengcheng ; Senbet, Lemma W. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:21-42.

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2020Firm-specific, industry-specific and macroeconomic factors of life insurers’ profitability: Evidence from Canada. (2020). Killins, Robert N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300713.

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2020Performance of Canadian banks and oil price movements. (2020). Mollick, Andre V ; Killins, Robert N. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919309638.

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2020Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301157.

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2020Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks. (2020). Kanno, Masayasu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302003.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020U.S. equity and commodity futures markets: Hedging or financialization?. (2020). Sousa, Ricardo ; Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304578.

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2020Mapping the oil price-stock market nexus researches: A scientometric review. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:133-147.

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2020Hedging Strategies of Green Assets against Dirty Energy Assets. (2020). Tran, Dang Khoa ; Bouri, Elie ; Saeed, Tareq. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3141-:d:372689.

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2020Hedging geopolitical risk with precious metals. (2020). Smales, Lee ; Baur, Dirk G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s037842662030090x.

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2020Revisiting the valuable roles of commodities for international stock markets. (2020). Czudaj, Robert ; Hussain, Syed Jawad ; Bouri, Elie ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307275.

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2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

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2020Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531918310638.

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2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350.

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2020Chinas liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach. (2020). Li, Min ; Zhong, Rui ; Wang, Hao ; Ji, Hao. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:187-204.

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2020Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution?. (2020). Nasir, Muhammad ; Duc, Toan Luu ; Thampanya, Natthinee. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310210.

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2020The hedging effect of green bonds on carbon market risk. (2020). Zeng, Hongchao ; Wu, Lei ; Han, Liyan ; Jin, Jiayu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301538.

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2020The effect of timely loss recognition and accrual quality on corporate bond spread: The influence of legal and financial institutions. (2020). , Mohamed ; Zaher, Noha Aly. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119301544.

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2020Do Chinese executives reward for luck?. (2020). Wen, Qian ; Luo, Chuanjian ; Shang, Xiaodan. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:318-325.

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2020Dividend policy and corporate investment under information shocks. (2020). Harakeh, Mostafa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300688.

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2020Economic uncertainty, ownership structure and small and medium enterprises performance. (2020). Tran, Quan ; Le, Anhtuan ; Doan, Anhtuan. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:2:p:102-137.

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2020Intraday momentum in Chinese commodity futures markets. (2020). Li, YI ; Wang, Pengfei ; Zhang, Wei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311328.

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2020Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data. (2020). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal ; Boubaker, Heni. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317455.

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2020Precious Metal Mutual Fund Performance Evaluation: A Series Two-Stage DEA Modeling Approach. (2020). Tsolas, Ioannis E. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:87-:d:352268.

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2020Perception and Drivers of Financial Constraints for the Sustainable Development. (2020). Teplov, Andrey ; Galenskaya, Kristina ; Gubareva, Mariya ; Sokolova, Tatiana ; Teplova, Tamara. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:7217-:d:408410.

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2020How financial market in Bangladesh appraises efficiency?. (2020). Quader, Syed Manzur ; Abdullah, Mohammad Nayeem. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:3:d:10.1007_s10644-019-09259-3.

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2020Optimal hedging under biased energy futures markets. (2020). Torro, Hipolit ; Furio, Dolores. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s014098832030089x.

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2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020Predicting tail events in a RIA-EVT-Copula framework. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Papers. RePEc:arx:papers:2004.03190.

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2020Regularization Approach for Network Modeling of German Power Derivative Market. (2020). L'Opez, Brenda ; Hardle, Wolfgang Karl ; Chen, Shi. In: Papers. RePEc:arx:papers:2009.09739.

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2020Business connectedness or market risk? Evidence from financial institutions in China. (2020). Li, Zheng ; Lu, Yanchen ; Liang, QI. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20301000.

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2020Assessing the contribution of China’s financial sectors to systemic risk. (2020). Vioto, Davide ; Morelli, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300760.

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2020Beyond LIBOR: Money Markets and the Illusion of Representativeness. (2020). Stenfors, Alexis ; Muchimba, Lilian. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2020-13.

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2020From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps. (2020). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301293.

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2020The going-public decision and rent-seeking activities: Evidence from Chinese private companies. (2020). Lee, Chien-Chiang ; Ning, Shaolin ; Hsieh, Meng-Fen. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:1:s0939362518304369.

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2020International diversification and corporate cash holding behavior: What happens during economic downturns?. (2020). Zopounidis, Constantin ; Lakhal, Faten ; Benkraiem, Ramzi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:362-371.

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2020Diversification of Russian Oil and Gas Upstream Companies. (2020). Kirichenko, Tatiana V ; Shcherbakova, Natalya S ; Nazarova, Yulia A ; Komzolov, Alexey A. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-14.

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2020Did mandatory IFRS adoption affect the cost of capital in Latin American countries?. (2020). Altuwaijri, Aljaohra ; Freitas, Andre Aroldo ; Gupta, Jairaj. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:38:y:2020:i:c:s1061951820300021.

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2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

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2020Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). GUPTA, RANGAN ; Sun, Xiaojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386.

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2020Economic policy uncertainty and credit growth: Evidence from a global sample. (2020). LE, Thai-Ha ; Canh, Nguyen ; Su, Thanh Dinh ; Nguyen, Canh Phuc. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302326.

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2020Global investigation on the country-level idiosyncratic volatility and its determinants. (2020). Caglayan, Mustafa Onur ; Zhang, Liwen ; Xue, Wenjun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:143-160.

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2020Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China. (2020). Xia, Tongshui ; Geng, Jiang-Bo ; Yao, Chen-Xi. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919303126.

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2020Impact of economic policy uncertainty on exchange rate volatility of China. (2020). Hu, Zhihao ; Du, Ziqing ; Chen, Liming. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319306038.

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2020Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market. (2020). Chong, Lee-Lee ; Tey, Eng-Xin ; Lai, Ming-Ming ; Tan, Siow-Hooi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302250.

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2020Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market. (2020). Yin, Libo ; Wang, Ziwei ; He, Feng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303055.

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2020Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

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2020Natural Resource Rent and Finance: The Moderation Role of Institutions. (2020). Olah, Judit ; Popp, Jozsef ; Ali, Kishwar ; Khan, Muhammad Asif. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3897-:d:356214.

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2020Economic policy uncertainty and the Chinese stock market volatility: Novel evidence. (2020). Zhang, Yaojie ; Ma, Feng ; Li, Tao. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:24-33.

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2020Determinants of foreign direct investment inflows: The role of economic policy uncertainty. (2020). Nguyen Thanh, Binh ; Canh, Nguyen ; Binh, Nguyen Thanh ; Schinckus, Christophe ; Dinhthanh, SU. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:159-172.

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2020US Economic Policy Uncertainty and GCC Stock Market. (2020). Martinez, Miguel ; Alqahtani, Abdullah. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-019-09300-5.

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2020Impact of economic policy uncertainty shocks on Chinas financial conditions. (2020). Zhong, Junhao ; Li, Zhenghui. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306841.

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2020The influence of economic policy uncertainty on corporate trade credit and firm value. (2020). Phan, Hieu V ; Ngo, Thanh N ; Khieu, Hinh D ; Jory, Surendranath R. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301152.

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2020Credit risk – Return puzzle: Evidence from India. (2020). Bhandari, Anup Kumar ; Nedumparambil, Elizabeth. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:195-206.

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2020Global uncertainties and portfolio flow dynamics of the BRICS countries. (2020). Gul, Selcuk ; Hacihasanolu, Yavuz Selim ; Epni, Ouzhan ; Yilmaz, Muhammed Hasan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301501.

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2020Economic policy uncertainty and demand for international tourism: An empirical study. (2020). Nguyen, Canh ; Su, Thanh Dinh ; Schinckus, Christophe. In: Tourism Economics. RePEc:sae:toueco:v:26:y:2020:i:8:p:1415-1430.

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2020Could the Stock Market Adjust Itself? An Empirical Study Based on Mean Reversion Theory. (2020). Liming, Wang ; Xuefeng, HU ; Shuangjie, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:2:p:97-115:n:1.

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2020Financial Sector Transparency and Net Interest Margins: Should the Private or Public Sector lead Financial Sector Transparency?. (2020). Asongu, Simplice ; Gyeke-Dako, Agyapomaa ; Agbloyor, Elikplimi K ; Kusi, Baah A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/028.

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2020Financial Sector Transparency and Net Interest Margins: Should the Private or Public Sector lead Financial Sector Transparency?. (2020). KUSI, BAAH ; Asongu, Simplice ; Gyeke-Dako, Agyapomaa ; Agbloyor, Elikplimi K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/028.

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2020Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors. (2020). Szafrański, Grzegorz ; Pawłowska, Małgorzata ; Kouretas, Georgios ; Szafraski, Grzegorz ; Pawowska, Magorzata. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:27-50.

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2020Oil shocks, competition, and corporate investment: Evidence from China. (2020). Wen, Fenghua ; Xiao, Jihong ; Li, Yang ; Chen, Xian. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301596.

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2020Credit risk and financial integration: An application of network analysis. (2020). Valenzuela, Maria Rebecca ; Inekwe, John Nkwoma ; Bhattacharya, Mita. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302325.

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2020Dynamic exchange rate dependences: The effect of the U.S.-China trade war. (2020). Lien, Donald ; Xu, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301220.

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2020Measuring multi-product banks’ market power using the Lerner index. (2020). Shaffer, Sherrill ; Spierdijk, Laura. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301254.

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2020Financial Sector transparency and net interest margins: Should the private or public Sector lead financial Sector transparency?. (2020). Asongu, Simplice ; Agbloyor, Elikplimi ; Kusi, Baah Aye ; Gyeke-Dako, Agyapomaa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919306993.

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2020Profit status of microfinance institutions and incentives for earnings management. (2020). de Lacerda, Rafael ; Santos, Layla Dos ; de Oliveira, Rodrigo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311201.

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2020Microfinance institutions and International Financial Reporting Standards: An exploratory analysis. (2020). Tchuigoua, Hubert Tchakoute ; TchakouteTchuigoua, Hubert ; Pignatel, Isabelle. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920302415.

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2020Financial Sector Transparency and Net Interest Margins: Should the Private or Public Sector lead Financial Sector Transparency?. (2020). KUSI, BAAH ; Asongu, Simplice ; Agbloyor, Elikplimi ; Gyeke-Dako, Agyapomaa. In: Working Papers. RePEc:exs:wpaper:20/028.

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2020COVID-19, Government Response, and Market Volatility: Evidence from the Asia-Pacific Developed and Developing Markets. (2020). Ibrahim, Izani ; Sundarasen, Sheela ; Kamaludin, Kamilah. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:4:p:105-:d:448558.

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2020Corporate Bond Market in Poland—Prospects for Development. (2020). Kubiczek, Jakub. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:306-:d:455213.

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2020Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Xie, Wenjing ; Vieito, Joo Paulo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8581-:d:429235.

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2020Financial Sector Transparency and Net Interest Margins: Should the Private or Public Sector lead Financial Sector Transparency?. (2020). Asongu, Simplice ; Gyeke-Dako, Agyapomaa ; Agbloyor, Elikplimi ; Kusi, Baah. In: MPRA Paper. RePEc:pra:mprapa:103229.

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Recent citations received in 2019

YearCiting document
2019As long as the bank gains: expanding the retail distribution activity. (2019). Liberati, Danilo ; Vercelli, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_510_19.

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2019The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU. (2019). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina. In: EconPol Working Paper. RePEc:ces:econwp:_22.

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2019Political Uncertainty and the Choice of Debt Sources. (2019). Ebrahim, M. Shahid ; Zhong, Rui ; Bouslimi, Lobna ; Ben-Nasr, Hamdi. In: Working Papers. RePEc:dur:durham:2019_08.

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2019Does One Medicare Fit All? The Economics of Uniform Health Insurance Benefits. (2019). Skinner, Jonathan ; Baicker, Katherine ; Shepard, Mark. In: Working Paper Series. RePEc:ecl:harjfk:rwp19-036.

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2019Competition, efficiency and stability: An empirical study of East Asian commercial banks. (2019). My, Hanh Thi ; Robert, W ; Anwar, Sajid ; Phan, Hien Thu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305473.

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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2019Optimal screening capacity and perceived risk of mortgage banks across countries. (2019). Jacobi, Arie ; Tzur, Joseph. In: Emerging Markets Review. RePEc:eee:ememar:v:41:y:2019:i:c:s1566014119302511.

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2019Financial development, government bond returns, and stability: International evidence. (2019). Piljak, Vanja ; Nguyen, Duc Khuong ; Boubaker, Sabri ; Savvides, Andreas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:81-96.

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2019Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

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2019Forecasting exchange rates using principal components. (2019). Ponomareva, Natalia ; Wang, Ben Zhe ; Sheen, Jeffrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118304517.

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2019Forecast ranked tailored equity portfolios. (2019). Buncic, Daniel ; Stern, Cord. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119301325.

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2019A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2019). Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302197.

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2019News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries. (2019). Grabowski, Wojciech ; Stawasz-Grabowska, Ewa. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:2:p:149-173.

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2019Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies. (2019). Ferreira, Paulo ; Silva, Cesar ; Costa, Natalia. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:3:p:51-:d:267455.

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2019Contagion Effect in Cryptocurrency Market. (2019). Pereira, Eder ; Ferreira, Paulo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:115-:d:247119.

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2019High Frequency Price Change Spillovers in Bitcoin Markets. (2019). Pagnottoni, Paolo ; Giudici, Paolo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:111-:d:282751.

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2019The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters. (2019). Bouri, Elie. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:118-:d:293243.

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2019Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134.

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2019Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets. (2019). Jareño, Francisco ; el Haddouti, Camalea ; Jareo, Francisco ; De, Maria. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:17:p:4618-:d:260794.

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2019The Impact of Financial Development on Carbon Emissions: A Global Perspective. (2019). Ma, Xiaoxin ; Jiang, Chun. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5241-:d:270376.

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2019Influence of Family Involvement on Family Firm Internationalization: The Moderating Effects of Industrial and Institutional Environments. (2019). Gou, Chaoli ; Han, Yan ; Zhou, Lixin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5721-:d:277047.

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2019A Markov Regime Switching Approach towards Assessing Resilience of Romanian Collective Investment Undertakings. (2019). Gherghina, Åžtefan ; PANAIT, Iulian ; Armeanu, Daniel Tefan ; Badea, Leonardo . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1325-:d:210534.

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2019Evaluation of the Competitiveness of China’s Commercial Banks Based on the G-CAMELS Evaluation System. (2019). Chen, Huiying ; Xie, Fangming ; Liu, Chuanzhe ; Guan, Fangyuan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1791-:d:216913.

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2019Analysis of China Commercial Banks’ Systemic Risk Sustainability through the Leave-One-Out Approach. (2019). Zedda, Stefano ; Wei, Chunyan ; Zhang, Xiaoming. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:203-:d:301954.

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2019Disentangling the effect of Trust on Bank Lending. (2019). TARAZI, Amine ; Nicolas, Christina. In: Working Papers. RePEc:hal:wpaper:hal-02384495.

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2019“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”. (2019). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: IREA Working Papers. RePEc:ira:wpaper:201912.

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2019Sovereign debt crisis in Portugal and in Spain. (2019). Verdial, Nuno ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01122019.

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2019The Effects of Macroeconomic, Fiscal and Monetary Policy Announcements on Sovereign Bond Spreads: An Event Study from the EMU. (2019). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina. In: Working Papers REM. RePEc:ise:remwps:wp0672019.

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2019From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps. (2019). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-05.

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2019Market concentration and bank M&As: Evidence from the European sovereign debt crisis. (2019). Pyrgiotakis, Emmanouil G ; Leledakis, George N. In: MPRA Paper. RePEc:pra:mprapa:95739.

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2019Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework. (2019). Yaya, Olaoluwa S ; Jacob, Ray Ikechukwu ; Rose, Chinyere Mary ; Pui, Kiew Ling ; Furuoka, Fumitaka. In: MPRA Paper. RePEc:pra:mprapa:98672.

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2019Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966.

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2019.

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2019The relative importance of competition to contagion: evidence from the digital currency market. (2019). Du, Hongwei ; Wu, Jiming ; Xie, Peng. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0156-y.

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2019Market risk when hedging a global credit portfolio. (2019). Novales, Alfonso ; Chamizo, Alvaro. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1928.

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2019Financial Development and Tax Revenue in Developing Countries: Investigating the International Trade and Economic Growth Channels. (2019). Gnangnon, Sena Kimm. In: EconStor Preprints. RePEc:zbw:esprep:206628.

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Recent citations received in 2018

YearCiting document
2018Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu ; Fu, Xin-Lan. In: Papers. RePEc:arx:papers:1806.07604.

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2018A Residual Bootstrap for Conditional Expected Shortfall. (2018). Telg, Sean ; Heinemann, Alexander. In: Papers. RePEc:arx:papers:1811.11557.

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2018The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1812.09452.

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2018CRYPTO‐CURRENCIES – AN INTRODUCTION TO NOT‐SO‐FUNNY MONEYS. (2018). Smith, Christie ; Kumar, Aaron. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:5:p:1531-1559.

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2018Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis. (2018). Salisu, Afees ; Ayinde, Taofeek O. In: Working Papers. RePEc:cui:wpaper:0050.

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2018Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Azeez, Rasheed ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0051.

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2018Predicting the stock prices of G7 countries with Bitcoin prices. (2018). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0054.

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2018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

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2018Testing for time-varying stochastic volatility in Bitcoin returns. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0060.

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2018Testing the predictability of commodity prices in stock returns: A new perspective. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0061.

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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

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2018Forecasting the prices of crude oil using the predictor, economic and combined constraints. (2018). Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:237-245.

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2018What causes the attention of Bitcoin?. (2018). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:40-44.

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2018Return, volatility and shock spillovers of Bitcoin with energy and technology companies. (2018). Symitsi, Efthymia ; Chalvatzis, Konstantinos J. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:127-130.

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2018Optimal vs naïve diversification in cryptocurrencies. (2018). Platanakis, Emmanouil ; Urquhart, Andrew ; Sutcliffe, Charles. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:93-96.

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2018Does governing law affect bond spreads?. (2018). Ratha, Dilip ; Kurlat, Sergio ; De, Supriyo. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:60-78.

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2018Revisiting the forecasting accuracy of Phillips curve: The role of oil price. (2018). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:334-356.

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2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices. (2018). Ferrer, Roman ; Jareo, Francisco ; Lopez, Raquel ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:1-20.

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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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2018Bayesian change point analysis of Bitcoin returns. (2018). Thies, Sven ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:223-227.

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2018The G-20′s regulatory agenda and banks’ risk. (2018). Cabrera, Matias ; Nieto, Maria J ; Dwyer, Gerald P. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:66-78.

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2018Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

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2018Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70.

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2018A new GARCH model with higher moments for stock return predictability. (2018). Narayan, Paresh Kumar ; Liu, Ruipeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:93-103.

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2018Using expected shortfall for credit risk regulation. (2018). Osmundsen, Kjartan Kloster . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:80-93.

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2018Quantifying the cross-correlations between online searches and Bitcoin market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:657-672.

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2018The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:658-670.

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2018Multiscale fluctuations and complexity synchronization of Bitcoin in China and US markets. (2018). Fang, Wen ; Wang, Jun ; Tian, Shaolin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:109-120.

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2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach. (2018). Ji, Qiang ; Roubaud, David ; Gupta, Rangan ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:203-213.

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2018The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2018_14.

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2018Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: CAMA Working Papers. RePEc:een:camaaa:2018-05.

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2018Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629.

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2018Insurance Risks Management Methodology. (2018). Ivanovna, Kartashova Olga ; Turgaeva, Axana ; Vladimirovna, Molchanova Olga. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:75-:d:179193.

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2018Macroprudential Policy, Credit Cycle, and Bank Risk-Taking. (2018). Zhang, Xing ; Xu, Yingying ; Li, Zhen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3620-:d:174708.

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2018The Social Efficiency for Sustainability: European Cooperative Banking Analysis. (2018). San-Jose, Leire ; Lamarque, Eric ; Retolaza, Jose Luis. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3271-:d:169557.

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2018The Social Efficiency for Sustainability: European Cooperative Banking Analysis. (2018). Lamarque, Eric ; Retolaza, Jose ; San-Jose, Leire. In: Post-Print. RePEc:hal:journl:hal-02536203.

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2018The Impact of Economic Policy Uncertainty on US Transportation Sector Stock Returns. (2018). Riaz, Adeel ; Khan, Muhammad Asif ; Hashmi, Shujahat Haider ; Hongbing, Ouyang. In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:8:y:2018:i:4:p:163-170.

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2018Analysis of the relationships between Bitcoin and exchange rate, commodities and global indexes by asymmetric causality test. (2018). Erdas, Mehmet Levent ; Caglar, Abdullah Emre. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2018:v:9:p:27-45.

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2018The Performance of Islamic Vs. Conventional Banks: Evidence on the Suitability of the Basel Capital Ratios. (2018). Bitar, Mohammad ; Walker, Thomas ; Pukthuanthong, Kuntara ; Hassan, Kabir M. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:5:d:10.1007_s11079-018-9492-1.

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2018Spoofing and Pinging in Foreign Exchange Markets. (2018). Stenfors, Alexis ; Susai, Masayuki. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2018-05.

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2018The Covered Interest Parity Puzzle and the Evolution of the Japan Premium. (2018). Stenfors, Alexis. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2018-10.

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2018Is Bitcoin Money? An Economic-Historical Analysis of Money, Its Functions and Its Prerequisites. (2018). Umlauft, Thomas. In: MPRA Paper. RePEc:pra:mprapa:99302.

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2018Herding Behaviour in the Cryptocurrency Market. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201834.

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2018Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Fang, Libing. In: Working Papers. RePEc:pre:wpaper:201858.

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2018The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39.

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2018Some stylized facts of the cryptocurrency market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:55:p:5950-5965.

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2018Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?. (2018). Portugal Duarte, António ; Bação, Pedro ; Srdjan, Redzepagic ; Helder, Sebastio ; Pedro, Bao. In: Scientific Annals of Economics and Business. RePEc:vrs:aicuec:v:65:y:2018:i:2:p:97-117:n:7.

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Recent citations received in 2017

YearCiting document
2017À quoi servent les (centaines de milliers de milliards de) transactions boursières ?. (2017). CAPELLE-BLANCARD, Gunther. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0037.

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2017Systemic risk and individual risk: A trade-off?. (2017). Yongoua Tchikanda, Gaelle Tatiana. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-16.

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2017Asset quality, non-interest income, and bank profitability: Evidence from Indian banks. (2017). Ahamed, Mostak M. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:1-14.

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2017Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. (2017). Jiang, Yonghong ; Monginsidi, Joe Yohanes ; Nie, HE. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:384-398.

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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Qureshi, Fiza. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

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2017Is the profitability of Indian stocks compensation for risks?. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa ; Bach, Dinh Hoang. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:47-64.

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2017Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

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2017Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Kunze, Frederik ; Spiwoks, Markus ; Bizer, Kilian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205.

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2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis. (2017). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:536-547.

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2017Dynamic herding analysis in a frontier market. (2017). Arjoon, Vaalmikki ; Bhatnagar, Chandra Shekhar . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:496-508.

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2017Which information matters to Market risk spreading in Brazil? Volatility transmission modeling using MGARH-BEKK, DCC, t-COPULAS. (2017). de Jesus, Diego Pita ; Maia, Sinezio Fernandes ; de Oliveira, Felipe. In: EcoMod2017. RePEc:ekd:010027:10378.

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2017Business Environment and Economic Growth in the European Union Countries: What Can Be Explained for the Convergence?. (2017). Godowska, Agnieszka. In: Entrepreneurial Business and Economics Review. RePEc:krk:eberjl:v:5:y:2017:i:4:p:189-204.

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2017Does Interest Rate Still Matter in Determining Exchange Rate?. (2017). Tan, Ai-Lian ; Har, Wai-Mun ; Lim, Chong-Heng. In: Capital Markets Review. RePEc:mfa:journl:v:25:y:2017:i:1:p:19-25.

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2017The October 2014 United States Treasury bond flash crash and the contributory effect of mini flash crashes. (2017). Floridi, Luciano ; Hale, Scott A ; Levine, Zachary S. In: PLOS ONE. RePEc:plo:pone00:0186688.

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2017Ownership Concentration and Bank Profitability. (2017). Uadiale, Olayinka ; Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:102571.

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2017Bank Stability and Competition: Evidence from Albanian Banking Market. (2017). Shijaku, Gerti. In: MPRA Paper. RePEc:pra:mprapa:79891.

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2017Ownership structure and bank performance: An emerging market perspective. (2017). mamatzakis, emmanuel ; Wang, Chaoke ; Zhang, Xiaoxiang. In: MPRA Paper. RePEc:pra:mprapa:80653.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2017Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note. (2017). Wohar, Mark ; GUPTA, RANGAN ; Donzwa, Wilson . In: Working Papers. RePEc:pre:wpaper:201764.

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2017How Does Competition Affect Bank Stability After the Global Crises in the Case of the Albanian Banking System?. (2017). Shijaku, Gerti. In: South-Eastern Europe Journal of Economics. RePEc:seb:journl:v:15:y:2017:i:2:p:175-208.

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2017An Empirical Analysis of the Determinants of Net Interest Margins of Turkish Listed Banks: Panel Data Evidence from Post-Crisis Era. (2017). Iik, Ozcan ; Belke, Murat . In: Sosyoekonomi Journal. RePEc:sos:sosjrn:170412.

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2017Do ownership structures really matter? A study of companies listed on the Indonesia Stock Exchange. (2017). Nuzula, Nila Firdausi ; de Silva, Chitra Sriyani. In: Asia-Pacific Development Journal. RePEc:unt:jnapdj:v:24:y:2017:i:1:p:55-82.

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2017TESTING THE CAUSALITIES BETWEEN ECONOMIC POLICY UNCERTAINTY AND THE US STOCK INDICES: APPLICATIONS OF LINEAR AND NONLINEAR APPROACHES. (2017). Ongan, Serdar ; Gocer, Ismet. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217500166.

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2017Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2017). Kunze, Frederik. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:326.

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