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Citation Profile [Updated: 2022-11-01 10:22:50]
5 Years H Index
41
Impact Factor (IF)
1.29
5 Years IF
1.23
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
1992 0 0.11 0 0 12 12 43 0 0 0 0 0 0.05
1993 0 0.13 0.11 0 15 27 27 3 12 12 0 0 0.06
1994 0.11 0.14 0.1 0.11 14 41 16 3 7 27 3 27 3 0 0 0.06
1995 0.03 0.22 0.13 0.07 13 54 60 5 14 29 1 41 3 2 40 0 0.1
1996 0.19 0.25 0.21 0.15 24 78 43 16 30 27 5 54 8 1 6.3 2 0.08 0.12
1997 0.03 0.24 0.05 0.06 18 96 239 5 35 37 1 78 5 0 0 0.11
1998 0.19 0.28 0.17 0.15 13 109 55 17 53 42 8 84 13 2 11.8 0 0.13
1999 0.1 0.3 0.06 0.06 20 129 157 8 61 31 3 82 5 1 12.5 0 0.15
2000 0.09 0.35 0.15 0.09 13 142 50 18 82 33 3 88 8 6 33.3 6 0.46 0.16
2001 0.24 0.38 0.25 0.2 18 160 590 33 122 33 8 88 18 7 21.2 10 0.56 0.17
2002 0.94 0.41 0.45 0.45 19 179 418 75 203 31 29 82 37 15 20 19 1 0.21
2003 1.65 0.44 0.66 0.95 19 198 404 124 333 37 61 83 79 15 12.1 5 0.26 0.22
2004 1.66 0.49 0.77 1.18 19 217 249 163 501 38 63 89 105 3 1.8 24 1.26 0.22
2005 1.05 0.5 0.8 1.26 23 240 667 185 693 38 40 88 111 11 5.9 15 0.65 0.23
2006 0.93 0.5 0.75 1.35 25 265 477 198 893 42 39 98 132 9 4.5 7 0.28 0.23
2007 1.19 0.46 0.7 1 17 282 287 196 1090 48 57 105 105 5 2.6 3 0.18 0.2
2008 0.9 0.49 1.05 1.43 22 304 316 317 1409 42 38 103 147 3 0.9 6 0.27 0.23
2009 0.97 0.47 0.91 1.23 17 321 330 290 1701 39 38 106 130 14 4.8 7 0.41 0.24
2010 0.92 0.48 0.89 1.27 23 344 373 305 2008 39 36 104 132 5 1.6 10 0.43 0.21
2011 1.7 0.52 1.13 1.53 20 364 211 409 2420 40 68 104 159 31 7.6 9 0.45 0.24
2012 1.47 0.51 1.08 1.39 22 386 235 398 2838 43 63 99 138 32 8 15 0.68 0.22
2013 1.6 0.56 1.33 1.61 84 470 925 621 3461 42 67 104 167 137 22.1 135 1.61 0.24
2014 1.39 0.55 1.07 1.45 67 537 596 576 4037 106 147 166 241 147 25.5 23 0.34 0.23
2015 1.21 0.55 1.01 1.19 70 607 655 610 4648 151 183 216 258 136 22.3 23 0.33 0.23
2016 0.95 0.53 0.83 0.94 73 680 512 563 5211 137 130 263 247 29 5.2 17 0.23 0.21
2017 1.04 0.55 0.88 1.04 78 758 406 665 5878 143 149 316 330 42 6.3 19 0.24 0.21
2018 0.92 0.57 0.81 0.92 66 824 431 671 6549 151 139 372 342 26 3.9 26 0.39 0.24
2019 1.15 0.6 0.89 1.1 188 1012 831 894 7450 144 165 354 388 133 14.9 83 0.44 0.24
2020 1.24 0.73 0.93 1.23 268 1280 617 1194 8646 254 315 475 586 199 16.7 81 0.3 0.34
2021 1.29 1.02 1.09 1.23 196 1476 233 1612 10258 456 589 673 831 209 13 87 0.44 0.39
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
12001Regionalism in the nineties: what effect on trade?. (2001). Soloaga, Isidro ; Wintersb, Alan L.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:1-29.

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240
22002Inflation targeting in Chile. (2002). Tapia, Matias ; Schmidt-Hebbel, Klaus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:2:p:125-146.

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200
32006Production fragmentation and trade integration: East Asia in a global context. (2006). Yamashita, Nobuaki ; Athukorala, Prema-chandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:233-256.

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194
41997Globalization and the open economy. (1997). Arndt, Sven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:8:y:1997:i:1:p:71-79.

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191
52001Fragmentation in simple trade models. (2001). Deardorff, Alan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:2:p:121-137.

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167
62007Fragmentation and parts and components trade: Comparison between East Asia and Europe. (2007). Kimura, Fukunari ; Hayakawa, Kazunobu ; Takahashi, Yuya . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:18:y:2007:i:1:p:23-40.

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146
72013Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:116-138.

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113
82006Fragmentation and vertical intra-industry trade in East Asia. (2006). Ando, Mitsuyo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:257-281.

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109
92005Estimating equilibrium real interest rates in real time. (2005). Kozicki, Sharon ; Clark, Todd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:395-413.

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108
102013Gold as an inflation hedge in a time-varying coefficient framework. (2013). Czudaj, Robert ; Beckmann, Joscha. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:208-222.

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101
112009Negative nominal interest rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:213-238.

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98
122004Policy commitment and expectation formation: Japans experience under zero interest rates. (2004). Shiratsuka, Shigenori ; Okina, Kunio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:15:y:2004:i:1:p:75-100.

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88
132003Short-run and long-run industry-level estimates of U.S. Armington elasticities. (2003). McDaniel, Christine A. ; Rivera, Sandra A. ; Gallaway, Michael P.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:49-68.

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83
142010Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area. (2010). Sousa, Ricardo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:88-105.

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75
152005Vertical specialization and three facts about U.S. international trade. (2005). Yi, Kei-Mu ; Chen, Hogan ; Kondratowicz, Matthew. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:35-59.

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75
162003Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations. (2003). Jeon, Bang ; Hammoudeh, Shawkat ; Li, Huimin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:89-114.

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71
172015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach. (2015). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Das, Sonali ; Nyakabawo, Wendy. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:55-73.

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70
182005How the Bundesbank really conducted monetary policy. (2005). Seitz, Franz ; Worms, Andreas ; Gerberding, Christina . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:277-292.

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66
191999From stylized to applied models:: Building multisector CGE models for policy analysis. (1999). Yunez-Naude, Antonio ; Robinson, Sherman ; Devarajan, Shantayanan ; Hinojosa-Ojeda, Raul ; Lewis, Jeffrey D.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:10:y:1999:i:1:p:5-38.

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64
202010Understanding the flattening Phillips curve. (2010). Robinson, Tim ; Kuttner, Kenneth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:2:p:110-125.

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64
212002The great exchange rate debate after Argentina. (2002). Edwards, Sebastian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:237-252.

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60
222008Bank interest margins in OECD countries. (2008). Hawtrey, Kim ; Liang, Hanyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:249-260.

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60
232005International fragmentation and the new economic geography. (2005). Kierzkowski, Henryk ; Jones, Ronald W.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:1-10.

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60
242014Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Mansour, Walid ; Majdoub, Jihed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:452-470.

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58
252009Are regional trading agreements beneficial?: Static and dynamic panel gravity models. (2009). Nowak-Lehmann D., Felicitas ; Martínez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada ; Felicitas, Nowak-Lehmann D. ; Horsewood, Nicholas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:1:p:46-65.

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55
262013Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks. (2013). Hammoudeh, Shawkat ; Al-Hassan, Abdullah ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:318-334.

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55
272009Vertical specialization across the world: A relative measure. (2009). Cabral, Sonia ; Amador, João. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:267-280.

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54
282010Causes of banking crises revisited. (2010). Klomp, Jeroen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:72-87.

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52
292005Patterns of international fragmentation of production and the relative demand for labor. (2005). Tajoli, Lucia ; Helg, Rodolfo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:233-254.

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50
302005International outsourcing and productivity: evidence from the Irish electronics industry. (2005). Hanley, Aoife ; Gorg, Holger. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:255-269.

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48
312004Monetary policy in deflation: the liquidity trap in history and practice. (2004). Orphanides, Athanasios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:15:y:2004:i:1:p:101-124.

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46
322002An evaluation of monetary regime options for Latin America. (2002). Mauro, Paolo ; Berg, Andrew ; Borensztein, Eduardo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:213-235.

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46
332013Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Zhang, Bing ; Li, Xindan ; Yu, Honghai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:725-738.

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45
342005Fragmentation and services. (2005). Soubeyran, Antoine ; Riezman, Raymond ; Long, Ngo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:137-152.

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45
352001The international fragmentation of Austrian manufacturing: The effects of outsourcing on productivity and wages. (2001). Wolfmayr, Yvonne ; Pfaffermayr, Michael ; Egger, Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:3:p:257-272.

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44
362014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors. (2014). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:418-440.

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43
372015Factors influencing bank risk in Europe: Evidence from the financial crisis. (2015). Baselga-Pascual, Laura ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:138-166.

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43
382015Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38.

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42
392014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153.

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42
402016Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method. (2016). BEN AISSA, Mohamed ; Aloui, Riadh . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:458-471.

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42
412016Is corruption bad for economic growth? Evidence from Asia-Pacific countries. (2016). Huang, Chiung-Ju . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:247-256.

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41
422001A specific-factors view on outsourcing. (2001). Kohler, Wilhelm. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:31-53.

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41
432010The external finance premium in the Euro area: A dynamic stochastic general equilibrium analysis. (2010). Gelain, Paolo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:49-71.

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40
442019Network connectedness and net spillover between financial and commodity markets. (2019). Yoon, Seong-Min ; Uddin, Gazi ; al Mamun, MD ; Kang, Sang Hoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:801-818.

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39
452011Real-time conditional forecasts with Bayesian VARs: An application to New Zealand. (2011). Matheson, Troy ; Bloor, Chris. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:26-42.

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38
462013How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches. (2013). Zhang, Zhaoyong ; Ho, Kin-Yip ; Shi, Yanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:436-456.

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38
472003Trade integration and synchronization between the business cycles of Mexico and the United States. (2003). ALBERTOTORRES, ; Vela, Oscar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:319-342.

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37
482003An estimation of US industry-level capital-labor substitution elasticities: support for Cobb-Douglas. (2003). Balistreri, Edward ; McDaniel, Christine A. ; Wong, Eina Vivian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:343-356.

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37
492005Do consumer-confidence indexes help forecast consumer spending in real time?. (2005). Croushore, Dean. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:435-450.

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37
502016On economic uncertainty, stock market predictability and nonlinear spillover effects. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Kyei, Clement. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:184-191.

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36
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Network connectedness and net spillover between financial and commodity markets. (2019). Yoon, Seong-Min ; Uddin, Gazi ; al Mamun, MD ; Kang, Sang Hoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:801-818.

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38
22019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:1-19.

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33
32015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach. (2015). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Das, Sonali ; Nyakabawo, Wendy. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:55-73.

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30
42019Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:47-56.

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29
52019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

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27
62019Understanding stock market volatility: What is the role of U.S. uncertainty?. (2019). Yin, Libo ; Fang, Tong ; Su, Zhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:582-590.

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24
72016Is corruption bad for economic growth? Evidence from Asia-Pacific countries. (2016). Huang, Chiung-Ju . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:247-256.

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24
82013Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:116-138.

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24
92013Gold as an inflation hedge in a time-varying coefficient framework. (2013). Czudaj, Robert ; Beckmann, Joscha. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:208-222.

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24
102018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

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23
112018Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. (2018). Bai, Shuming ; Koong, Kai S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:12-33.

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22
122019Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications. (2019). Wanas, Idries Mohammad ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid ; Kang, Sang Hoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:283-294.

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22
132019Time-varying risk aversion and realized gold volatility. (2019). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Gkillas, Konstantinos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399.

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21
142001Regionalism in the nineties: what effect on trade?. (2001). Soloaga, Isidro ; Wintersb, Alan L.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:1-29.

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20
152020Efficient predictability of stock return volatility: The role of stock market implied volatility. (2020). He, Shaoyi ; Wen, Fenghua ; Zhou, Huiting ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300711.

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20
162020Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis. (2020). Yang, Lu ; Xu, Mingli ; Zhu, Jingran ; Wu, Kai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300917.

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20
172020Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456.

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19
182019The causality direction of the corporate social responsibility – Corporate financial performance Nexus: Application of Panel Vector Autoregression approach. (2019). lin, woon ; Sambasivan, Murali ; Ho, Jo Ann ; Law, Siong Hook. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:401-418.

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19
192015Downside/upside price spillovers between precious metals: A vine copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102.

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19
202015What do scientists know about inflation hedging?. (2015). Arnold, Stephan ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:187-214.

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19
212007Fragmentation and parts and components trade: Comparison between East Asia and Europe. (2007). Kimura, Fukunari ; Hayakawa, Kazunobu ; Takahashi, Yuya . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:18:y:2007:i:1:p:23-40.

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19
222017Herding behavior, market sentiment and volatility: Will the bubble resume?. (2017). Uddin, Gazi ; naoui, kamel ; Bekiros, Stelios ; Lucey, Brian ; Jlassi, Mouna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:107-131.

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232014Non-interest income, profitability, and risk in banking industry: A cross-country analysis. (2014). Lee, Chien-Chiang ; Chang, Chi-Hung ; Yang, Shih-Jui . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:48-67.

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18
242018Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆. (2018). Wohar, Mark ; Selmi, Refk ; Pierdzioch, Christian ; GUPTA, RANGAN. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:87-96.

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252020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

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262019Nonlinear dependence in cryptocurrency markets. (2019). Laurini, Márcio ; Chaim, Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:32-47.

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17
272015Volatility spillover dynamics and relationship across G7 financial markets. (2015). Liow, Kim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:328-365.

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282014The term structure of sentiment effect in stock index futures market. (2014). Gao, Bin ; Yang, Chunpeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:171-182.

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292017Doing good or choosing well? Corporate reputation, CEO reputation, and corporate financial performance. (2017). Weng, Pei-Shih ; Chen, Wan-Yi . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:223-240.

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302019Predicting the direction of stock market prices using tree-based classifiers. (2019). Kar, Saibal ; Dey, Sudeepa Roy ; Khaidem, Luckyson ; Saha, Snehanshu ; Basak, Suryoday. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:552-567.

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312018Leverage and firm performance: New evidence on the role of firm size. (2018). Ibhagui, Oyakhilome W ; Olokoyo, Felicia O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:57-82.

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322020Asymmetric 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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332015Investor trading behavior, investor sentiment and asset prices. (2015). Yang, Chunpeng ; Zhou, Liyun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:42-62.

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342015Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38.

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352018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113.

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362015Factors influencing bank risk in Europe: Evidence from the financial crisis. (2015). Baselga-Pascual, Laura ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:138-166.

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372013How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches. (2013). Zhang, Zhaoyong ; Ho, Kin-Yip ; Shi, Yanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:436-456.

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382014Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Mansour, Walid ; Majdoub, Jihed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:452-470.

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392010Understanding the flattening Phillips curve. (2010). Robinson, Tim ; Kuttner, Kenneth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:2:p:110-125.

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402016Individual stock crowded trades, individual stock investor sentiment and excess returns. (2016). Yang, Chunpeng ; Zhou, Liyun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:39-53.

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412020Why cryptocurrency markets are inefficient: The impact of liquidity and volatility. (2020). Yoon, Seong-Min ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300656.

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15
422005Estimating equilibrium real interest rates in real time. (2005). Kozicki, Sharon ; Clark, Todd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:395-413.

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432017The (de-)anchoring of inflation expectations: New evidence from the euro area. (2017). Nautz, Dieter ; Strohsal, Till ; Pagenhardt, Laura . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:103-115.

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15
442016Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method. (2016). BEN AISSA, Mohamed ; Aloui, Riadh . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:458-471.

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452017The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises. (2017). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:640-653.

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462021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

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15
472017The impacts of competition and shadow banking on profitability: Evidence from the Chinese banking industry. (2017). Tan, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:89-106.

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482019Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach. (2019). Su, Xianfang ; Jiang, Yong ; Kuang, Yuanpei ; Lin, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300968.

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492006Production fragmentation and trade integration: East Asia in a global context. (2006). Yamashita, Nobuaki ; Athukorala, Prema-chandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:233-256.

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502019Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867.

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Citing documents used to compute impact factor: 589
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2021The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle. (2021). Salisu, Afees ; GUPTA, RANGAN ; Adediran, Idris. In: Working Papers. RePEc:pre:wpaper:202136.

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2021Blockchain and cryptocurrencies: economic and financial research. (2021). Grunspan, Cyril ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00366-3.

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2021Portfolio Optimalization on Digital Currency Market. (2021). Mazanec, Jaroslav. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:160-:d:529944.

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2021On the association of debt attitudes with socioeconomic characteristics and financial behaviors. (2021). Summers, Barbara ; Letkiewicz, Jodi ; Loibl, Cazilia ; de Bruin, Wandi Bruine ; McNair, Simon. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:55:y:2021:i:3:p:939-966.

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2021The risk spillover effect of the COVID-19 pandemic on energy sector: Evidence from China. (2021). Fang, YI ; Xu, Xuchuan ; Li, Xiao-Lin ; Si, Deng-Kui. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003832.

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2021Risk of holding stocks with liquidity sensitive to market uncertainty: evidence from China. (2021). Yan, WU ; Qian, Meifen ; Shen, Yifan ; Sun, Pingwen. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1993-2029.

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2021How does economic policy uncertainty affect bank business models?. (2021). Nguyen, Cuong ; Hoang, Khanh ; Tran, Dung Viet. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303032.

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2021Does the dividend policy signal quality? Investigation on the bank funding costs, and market discipline. (2021). Lu, Chi Huu ; Nguyen, Trung Duc ; Tran, Dung Viet. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00498.

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2021Economic policy uncertainty, agency problem, and funding structure: Evidence from U.S. banking industry. (2021). Abdul-Majid, Mariani ; Pezzo, Luca ; Alam, Ahmed W ; Hassan, Kabir M ; Tran, Dung Viet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s027553192100091x.

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2021Economic policy uncertainty and bank stability: Threshold effect of institutional quality and competition. (2021). Zhao, Zhongxiu ; Bakhsh, Satar ; Jiang, Ping ; Shabir, Mohsin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001177.

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2021Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods. (2021). Yang, Liping. In: Papers. RePEc:arx:papers:2106.12961.

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2021The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382.

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2021Carbon option price forecasting based on modified fractional Brownian motion optimized by GARCH model in carbon emission trading. (2021). Liu, Zhibin ; Huang, Shan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301959.

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2021Does Regional Financial Resource Contribute to Economic Growth? From the Perspective of Spatial Correlation Network. (2021). Yan, Bin ; Dong, Mingru ; Shi, Xiaotian ; Chai, Wei ; Wang, Feng. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:2158244021999381.

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2021Measurement and influential factors of the efficiency of coal resources of China’s provinces: Based on Bootstrap-DEA and Tobit. (2021). Du, Yulin ; Li, Huaqing ; Meng, Shuo ; Liu, Zhe ; Zheng, Zhixue ; Zhang, Wenjie ; Xue, Liming. In: Energy. RePEc:eee:energy:v:221:y:2021:i:c:s0360544221000128.

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2021Le développement financier affecte?t?il linégalité de revenus en Afrique subsaharienne?. (2021). Melingui, Marthe Dorelle ; Gandjon, Gislain Stephane. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:4:p:620-633.

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2021Time-varying effects of oil price shocks and economic policy uncertainty on the nonferrous metals industry: From the perspective of industrial security. (2021). Chen, Ying ; Liao, Jianhui ; Zhu, Xuehong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000979.

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2021How the fiscal and monetary policy uncertainty of China respond to global oil price volatility: A multi-regime-on-scale approach. (2021). Cheng, Sheng ; Jiang, Qisheng. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001355.

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2021The Impacts of Trade Policy Uncertainties on Bilateral Trade Balances of the United States and Japan. (2021). Gocer, Ismet ; Ongan, Serdar. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:3:p:236-247.

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2021The asymmetric effects of oil price changes on China’s exports: New evidence from a nonlinear autoregressive distributed lag model. (2021). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001275.

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2021Oil prices, policy uncertainty and travel and leisure stocks in China. (2021). Dong, Xuesong ; Chen, Jinyu ; Qin, Yun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000177.

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2021The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984.

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2021Have cross-category spillovers of economic policy uncertainty changed during the US–China trade war?. (2021). Nong, Huifu. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000415.

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2021The effects of oil price shocks on inflation in the G7 countries. (2021). Zhang, Keli ; Wen, Fenghua ; Gong, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000279.

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2021Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2021). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:37-50.

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2021Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets. (2021). Cao, Jiahui ; Wen, Fenghua ; Wang, Xiong ; Liu, Zhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001137.

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2021What can SVAR models tell us about the impact of Public Expenditure Shocks on macroeconomic variables in algeria? A Slight Hint to the COVID-19 Pandemic. (2021). Chellai, Fatih. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:21:y:2021:i:2:p:21-37:n:1.

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2021Optimal portfolio strategies in the presence of regimes in asset returns. (2021). Garcia, René ; Lewin, Marcelo ; Campani, Carlos Heitor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302910.

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2021The lead–lag relationship between spot and futures prices: Empirical evidence from the Indian commodity market. (2021). du Toit, Elda ; Hall, John H ; Pradhan, Rudra P. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309648.

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2021Climate change concerns and the performance of green versus brown stocks. (2021). Ardia, David ; Inghelbrecht, Koen ; Boudt, Kris ; Bluteau, Keven. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:21/1011.

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2021Environment-related stranded assets: An agenda for research into value destruction within carbon-intensive sectors in response to environmental concerns. (2021). Shimbar, A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:144:y:2021:i:c:s1364032121003002.

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2021Shadow banking: a bibliometric and content analysis. (2021). Chowdhury, Mohammad Ashraful Ferdous ; Ferdous, Mohammad Ashraful ; Nath, Ridoy Deb. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00286-6.

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2021National culture of secrecy and stock price synchronicity: Cross-country evidence. (2021). Leledakis, George ; Gaganis, Chrysovalantis ; Pyrgiotakis, Emmanouil ; Pasiouras, Fotios. In: MPRA Paper. RePEc:pra:mprapa:105432.

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2021Trade Relations Between Mauritius and China: A Gravity Model Approach. (2021). Sheong, Ip Ping ; Zhang, Yue ; Guan, Zhijie. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211058184.

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2021Stock Market Liquidity: A Literature Review. (2021). Reddy, Y V ; Naik, Priyanka. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:2158244020985529.

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2021ECB’s unconventional monetary policy and bank lending supply and performance in the euro area. (2021). Kenourgios, Dimitris ; Ntaikou, Despoina. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:2:d:10.1007_s12197-019-09503-6.

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2021An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model. (2021). Huh, Jeonggyu ; Kim, Geonwoo ; Jeon, Jaegi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s0960077920310328.

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2021Managerial Ability and External Financing. (2021). Li, Jie-Lun ; Yin, Chi ; Wang, Chih-Wei ; Choo, Min-Rui. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:2:d:10.1007_s10690-020-09313-5.

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2021Does vega-neutral options trading contain information?. (2021). Yang, Heejin ; Ryu, Doojin ; Lee, Jaeram. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:294-314.

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2021Can the Chinese volatility index reflect investor sentiment?. (2021). Tang, Yeran ; Zhao, Manyi ; Long, Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302556.

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2021Stock market and deviations from covered interest parity. (2021). Ibhagui, Oyakhilome. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001104.

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2021Financial advice: Who Exactly Follows It?. (2021). Yagil, Joseph ; Qadan, Mahmoud ; Reiter-Gavish, Liron. In: Research in Economics. RePEc:eee:reecon:v:75:y:2021:i:3:p:244-258.

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2021Improving the predictability of stock returns with global financial cycle and oil price in oil-exporting African countries. (2021). Adekoya, Oluwasegun ; Oduyemi, Gabriel O ; Akinseye, Ademola B ; Ogunbowale, Gideon O. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:166-181.

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2021A Different View on ASEAN Capital Market Integration. (2021). Huruta, Andrian Dolfriandra ; Setyawan, Ignatius Roni ; Frensidy, Budi ; Robiyanto, Robiyanto. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:141-:d:648050.

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2021The US financial crisis, market volatility, credit risk and stock returns in the Americas. (2021). Mollick, Andre V ; Rodriguez-Nieto, Juan Andres. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:2:d:10.1007_s11408-020-00369-x.

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2021Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions. (2021). Anatolyev, Stanislav ; Pyrlik, Vladimir . In: CERGE-EI Working Papers. RePEc:cer:papers:wp699.

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2021Spatial financial contagion during the COVID-19 outbreak: Local correlation approach. (2021). Garfatta, Riadh ; Zorgati, Imen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000281.

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2021Exploring the Sustainability of Resource Flow and Productivity Transition in Vietnam from 1978 to 2017: MFA and DEA-Based Malmquist Productivity Index Approach. (2021). Park, Hung-Suck ; Shah, Izhar-Hussain ; Dong, Liang ; Huong, Ta-Thi. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:11761-:d:663901.

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2021Determinants of successful adoption of the Balanced Scorecard in Vietnamese small and medium-sized enterprises. (2021). Mai, Nhat Chi. In: OSF Preprints. RePEc:osf:osfxxx:5hx2r.

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2021Dynamic optimal portfolio choice under time-varying risk aversion. (2021). Esparcia, Carlos ; Diaz, Antonio. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:1-22.

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2021Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory. (2021). Wang, Xunhong ; Li, Yiou ; Yuan, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:401-414.

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2021More than words: Foreign exchange intervention under imperfect credibility. (2021). Villamizar-Villegas, mauricio ; Parra-Polanía, Julián ; Gomez-Gonzalez, Jose ; Villamizarvillegas, Mauricio ; Parrapolania, Julian Andres ; Gomezgonzalez, Jose Eduardo ; Jose Eduardo Gomez Gonzalez, . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:499-507.

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2021Exchange Rate Dependency Between Emerging Countries-Case of Black Sea Countries. (2021). Tursoy, Turgut ; Mari, Muhammad. In: Capital Markets Review. RePEc:mfa:journl:v:29:y:2021:i:2:p:43-54.

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2021Portfolio optimization with idiosyncratic and systemic risks for financial networks. (2021). Han, Jihui ; Wang, Chao ; Chen, Lin ; Zhao, Longfeng ; Yang, Yajie. In: Papers. RePEc:arx:papers:2111.11286.

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2021Network-augmented time-varying parametric portfolio selection: Evidence from the Chinese stock market. (2021). Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001224.

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2021Are Agricultural Commodity Prices on a Conventional Wisdom with Inflation?. (2021). Tao, Ran ; Su, Chi-Wei ; Sun, Ting-Ting ; Qin, Meng. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211038347.

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2021An efficient stock market prediction model using hybrid feature reduction method based on variational autoencoders and recursive feature elimination. (2021). Gunduz, Hakan. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00243-3.

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2021Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources. (2021). Liu, Wenbin ; Wang, Rui ; Xiao, Helu ; Gao, Meng ; Zhou, Zhongbao. In: Omega. RePEc:eee:jomega:v:104:y:2021:i:c:s0305048321000888.

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2021Reinforcement Learning for Quantitative Trading. (2021). An, BO ; Wang, Rundong ; Sun, Shuo. In: Papers. RePEc:arx:papers:2109.13851.

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2021Generative Adversarial Network (GAN) and Enhanced Root Mean Square Error (ERMSE): Deep Learning for Stock Price Movement Prediction. (2021). Vinh, Tran Quoc ; Hang, Duong Thu ; Rashid, Tarik A ; Abdullah, Salma ; P. W. C. Prasad, ; Alsadoon, Abeer ; Kumar, Ashish. In: Papers. RePEc:arx:papers:2112.03946.

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2021Prediction of Stock Market Direction: Application of Machine Learning Models. (2021). Muteba Mwamba, John Weirstrass ; Bonga-Bonga, Lumengo ; Dimingo, Roselyn. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0909.

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2021A Random Forests Approach to Predicting Clean Energy Stock Prices. (2021). Sadorsky, Perry. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:48-:d:486224.

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2021Predicting Gold and Silver Price Direction Using Tree-Based Classifiers. (2021). Sadorsky, Perry. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:198-:d:546254.

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2021CatBoost model and artificial intelligence techniques for corporate failure prediction. (2021). ben Arfi, Wissal ; Mefteh-Wali, Salma ; Gharib, Cheima ; ben Jabeur, Sami. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:166:y:2021:i:c:s0040162521000901.

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2021The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets. (2021). Demir, Ender ; Aharon, David Y ; Tzouvanas, Panagiotis ; Kizys, Renatas ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000032.

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2021The effect of management control mechanisms through risk-taking incentives on asymmetric cost behavior. (2021). Zheng, Kenneth ; Zhao, Yan ; Natarajan, Ramachandran ; Li, Wulung. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00891-z.

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2021Does Religion Shape Corporate Cost Behavior?. (2021). Zhang, Che ; Wang, Xin ; Ma, Lijun. In: Journal of Business Ethics. RePEc:kap:jbuset:v:170:y:2021:i:4:d:10.1007_s10551-019-04377-4.

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2021Oil import portfolio risk and spillover volatility. (2021). Bollino, Carlo Andrea ; Polinori, Paolo ; Bigerna, Simona. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720310047.

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2021The effects of global factors on the Saudi Arabia equity market by firm size: Implications for risk management based on quantile analysis and frequency domain causality. (2021). Hammoudeh, Shawkat ; Hamdi, Besma ; Alqahtani, Faisal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:61:y:2021:i:c:s1042444x20300542.

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2021Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models. (2021). Zaghdoudi, Taha ; Tissaoui, Kais. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:481-492.

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2021Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches. (2021). Alghassab, Waleed ; Talbi, Mariem ; Hkiri, Besma ; Tissaoui, Kais ; Alfreahat, Khaled Issa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001376.

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2021How diversification affects bank performance: The role of human capital. (2021). Adesina, Kolade Sunday. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:303-319.

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2021The Impact of an Enterprise’s Intellectualization on Its Leadership Potential. (2021). Lis, Marcin ; Kurilova, Anastasia ; Danshina, Svetlana ; Zhou, Dahui. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9670-:d:623723.

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2021The impact of investment in human capital on bank performance: evidence from Bangladesh. (2021). Rahman, Md. Mominur ; Akhter, Bilkis . In: Future Business Journal. RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-021-00105-5.

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2021Asymmetric effects of corporate sustainability strategy on value creation among global automotive firms: A dynamic panel quantile regression approach. (2021). Lee, Chin ; Lin, Woon Leong ; Law, Siong Hook. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:2:p:931-954.

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2021Giving too much and paying too little? The effect of corporate social responsibility on corporate lobbying efficacy: Evidence of tax aggressiveness. (2021). Lin, Woon Leong. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:28:y:2021:i:2:p:908-924.

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2021The causality direction between environmental performance and financial performance in Australian mining companies - A panel data analysis. (2021). Hasan, Mohammad Zahid ; Abban, Abdul Rashid. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309259.

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2021Carbon disclosure, carbon performance and financial performance: International evidence. (2021). Hammami, Helmi ; Rashid, Afzalur ; Akhtaruzzaman, MD ; Siddique, Md Abubakar. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000776.

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2021The dynamic association between healthcare spending, CO2 emissions, and human development index in OECD countries: evidence from panel VAR model. (2021). , Irfanullah ; Ullah, Irfan ; Akbar, Ahsan ; Hussain, Ammar. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:7:d:10.1007_s10668-020-01066-5.

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2021Do ESG Endeavors Assist Firms in Achieving Superior Financial Performance? A Case of 100 Best Corporate Citizens. (2021). Qureshi, Muhammad Azeem ; Poulova, Petra ; Akbar, Ahsan. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211021598.

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2021Fundamental ratios as predictors of ESG scores: a machine learning approach. (2021). Levantesi, Susanna ; Decclesia, Rita ; Damato, Valeria. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00364-5.

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2021Feature Learning for Stock Price Prediction Shows a Significant Role of Analyst Rating. (2021). Khushi, Matloob ; Singh, Jaideep. In: Papers. RePEc:arx:papers:2103.09106.

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2021Herding in Open-end Funds: Evidence from China. (2021). Li, Shouwei ; Wang, HU ; Ma, Yuyin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000516.

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2021Analyst herding and firm-level investor sentiment. (2021). Garcia, John. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:4:d:10.1007_s11408-021-00382-8.

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2021Downstream Subsidization and Upstream Privatization with a Vertically Integrated Foreign Firm. (2021). Lee, Sang-Ho ; Zhang, Chuyuan. In: MPRA Paper. RePEc:pra:mprapa:108193.

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2021The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries. (2021). Zhang, Shuguang ; Wang, Xiangning ; Huang, Qian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302254.

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2021The changing role of foreign investors in Tokyo stock price formation. (2021). Iwatsubo, Kentaro ; Watkins, Clinton. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x2100055x.

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2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

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2021Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China. (2021). Wang, Peijin ; Zhang, Hongwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:629-648.

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2021The Impact of Israeli and Saudi Arabian Geopolitical Risks on the Lebanese Financial Market. (2021). Mansour-Ichrakieh, Layal. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:94-:d:507601.

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2021Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318.

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2021Stock Market Volatility and Terrorism: New Evidence from the Markov Switching Model. (2021). Shahzad, Mughal Khurrum ; Hyoung-Goo, Kang ; Tariq, Mohmand Yasir ; Mumtaz, Awan Tahir ; Faheem, Aslam. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:27:y:2021:i:2:p:263-284:n:5.

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2021The impact of economic uncertainty and geopolitical risks on bank credit. (2021). Demir, Ender ; Danisman, Gamze Ozturk. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000723.

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2021The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach. (2021). Shahbaz, Muhammad ; Mishra, Shekhar ; Sharif, Arshian ; Razzaq, Asif ; Aman, Ameenullah ; He, Xiaojuan. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000386.

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2021How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson A ; Fasanya, Ismail O ; Agbatogun, Taofeek ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000921.

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2021Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic. (2021). Kayani, Ghulam Mujtaba ; Farid, Saqib ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100115x.

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2021Estimating the relative effects of raw material prices, sectoral outlook and market sentiment on stock prices. (2021). Rubio, Noelia Garcia ; Martinez, Matias Gamez ; Alfaro-Cortes, Esteban ; Chaudhuri, Tamal Datta ; Ghosh, Indranil. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001720.

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2021.

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2021Insurance and geopolitical risk: Fresh empirical evidence. (2021). Nakhli, Mohamed Sahbi ; Hemrit, Wael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:320-334.

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2021Monetary and Prudential Policy Coordination: impact on Banks Risk-Taking. (2020). NGAMBOU DJATCHE, Melchisedek Joslem ; Bruno, Olivier. In: GREDEG Working Papers. RePEc:gre:wpaper:2020-24.

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2021The impact of net buying pressure on index options prices. (2021). Ryu, Doowon ; Yang, Heejin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:1:p:27-45.

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2021Information uncertainty, investor sentiment, and analyst reports. (2021). Yang, Hee Jin ; Ryu, Doojin ; Kim, Karam. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100168x.

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2021Stock Market’s responses to intraday investor sentiment. (2021). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001340.

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2021Do the Securities Analysts Play the Role of Information Competition or Information Supplement? Empirical Analysis Based on Investor Sentiment. (2021). Liu, Jianhui ; Lu, Ping ; Wang, Yunxuan. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211067218.

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2021The Asymmetric Impact of Weighting Economic and Political Events on the Fluctuations of Banking Group Index (Case of Tehran Stock Exchange). (2021). Iraji, Maryam ; Khavari, Saeed Dehghan ; Mirjalili, Seyed Hossein. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:250001.

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2021The Asymmetric Impact of Weighting Economic and Political Events on the Fluctuations of Banking Group Index (Case of Tehran Stock Exchange). (2021). Iraji, Maryam ; Mirjalili, Seyed Hossein ; Khavari, Saeed Dehghan. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:16:y:2021:i:3:p:399-416.

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2021Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567.

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2021Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?. (2021). Lyocsa, Tefan ; Plihal, Toma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:811-829.

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2021Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Suleman, Tahir ; Nekhili, Ramzi ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302126.

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2021FX market volatility modelling: Can we use low-frequency data?. (2021). Výrost, Tomáš ; Lyócsa, Štefan ; Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315907.

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2021Stock market volatility forecasting: Do we need high-frequency data?. (2021). Molnár, Peter ; Lyócsa, Štefan ; Vrost, Toma ; Molnar, Peter ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1092-1110.

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2021The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models. (2021). Wang, Xiong ; Zhao, Yupei ; Wen, Fenghua ; Xiao, Jihong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:311-333.

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2021Impacts of asymmetry on forecasting realized volatility in Japanese stock markets. (2021). Ota, Yasushi ; Maki, Daiki. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s026499932100122x.

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2021Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Li, Jingyu ; Qian, Tao ; Liu, Ranran ; Xie, Qiwei. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003704.

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2021Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960.

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2021Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers. (2021). Shahzad, Syed Jawad Hussain ; Krištoufek, Ladislav ; Bouri, Elie ; Saeed, Tareq ; Kristoufek, Ladislav ; Hussain, Syed Jawad. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00228-2.

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2021Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs. (2021). McIver, Ronald ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001833.

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2021Oil Market Factors as a Source of Commonality in Liquidity in International Equity Markets. (2021). Noman, Abdullah ; Naka, Atsuyuki ; Alhassan, Abdulrahman. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:372-:d:613755.

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2021Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. (2021). Liang, Chao ; Wei, YU ; Bai, Lan. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100180x.

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2021Dynamic volatility spillover and network connectedness across ASX sector markets. (2021). Kang, Sanghoon ; Xu, Lei ; Ferraro, Salvatore ; McIver, Ron P ; Choi, Ki-Hong. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:4:d:10.1007_s12197-021-09544-w.

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2021Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries. (2021). Yoon, Seong-Min ; McIver, Ron P ; Kang, Sanghoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09339-3.

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2021Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?. (2021). Chevallier, Julien ; Lin, Renda ; Liu, Jiahao ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002942.

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2021Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629.

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2021.

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2021.

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2021Information transmission and entropy-based network between Chinese stock market and commodity futures market. (2021). Hu, Ziang ; Niu, Hongli. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003044.

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2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. (2021). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Sarwar, Suleman ; Khalfaoui, Rabeh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003287.

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2021Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020. (2021). Zaremba, Adam ; Riaz, Yasir ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000805.

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2021ESG and reputation: The case of sanctioned Italian banks. (2021). Marzioni, Stefano ; Mango, Fabiomassimo ; Spallone, Marco ; Mure, Pina ; Bittucci, Lucilla. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:28:y:2021:i:1:p:265-277.

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2021Sustainable Use of Energy Resources, Regulatory Quality, and Foreign Direct Investment in Controlling GHGs Emissions among Selected Asian Economies. (2021). Nabi, Ghulam ; Ullah, Atta ; Sun, Chunxia ; Xu, Xiaodong ; Mohsin, Hafiz Syed ; Ali, Muhammad Ahsan ; Gillani, Samreen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1123-:d:484766.

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2021ESG Reporting: Empirical Analysis of the Influence of Board Heterogeneity from an Emerging Market. (2021). Montecinos-Pearce, Alejandro ; Lavin, Jaime F. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3090-:d:515126.

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2021Impact of institutional governance and state determinants on foreign direct investment in Asian economies. (2021). Mohsin, Hafiz Syed ; Yan, Chen ; Ali, Muhammad Ahsan ; Ullah, Atta. In: Growth and Change. RePEc:bla:growch:v:52:y:2021:i:4:p:2596-2613.

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2021Total value adjustment for a stochastic volatility model. A comparison with the Black–Scholes model. (2021). Oosterlee, Cornelis W ; Salvador, Beatriz. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:391:y:2021:i:c:s0096300320304483.

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2021Corrigendum to ``Total value adjustment for a stochastic volatility model. A comparison with the Black–Scholes model. (2021). Oosterlee, Cornelis W ; Salvador, Beatriz. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:406:y:2021:i:c:s0096300321000473.

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2021COVID-19 and the United States financial markets’ volatility. (2021). Albulescu, Claudiu. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320303202.

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2021Developing country stock market immunity during Covid-19 pandemic. (2021). , Hartono. In: Technium Social Sciences Journal. RePEc:tec:journl:v:18:y:2021:i:1:p:222-229.

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2021Asymmetric volatility spillover between oil-importing and oil-exporting countries economic policy uncertainty and Chinas energy sector. (2021). Yang, Bohan ; Wang, Ziwei ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s105752192100082x.

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2021Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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2021Why do U.S. uncertainties drive stock market spillovers? International evidence. (2021). Balli, Hatice ; Gregory-Allen, Russell ; Ozer-Balli, Hatice ; Hasan, Mudassar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:288-301.

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2021Regime specific spillover across cryptocurrencies and the role of COVID-19. (2021). Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Kang, Sanghoon ; Hussain, Syed Jawad ; Saeed, Tareq. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00210-4.

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2021Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market. (2021). Shahzad, Farrukh ; Wan, Guangcai ; Fareed, Zeeshan ; Iqbal, Najaf. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302568.

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2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

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2021When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis. (2021). Mokni, Khaled. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:65-73.

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2021Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis. (2021). Jareño, Francisco ; De, Maria ; Skinner, Frank S ; Jareo, Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001149.

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2021Cryptocurrencies and Gold - Similarities and Differences. (2021). Klose, Jens. In: MAGKS Papers on Economics. RePEc:mar:magkse:202128.

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2021Financial liberalization, political institutions, and income inequality. (2021). Lin, Shu-Chin ; Hsieh, Joyce ; Kim, Dong-Hyeon. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01808-z.

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2021Heterogeneous impact of natural resources on income inequality: The role of the shadow economy and human capital index. (2021). Tillaguango, Brayan ; Alvarado, Rafael ; Iik, Cem ; Ponce, Pablo ; Lopez-Sanchez, Michelle. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:690-704.

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2021Financial deepening, Stock market, Inequality and Poverty: Some African Evidence. (2021). Serafim, Jelson. In: Working Papers REM. RePEc:ise:remwps:wp01772021.

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2021The role of natural resources abundance and dependence in achieving environmental sustainability: Evidence from resource?based economies. (2021). Ulucak, Recep ; Kassouri, Yacouba ; Akar, Nigar Demircan ; Erdoan, Seyfettin. In: Sustainable Development. RePEc:wly:sustdv:v:29:y:2021:i:1:p:143-154.

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2021Forecasting the stock returns of Chinese oil companies: Can investor attention help?. (2021). Li, Zhao-Chen ; Zhang, Yue-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:531-555.

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2021Does news tone help forecast oil?. (2021). Ren, Boru ; Lucey, Brian. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002248.

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2021Economic policy uncertainty and stock market returns: New evidence. (2021). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001418.

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2021.

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2021A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification. (2021). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos. In: The Annals of Regional Science. RePEc:spr:anresc:v:66:y:2021:i:2:d:10.1007_s00168-020-01021-2.

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2021Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis. (2021). Shahbaz, Muhammad ; Hau, Liya ; Sun, Wuqin ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030187x.

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2021How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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2021Intermediary asset pricing in currency carry trade returns. (2021). Nie, Jing ; Yin, Libo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1241-1267.

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2021Natural disasters and economic growth: a quantile on quantile approach. (2021). Pasiouras, Fotios ; Bouri, Elie ; Atsalakis, George S. In: Annals of Operations Research. RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-020-03535-6.

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2021How does skewness perform in the Chinese commodity futures market?. (2021). Xu, Yang ; Han, Liyan ; Jiang, Xue. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1268-1285.

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2021Cournot-Bertrand comparison under R&D competition: Output versus R&D subsidies. (2021). Lee, Sang-Ho ; Chen, Jiaqi. In: MPRA Paper. RePEc:pra:mprapa:107949.

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2021Financial Contagion: A Tale of Three Bubbles. (2021). Hibbert, Ann Marie ; Fadahunsi, Adetokunbo ; Burks, Nathan. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:229-:d:558547.

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2021Impact of Geopolitical Risk on the Information Technology, Communication Services and Consumer Staples Sectors of the S&P 500 Index. (2021). A. M. M. Shahiduzzaman Quoreshi, ; Vovas, Vasileios Chatzis ; Fossung, Gerard Atabong. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:552-:d:679927.

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2021The impacts of ICTs on tourism development: International evidence based on a panel quantile approach. (2021). Lee, Chien-Chiang ; Xing, Wenwu ; Wu, Wenmin ; Chen, Mei-Ping. In: Information Technology & Tourism. RePEc:spr:infott:v:23:y:2021:i:4:d:10.1007_s40558-021-00215-4.

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2021International monetary policy spillovers: Linkages between U.S. and South American yield curves. (2021). Meurer, Roberto ; Cavaca, Igor Bastos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:737-754.

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2021Deal motivations and bargaining power: do executives show their hand in SEC filings?. (2021). Walker, Mark M ; Jurich, Stephen N. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:4:d:10.1007_s43546-021-00067-4.

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2021Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets. (2021). Ivrendi, Mehmet ; Yildirim, Zekeriya. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00299-1.

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2021Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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2021Exchange rates and fundamentals: Further evidence based on asymmetric causality test. (2021). Baharumshah, Ahmad Zubaidi ; Soon, Siew-Voon. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:67-84.

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2021Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Qureshi, Fiza ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830.

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2021Bitcoin volatility, stock market and investor sentiment. Are they connected?. (2021). Perez-Pico, Ada M ; Lopez-Cabarcos, Angeles M ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309274.

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2021Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030228x.

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2021The Nexus of Sophisticated Digital Assets with Economic Policy Uncertainty: A Survey of Empirical Findings and an Empirical Investigation. (2021). Kyriazis, Nikolaos A. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5383-:d:552611.

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2021Modeling Bitcoin price volatility: long memory vs Markov switching. (2021). Chkili, Walid. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00180-7.

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2021Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods. (2021). Tong, Jing-Yang ; Wu, Bi-Bo ; Yang, Dong-Xiao. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002579.

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2021A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets. (2021). Kyriazis, Nikolaos A. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:293-:d:582208.

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2021Multi-step Reflection Principle and Barrier Options. (2021). Lee, Ga Eun ; Song, Seongjoo. In: Papers. RePEc:arx:papers:2105.15008.

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2021Valuation of piecewise linear barrier options. (2021). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000929.

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2021The effects of geopolitical uncertainty on cryptocurrencies and other financial assets. (2021). Kyriazis, Ikolaos A. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:1:d:10.1007_s43546-020-00007-8.

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2021Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears. (2021). Hussain, Syed Jawad ; Mbarki, Imen ; Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:496-514.

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2021Are Islamic gold-backed cryptocurrencies different?. (2021). Yarovaya, Larisa ; ben Hamida, Hela ; Aloui, Chaker. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320302907.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?. (2021). Wu, Bi-Bo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300350.

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2021Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective. (2021). Bejaoui, Azza ; ben Sassi, Salim ; Majdoub, Jihed. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00314-7.

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2021The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121.

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2021Is Bitcoin rooted in confidence? – Unraveling the determinants of globalized digital currencies. (2021). Sahut, Jean Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim ; Guesmi, Khaled. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004704.

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2021Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model. (2021). Lang, Kun ; Tian, Hao ; Pei, Hongxia ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002404.

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2021Day-of-the-week effect and spread determinants: Some international evidence from equity markets. (2021). Wohar, Mark E ; Babalos, Vassilios ; Vortelinos, Dimitrios I ; Gkillas, Konstantinos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:268-288.

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2021Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices. (2021). Gupta, Rangan ; Bouri, Elie ; Plastun, Alex. In: Working Papers. RePEc:pre:wpaper:202119.

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2021Evolution of price effects after one-day abnormal returns in the US stock market. (2021). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000383.

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2021The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic. (2021). Ramona, Dumitriu ; Razvan, Stefanescu. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2021:p:293-303.

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2021Carry Trade Returns and Segmented Risk Pricing. (2021). Schulze, Gordon. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:49:y:2021:i:1:d:10.1007_s11293-021-09698-2.

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2021Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants. (2021). Gao, Ying ; Jia, Lifen ; Xu, Huilin ; Chen, Wei. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:28-43.

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2021Financial access and interest rate spread: An international assessment. (2021). Galvis Ciro, Juan Camilo ; Gargalhone, Micheli ; Galvis-Ciro, Juan Camilo ; de Moraes, Claudio . In: Journal of Economics and Business. RePEc:eee:jebusi:v:114:y:2021:i:c:s0148619520304021.

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2021Impacts of the sovereign risk perception on financial stability: Evidence from Brazil. (2021). de Moraes, Claudio ; Valladares, Matheus ; Montes, Gabriel Caldas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:358-369.

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2021Market Concentration, Privatization Policies, and Heterogeneity among Private Firms in Mixed Oligopolies. (2021). Matsumura, Toshihiro ; Haraguchi, Junichi. In: MPRA Paper. RePEc:pra:mprapa:106975.

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2021Partial Privatization Upstream with Spatial Price Discrimination Downstream. (2021). Heywood, John ; Ye, Guangliang ; Wang, Shiqiang. In: Review of Industrial Organization. RePEc:kap:revind:v:59:y:2021:i:1:d:10.1007_s11151-020-09804-9.

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2021Profit?enhancing entries in mixed oligopolies. (2021). Matsumura, Toshihiro ; Haraguchi, Junichi. In: Southern Economic Journal. RePEc:wly:soecon:v:88:y:2021:i:1:p:33-55.

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2021Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model. (2021). Yu, Wenguang ; Zhang, Zhimin ; Wang, Yayun. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:399:y:2021:i:c:s0096300321000795.

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2021Anomalies in the China A-share market. (2021). Swinkels, Laurens ; Zhou, Weili ; Jansen, Maarten. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001141.

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2021Consistent pricing of VIX options with the Hawkes jump-diffusion model. (2021). Ma, Yong ; Li, Shenghong ; Jing, BO. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302114.

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2021A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x.

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2021How Effective is Macroeconomic Imbalance Procedure (MIP) in Predicting Negative Macroeconomic Phenomena?. (2021). Luty, Piotr ; Karwowski, Jacek ; Biegun, Krzysztof. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:special3:p:822-837.

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2021Investor Sentiment, Idiosyncratic Risk, and Stock Price Premium: Evidence From Chinese Cross-Listed Companies. (2021). Zhang, YU ; Li, Yuan. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211024621.

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2021Hedging futures performance with denoising and noise-assisted strategies. (2021). Yao, Yinhong ; Su, Kuangxi ; Zheng, Chengli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000899.

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2021Banks environmental policy and business outcomes: The role of competition. (2021). ULUYOL, BURHAN ; Khattak, Mudeer Ahmed. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:302-317.

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2021Do competition and efficiency lead to bank stability? Evidence from Bangladesh. (2021). Saha, Mallika ; Dutta, Kumar Debasis. In: Future Business Journal. RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-020-00047-4.

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2021Revisiting Banking Stability Using a New Panel Cointegration Test. (2021). Ghassan, Hassan ; Boulanouar, Zakaria. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:2:p:21-:d:531614.

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2021The impact of gross domestic product on the financing and investment efficiency of China’s commercial banks. (2021). Chiu, yung-ho ; Miao, Xiaoli ; Tan, Xiaoying ; Qin, Shijiong ; Shi, Zhen. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00251-3.

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2021Bank Competition Using Networks: A Study on an Emerging Economy. (2021). Misra, Arun Kumar ; Rahman, Molla Ramizur. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:402-:d:621475.

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2021Can the probability of extreme returns be the basis for profitable portfolios? Evidence from China. (2021). Xiong, Xiong ; Fan, Ruixin ; Gao, YA. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001204.

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2021Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14.

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2021A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns. (2021). Pinho, Carlos ; Nogueira, Pedro Manuel. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:22:y:2021:i:4:p:420-442.

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2021Term structure of sentiment effect on investor trading behavior. (2021). Ryu, Doojin ; Kim, Karam. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000866.

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2021The limited role of stock market in financing new energy development in China: An investigation using firms’ high-frequency data. (2021). Geng, Yong ; Yin, Haitao ; Zhang, Yuquan W ; Zheng, Biao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:651-667.

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2021Risk, uncertainty and the tourism sector of North Africa. (2021). Istiak, Khandokar. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:329-342.

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2021Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:45-57.

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2021The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar. (2021). Zeitun, Rami ; Eissa, Mohamad Abdelaziz ; al Refai, Hisham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000050.

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2021Financial connectedness of GCC emerging stock markets. (2021). Hung, Ngo Thai. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:4:d:10.1007_s40822-021-00185-2.

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2021The effect of co-opted directors on firm risk during a stressful time: Evidence from the financial crisis. (2021). Jiraporn, Pornsit ; Chaivisuttangkun, Sirithida. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319311328.

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2021Fiduciary duty or loyalty? Evidence from co-opted boards and corporate misconduct. (2021). Liu, Jia ; Baghdadi, Ghasan A ; Atawnah, Nader ; Zaman, Rashid. In: Journal of Corporate Finance. RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921001887.

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2021Do co-opted boards increase insider profitability?. (2021). Iqbal, Jamshed ; Ali, Searat ; Malik, Ihtisham ; Rahman, Dewan. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:17:y:2021:i:3:s1815566921000230.

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2021ARE FISCAL DEFICITS INFLATIONARY IN NIGERIA? NEW EVIDENCE FROM BOUNDS TESTING TO COINTEGRATION WITH STRUCTURAL BREAKS. (2021). Adetokunbo, Abiodun ; Fajobi, Ayinke ; Fasanya, Ismail O. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:228:p:123-148.

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2021On the Non-Linear Relationship between Fiscal Deficit and Inflation: The Nigeria Experience. (2021). Oyeleke, Olusola Joel. In: International Advances in Economic Research. RePEc:kap:iaecre:v:27:y:2021:i:2:d:10.1007_s11294-021-09822-7.

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2021A two-stage general approach to aggregate multiple bank risks. (2021). Li, Jian Ping ; Wei, LU ; Zhu, Xiaoqian. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030533x.

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2021Does soft information determine credit risk? Text-based evidence from European banks. (2021). Elshandidy, Tamer ; Acheampong, Albert. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000226.

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2021COVID-19 related uncertainty, investor sentiment and stock returns in India. (2021). Mandal, Sabuj Kumar ; Sinha, Apra . In: MPRA Paper. RePEc:pra:mprapa:109549.

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2021Higher Realized Moments and Stock Return Predictability. (2021). Ullah, Wali ; Waliullah, ; Sharif, Saqib ; Rehman, Seema. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:1:p:48-70.

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2021Does Innovation Explain the Skewness of Stock Returns?. (2021). Smith, Joey ; Fitwi, Abrar ; Butt, Hassan Anjum ; Baig, Ahmed. In: American Business Review. RePEc:ris:ambsrv:0036.

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2021The skewness of oil price returns and equity premium predictability. (2021). Wen, Fenghua ; Kang, Jie ; Zhou, Huiting ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304096.

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2021Quantifying Return Spillovers in Global Real Estate Markets. (2021). Balli, Faruk ; Chowdhury, Iftekhar ; Agyemang, Abraham. In: Journal of Housing Economics. RePEc:eee:jhouse:v:52:y:2021:i:c:s1051137721000334.

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2021Network Connectedness of Worlds Islamic Equity Markets. (2021). Balli, Faruk ; Hasan, Md Iftekhar ; Hassan, Kabir M. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316925.

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2021Asymmetric volatility connectedness between Islamic stock and commodity markets. (2021). McIver, Ron ; Suleman, Muhammad Tahir ; Kang, Sang Hoon. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100051x.

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2021Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. (2021). Chen, Jinyu ; Zhu, Xuehong ; Liao, Jianhui. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001563.

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2021Determinants of Spillovers between Islamic and Conventional Financial Markets: Exploring the Safe Haven Assets during the COVID-19 Pandemic. (2021). Hammoudeh, Shawkat ; Elsayed, Ahmed H ; Yarovaya, Larisa. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100060x.

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2021From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Petropoulou, Athina ; Pappas, Vasileios ; Alexakis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372.

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2021Information disclosure and the default risk of online peer-to-peer lending platform. (2021). Su, Zhongnan ; Wang, Qian ; Chen, Xinyang. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319313716.

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2021Building a Personal Brand as a CEO: A Case Study of Vivy Yusof, the Cofounder of FashionValet and the dUCk Group. (2021). Yaacob, Zulnaidi ; Hasliza, Nor. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211030274.

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2021Analysis of Environmental Management Characteristics Using Network Analysis of CEO Communication in the Automotive Industry. (2021). Cho, Keun Tae ; Choi, Yongkyu. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:11987-:d:668232.

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2021Monetary Policy and Business Cycle Synchronization in Europe. (2021). MESTRE, Roman ; Odry, Remi. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-19.

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2021Foreign Ownership and Optimal Discriminatory Tariffs under Oligopolistic Competition. (2021). , Leonard ; Lee, Jen-Yao. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0890.

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2021Profit taxation and the optimal privatisation of state holding corporations. (2021). , Leonard ; Dong, Quan. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:3:p:375-391.

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2021Does geopolitical uncertainty affect corporate financing? Evidence from MIDAS regression. (2021). Khoo, Joye ; Cheung, Adrian. In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028320300053.

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2021Target Capital Structure of Egyptian Listed Firms: Importance of Growth and Risk Factors. (2021). Otaify, Mahmoud ; Mohamed, Aly Saad. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:1:p:158-173.

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2021The relationship between economic policy uncertainty and corporate leverage: Evidence from Brazil. (2021). Dalmacio, Flavia Zoboli ; Diniz, Lucas Allan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320302890.

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2021A novel LASSO – TLBO – SVR hybrid model for an efficient portfolio construction. (2021). Mishra, Sasmita ; Misra, Satya Narayan ; Padhy, Sudarsan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302333.

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2021Applications of machine learning for corporate bond yield spread forecasting. (2021). Jung, Hojin ; Kim, Dong H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001510.

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2021Formulating the Concept of an Investment Strategy Adaptable to Changes in the Market Situation. (2021). Ivanyuk, Vera. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:3:p:95-:d:580663.

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2021Trading leveraged Exchange-Traded products is hazardous to your wealth. (2021). Roger, Patrick ; McGowan, Richard ; Dhondt, Catherine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:287-302.

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2021Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

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2021Economic Wellbeing. (2021). Wilkins, Roger. In: Australian Economic Review. RePEc:bla:ausecr:v:54:y:2021:i:4:p:469-481.

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2021Using your regular contacts as collateral: The information value of call logs. (2021). He, Yunwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001005.

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2021Can individual investors learn from experience in online P2P lending? Evidence from China. (2021). Cai, Lingfei ; Guo, Xiaoshuang ; Ge, Ruyi ; Li, Zhouping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001406.

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2021Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Shafiullah, Muhammad ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000192.

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2021Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. (2021). Lu, Tuantuan ; Wei, YU ; Tang, Yong ; Zhu, Pengfei. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101197x.

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2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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2021Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak. (2021). Vo, Xuan Vinh ; Hung, Ngo Thai. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000739.

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2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419.

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2021Gainers and losers with higher order portfolio risk optimization. (2021). Ayub, Usman ; Ashfaq, Saira ; Gulzar, Saqib ; Raza, Naveed ; Mujtaba, Ghulam. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307524.

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2021The role of exchange rate and relative import price on sawnwood import demand in Africa: Evidence from modified heterogeneous panel data methods. (2021). Oshota, Sebil ; Ogebe, Joseph O ; Adewuyi, Adeolu. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000360.

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2021A note on investor happiness and the predictability of realized volatility of gold. (2021). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303524.

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2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017.

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2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Karmakar, Sayar ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:202133.

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2021Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks. (2021). Demirer, Riza ; Ji, Qiang ; Gupta, Rangan ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202130.

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2021Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data. (2021). Demirer, Riza ; Zhang, Hongwei ; Suleman, Muhammad Tahir ; Huang, Wanjun. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000933.

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2021Forecasting power of infectious diseases-related uncertainty for gold realized variance. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000179.

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2021How do macroeconomic news surprises affect round-the-clock price discovery of gold?. (2021). Ilango, Balakrishnan ; Sehgal, Sanjay ; Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002209.

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2021Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important. (2021). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001526.

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2021Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

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2021Reserve requirements and financial stability. (2021). Glocker, Christian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000056.

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2021Cross-shareholding network and corporate bond financing cost in China. (2021). Sun, Yue ; Guo, Hongling ; Qiu, Xuemei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000565.

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2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

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2021Time-varying granger causality tests for applications in global crude oil markets: A study on the DCC-MGARCH Hong test. (2021). Costola, Michele ; Caporina, Massimiliano. In: SAFE Working Paper Series. RePEc:zbw:safewp:324.

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2021Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917.

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2021Does the US-China trade war affect co-movements between US and Chinese stock markets?. (2021). Ke, Jian ; Wang, Liming ; Shi, Yujie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000982.

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2021The dark side of stock market liberalization: Perspectives from corporate R&D activities in China. (2021). Zhou, Jia'Nan ; Jia, Qiaoyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001182.

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2021Does geopolitical risk promote mergers and acquisitions of listed companies in energy and electric power industries. (2021). Lu, Guangxi ; Liu, Jie ; Liang, Yue ; Shen, Huayu. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000207.

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2021The Nexus among Competitively Valued Exchange Rates, Price Level, and Growth Performance in the Turkish Economy; New Insight from the Global Value Chains. (2021). çavuşoğlu, behiye ; Avuolu, Behiye ; Shuabiu, Umar Aliyu. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:528-:d:673456.

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2021Effects of fiscal credibility on inflation expectations: evidence from an emerging economy. (2021). Galvis Ciro, Juan Camilo ; Galvis-Ciro, Juan Camilo ; Anzoategui-Zapata, Juan Camilo. In: Public Sector Economics. RePEc:ipf:psejou:v:45:y:2021:i:1:p:125-148.

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2021Effects of discretionary fiscal policy and fiscal communication on fiscal credibility: Empirical evidence from Brazil. (2021). Luna, Paulo Henrique ; Montes, Gabriel Caldas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00873.

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2021Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Zou, Huiwen ; Li, Binlin ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099.

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2021Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets. (2021). Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004394.

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2021Bond return predictability: Evidence from 25 OECD countries. (2021). Sharma, Susan Sunila ; Narayan, Paresh Kumar ; Devpura, Neluka. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000202.

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2021Economic Complexity and Income Inequality: Does Country Risk Matter?. (2021). Lee, Chien-Chiang ; Wang, En-Ze. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:154:y:2021:i:1:d:10.1007_s11205-020-02543-0.

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2021The impact of natural disaster on energy consumption: International evidence. (2021). Lee, Chien-Chiang ; Wu, Ting-Pin ; Ho, Shan-Ju ; Wang, Chih-Wei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988320303613.

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2021Impact of Natural Disasters on Energy Consumption - Evidence From Indian States. (2021). Rakshit, Bijoy. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:39.

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2021Tourism development and happiness: International evidence. (2021). Lee, Chien-Chiang ; Peng, Yi-Ting ; Chen, Mei-Ping. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:5:p:1101-1136.

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2021Heterogeneous Shareholders’ Participation, COVID-19 Impact, and Innovation Decisions of State-Owned Firms: Evidence from China. (2021). Song, Pan ; Xu, Xinxin ; Ma, Sheng ; Wang, Rui. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4406-:d:536635.

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2021Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302278.

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2021New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2110.02693.

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2021Oil price shocks and credit spread: Structural effect and dynamic spillover. (2021). Xie, Rui ; Liu, Cenjie ; Jiang, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000905.

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2021Dynamic spillovers and dependencies between iron ore prices, industry bond yields, and steel prices. (2021). Ma, Yiqun. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004396.

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2021Modeling Price Clustering in High-Frequency Prices. (2021). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2102.12112.

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2021Bitcoin-energy markets interrelationships - New evidence. (2021). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309478.

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2021Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2021). Xu, Yilong ; Sofianos, Andis ; Lambrecht, Marco. In: Working Papers. RePEc:awi:wpaper:0703.

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2021Bitcoin Return Volatility Forecasting: A Comparative Study between GARCH and RNN. (2021). Leatham, David J ; Wan, Qing ; Shen, ZE. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:337-:d:597599.

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2021On the financial literacy, indebtedness, and wealth of Colombian households. (2021). Nueztorres, Alexander ; Hoyos, Amalia Novoa ; Novoahoyos, Amalia ; Caoalvira, Jose J. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:2:p:978-993.

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2021Exploring the market risk profiles of U.S. and European life insurers. (2021). Schlutter, Sebastian ; Grundl, Helmut ; Browne, Mark Joseph ; Grochola, Nicolaus. In: ICIR Working Paper Series. RePEc:zbw:icirwp:3921.

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2021Cross-Country Connectedness in Inflation and Unemployment: Measurement and Macroeconomic Consequences. (2021). Sala, Hector ; Pham, Binh Thai. In: IZA Discussion Papers. RePEc:iza:izadps:dp14212.

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2021Output-unemployment asymmetry in Okun coefficients for OECD countries. (2021). Povaanova, Mariana ; Boda, Martin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:307-323.

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2021Testing hysteresis in unemployment using artificial network (ANN) unit root test. (2021). Furuoka, Fumitaka. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00382.

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2021Granger Causal Nexus between Good Public Governance and Unemployment: Evidence from Cross-Country Panel Data Investigation. (2021). Grosanu, Adrian ; BERINDE, SORIN ROMULUS ; Rchian, Paula-Ramona ; Groanu, Adrian ; Boa-Avram, Cristina. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:63-:d:492242.

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2021Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202117.

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2021Which time-frequency domain dominates spillover in the Chinese energy stock market?. (2021). Guo, Sui ; An, Haizhong ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE ; Liu, Xueyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302842.

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2021Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks. (2021). Salisu, Afees ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202127.

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2021Systemic risk of China’s commercial banks during financial turmoils in 2010-2020: A MIDAS-QR based CoVaR approach. (2021). Jiang, Cuixia ; Xu, Qifa ; Liu, Shuting. In: Applied Economics Letters. RePEc:taf:apeclt:v:28:y:2021:i:18:p:1600-1609.

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2021Sustainability of Global Economic Policy and Stock Market Returns in Indonesia. (2021). Wong, Wing-Keung ; Gilal, Muhammad Akram ; Hashmi, Shabir Mohsin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5422-:d:553295.

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2021Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Youssef, Manel. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00227-3.

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2021What provides the micro-foundation of monetary policies in the absence of mature economic institutions?. (2021). Fu, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302581.

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2021Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis. (2021). Chen, Weiyan ; Zhu, Huiming ; Hau, Liya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000759.

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2021COVID-19 and asymmetric volatility spillovers across global stock markets. (2021). Li, Wenqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000954.

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2021Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?. (2021). Chang, Kuang-Liang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001145.

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2021Are precious metals and equities immune to monetary and fiscal policy uncertainties?. (2021). Bhanumurthy, N R ; Dar, Arif ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002713.

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2021Exact Post-selection Inference For Tracking S&P500. (2021). Boustanifar, Hamid ; Noravesh, Farshad. In: Papers. RePEc:arx:papers:2112.15448.

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2021The impact of hedging on risk-averse agents’ output decisions. (2021). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002273.

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2021Accruals quality and the cost of debt: Evidence from Vietnam. (2021). Vo, Xuan Vinh ; Thu, Ha Thi. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000697.

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2021Audit quality, accruals quality and the cost of equity in an emerging market: Evidence from Vietnam. (2021). Vo, Xuan Vinh ; Tran, Ha Giang ; Thu, Ha Thi. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001344.

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2021.

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2021Call auction, continuous trading and closing price formation. (2021). Li, Jiayi ; Zhou, Guangyou ; Luo, Sumei. In: Quantitative Finance. RePEc:taf:quantf:v:21:y:2021:i:6:p:1037-1065.

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2021Intraday Volatility Spillovers among European Financial Markets during COVID-19. (2021). Ferreira, Paulo ; Bashir, Beenish ; Mughal, Khurrum Shahzad ; Aslam, Faheem. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:1:p:5-:d:475123.

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2021Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach. (2021). Shi, Xunpeng ; Zhou, Yuqin ; Ding, Zhihua ; Wu, Shan ; Zhai, Pengxiang ; Liu, Zhenhua. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003901.

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2021Spatial crude oil production divergence and crude oil price behaviour in the United States. (2021). Gil-Alana, Luis ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012822.

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2021Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis. (2021). Gil-Alana, Luis ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100057x.

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2021The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets. (2021). Xu, KE ; Chen, Yu-Lun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000820.

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2021Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275.

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2021Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003780.

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2021Terrorism and the behavior of oil production and prices in OPEC. (2021). Cristobal, Enrique ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003317.

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2021Modeling Credit Risk: A Category Theory Perspective. (2021). Verhoeven, Peter ; Nayak, Richi ; Nicolau, Dan ; Tran, Cao Son. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:298-:d:586887.

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2021Kazakhstan’s oil boom, diversification strategies, and the service sector. (2021). Atakhanova, Zauresh. In: Mineral Economics. RePEc:spr:minecn:v:34:y:2021:i:3:d:10.1007_s13563-021-00275-2.

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2021Aid for trade and export sophistication in recipient countries. (2021). Hai, Dang Luu. In: The Journal of International Trade & Economic Development. RePEc:taf:jitecd:v:30:y:2021:i:4:p:530-548.

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2021The Impact of the Opening of Producer Services on the International Competitiveness of Manufacturing Industry. (2021). Bethel, Brandon J ; Tenkorang, Acheampong Paul ; Tang, Decai ; Yu, Cuiping. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11224-:d:654032.

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2021What determines institutional investors holdings in IPO firms?. (2021). Shaked, Israel ; Oded, Jacob ; Michel, Allen. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1302-1333.

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2021Do oil and gas price shocks have an impact on bank performance?. (2021). Md-Rus, Rohani ; Saha, Asish ; Ulazeez, Abd ; Taufil-Mohd, Kamarun Nisham. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300246.

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2021Do tourism receipts affect bank profitability? Analytical evidence from 85 tourism economies. (2021). Saha, Asish ; Azeez, Abdul ; Ulazeez, Abd. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000581.

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2021Pricing virtual currency-linked derivatives with time-inhomogeneity. (2021). Chen, Jun-Home ; Lian, Yu-Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:424-439.

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2021COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan. (2021). Kutan, Ali ; Kattumuri, Ruth ; Kaur, Rishman Jot ; Ahmad, Wasim. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002155.

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2021Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20160.

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2021An evolutionary analysis of new energy and industry policy tools in China based on large-scale policy topic modeling. (2021). Li, Cunbin ; Wang, Qiqing. In: PLOS ONE. RePEc:plo:pone00:0252502.

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2021Central bank communication with non-experts: a road to nowhere?. (2021). Wabitsch, Alena ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20212594.

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2021Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21160.

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2021Interdependence between monetary policy and asset prices in ASEAN-5 countries. (2021). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s104244312100158x.

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2021Carbon emission post-coronavirus: Continual decline or rebound?. (2021). Li, Shuyu. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:57:y:2021:i:c:p:57-67.

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2021Does economic complexity reduce output volatility in developing countries?. (2021). Yalta, Yasemin A ; Guneri, Barbaros. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:411-431.

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2021Energy Efficiency and Decarbonization in the Context of Macroeconomic Stabilization. (2021). Strunecky, Otakar ; Fajczak-Kowalska, Anita ; Misztal, Anna. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:16:p:5197-:d:619666.

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2021Carbon and inflation. (2021). Pardo, Angel. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320301616.

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2021What do we know about the inflation-hedging property of precious metals in Africa? The case of leading producers of the commodities. (2021). Oliyide, Johnson A ; Adekoya, Oluwasegun B ; Tahir, Hammad. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001343.

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2021Ratchet Effect in Import Prices – Inflation Rate Nexus. (2021). Orekoya, Samuel ; Oloko, Tirimisiyu F ; Oyinlola, Mutiu A. In: Economic Alternatives. RePEc:nwe:eajour:y:2021:i:3:p:335-354.

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2021Co-Movement between Tourist Arrivals of Inbound Tourism Markets in South Korea: Applying the Dynamic Copula Method Using Secondary Time Series Data. (2021). Kim, Insin ; Choi, Ki-Hong. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1283-:d:487180.

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2021Extreme linkages between foreign exchange and general financial markets. (2021). Korsakul, Nattawadee ; Chen, Wei-Peng ; Wu, Chih-Chiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306740.

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2021Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Yoon, Seong-Min ; Hernandez, Jose Arroeola ; Mensi, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000156.

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2021Energy commodities, precious metals and industrial metal markets: A nexus across different investment horizons and market conditions. (2021). Vo, Xuan Vinh ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720308746.

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2021Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains. (2021). Dar, Arif ; Bhanja, Niyati ; Paul, Manas ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001689.

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2021Dynamic spillovers and network structure among commodity, currency, and stock markets. (2021). Ugolini, Andrea ; Reboredo, Juan ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002774.

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2021.

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2021Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market). (2021). Leonova, Aleksandra ; Elizarov, Pavel ; Pyrlik, Vladimir. In: CERGE-EI Working Papers. RePEc:cer:papers:wp713.

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2021Stock returns, quantile autocorrelation, and volatility forecasting. (2021). Cai, Yuzhi ; Upreti, Vineet ; Zhao, Yixiu. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302428.

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2021Harnessing the decomposed realized measures for volatility forecasting: Evidence from the US stock market. (2021). Wahab, M. I. M., ; Ding, Hui ; Wang, Jiqian ; Ma, Feng ; Lu, Botao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:672-689.

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2021Indicator selection and stock return predictability. (2021). Zhu, Huan ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000309.

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2021Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030.

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2021Forecasting stock market volatility: Can the risk aversion measure exert an important role?. (2021). Chang, Xiaoming ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001297.

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2021Chaotic behavior in gold, silver, copper and bitcoin prices. (2021). Bildirici, Melike ; Sonustun, Bahri. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003950.

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2021Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates. (2021). Hamori, Shigeyuki ; Kinkyo, Takuji ; Xu, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000012.

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2021Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach. (2021). Xu, Fuwei ; Su, Zhi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000050.

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2021COVID-19, stock market and sectoral contagion in US: a time-frequency analysis. (2021). Costa, Antonio ; Matos, Paulo ; da Silva, Cristiano. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000210.

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2021Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002324.

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2021Impact of renewable energy consumption, globalization, and technological innovation on environmental degradation in Japan: application of wavelet tools. (2021). Kirikkaleli, Dervis ; Adebayo, Tomiwa Sunday. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:11:d:10.1007_s10668-021-01322-2.

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2021.

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2021Crude oil and stock markets in the COVID-19 crisis: Evidence from oil exporters and importers. (2021). Mahadeo, Scott ; Legrenzi, Gabriella D ; Heinlein, Reinhold. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:223-229.

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2021Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries. (2021). Tiwari, Aviral ; Khalfaoui, Rabeh ; Kumar, Satish. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002646.

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2021International spillover of central bank swap lines - Evidence from the COVID-19 experience of Korea. (2021). Yun, Youngjin. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000842.

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2021Uncovering the Dynamic Relationship between Credit and Sustainable Economic Growth in Selected CEE Countries. (2021). Zaharia, Alina ; Kubinschi, Matei Nicolae ; Altr, Adam. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:11:p:6349-:d:568274.

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2021Efecto del crecimiento demográfico en la deuda externa. Estudio para países sudamericanos usando un análisis de cointegración. (2021). Cuesta, Lizeth. In: MPRA Paper. RePEc:pra:mprapa:111041.

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2021Oil price shocks, exchange rate and macroeconomic fluctuations in a small oil-exporting economy. (2021). Arifli, Arif ; Yildirim, Zekeriya. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326347.

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2021Time?varying dynamics of expected shortfall in commodity futures markets. (2021). Auer, Benjamin R ; Mehlitz, Julia S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:895-925.

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2021Cost gap, Shapley, or nucleolus allocation: Which is the best game?theoretic remedy for the low?risk anomaly?. (2021). Hiller, Tobias ; Auer, Benjamin R. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:4:p:876-884.

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2021Dynamic Characteristics of Oil Attributes and Their Market Effects. (2021). Dong, Hao ; Li, Xue ; Hu, Qingqing. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:13:p:3927-:d:585866.

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2021A model of dynamic tail dependence between crude oil prices and exchange rates. (2021). Ye, Wuyi ; Guo, Ranran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001534.

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2021Gold, platinum and the predictability of bond risk premia. (2021). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309079.

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2021Determinants of project bond prices – Insights into infrastructure and energy capital markets. (2021). Wunsche, Andreas ; Horsch, Andreas ; Heyde, Frank ; Richter, Sylvia. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000803.

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2021Bond yield and crude oil prices predictability. (2021). Kang, Jie ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001109.

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2021Asymmetric efficiency of cryptocurrencies during COVID19. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Peng, Zhe ; Bouri, Elie ; Naeem, Muhammad Abubakr. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308608.

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2021Modeling Dynamic Multifractal Efficiency of US Electricity Market. (2021). Ferreira, Paulo ; Ali, Haider ; Aslam, Faheem. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6145-:d:644089.

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2021A new approach to portfolio management in the Brazilian equity market: Does assets efficiency level improve performance?. (2021). MacIel, Leandro. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:38-56.

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2021A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis. (2021). Zhang, Ze-Kun ; Mo, Yi-Na ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001352.

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2021Lottery-like momentum in the cryptocurrency market. (2021). Cheng, Hui-Pei ; Yen, Kuang-Chieh ; Lin, Chiao-Han. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001625.

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2021Profitability and Firm Value: Does Dividend Policy Matter for Indonesian Sustainable and Responsible Investment (SRI)-KEHATI Listed Firms?. (2021). Januarsi, Yeni ; Akhmadi, Akhmadi. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:163-:d:669672.

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2021Unveiling endogeneity between competition and efficiency in Chinese banks: a two-stage network DEA and regression analysis. (2021). Emrouznejad, Ali ; Antunes, Jorge ; Wanke, Peter ; Tan, Yong. In: Annals of Operations Research. RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-021-04104-1.

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2021Network approach to the dynamic transformation characteristics of the joint impacts of gold and oil on copper. (2021). Wu, Tao ; Zheng, Huiling ; An, Sufang ; Gao, Xiangyun ; Li, YU. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309958.

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2021Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Hanif, Waqas. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612321000039.

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2021The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis. (2021). Huang, Jianbai ; Ding, Qian ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000945.

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2021How do investors in Chinese stock market react to external uncertainty? An event study to the Sino-US disputes. (2021). Cheng, Sang ; Zhang, Weiqiang ; Gu, Xin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001219.

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2021How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200.

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2021How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?. (2021). Yoon, Seong-Min ; Song, LI ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100156x.

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2021A study on the incentive compensation structure with payroll tax: A continuous-time principal-agent model. (2021). Lai, Shaoyong ; Wang, Huan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001091.

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2021Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm. (2021). Hachicha, F. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:2:d:10.1007_s11156-020-00905-w.

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2021.

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2021New technical indicators and stock returns predictability. (2021). Kang, Jie ; Zhu, Huan ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:127-142.

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2021Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach. (2021). Zhu, Xuehong ; Chen, Jinyu ; Zhang, Hua ; Shao, Liuguo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:407-419.

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2021Effects of structural changes on the prediction of downside volatility in futures markets. (2021). Lin, Boqiang ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1124-1153.

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2021Is the Configuration of Indian Stock Market Weakly Efficient?. (2021). Sahoo, Aditya Prasad. In: ComFin Research. RePEc:acg:comfin:v:9:y:2021:i:3:p:1-6.

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2021Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets. (2021). Lin, Boqiang ; Liu, Tangyong ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1375-1396.

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2021Multilayer financial networks and systemic importance: Evidence from China. (2021). Wang, Xiong ; Stanley, Eugene H ; Wen, Fenghua ; Cao, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002106.

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2021Is investor sentiment stronger than VIX and uncertainty indices in predicting energy volatility?. (2021). Umar, Muhammad ; Liang, Chao ; Chen, Zhonglu. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004001.

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2021The effects of online consumer credit on household consumption level and structure: Evidence from China. (2021). Wu, YU ; Song, Quanyun ; Li, Jie ; Huang, Bihong. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:55:y:2021:i:4:p:1614-1632.

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2021Does Economic Freedom in Host Countries Lead to Increased Non-Life Insurance Development?. (2021). Yap, Shen ; Chong, Shyue Chuan ; Lee, Hui Shan ; Sia, Bik Kai. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211054486.

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2021Insurance Market Development, Energy Consumption, and Turkey’s CO 2 Emissions. New Perspectives from a Bootstrap ARDL Test. (2021). Samour, Ahmed ; Danju, Danbala ; Altarhouni, Abdulsalam. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7830-:d:685397.

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2021The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. (2021). Sivaprasad, Sheeja ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000144.

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2021An evolutionary game theory model for the inter-relationships between financial regulation and financial innovation. (2021). An, Hui ; Zhang, Siqi ; Ma, Xuejiao ; Yang, Ruibo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302266.

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2021Chinese banking sector: A major stakeholder in bringing fourth industrial revolution in the country. (2021). Li, Xin ; Xiong, Deping ; He, Xingxing . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:165:y:2021:i:c:s0040162520313457.

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2021Is centralization killing innovation? The success story of technological innovation in fiscally decentralized countries. (2021). Yi, Rita ; Ali, Shahid ; Khan, Zeeshan ; Muhammad, Sulaman ; Chi, Meiqing. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:168:y:2021:i:c:s0040162521001633.

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2021Cash flow uncertainty, financial constraints and R&D investment. (2021). Beladi, Hamid ; Hu, May ; Deng, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s105752192100123x.

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2021Women executives and financing pecking order of GEM-listed companies: Moderating roles of social capital and regional institutional environment. (2021). Alon, Ilan ; Deng, Shengliang ; Wang, XU. In: Journal of Business Research. RePEc:eee:jbrese:v:136:y:2021:i:c:p:466-478.

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2021Regional gap and the trend of green finance development in China. (2021). Lee, Chien-Chiang ; Bian, Baocheng ; Lv, Chengchao ; He, Zhiwen. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003625.

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2021WORLD EXPERIENCE IN THE INTRODUCTION OF MODERN INNOVATION AND INFORMATION TECHNOLOGIES IN THE FUNCTIONING OF FINANCIAL INSTITUTIONS. (2021). Kholiavko, Nataliia ; Dubyna, Maksym ; Popelo, Olha. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2021:7:2:21.

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2021.

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2021Predicting stock returns: A risk measurement perspective. (2021). Wen, Fenghua ; Kang, Jie ; Dai, Zhifeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000193.

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2021Positive-definite modification of a covariance matrix by minimizing the matrix $$\ell_{\infty}$$ ? ? norm with applications to portfolio optimization. (2021). Choi, Young-Geun ; Lim, Johan ; Katayama, Shota. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:105:y:2021:i:4:d:10.1007_s10182-021-00396-7.

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2021Does government funding promote or inhibit the financialization of manufacturing enterprises? Evidence from listed Chinese enterprises. (2021). Lyu, Simeng ; Yang, Shuo ; Qi, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000875.

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2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. (2021). Jalkh, Naji ; Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:180-197.

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2021Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks. (2021). Kočenda, Evžen ; Kocenda, Even ; Bro, Vaclav. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9463.

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2021Financial bubbles and sustainability of public debt: The case of Spain. (2021). Prats, Maria A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2111.

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2021CSR and investment efficiency in Western European countries. (2021). ben Khediri, Karim. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:28:y:2021:i:6:p:1769-1784.

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2021Working capital management and CEO age. (2021). James, Hui Liang ; Burney, Robert B ; Wang, Hongxia. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s221463502100040x.

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2021Financial reporting and corporate innovation: a review of the international literature. (2021). Guo, Huiting ; Liu, Ying ; Habib, Ahsan ; Huang, Hedy Jiaying. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5439-5499.

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2021Attention to the Election-Economics-Politics (EEP) Nexus in the Indian Stock Markets. (2021). Sinha, Paritosh Chandra. In: The Review of Finance and Banking. RePEc:rfb:journl:v:13:y:2021:i:1:p:7-32.

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2021Volume decomposition and volatility in dual-listing H-shares. (2021). Wang, Chaoyan ; Dey, Malay K. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:4:d:10.1057_s41260-021-00207-3.

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2021The day-of-the-week-effect on the volatility of commodities. (2021). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310084.

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2021Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

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2021Dependence Modeling and Risk Assessment of a Financial Portfolio with ARMA-APARCH-EVT models based on HACs. (2021). Barro, Diakarya ; Mallam, Hassane Abba ; Moutari, Dodo Natatou ; Saley, Bisso. In: Papers. RePEc:arx:papers:2105.09473.

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2021Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2021). Nguyen, Hoang ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2021_015.

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2021Oil price, exchange rate and stock price in Nigeria: Fresh insights based on quantile ARDL model. (2021). Effiom, Lionel ; Uche, Emmanuel. In: ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT. RePEc:fan:efeefe:v:html10.3280/efe2021-001004.

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2021Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:21-34.

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2021Oil shocks and equity markets: The case of GCC and BRICS economies. (2021). Zaremba, Adam ; Trabelsi, Nader ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000608.

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2021On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty. (2021). Adekoya, Oluwasegun B ; Fasanya, Ismail O ; Adetokunbo, Abiodun M. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001240.

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2021Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863.

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2021Crude oil, gold, natural gas, exchange rate and indian stock market: Evidence from the asymmetric nonlinear ARDL model. (2021). Singhal, Shelly ; Choudhary, Sangita ; Kumar, Suresh. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002087.

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2021Dynamic dependence nexus and causality of the renewable energy stock markets on the fossil energy markets. (2021). Mo, Bin ; Lie, Jiayi ; Wang, Jieru ; Jiang, Yonghong. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s0360544221014390.

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2021Spatial Dependence Evaluation of Agricultural Technical Efficiency—Based on the Stochastic Frontier and Spatial Econometric Model. (2021). Wu, Jianzhai ; Yin, Ziqi. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2708-:d:509384.

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2021Valuation uncertainty, home and host market uncertainty, and cross-border seasoned equity offerings. (2021). Richards, Malika ; Miller, Stewart R ; Indro, Daniel C ; Eden, Lorraine. In: International Business Review. RePEc:eee:iburev:v:30:y:2021:i:3:s0969593121000159.

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2021Is there a green fund premium? Evidence from twenty seven emerging markets. (2021). Porada-Rocho, Magorzata ; Abbas, Syed Kumail ; Mirza, Nawazish ; Naqvi, Bushra ; Itani, Rania. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000545.

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2021Sustainable energy goals and investment premium: Evidence from renewable and conventional equity mutual funds in the Euro zone. (2021). Umar, Muhammad ; Mirza, Nawazish ; Chen, Xueqi ; Ji, Xiangfeng. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003962.

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2021The impact of the macroeconomic factors in the bank efficiency: Evidence from the Chinese city banks. (2021). Lu, Ching-Cheng ; Chen, Xiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301844.

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2021Financial Performance of Iranian Banks from 2013 to 2019: A Panel Data Approach. (2021). Magda, Robert ; Bouzari, Parisa ; Fekete-Farkas, Maria ; Ebrahimi, Pejman. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:257-:d:570766.

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2021Energy Cost Performance of Thermal Power Industry in China Considering Regional Heterogeneity: A Meta-Frontier Cost Malmquist Productivity Decomposition Approach. (2021). Chen, Xiang ; Wang, Yujia ; Zhang, Xuping ; Zhu, Zhigang. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:12:p:6823-:d:576256.

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2021Asymmetric effects of monetary policy and output shocks on the real estate market in China. (2021). Pan, Fanghui ; Zhang, Xiaoyu. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001899.

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2021Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula. (2021). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00211-7.

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2021Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). GUPTA, RANGAN ; Gabauer, David ; Tiwari, Aviral Kumar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071.

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2021The pricing of bad contagion in cryptocurrencies: A four-factor pricing model. (2021). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Ahmad, Tanveer ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316111.

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2021Backtesting VaR under the COVID-19 sudden changes in volatility. (2021). Iguez, Trino-Manuel ; Leon, Angel ; Castillo, Brenda. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001057.

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2021Loan loss provisioning of US banks: Economic policy uncertainty and discretionary behavior. (2021). Demir, Ender ; Ozili, Peterson ; Danisman, Gamze Ozturk. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:923-935.

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2021Bank earnings management using loan loss provisions: comparing the UK, France, South Africa and Egypt. (2021). Ozili, Peterson Kitakogelu. In: MPRA Paper. RePEc:pra:mprapa:108506.

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2021Loan loss provisions and income smoothing – Do shareholders matter?. (2021). Skała, Dorota ; Skaa, Dorota. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002350.

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2021The transmission of global monetary and credit shocks on exchange market pressure in emerging markets and developing economies. (2021). Keefe, Helena Glebocki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000391.

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2021Rational repricing of risk during COVID?19: Evidence from Indian single stock options market. (2021). Virmani, Vineet ; Varma, Jayanth R ; Agarwalla, Sobhesh Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1498-1519.

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2021Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks: Evidence from China. (2021). Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302400.

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2021Interconnectedness, systemic risk, and the influencing factors: Some evidence from China’s financial institutions. (2021). Zhang, Tianyi ; Yang, Zhongyi ; Tong, MU ; Wu, Shan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:569:y:2021:i:c:s0378437121000376.

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2021Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020. (2021). Li, Yangyang ; Gao, Yang ; Wang, Yaojun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000231.

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2021Analysis of the impact of COVID-19 pandemic on G20 stock markets. (2021). Dong, Zibing ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001455.

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2021Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises. (2021). Chevallier, Julien ; Deng, Yuanyue ; Lin, Renda ; Zhu, BO ; Chen, Pingshe. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002406.

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2021Media sentiment and short stocks performance during a systemic crisis. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Gubareva, Mariya ; Umar, Zaghum. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002222.

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2021Non-Traditional Systemic Risk Contagion within the Chinese Banking Industry. (2021). Zhang, Zhaoyong ; Yong, Jaime ; Scagnelli, Simone ; Choudhury, Tonmoy. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7954-:d:595494.

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2021CEO overconfidence and labor investment efficiency. (2021). Lai, Shaojie ; Chan, Kam C ; Li, Xiaorong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302060.

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2021On the effect of full-fledged IT adoption on stock returns and their conditional volatility: Evidence from propensity score matching. (2021). Boughrara, Adel ; Dridi, Ichrak. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:179-194.

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2021How Does Corporate Party Committee Governance Affect Charitable Donations? Evidence from Heavy-Pollution Industries in China. (2021). Ur, Haroon ; Hang, Zixuan ; Fan, Cheng ; Li, Lirong ; Zhang, Huiming. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:12242-:d:673253.

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2021On management risk and price in the mutual fund industry: style and performance distribution analysis. (2021). Mingo-Lopez, Diego Victor ; Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00072-9.

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2021Using Textual and Economic Features to Predict the RMB Exchange Rate. (2021). Hung, Chihli ; Chou, Hsien-Ming ; Chung, Yi-Chen. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:11:y:2021:i:6:f:11_6_8.

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2021The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns. (2021). Lee, Chien-Chiang ; Chen, Mei-Ping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:830-852.

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2021The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies. (2021). Li, Youwei ; Wang, Yizhi ; Almaharmeh, Mohammad I ; Vigne, Samuel A ; Shehadeh, Ali A. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002003.

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2021Income diversification and bank risk in Asia Pacific. (2021). Lin, Yongjia ; Wang, Chunyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000760.

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2021.

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2021Do Public–Private Partnership Investment in Energy and Technological Innovation Matter for Environmental Sustainability in the East Asia and Pacific Region? An Application of a Frequency Domain Causal. (2021). Kirikkaleli, Dervis ; Castanho, Rui Alexandre ; Gen, Sema Yilmaz ; Adebayo, Tomiwa Sunday. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3039-:d:514612.

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2021Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries. (2021). Kondoz, Mehmet ; Athari, Seyed Alireza ; Kirikkaleli, Dervis. In: Journal of Economics and Business. RePEc:eee:jebusi:v:116:y:2021:i:c:s0148619521000023.

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2021Customer concentration and corporate risk-taking. (2021). Sun, LI ; Ma, Diandian ; Dong, Yizhe ; Cao, Yue. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000504.

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2021Catastrophic risks and the pricing of catastrophe equity put options. (2021). Tassinari, Gian Luca ; Quaranta, Anna Grazia ; Bianchi, Michele Leonardo ; ARNONE, MASSIMO . In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:2:d:10.1007_s10287-021-00391-y.

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2021Pricing vulnerable options with jump risk and liquidity risk. (2021). Wang, Xingchun. In: Review of Derivatives Research. RePEc:kap:revdev:v:24:y:2021:i:3:d:10.1007_s11147-021-09177-5.

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2021Mergers and Acquisitions Risk Modeling. (2021). Plotnikov, Vladimir ; Vselenskaya, Inga ; Vertakova, Yulia. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:451-:d:639681.

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2021A novel explanation for idiosyncratic volatility anomaly: An asset decomposition perspective. (2021). Zhang, Qun ; Wan, Wei ; Chen, Yue ; Liu, Hao. In: Economics Letters. RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002718.

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2021The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns. (2021). Li, Jinfang ; Wang, Ruina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001388.

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2021A new assessment of economic integration in East Asia: Application of an industry-specific G-PPP model. (2021). Kawasaki, Kentaro ; Sato, Kiyotaka. In: Japan and the World Economy. RePEc:eee:japwor:v:60:y:2021:i:c:s0922142521000505.

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2021The Relationship between CEO Psychological Biases, Corporate Governance and Corporate Social Responsibility. (2021). Salhi, Bassem. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:317-:d:591441.

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2021A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model. (2021). Zhu, Chunhui ; Zhang, Yuanyuan ; Li, Shaoyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001479.

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2021Higher moment connectedness in cryptocurrency market. (2021). Yarovaya, Larisa ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001064.

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2021Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873.

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2021A Sparsity Algorithm with Applications to Corporate Credit Rating. (2021). Florescu, Ionut ; Chen, Zhi ; Wang, Dan. In: Papers. RePEc:arx:papers:2107.10306.

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2021Fiscal and current account imbalances: the cases of Germany and Portugal. (2021). Afonso, Antonio ; Coelho, Jose Carlos. In: Working Papers. RePEc:inf:wpaper:2021.12.

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2021Current Account Targeting Hypothesis versus Twin Deficit Hypothesis: the EMU experience of Portugal. (2021). Coelho, José Carlos ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01822021.

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202160%, -4% and 6%, a tale of thresholds for EU fiscal and current account developments. (2021). Coelho, José Carlos ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01962021.

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202160%, -4% and 6%, a tale of thresholds for EU fiscal and current account developments. (2021). Afonso, Antonio ; Coelho, Jos Carlos. In: Working Papers. RePEc:inf:wpaper:2010.09.

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2021Current Account Targeting Hypothesis versus Twin Deficit Hypothesis: The EMU Experience of Portugal. (2021). Coelho, José Carlos ; Afonso, Antonio. In: EconPol Working Paper. RePEc:ces:econwp:_68.

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202160%, -4% And 6%, a Tale of Thresholds for EU Fiscal and Current Account Developments. (2021). Coelho, José Carlos ; Afonso, Antonio. In: EconPol Working Paper. RePEc:ces:econwp:_69.

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2021Fiscal and current account imbalances: the cases of Germany and Portugal. (2021). Afonso, Antonio ; Coelho, Jose Carlos. In: Working Papers REM. RePEc:ise:remwps:wp02082021.

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2021Fiscal and Current Account Imbalances: The Cases of Germany and Portuga. (2021). Afonso, Antonio ; Coelho, Jose Carlos. In: EconPol Working Paper. RePEc:ces:econwp:_72.

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2021Is the Fiscal Deficit of ASEAN Alarming? Evidence from Fiscal Deficit Consequences and Contribution towards Sustainable Economic Growth. (2021). Bangash, Romana ; Khan, Hanana ; Marimuthu, Maran. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10045-:d:631201.

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2021Wealth, Assets and Life Satisfaction: A Metadata Instrumental-Variable Approach. (2021). Rizov, Marian ; Cupak, Andrej ; Brokesova, Zuzana ; Lepinteur, Anthony. In: Working and Discussion Papers. RePEc:svk:wpaper:1081.

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2021Household savings and subjective wellbeing: Evidence from China. (2021). Gu, Mengyi ; Jiang, Guohai ; Chen, Fuzhong. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:55:y:2021:i:4:p:1489-1504.

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2021Identifying and Predicting the Credit Risk of Small and Medium-Sized Enterprises in Sustainable Supply Chain Finance: Evidence from China. (2021). Yang, Peifang ; Liu, Feng ; Pang, Ruiqi ; Chu, Xuejian. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5714-:d:558080.

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2021The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom. (2021). GUPTA, RANGAN ; Marfatia, Hardik A ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202168.

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2021Analyzing the Relationship between Derivative Usage and Systemic Risk in South Africa. (2021). Zhou, Sheunesu. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:9:y:2021:i:4:p:217-234.

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2021Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies. (2021). Vo, Xuan Vinh ; Umar, Zaghum ; Aharon, David Y. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00274-w.

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2021A Survey of Hedge and Safe Havens Assets against G-7 Stock Markets before and during the COVID-19 Pandemic. (2021). Ozdemir, Zeynel Abidin. In: IZA Discussion Papers. RePEc:iza:izadps:dp14888.

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2021Spillovers of Stock Markets among the BRICS: New Evidence in Time and Frequency Domains before the Outbreak of COVID-19 Pandemic. (2021). Shi, Kai. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:112-:d:512945.

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2021Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany. (2021). Hamori, Shigeyuki ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000454.

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2021Is volatility spillover enough for investor decisions? A new viewpoint from higher moments. (2021). Hamori, Shigeyuki ; He, Xie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000632.

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2021The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?. (2021). Arreolahernandez, Jose ; Ahmad, Wasim ; Mishra, Ritesh Kumar ; Saini, Seema. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001161.

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2021Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach. (2021). Hamori, Shigeyuki ; Liu, Tiantian. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3442-:d:572780.

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2021Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:145-162.

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2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243.

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2021How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period. (2021). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004212.

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2021What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models. (2021). Garc, Andr'Es. In: Papers. RePEc:arx:papers:2109.01214.

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2021Performance of gold-backed cryptocurrencies during the COVID-19 crisis. (2021). Wardah, Hajah Siti ; Wasiuzzaman, Shaista. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000398.

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2021Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns. (2021). Lee, Hsiu-Chuan ; Liao, Tzu-Hsiang ; Chung, Chien-Ping. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306788.

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2021The informational content of implied volatility: Application to the USD/JPY exchange rates. (2021). Wu, Han ; Zhao, YU ; Li, Jie ; Peng, Qing. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000920.

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2021Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis. (2021). Vuković, Darko ; Maiti, Moinak ; Lapshina, Kseniya A ; Vukovic, Darko B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000838.

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2021Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Adam, Anokye M ; Oyedokun, Tunbosun ; Tweneboah, George ; Junior, Peterson Owusu ; Ijasan, Kola. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:58-91.

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2021Is export tax rebate a quality signal to determine firms’ capital structure? A financial intermediation perspective. (2021). Zhang, Dongyang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s027553192030355x.

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2021The impact of debt restructuring on dynamic investment and financing policies. (2021). Luo, Pengfei ; Tan, Yingxian. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001723.

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2021How external debt led to economic growth in South Asia: A policy perspective analysis from quantile regression. (2021). TAGHIZADEH-HESARY, Farhad ; Iqbal, Wasim ; Ullah, Hafeez ; Mohsin, Muhammad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:423-437.

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2021Validating intra-day risk premium in cross-sectional return curves. (2021). Zhao, Yuqian. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100101x.

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2021Does liquidity drive stock market returns? The role of investor risk aversion. (2021). Liu, Xiaoquan ; Kuo, Jing-Ming ; Choudhry, Taufiq ; Zhang, Qingjing. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00966-5.

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2021Differential impact of earnings management on the accrual anomaly. (2021). Ali, Asgar ; Bansal, Manish. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:7:d:10.1057_s41260-021-00243-z.

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2021The speed of stock price adjustment to corporate announcements: Insights from Turkey. (2021). Hasan, Afan ; Simsek, Koray D ; Simsir, Serif Aziz ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305872.

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2021Impact of the “Belt and Road Initiative” on machinery production networks. (2021). Lin, Chinho ; Yang, Yiwen. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002315.

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2021The Economic Effects of China’s Distribution Industry: An Input-Output Analysis. (2021). Choi, Seokkyu ; Kim, Woohyoung. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3477-:d:521429.

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2021Factors Affecting the Trade Dependence Relationship of Asian Countries with China: Implications for China’s Belt and Road Initiative. (2021). Wang, DI ; Shao, Yanmin ; Shi, Jinfeng ; Xue, Feihuang ; Yang, Wei. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:10844-:d:646541.

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2021Analysis of the gold fixing price fluctuation in different times based on the directed weighted networks. (2021). Jiang, LE ; Zhang, Guangyong ; Fu, Min ; Tian, Lixin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000668.

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2021Home–host distance in governance quality, foreign banks’ lending, and emerging host markets’ resilience. (2021). Kowalewski, Oskar ; Pisany, Pawel. In: Working Papers. RePEc:ies:wpaper:f202108.

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2021Corporate Governance and Banking Systemic Risk: A Test of the Bundling Hypothesis. (2021). Hussain, Nazim ; Addo, Kwabena Aboah ; Iqbal, Jamshed. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560620302837.

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2021The leverage anomaly in U.S. bank stock returns. (2021). Venmans, Frank. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001384.

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2021COVID-19 and time-frequency connectedness between green and conventional financial markets. (2021). Hasan, Mudassar ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Alawi, Suha M. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100048x.

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2021Financial Risk Meter based on expectiles. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Li, Yingxing ; Lu, Meng-Jou ; Ren, Rui. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021008.

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2021Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network. (2021). Chen, Jianming ; Li, Jianping ; Wang, Jun ; Sun, Xiaolei ; Liu, Chang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920302002.

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2021News-based equity market uncertainty and crude oil volatility. (2021). Saeed, Tareq ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001791.

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2021The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

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2021Dependence Structure between Indian Financial Market and Energy Commodities: A Cross-quantilogram based Evidence. (2021). Sinha, Avik ; Sharma, Ankit ; Adhikari, Arnab ; Sharif, Arshian. In: MPRA Paper. RePEc:pra:mprapa:111181.

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2021Natural resources commodity prices volatility and economic performance: Evidence from China pre and post COVID-19. (2021). Kirikkaleli, Dervis ; Khan, Zeeshan ; Ali, Sher ; Zhang, Mei ; Ma, Qiang. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003470.

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2021Impact of COVID-19 outbreak on multi-scale asymmetric spillovers between food and oil prices. (2021). Cheng, Sheng ; Cao, Yan. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003731.

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2021Entrepreneurial decisions with idiosyncratic risk and unknown profitability. (2021). Wang, Haijun ; Zhang, Wenlong. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002005.

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2021Beyond risk parity – A machine learning-based hierarchical risk parity approach on cryptocurrencies. (2021). Burggraf, Tobias. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s154461232030177x.

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2021Understanding cryptocurrency volatility: The role of oil market shocks. (2021). Yin, Libo ; Han, Liyan ; Nie, Jing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:233-253.

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2021Do higher-order realized moments matter for cryptocurrency returns?. (2021). Ahmed, Walid ; al Mafrachi, Mustafa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:483-499.

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2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101.

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2021Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges. (2021). Guo, Yaoqi ; Yang, Cai ; Zhang, Hongwei ; Wang, Peijin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001008.

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2021How cryptocurrency affects economy? A network analysis using bibliometric methods. (2021). Wang, Shouyang ; Zhang, Dingxuan ; Li, Xuerong ; Yue, Yao . In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001976.

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2021Cryptocurrency shocks. (2021). Serletis, Apostolos ; Rahman, Sajjadur ; Liu, Jinan. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:2:p:190-202.

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2021Exploring the dynamic relationship between Bitcoin and commodities: New insights through STECM model. (2021). Regaieg, Rym ; Bejaoui, Azza ; Mgadmi, Nidhal ; Moussa, Wajdi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004256.

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2021Discernible differences in the building façades, but not in the productivity numbers: A comparison between domestic and foreign banks in North Africa. (2021). CHAFFAI, Mohamed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:344-357.

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2021Short-term institutions’ information advantage and overvaluation. (2021). Vianna, Andre ; Serrano, Alejandro ; Du, Brian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301893.

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2021A general control variate method for time-changed Lévy processes: An application to option pricing. (2021). Wang, Cong ; Shiraya, Kenichiro ; Yamazaki, Akira. In: CARF F-Series. RePEc:cfi:fseres:cf499.

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Recent citations
Recent citations received in 2021

YearCiting document
2021Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Adam, Anokye M ; Oyedokun, Tunbosun ; Tweneboah, George ; Junior, Peterson Owusu ; Ijasan, Kola. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:58-91.

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2021WORLD EXPERIENCE IN THE INTRODUCTION OF MODERN INNOVATION AND INFORMATION TECHNOLOGIES IN THE FUNCTIONING OF FINANCIAL INSTITUTIONS. (2021). Kholiavko, Nataliia ; Dubyna, Maksym ; Popelo, Olha. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2021:7:2:21.

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2021Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?. (2021). Zopounidis, Constantin ; King, Timothy ; Koutmos, Dimitrios. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:815-837.

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2021Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China. (2021). Zhou, Peng ; Guo, Dong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/28.

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2021Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos A. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000137.

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2021Contagion and portfolio management in times of COVID-19. (2021). karamti, chiraz ; Belhassine, Olfa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:73-86.

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2021Fiscal stance and the sovereign risk pass-through. (2021). Tancioni, Massimiliano ; Patella, Valeria ; Beqiraj, Elton. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001620.

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2021The impact of hedging on risk-averse agents’ output decisions. (2021). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002273.

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2021The rise of a new anchor currency in RCEP? A tale of three currencies. (2021). Zhou, Peng ; Guo, Dong. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002364.

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2021Valuation of options on the maximum of two prices with default risk under GARCH models. (2021). Wang, Xingchun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000541.

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2021Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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2021COVID-19 and asymmetric volatility spillovers across global stock markets. (2021). Li, Wenqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000954.

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2021How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200.

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2021Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis. (2021). Bhuiyan, Abul Bashar ; Hassan, Kabir M ; Mahi, Masnun ; Hasan, Md Bokhtiar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001236.

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2021The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market. (2021). Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327.

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2021Analysis of the impact of COVID-19 pandemic on G20 stock markets. (2021). Dong, Zibing ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001455.

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2021Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches. (2021). Tiwari, Aviral ; Kablan, Akassi ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003157.

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2021Regional gap and the trend of green finance development in China. (2021). Lee, Chien-Chiang ; Bian, Baocheng ; Lv, Chengchao ; He, Zhiwen. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003625.

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2021The impact of regional banks on environmental pollution: Evidence from Chinas city commercial banks. (2021). Lee, Chien-Chiang ; Cheng, Liang ; Wang, Chang-Song. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003789.

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2021The time-varying responses of financial intermediation and inflation to oil supply and demand shocks in the US: Evidence from Bayesian TVP-SVAR-SV approach. (2021). SAADAOUI, Zied ; Boufateh, Talel. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321004126.

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2021Global temperature, R&D expenditure, and growth. (2021). Jüppner, Marcus ; Kizys, Renatas ; Juppner, Marcus ; Gruning, Patrick ; Donadelli, Michael. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004758.

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2021Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405.

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2021Green bonds as hedging assets before and after COVID: A comparative study between the US and China. (2021). Zhou, Peng ; Guo, Dong. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100548x.

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2021Bond yield and crude oil prices predictability. (2021). Kang, Jie ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001109.

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2021Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis. (2021). Guesmi, Khaled ; ben Khelifa, Soumaya ; Urom, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001186.

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2021Cash flow uncertainty, financial constraints and R&D investment. (2021). Beladi, Hamid ; Hu, May ; Deng, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s105752192100123x.

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2021The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence. (2021). GUPTA, RANGAN ; Wohar, Mark E ; van Eyden, Renee ; Sheng, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001100.

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2021Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?. (2021). Hassan, Kabir M ; Hasan, Md Bokhtiar ; Alhenawi, Yasser ; Rashid, Md Mamunur. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000661.

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2021Asymmetric tail dependence between green bonds and other asset classes. (2021). Nguyen, Canh Phuc ; Pham, Linh. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000673.

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2021Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis. (2021). Wu, Lanxin ; Jiang, Yonghong ; Nie, HE ; Tian, Gengyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000433.

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2021Stock market and deviations from covered interest parity. (2021). Ibhagui, Oyakhilome. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001104.

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2021Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Mensi, Walid. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001657.

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2021Stock market volatility on shipping stock prices: GARCH models approach. (2021). Mokhtar, Kasypi ; Mhd, Siti Marsila. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000372.

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2021Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks. (2021). Zhang, Hongwei ; Gao, Wang ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001483.

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2021Time-varying effect of international iron ore price on China’s inflation: A complete price chain with TVP-SVAR-SV model. (2021). Yang, Shuo ; Chen, Yufeng. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002142.

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2021Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic. (2021). Reboredo, Juan ; Ugolini, Andrea ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002294.

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2021Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002324.

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2021Research on financial early warning of mining listed companies based on BP neural network model. (2021). Lei, Yalin ; Sun, Xiaojun. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002348.

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2021Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic. (2021). Ramos, Ana Rosa ; Lopez, Raquel ; De, Maria ; Jareo, Francisco. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002920.

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2021Efficient predictability of oil price: The role of number of IPOs and U.S. dollar index. (2021). Hu, Yangli ; Kang, Jie ; Dai, Zhifeng. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100307x.

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2021Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak. (2021). Kanjilal, Kakali ; Ghosh, Sajal ; Bouri, Elie ; Song, Ying. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003883.

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2021Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold. (2021). Chkili, Walid ; Arfaoui, Mongi ; ben Rejeb, Aymen. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004165.

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2021Dynamic spillovers and dependencies between iron ore prices, industry bond yields, and steel prices. (2021). Ma, Yiqun. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004396.

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2021Does geopolitical risk uncertainty strengthen or depress cash holdings of oil enterprises? Evidence from China. (2021). Yue, Xiao-Guang ; Shao, Xue-Feng ; Mirza, Nawazish ; Xiong, De-Ping ; Wang, Kai-Hua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000238.

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2021Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK. (2021). al Rababaa, Abdel Razzaq ; Alomari, Mohammad ; Ur, Mobeen ; Alkhataybeh, Ahmad ; El-Nader, Ghaith. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:280-297.

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2021Using Artificial Neural Networks to Support the Decision-Making Process of Buying Call Options Considering Risk Appetite. (2021). Michalski, Marek ; Amasz, Bartosz ; Puka, Radosaw. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:24:p:8494-:d:704031.

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2021Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula. (2021). Muteba Mwamba, John Weirstrass ; Mwambi, Sutene Mwambetania. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:2:p:30-:d:566104.

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2021Succession as a Risk Process in the Survival of a Family Business—Case of Slovakia. (2021). Ajbidorova, Maria ; Moravanska, Monika ; Luakova, Zuzana ; Rumanko, Boris. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:458-:d:644256.

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2021Does Heterogeneity in COVID-19 News Affect Asset Market? Monte-Carlo Simulation Based Wavelet Transform. (2021). Ashfaq, Saira ; Kayani, Ghulam Mujtaba ; Siddique, Asima. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:463-:d:648446.

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2021Make the Best from Comparing Conventional and Islamic Asset Classes: A Design of an All-Seasons Combined Portfolio. (2021). Pola, Gianni ; delle Foglie, Andrea. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:484-:d:655579.

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Recent citations received in 2020

YearCiting document
2020Information asymmetry and the choice between rights issue and private placement of equity. (2020). Sony, Bipin ; Bhaduri, Saumitra ; Bhadurib, Saumitra. In: BASE University Working Papers. RePEc:alj:wpaper:01/2020.

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2020Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics. (2020). Krištoufek, Ladislav. In: Papers. RePEc:arx:papers:2004.00047.

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2020Capturing dynamics of post-earnings-announcement drift using genetic algorithm-optimised supervised learning. (2020). Schuller, Bjorn W ; Ye, Zhengxin Joseph. In: Papers. RePEc:arx:papers:2009.03094.

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2020Principal Component Analysis and Factor Analysis for Feature Selection in Credit Rating. (2020). Florescu, Lonut ; Yang, Shenghuan. In: Papers. RePEc:arx:papers:2011.09137.

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2020Every Corporation Owns Its Image: Corporate Credit Ratings via Convolutional Neural Networks. (2020). Xue, Wenfang ; Feng, Bojing ; Liu, Zeyu. In: Papers. RePEc:arx:papers:2012.03744.

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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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2020The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00167.

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2020The Impact of Healthcare Expenditure and Healthcare Sector Growth on CO2 Emission using Dynamic Panel Data System GMM Estimation Model during COVID 19 Crisis. (2020). Abd, Intan Maizura ; Abu, Irza Hanie ; Amlus, Mohammad Harith ; Hamzah, Hariri ; Ibrahim, Suraiya ; Fauzi, Wan Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-31.

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2020A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237.

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2020Volatility forecasting using related markets’ information for the Tokyo stock exchange. (2020). Su, Jen-Je ; Li, Bin ; Todorova, Neda ; Jayawardena, Nirodha I. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:143-158.

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2020Mixed data sampling expectile regression with applications to measuring financial risk. (2020). Yu, Keming ; Jiang, Cuixia ; Chen, LU ; Xu, Qifa. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:469-486.

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2020Which types of commodity price information are more useful for predicting US stock market volatility?. (2020). Li, Yan ; Ma, Feng ; Liang, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:642-650.

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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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2020Happiness sentiments and the prediction of cross-border country exchange-traded fund returns. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301510.

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2020Do alternative energy markets provide optimal alternative investment opportunities?. (2020). Vo, Xuan Vinh ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301674.

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2020Risk contagion in the banking network: New evidence from China. (2020). Peng, Fei ; Anwar, Sajid ; Li, LI ; Chen, Bing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301704.

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2020Retail investors’ trading and stock market liquidity. (2020). Abudy, Menachem Meni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301741.

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2020Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data. (2020). Vo, Xuan Vinh ; Kang, Sang Hoon ; Wanas, Idries Mohammad ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301777.

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2020Volatility interdependence on foreign exchange markets: The contribution of cross-rates. (2020). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301807.

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2020Is there valuable private information in credit ratings?. (2020). Alanis, Emmanuel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301832.

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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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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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2020Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression. (2020). Ma, Xiang ; Huang, Rui ; Zhu, Huiming ; Hau, Liya. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318880.

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2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach. (2020). Sharif, Arshian ; Yarovaya, Larisa ; Aloui, Chaker. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s105752192030140x.

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2020Abnormal operating performance in IPOs: Does public float matter?. (2020). Salerno, Dario ; Meles, Antonio. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301678.

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2020Extension of the Fama and French model: A study of the largest European financial institutions. (2020). Escolastico, Alba M ; De, Maria ; Jareo, Francisco. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:115-139.

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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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2020Political uncertainty and firm entry: Evidence from Chinese manufacturing industries. (2020). Feng, Zongxian ; Mao, Hui ; Chen, Shaojian. In: Journal of Business Research. RePEc:eee:jbrese:v:120:y:2020:i:c:p:16-30.

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2020Macroprudential policies, corporate governance and bank risk: Cross-country evidence. (2020). Pasiouras, Fotios ; Lozano-Vivas, Ana ; Papadimitri, Panagiota ; Gaganis, Chrysovalantis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:126-142.

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2020Do bitcoin and precious metals do any good together? An extreme dependence and risk spillover analysis. (2020). Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s030142071930371x.

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2020Re-investigation of the resource curse hypothesis: The role of political institutions and energy prices in BRIC countries. (2020). Abbas, Syed Kumail ; Usman, Ahmad ; Mir, Ghulam Mustafa ; Ye, Zhiwei ; Hussain, Muzzammil. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308655.

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2020Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management. (2020). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308680.

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2020When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Phani, B V ; Rahman, Abdul ; Ahmad, Wasim ; Awasthi, Kritika. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898.

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2020Corruption and financial fragility of small and medium enterprises: International evidence. (2020). Doan, Anh-Tuan ; Le, Anh-Tuan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300499.

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2020Does a national reform of a logistics system matter in corporate cash management? Evidence from logistics service standardization in China. (2020). Wang, Xiongyuan ; Tan, Jianhua ; Chan, Kam C. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x19305451.

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2020Financial stability of banks in India: Does liquidity creation matter?. (2020). Kashiramka, Smita ; Gupta, Juhi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20304042.

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2020The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach. (2020). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:124-137.

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2020Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China. (2020). Li, Youwei ; Wang, Ziwei ; He, Feng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309419.

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2020Sovereign credit news and disagreement in expectations about the exchange rate: evidence from Brazil. (2020). Montes, Gabriel Caldas ; Pacheco, Diego Silveira. In: Journal of Economic Studies. RePEc:eme:jespps:jes-10-2019-0483.

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2020Impactos monetarios sobre la rentabilidad del mercado accionario en México: Un análisis de cambio de régimen Markoviano. (Monetary Impacts on the Mexican Stock Market Returns: A Markov Switching Appro. (2020). Nava, Abigail Rodriguez ; Castro, Miriam Sosa ; Navarrete, Rosalinda Arriaga. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxix:y:2020:i:2:p:187-216.

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2020New Assessment of Economic Integration in East Asia: Application of Industry-Specific G-PPP Model. (2020). Kiyotaka, Sato ; Kentaro, Kawasaki . In: Discussion papers. RePEc:eti:dpaper:20091.

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2020Does Financial Integration Enhance Economic Growth in China?. (2020). Vo, Duc ; Ho, Chi. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:3:p:65-:d:398370.

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2020Dynamics of Connectedness in Clean Energy Stocks. (2020). Herrera, Rodrigo ; Fuentes, Fernanda. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3705-:d:386412.

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2020The Balanced Energy Mix for Achieving Environmental and Economic Goals in the Long Run. (2020). Vo, Duc ; To, Anh Hoang. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3850-:d:390761.

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2020Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach. (2020). Szafranek, Karol ; Szafrański, Grzegorz ; Woko, Zuzanna ; Szafraski, Grzegorz ; Kwas, Marek. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6327-:d:453941.

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2020Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression. (2020). Orzeszko, Witold ; Fiszeder, Piotr ; Faldzinski, Marcin ; Fadziski, Marcin. In: Energies. RePEc:gam:jeners:v:14:y:2020:i:1:p:6-:d:466264.

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2020The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models. (2020). Bouri, Elie ; Azoury, Nehme ; el Alaoui, Marwane. In: IJFS. RePEc:gam:jijfss:v:8:y:2020:i:3:p:38-:d:379094.

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2020Does the Hashrate Affect the Bitcoin Price?. (2020). Fantazzini, Dean ; Kolodin, Nikita. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:263-:d:437598.

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2020Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications. (2020). Yousaf, Imran ; Wong, Wing-Keung ; Ali, Shoaib. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:148-:d:381691.

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2019An Integrated Early Warning System for Stock Market Turbulence. (2019). Ma, YE ; Zong, LU ; Wang, Peiwan. In: Papers. RePEc:arx:papers:1911.12596.

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2019Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination. (2019). Abual-Foul, Bassam M ; Baghestani, Hamid. In: Review of Economics & Finance. RePEc:bap:journl:190207.

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2019External debts, current account balance and exchange rates in emerging countries. (2019). Bouraoui, Taoufik. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00062.

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2019The effect of investor sentiment on market reactions to financial earnings restatements: Lessons from the United States. (2019). Bouteska, Ahmed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:24:y:2019:i:c:s2214635019300693.

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2019Two frameworks for pricing defaultable derivatives. (2019). Kounchev, Ognyan ; Zaevski, Tsvetelin S ; Savov, Mladen . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:123:y:2019:i:c:p:309-319.

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2019An integral equation approach for optimal investment policies with partial reversibility. (2019). Kim, Geonwoo ; Jeon, Junkee. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:125:y:2019:i:c:p:73-78.

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2019Identifying booms and busts in house prices under heterogeneous expectations. (2019). Hommes, Cars ; Bolt, Wilko ; van der Leij, Marco ; Diks, Cees ; Demertzis, Maria. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:234-259.

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2019A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform. (2019). Wang, Xiangning ; Firouzi, Shahrokh. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:42-56.

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2019Firm-specific investor sentiment and the stock market response to earnings news. (2019). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:221-240.

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2019Driving factors of equity bubbles. (2019). Chen, Langnan ; Wang, Shengquan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:304-317.

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2019Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:47-56.

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2019Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States. (2019). Goodwin, Barry ; Prestemon, Jeffrey P ; Holt, Matthew T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818303802.

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2019The nature of shadow bank leverage shocks on the macroeconomy. (2019). Istiak, Khandokar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300452.

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2019Integrated measurement of liquidity risk and market risk of company bonds based on the optimal Copula model. (2019). Jin, Chenglu ; Zhou, Tianqing ; Lv, Zhihong ; Chen, Rongda ; Lin, Saiyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300737.

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2019Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets. (2019). Yin, Libo ; Su, Zhi ; Mo, Xuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301007.

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2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

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2019The payout policy of politically connected firms: Tunnelling or reputation?. (2019). López-Iturriaga, Félix ; Santana, Domingo Javier ; Lopez-Iturriaga, Felix J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301123.

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2019The role of geopolitical risks on the Turkish economy opportunity or threat. (2019). Zeaiter, Hussein ; Mansour-Ichrakieh, Layal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301445.

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2019Pricing European continuous-installment strangle options. (2019). Kim, Geonwoo ; Jeon, Junkee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301962.

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2019Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas. (2019). Gomez-Gonzalez, Jose ; Rojas-Espinosa, Wilmer. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518304023.

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2019Credit spread approximation and improvement using random forest regression. (2019). Lardy, Jean-Pierre ; Mercadier, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:1:p:351-365.

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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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2019Alpha momentum and alpha reversal in country and industry equity indexes. (2019). Karathanasopoulos, Andreas ; Umutlu, Mehmet ; Zaremba, Adam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:144-161.

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2019Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies. (2019). Tiwari, Aviral ; Demirer, Riza ; Albulescu, Claudiu ; Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:375-388.

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2019Identifying the peak point of systemic risk in international crude oil importing trade. (2019). Dong, Gaogao ; Du, Ruijin ; Stanley, Eugene H ; Zhang, Xin ; Zhao, Longfeng ; Wang, Yougui ; Tian, Lixin. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:281-291.

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2019Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China. (2019). Nie, HE ; Tian, Gengyu ; Zhu, Zixuan ; Jiang, Yonghong. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612319304489.

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2019Short-term momentum (almost) everywhere. (2019). Zaremba, Adam ; Karathanasopoulos, Andreas ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300976.

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2019Monetary and macroprudential policy coordination among multiple equilibria. (2019). Agur, Itai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:192-209.

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2019U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility. (2019). el Ghini, Ahmed ; Belcaid, Karim. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300672.

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2019Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach. (2019). Salisu, Afees ; Raheem, Ibrahim D ; Isah, Kazeem O. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930399x.

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2019Energy, precious metals, and GCC stock markets: Is there any risk spillover?. (2019). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:45-70.

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2019Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns. (2019). Huang, Paoyu ; Ni, Yensen ; Day, Min-Yuh. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:349-372.

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2019Volatility information trading in the index options market: An intraday analysis. (2019). Ryu, Doojin ; Kutan, Ali M ; Yang, Heejin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:412-426.

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2019A directional analysis of oil prices and real exchange rates in BRIC countries. (2019). Khallaf, Ashraf ; Chazi, Abdelaziz ; Baghestani, Hamid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:450-456.

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2019Export-Oriented Financial Center in the Russian Far East: Abstraction or Reality?. (2019). Krivelevich, Maksim Evseevich. In: Spatial Economics=Prostranstvennaya Ekonomika. RePEc:far:spaeco:y:2019:i:2:p:75-91.

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2019Detecting West Texas Intermediate (WTI) Prices’ Bubble Periods. (2019). Perifanis, Theodosios. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:14:p:2649-:d:247267.

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2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3379-:d:263215.

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2019Interdependence Between Renewable-Energy and Low-Carbon Stock Prices. (2019). Ugolini, Andrea ; Reboredo, Juan ; Chen, Yifei. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4461-:d:290072.

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2019Next-Day Bitcoin Price Forecast. (2019). Alon, Ilan ; Shakil, Mohammad Hassan ; Munim, Ziaul Haque. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:103-:d:241532.

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2019A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155.

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2019Contagion Effect in Cryptocurrency Market. (2019). PEREIRA, EDER JOHNSON DE AREA ; Ferreira, Paulo. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:115-:d:247119.

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2019Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components. (2019). Novales, Alfonso ; Chamizo, Alvaro. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:129-:d:255199.

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2019The Cross Section of Country Equity Returns: A Review of Empirical Literature. (2019). Zaremba, Adam. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:165-:d:281162.

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2019Do Overnight Returns Truly Measure Firm-Specific Investor Sentiment in the KOSPI Market?. (2019). Ryu, Doojin ; Park, Chanhi ; Cho, Hoon ; Ik, Sang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3718-:d:246434.

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2019Intellectual Capital, Profitability, and Productivity: Evidence from Pakistani Financial Institutions. (2019). Haris, Muhammad ; Shafique, Muhammad Aamir ; Javaid, Hafiz Mustansar ; Tariq, Gulzara ; Yao, Hongxing. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3842-:d:248307.

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2019Well-Governed Sustainability and Financial Performance: A New Integrative Approach. (2019). Siminica, Marian ; Anghel, Ion ; Noja, Gratiela Georgiana ; Sichigea, Mirela ; Cristea, Mirela. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:17:p:4562-:d:259941.

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2019Should Listed Banks Be Concerned with Intellectual Capital in Emerging Asian Markets? A Comparison between China and Pakistan. (2019). Haris, Muhammad ; Yao, Hongxing ; Xu, Jian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6582-:d:289470.

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2019Regional Anti-Corruption and CSR Disclosure in a Transition Economy: The Contingent Effects of Ownership and Political Connection. (2019). Tong, Peng ; Che, Bin ; Qiao, Mingzhe ; Xu, Shiwei. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2499-:d:226826.

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2018Size of the banking sector: implications for financial stability. (2018). Kakes, Jan ; Nijskens, Rob . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1606.

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2018Unemployment and confidence in Canada: Evidence from national and regional level data. (2018). Pan, Wei-Fong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00691.

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2018Assessing the strategic fit of potential M&As in Chinese banking: A novel Bayesian stochastic frontier approach. (2018). Chen, Zhongfei ; Tsionas, Mike G ; Wanke, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:254-263.

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2018Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583.

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2018Does tax avoidance behavior affect bank loan contracts for Chinese listed firms?. (2018). Beladi, Hamid ; Hu, May ; Chao, Chi Chur. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:104-116.

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2018Partisan conflict, policy uncertainty and aggregate corporate cash holdings. (2018). Hankins, William ; Stone, Anna-Leigh ; Chiu, Ching-Wai ; Jack, Chak Hung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:78-90.

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2018Analytical valuation for geometric Asian options in illiquid markets. (2018). Li, Zhe ; Liu, Yong-Jun ; Zhang, Wei-Guo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:175-191.

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2018A clear advantage: The benefits of transparency to crisis recovery. (2018). Shambaugh, George E ; Shen, Elaine B. In: European Journal of Political Economy. RePEc:eee:poleco:v:55:y:2018:i:c:p:391-416.

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2018Were Reinhart and Rogoff right?. (2018). Zeaiter, Hussein ; Chakrabarti, Avik ; Bitar, Nicholas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:614-620.

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2018.

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2018RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan. (2018). Zhang, Zhaoyong ; Qin, Fengming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:120-:d:175263.

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2018Research on Sustainable Development of the Stock Market Based on VIX Index. (2018). Ruan, Lei. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4113-:d:181650.

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2018Real Exchange Rates, Economic Complexity, and Investment. (2018). Magud, Nicolas ; Sosa, Sebastian ; Brito, Steve. In: IMF Working Papers. RePEc:imf:imfwpa:2018/107.

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2018How US wages effect post-socialist European stock markets: an empirical study. (2018). Ilalan, Deniz. In: Economics and Business Letters. RePEc:ove:journl:aid:12983.

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2018Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress. (2018). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Kanda, Patrick. In: Working Papers. RePEc:pre:wpaper:201848.

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2018Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility. (2018). Tiwari, Aviral ; Ji, Qiang ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:201860.

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2018Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017. (2018). Wohar, Mark ; GUPTA, RANGAN ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:201863.

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2018Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality?. (2018). GUPTA, RANGAN ; Demirer, Riza ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:201880.

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2018Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation. (2018). Takayama, Shino. In: Discussion Papers Series. RePEc:qld:uq2004:603.

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2018Volatility of ruble exchange rate: Oil and sanctions. (2018). Peresetsky, Anatoly ; Aganin, Artem. In: Applied Econometrics. RePEc:ris:apltrx:0353.

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2018.

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2018Price-Based Investment Strategies. (2018). Shemer, Jacob Koby ; Zaremba, Adam. In: Springer Books. RePEc:spr:sprbok:978-3-319-91530-2.

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2018Bank-specific and macro-economic determinants of profitability of Indian commercial banks: A panel data approach. (2018). Tabash, Mosab I ; Al-Homaidi, Eissa A ; Almaqtari, Faozi A. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:6:y:2018:i:1:p:1548072.

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