10
H index
12
i10 index
363
Citations
Leibniz-Institut für Finanzmarktforschung SAFE (Sustainable Architecture for Finance in Europe) | 10 H index 12 i10 index 363 Citations RESEARCH PRODUCTION: 40 Articles 31 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Donadelli. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | COVID-19 Attack on Stock Markets: Event Study and Panel Data Analysis of Organization of Islamic Countries (OIC). (2023). Hanif, Muhammad Wasif ; Awan, Umar Farooq ; Sarwar, Ammara ; Aslam, Muhammad ; Atif, Muhammad ; Sultana, Fatima ; Kashif, Muhammad. In: Journal of Economic Impact. RePEc:adx:journl:v:5:y:2023:i:1:p:50-63. Full description at Econpapers || Download paper | |
2021 | The Effect of Uncertains in European Economic Policies on the BIST 100 Index. (2021). Yildirim, Hakan ; Akda, Saffet. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:2:p:322-331. Full description at Econpapers || Download paper | |
2021 | A Century of Economic Policy Uncertainty Through the French-Canadian Lens. (2021). Kassem, Alaa ; Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2106.05240. Full description at Econpapers || Download paper | |
2022 | Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence. (2022). Pelagatti, Matteo Maria ; Maranzano, Paolo. In: Papers. RePEc:arx:papers:2210.17529. Full description at Econpapers || Download paper | |
2023 | Volatility of Volatility and Leverage Effect from Options. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2305.04137. Full description at Econpapers || Download paper | |
2021 | EQUITY MARKETS RISKS AND RETURNS: IMPLICATIONS FOR GLOBAL PORTFOLIO CAPITAL FLOWS DURING PANDEMIC AND CRISIS PERIODS. (2021). Rusak, Denys ; Pryiatelchuk, Olena ; Dziuba, Pavlo. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2021:7:3:12. Full description at Econpapers || Download paper | |
2023 | The macroeconomic effects of temperature surprise shocks. (2023). Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1407_23. Full description at Econpapers || Download paper | |
2022 | The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45. Full description at Econpapers || Download paper | |
2023 | Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244. Full description at Econpapers || Download paper | |
2022 | The Price of Higher Order Catastrophe Insurance: The Case of VIX Options. (2022). Yang, Aoxiang ; Eraker, Bjorn. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3289-3337. Full description at Econpapers || Download paper | |
2021 | Modelling the impacts of climate change on the global economy: Stagflationary shock looming. (2021). Tonner, Jaromir ; Motl, Martin. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2021/9. Full description at Econpapers || Download paper | |
2021 | Capital Flows at Risk: Taming the Ebbs and Flows. (2021). Sgherri, Silvia ; Sahay, Ratna ; Gornicka, Lucyna ; Gelos, R. Gaston ; Koepke, Robin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15842. Full description at Econpapers || Download paper | |
2023 | Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix. (2023). Guinea, Laurentiu ; Ruiz, Jesus ; Perez, Rafaela. In: UC3M Working papers. Economics. RePEc:cte:werepe:36916. Full description at Econpapers || Download paper | |
2021 | Climate change and monetary policy in the euro area. (2021). Röhe, Oke ; Popov, Alexander ; Petroulakis, Filippos ; Papadopoulou, Niki ; Parker, Miles ; Mistretta, Alessandro ; Lozej, Matija ; Grüning, Patrick ; Giovannini, Alessandro ; Garcia Sanchez, Pablo ; DARRACQ PARIES, Matthieu ; Breitenfellner, Andreas ; Bun, Maurice ; Manzanares, Andres ; Diez-Caballero, Arturo ; Prammer, Doris ; Cruz, Lia Vaz ; Weber, Pierre-Franois ; Gruning, Patrick ; Stracca, Livio ; Farkas, Matyas ; Roos, Madelaine ; Aubrechtova, Jana ; Kapp, Daniel ; Osiewicz, Malgorzata ; Holthausen, Cornelia ; Bua, Giovanna ; Manninen, Otso ; di Nino, Virginia ; van den End, Jan Willem ; Moench, Emanuel ; Sotomayor, Beatriz ; Faiella, Ivan ; Rohe, Oke ; Dinino, Virginia ; Isgro, Lorenzo ; Nerlich, Carolin ; Drudi, Francesco ; Garcia-Sanche | |
2021 | Demand or supply? An empirical exploration of the effects of climate change on the macroeconomy. (2021). Marotta, Fulvia ; Ciccarelli, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20212608. Full description at Econpapers || Download paper | |
2022 | Volatility Spillover between Stock Returns and Oil Prices during the Covid-19 Pandemic in ASEAN. (2022). , Supriyanto ; Alexandri, Mohammad Benny. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-16. Full description at Econpapers || Download paper | |
2022 | Does herding behavior exist in Chinas carbon markets?. (2022). Wu, Zhanchi ; Zhu, Bangzhu ; Wang, Ping ; Gao, Yan ; Zhou, Xinxing. In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015695. Full description at Econpapers || Download paper | |
2021 | COVID-19 pandemic and stock market response: A culture effect. (2021). Nguyen, Nhut H ; Indriawan, Ivan ; Gilbert, Aaron ; Fernandez-Perez, Adrian. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s221463502030383x. Full description at Econpapers || Download paper | |
2021 | Stock price reaction to appointment of a chief health officer during COVID-19. (2021). Ichev, Riste. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s221463502100085x. Full description at Econpapers || Download paper | |
2022 | Volatility of implied volatility and mergers and acquisitions. (2022). Switzer, Lorne N ; el Meslmani, Nabil ; Betton, Sandra. In: Journal of Corporate Finance. RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000864. Full description at Econpapers || Download paper | |
2023 | Macroeconomic outcomes in disaster-prone countries. (2023). Cantelmo, Alessandro ; Papageorgiou, Chris ; Melina, Giovanni. In: Journal of Development Economics. RePEc:eee:deveco:v:161:y:2023:i:c:s0304387822001791. Full description at Econpapers || Download paper | |
2022 | COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715. Full description at Econpapers || Download paper | |
2021 | Realized 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. Full description at Econpapers || Download paper | |
2022 | Do intangible assets provide corporate resilience? New evidence from infectious disease pandemics. (2022). Abadi, Nour ; Hasan, Mostafa Monzur ; Uddin, Mohammad Riaz. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000529. Full description at Econpapers || Download paper | |
2022 | Modeling economic losses and greenhouse gas emissions reduction during the COVID-19 pandemic: Past, present, and future scenarios for Italy. (2022). Quatraro, Francesco ; Santhia, Cristina ; Gastaldo, Michele ; Cottafava, Dario. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000530. Full description at Econpapers || Download paper | |
2022 | Firm-level short selling and the local COVID-19 pandemic: Evidence from China. (2022). Wei, QU ; Ma, Xinru ; He, Jingbin. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001420. Full description at Econpapers || Download paper | |
2022 | Are terrorists responsible for anti-immigrant sentiments? Evidence from Europe. (2022). Tripathi, Ishita. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s026499932200205x. Full description at Econpapers || Download paper | |
2023 | Modelling pandemic risks for policy analysis and forecasting. (2023). DARRACQ PARIES, Matthieu ; Zimic, Sreko ; Damjanovi, Milan ; Angelini, Elena. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003996. Full description at Econpapers || Download paper | |
2021 | BitCoin: A new basket for eggs?. (2021). Tao, Ran ; Su, Chi-Wei ; Qin, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:896-907. Full description at Econpapers || Download paper | |
2021 | COVID-19 stringency measures and foreign investment: An early assessment. (2021). Giofre', Maela. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001492. Full description at Econpapers || Download paper | |
2021 | Measuring real–financial connectedness in the U.S. economy. (2021). Yilmaz, Kamil ; Uluceviz, Erhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001637. Full description at Econpapers || Download paper | |
2022 | The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Maitra, Debasish ; Dash, Saumya Ranjan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x. Full description at Econpapers || Download paper | |
2022 | Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage. (2022). Waked, Sami Sobhi ; Youssef, Mouna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000997. Full description at Econpapers || Download paper | |
2023 | The impact of Twitter-based sentiment on US sectoral returns. (2023). Vo, Xuan Vinh ; Ahmad, Nasir ; Ur, Mobeen ; Zeitun, Rami. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001826. Full description at Econpapers || Download paper | |
2023 | The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108. Full description at Econpapers || Download paper | |
2023 | Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic. (2023). Eleftheriou, Konstantinos ; Grose, Christos ; Economou, Fotini ; Chantziaras, Antonios ; Alexakis, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000694. Full description at Econpapers || Download paper | |
2021 | A century of Economic Policy Uncertainty through the French–Canadian lens. (2021). Ardia, David ; Kassem, Alaa ; Bluteau, Keven. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002159. Full description at Econpapers || Download paper | |
2021 | On the “mementum” of meme stocks. (2021). Santagiustina, Carlo ; Iacopini, Matteo ; Costola, Michele. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521002986. Full description at Econpapers || Download paper | |
2022 | The effects of climate risks on economic activity in a panel of US states: The role of uncertainty. (2022). GUPTA, RANGAN ; Epni, Ouzhan ; Sheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000568. Full description at Econpapers || Download paper | |
2022 | Persistence of state-level uncertainty of the United States: The role of climate risks. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001276. Full description at Econpapers || Download paper | |
2022 | Asset pricing with free entry and exit of firms. (2022). Rabitsch, Katrin ; Marsal, Ales ; Kaszab, Lorant. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002087. Full description at Econpapers || Download paper | |
2023 | Climate, technology, family size; on the crossroad between two ultimate externalities. (2023). Gerlagh, Reyer. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292123000053. Full description at Econpapers || Download paper | |
2022 | Institutional determinants of emerging market returns and flows. (2022). Erickson, Bradley O ; Sonenshine, Ralph. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s156601412200005x. Full description at Econpapers || Download paper | |
2021 | The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802. Full description at Econpapers || Download paper | |
2021 | Does carbon efficiency improve financial performance? Evidence from Chinese firms. (2021). Zhang, Qingjun ; Li, Jing ; Wang, Juan. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005156. Full description at Econpapers || Download paper | |
2022 | The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk. (2022). Li, Leon. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006009. Full description at Econpapers || Download paper | |
2022 | Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Zhang, Xinhua ; Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359. Full description at Econpapers || Download paper | |
2022 | Examining the impact of extreme temperature on green innovation in China: Evidence from city-level data. (2022). Chang, Chun-Ping ; Wei, Wei ; Hu, Haiqing. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004558. Full description at Econpapers || Download paper | |
2023 | Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245. Full description at Econpapers || Download paper | |
2021 | OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | Skewness-based market integration: A systemic risk measure across international equity markets. (2021). Li, Xupei ; Jian, Zhihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000077. Full description at Econpapers || Download paper | |
2021 | Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world. (2021). Demir, Ender ; Zaremba, Adam ; Kizys, Renatas ; Rouatbi, Wael. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001538. Full description at Econpapers || Download paper | |
2022 | Climate change, risk factors and stock returns: A review of the literature. (2022). Venturini, Alessio. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002568. Full description at Econpapers || Download paper | |
2022 | Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161. Full description at Econpapers || Download paper | |
2022 | The impact and role of COVID-19 uncertainty: A global industry analysis. (2022). Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921001708. Full description at Econpapers || Download paper | |
2022 | A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151. Full description at Econpapers || Download paper | |
2022 | Interbank liquidity risk transmission to large emerging markets in crisis periods. (2022). Bouri, Elie ; Hosseini, Seyedmehdi ; Sifat, Imtiaz ; Zarei, Alireza. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001612. Full description at Econpapers || Download paper | |
2022 | Ambiguity and asset pricing: An empirical investigation for an emerging market. (2022). Daniolu, Seza ; Ahin, Baki Cem. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002885. Full description at Econpapers || Download paper | |
2023 | COVID-19 and finance scholarship: A systematic and bibliometric analysis. (2023). Sureka, Riya ; Kumar, Satish ; Goodell, John W ; Boubaker, Sabri. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004082. Full description at Econpapers || Download paper | |
2023 | On the right jump tail inferred from the VIX market. (2023). Izzeldin, Marwan ; Yao, Xingzhi ; Li, Zhenxiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000236. Full description at Econpapers || Download paper | |
2023 | Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587. Full description at Econpapers || Download paper | |
2023 | Possibility versus feasibility: International portfolio diversification under financial liberalization. (2023). Yao, Shujie ; Wan, Hong ; Chen, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001680. Full description at Econpapers || Download paper | |
2021 | Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic. (2021). Butt, Hassan Anjum ; Baig, Ahmed S ; Aun, Syed ; Haroon, Omair. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305821. Full description at Econpapers || Download paper | |
2021 | The impact of COVID-19 on the Chinese stock market: Sentimental or substantial?. (2021). Wu, Mengyuan ; Sun, Yunchuan ; Peng, Zihan ; Zeng, Xiaoping. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316524. Full description at Econpapers || Download paper | |
2021 | Pandemic and bank lending: Evidence from the 2009 H1N1 pandemic. (2021). Gong, Di ; Lu, Liping ; Jiang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320305882. Full description at Econpapers || Download paper | |
2021 | Firm-specific news and the predictability of Consumer stocks in Vietnam. (2021). Salisu, Afees ; Vo, Xuan Vinh. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316159. Full description at Econpapers || Download paper | |
2021 | Google search volumes and the financial markets during the COVID-19 outbreak. (2021). Santagiustina, Carlo ; Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316986. Full description at Econpapers || Download paper | |
2022 | Impact of COVID-19 on sovereign risk: Latin America versus Asia. (2022). Kliber, Agata ; Bedowska-Sojka, Barbara . In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005328. Full description at Econpapers || Download paper | |
2022 | COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005894. Full description at Econpapers || Download paper | |
2022 | Household investment diversification amid Covid-19 pandemic: Evidence from Chinese investors. (2022). Lu, Xiaomeng ; Zhang, Yong ; Sha, Yezhou. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612322001222. Full description at Econpapers || Download paper | |
2023 | Short-selling and mutual fund herding: The Chinese evidence. (2023). Xiang, Cheng ; Feng, Lixuan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006936. Full description at Econpapers || Download paper | |
2023 | Twitter-based Chinese economic policy uncertainty. (2023). Kim, Minki ; Choi, Eunseon ; Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000016. Full description at Econpapers || Download paper | |
2023 | How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis. (2023). Zuiga-Vicente, Jose Angel ; Vicente-Lorente, Jose D ; Perote, Javier. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000120. Full description at Econpapers || Download paper | |
2023 | COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective. (2023). Xiao, Kaitian ; Yu, Xiaoling. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000430. Full description at Econpapers || Download paper | |
2023 | Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks. (2023). Salisu, Afees ; Ji, Qiang ; Nel, Jacobus ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300168x. Full description at Econpapers || Download paper | |
2022 | Financial integration in the EU28 equity markets: Measures and drivers. (2022). Ossola, Elisa ; Papanagiotou, E ; Nardo, M. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100015x. Full description at Econpapers || Download paper | |
2022 | Contagious margin calls: How COVID-19 threatened global stock market liquidity. (2022). Ãdegaard, Bernt ; Odegaard, Bernt Arne ; Philip, Richard ; Kwan, Amy ; Foley, Sean. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000628. Full description at Econpapers || Download paper | |
2021 | What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures. (2021). Ossola, Elisa ; Panzica, Roberto ; Alessi, Lucia. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000280. Full description at Econpapers || Download paper | |
2023 | Equity market response to natural disasters: Does firms corporate social responsibility make difference?. (2023). Alam, Md Samsul ; Chowdhury, Hasibul ; Malik, Ihtisham A. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s104402832200103x. Full description at Econpapers || Download paper | |
2022 | Capital flows at risk: Taming the ebbs and flows. (2022). Sgherri, Silvia ; Gornicka, Lucyna ; Gelos, R. Gaston ; Koepke, Robin ; Sahay, Ratna. In: Journal of International Economics. RePEc:eee:inecon:v:134:y:2022:i:c:s0022199621001355. Full description at Econpapers || Download paper | |
2023 | Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns. (2021). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000524. Full description at Econpapers || Download paper | |
2021 | Optimal asset allocation strategies for international equity portfolios: A comparison of country versus industry optimization. (2021). Taushanov, Georgi ; Bessler, Wolfgang ; Wolff, Dominik. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000627. Full description at Econpapers || Download paper | |
2022 | A clientele effect in online lending markets: Evidence from the comovement between investor sentiment and online lending rates. (2022). Yu, Jingjing ; Jin, Chenglu ; Xu, Feng ; Chen, Rongda. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001682. Full description at Econpapers || Download paper | |
2022 | Co-skewness and expected return: Evidence from international stock markets. (2022). Liu, Ming ; Kot, Hung Wan ; Dong, Liang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001852. Full description at Econpapers || Download paper | |
2022 | Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992. Full description at Econpapers || Download paper | |
2022 | Measuring market integration during crisis periods. (2022). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000440. Full description at Econpapers || Download paper | |
2022 | Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725. Full description at Econpapers || Download paper | |
2022 | The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic. (2022). Tabak, Benjamin Miranda ; Berri, Paulo Victor ; Silva, Thiago Christiano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000798. Full description at Econpapers || Download paper | |
2023 | Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749. Full description at Econpapers || Download paper | |
2023 | The power of text-based indicators in forecasting Italian economic activity. (2023). Monteforte, Libero ; Marcucci, Juri ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone ; Aprigliano, Valentina. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:791-808. Full description at Econpapers || Download paper | |
2023 | Time-varying variance and skewness in realized volatility measures. (2023). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:827-840. Full description at Econpapers || Download paper | |
2021 | Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices. (2021). Moch, Nils ; Schertler, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001461. Full description at Econpapers || Download paper | |
2021 | Climate actions and macro-financial stability: The role of central banks. (2021). Annicchiarico, Barbara ; Minx, Jan C ; Kalkuhl, Matthias ; Diluiso, Francesca. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:110:y:2021:i:c:s0095069621001066. Full description at Econpapers || Download paper | |
2021 | Does regulatory cooperation help integrate equity markets?. (2021). Silvers, Roger. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1275-1300. Full description at Econpapers || Download paper | |
2022 | Ambiguity about volatility and investor behavior. (2022). Uhr, Charline ; Meyer, Steffen ; Kostopoulos, Dimitrios. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:277-296. Full description at Econpapers || Download paper | |
2021 | On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets. (2021). Shaikh, Imlak. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000428. Full description at Econpapers || Download paper | |
2021 | Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000714. Full description at Econpapers || Download paper | |
2021 | The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach. (2021). Kouki, Saoussen ; Atri, Hanen ; Gallali, Mohamed Imen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000787. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2013 | Emerging Stock Premia: Some Evidence From Industrial Stock Market Data In: Asian Economic and Financial Review. [Full Text][Citation analysis] | article | 0 |
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2016 | A quasi real-time leading indicator for the EU industrial production.(2016) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
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2014 | International Capital Markets Structure, Preferences and Puzzles: The US-China Case In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
2014 | International Capital Markets Structure, Preferences and Puzzles: The US-China Case.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2020 | Sex and “the City”: Financial stress and online pornography consumption In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 0 |
2017 | Temperature shocks and welfare costs In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 37 |
2017 | Temperature shocks and welfare costs.(2017) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
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2017 | Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare.(2017) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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2020 | The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
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2022 | European green policy announcements and sectoral stock returns In: Energy Policy. [Full Text][Citation analysis] | article | 3 |
2021 | From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 29 |
2016 | Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
2017 | Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street? In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 35 |
2014 | Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 20 |
2015 | International capital markets structure, preferences and puzzles: A “US–China World” In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
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2012 | On the role of liquidity in emerging markets stock prices In: Research in Economics. [Full Text][Citation analysis] | article | 9 |
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2021 | Using past epidemics to estimate the macroeconomic implications of COVID-19: A bad idea! In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 6 |
2014 | Measuring Financial Integration: Evidence from Ten Industries in a “US-Emerging World” In: Contemporary Studies in Economic and Financial Analysis. [Full Text][Citation analysis] | chapter | 0 |
2015 | Uncertainty shocks and policymakers’ behavior: evidence from the subprime crisis era In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
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2022 | Temperature Variability and the Macroeconomy: A World Tour In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 4 |
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2021 | The Quadrilemma of a Small Open Circular Economy Through a Prism of the 9R Strategies In: Bank of Lithuania Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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2015 | Technological Progress, Investment Frictions and Business Cycle: New Insights from a Neoclassical Growth Model In: Working Papers LuissLab. [Full Text][Citation analysis] | paper | 0 |
2013 | Movements and co-movements across the European asset classes: portfolio allocations and policy implications In: Rivista Bancaria - Minerva Bancaria. [Full Text][Citation analysis] | article | 1 |
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2011 | Is Stock Always the Right Choice? Should Naive Investors Avoid Stock Markets? In: Advances in Management and Applied Economics. [Full Text][Citation analysis] | article | 0 |
2012 | The Equity Premium Puzzle: Pitfalls in Estimating the Coefficient of Relative Risk Aversion In: Journal of Applied Finance & Banking. [Full Text][Citation analysis] | article | 3 |
2015 | Google search-based metrics, policy-related uncertainty and macroeconomic conditions In: Applied Economics Letters. [Full Text][Citation analysis] | article | 18 |
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2013 | Global integration and emerging stock market excess returns In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] | article | 3 |
2015 | Asian stock markets, US economic policy uncertainty and US macro-shocks In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 7 |
2010 | Understanding the Global Demand Collapse: Empirical Analysis and Optimal Policy Response In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Why Should Naive Investors Avoid Stock Markets ? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Emerging Stock Premia: Do Industries Matter? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Measuring Financial Integration: Lessons from the Correlation In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | Migration Fear, Uncertainty, and Macroeconomic Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Temperature Volatility Risk In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
2019 | Risk weighting, private lending and macroeconomic dynamics In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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2015 | Austerity, fiscal uncertainty, and economic growth: Insights from fiscally weak EU countries In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team