[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]
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 | 17 | 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 | 242 | 5 | 35 | 37 | 1 | 78 | 5 | 0 | 0 | 0.11 | ||
1998 | 0.19 | 0.28 | 0.17 | 0.15 | 13 | 109 | 56 | 17 | 53 | 42 | 8 | 84 | 13 | 2 | 11.8 | 0 | 0.13 | |
1999 | 0.13 | 0.3 | 0.08 | 0.09 | 20 | 129 | 157 | 10 | 63 | 31 | 4 | 82 | 7 | 1 | 10 | 0 | 0.15 | |
2000 | 0.09 | 0.35 | 0.15 | 0.09 | 13 | 142 | 50 | 18 | 84 | 33 | 3 | 88 | 8 | 6 | 33.3 | 6 | 0.46 | 0.16 |
2001 | 0.24 | 0.38 | 0.26 | 0.2 | 18 | 160 | 592 | 33 | 125 | 33 | 8 | 88 | 18 | 7 | 21.2 | 10 | 0.56 | 0.17 |
2002 | 0.94 | 0.41 | 0.45 | 0.45 | 19 | 179 | 430 | 75 | 206 | 31 | 29 | 82 | 37 | 15 | 20 | 19 | 1 | 0.21 |
2003 | 1.65 | 0.44 | 0.66 | 0.95 | 19 | 198 | 411 | 124 | 336 | 37 | 61 | 83 | 79 | 15 | 12.1 | 5 | 0.26 | 0.22 |
2004 | 1.66 | 0.49 | 0.78 | 1.18 | 19 | 217 | 260 | 164 | 505 | 38 | 63 | 89 | 105 | 4 | 2.4 | 25 | 1.32 | 0.22 |
2005 | 1.08 | 0.5 | 0.81 | 1.27 | 23 | 240 | 678 | 188 | 700 | 38 | 41 | 88 | 112 | 11 | 5.9 | 17 | 0.74 | 0.23 |
2006 | 0.95 | 0.5 | 0.76 | 1.36 | 25 | 265 | 487 | 199 | 901 | 42 | 40 | 98 | 133 | 9 | 4.5 | 7 | 0.28 | 0.23 |
2007 | 1.21 | 0.46 | 0.71 | 1.03 | 17 | 282 | 292 | 199 | 1101 | 48 | 58 | 105 | 108 | 5 | 2.5 | 3 | 0.18 | 0.2 |
2008 | 0.95 | 0.49 | 1.07 | 1.47 | 22 | 304 | 320 | 324 | 1427 | 42 | 40 | 103 | 151 | 3 | 0.9 | 6 | 0.27 | 0.23 |
2009 | 1 | 0.47 | 0.92 | 1.25 | 17 | 321 | 333 | 294 | 1723 | 39 | 39 | 106 | 132 | 15 | 5.1 | 7 | 0.41 | 0.23 |
2010 | 0.92 | 0.48 | 0.91 | 1.28 | 23 | 344 | 380 | 310 | 2036 | 39 | 36 | 104 | 133 | 5 | 1.6 | 10 | 0.43 | 0.21 |
2011 | 1.73 | 0.52 | 1.15 | 1.54 | 20 | 364 | 213 | 414 | 2454 | 40 | 69 | 104 | 160 | 31 | 7.5 | 9 | 0.45 | 0.24 |
2012 | 1.47 | 0.51 | 1.09 | 1.39 | 22 | 386 | 242 | 401 | 2875 | 43 | 63 | 99 | 138 | 32 | 8 | 15 | 0.68 | 0.22 |
2013 | 1.62 | 0.56 | 1.34 | 1.61 | 84 | 470 | 958 | 629 | 3507 | 42 | 68 | 104 | 167 | 138 | 21.9 | 136 | 1.62 | 0.24 |
2014 | 1.39 | 0.55 | 1.07 | 1.45 | 67 | 537 | 609 | 576 | 4083 | 106 | 147 | 166 | 241 | 147 | 25.5 | 23 | 0.34 | 0.23 |
2015 | 1.21 | 0.55 | 1.01 | 1.2 | 70 | 607 | 685 | 614 | 4698 | 151 | 183 | 216 | 259 | 136 | 22.1 | 23 | 0.33 | 0.23 |
2016 | 0.95 | 0.53 | 0.83 | 0.94 | 73 | 680 | 534 | 566 | 5264 | 137 | 130 | 263 | 248 | 29 | 5.1 | 17 | 0.23 | 0.21 |
2017 | 1.04 | 0.55 | 0.88 | 1.04 | 78 | 758 | 436 | 667 | 5933 | 143 | 149 | 316 | 330 | 42 | 6.3 | 19 | 0.24 | 0.21 |
2018 | 0.92 | 0.57 | 0.82 | 0.92 | 66 | 824 | 464 | 672 | 6605 | 151 | 139 | 372 | 342 | 26 | 3.9 | 26 | 0.39 | 0.24 |
2019 | 1.15 | 0.6 | 0.9 | 1.1 | 188 | 1012 | 936 | 904 | 7516 | 144 | 166 | 354 | 389 | 133 | 14.7 | 83 | 0.44 | 0.24 |
2020 | 1.25 | 0.73 | 0.94 | 1.24 | 268 | 1280 | 735 | 1204 | 8722 | 254 | 317 | 475 | 589 | 199 | 16.5 | 81 | 0.3 | 0.34 |
2021 | 1.3 | 1.02 | 1.11 | 1.25 | 196 | 1476 | 350 | 1638 | 10360 | 456 | 594 | 673 | 843 | 209 | 12.8 | 90 | 0.46 | 0.38 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2001 | Regionalism 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. Full description at Econpapers || Download paper | 240 |
2 | 2002 | Inflation 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. Full description at Econpapers || Download paper | 211 |
3 | 2006 | Production 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. Full description at Econpapers || Download paper | 200 |
4 | 1997 | Globalization 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. Full description at Econpapers || Download paper | 192 |
5 | 2001 | Fragmentation 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. Full description at Econpapers || Download paper | 168 |
6 | 2007 | Fragmentation 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. Full description at Econpapers || Download paper | 149 |
7 | 2013 | Conditional 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. Full description at Econpapers || Download paper | 114 |
8 | 2005 | Estimating 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. Full description at Econpapers || Download paper | 110 |
9 | 2006 | Fragmentation 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. Full description at Econpapers || Download paper | 109 |
10 | 2013 | Gold 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. Full description at Econpapers || Download paper | 105 |
11 | 2009 | Negative 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. Full description at Econpapers || Download paper | 100 |
12 | 2004 | Policy 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. Full description at Econpapers || Download paper | 93 |
13 | 2003 | Short-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. Full description at Econpapers || Download paper | 86 |
14 | 2010 | Housing 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. Full description at Econpapers || Download paper | 76 |
15 | 2005 | Vertical 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. Full description at Econpapers || Download paper | 75 |
16 | 2003 | Causality 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. Full description at Econpapers || Download paper | 72 |
17 | 2015 | Temporal 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. Full description at Econpapers || Download paper | 70 |
18 | 2005 | How 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. Full description at Econpapers || Download paper | 67 |
19 | 2010 | Understanding 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. Full description at Econpapers || Download paper | 65 |
20 | 1999 | From 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. Full description at Econpapers || Download paper | 64 |
21 | 2014 | Islamic 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. Full description at Econpapers || Download paper | 61 |
22 | 2008 | Bank 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. Full description at Econpapers || Download paper | 60 |
23 | 2005 | International 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. Full description at Econpapers || Download paper | 60 |
24 | 2002 | The 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. Full description at Econpapers || Download paper | 60 |
25 | 2013 | Downside 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. Full description at Econpapers || Download paper | 57 |
26 | 2009 | Are regional trading agreements beneficial?: Static and dynamic panel gravity models. (2009). Nowak-Lehmann D., Felicitas ; MartÃÆÃÂnez-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. Full description at Econpapers || Download paper | 56 |
27 | 2009 | Vertical specialization across the world: A relative measure. (2009). Cabral, Sonia ; Amador, Jo̮̣o. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:267-280. Full description at Econpapers || Download paper | 54 |
28 | 2010 | Causes 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. Full description at Econpapers || Download paper | 54 |
29 | 2005 | Patterns 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. Full description at Econpapers || Download paper | 54 |
30 | 2005 | International 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. Full description at Econpapers || Download paper | 48 |
31 | 2013 | Has 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. Full description at Econpapers || Download paper | 47 |
32 | 2004 | Monetary 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. Full description at Econpapers || Download paper | 46 |
33 | 2002 | An 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. Full description at Econpapers || Download paper | 46 |
34 | 2001 | The 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. Full description at Econpapers || Download paper | 45 |
35 | 2015 | Factors 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. Full description at Econpapers || Download paper | 45 |
36 | 2005 | Fragmentation 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. Full description at Econpapers || Download paper | 45 |
37 | 2014 | What 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. Full description at Econpapers || Download paper | 44 |
38 | 2019 | Do 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. Full description at Econpapers || Download paper | 43 |
39 | 2016 | Relationship 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. Full description at Econpapers || Download paper | 43 |
40 | 2019 | Network 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. Full description at Econpapers || Download paper | 43 |
41 | 2016 | Is 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. Full description at Econpapers || Download paper | 42 |
42 | 2014 | An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; GÃÆómez-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. Full description at Econpapers || Download paper | 42 |
43 | 2015 | Forecasting 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. Full description at Econpapers || Download paper | 42 |
44 | 2001 | A 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. Full description at Econpapers || Download paper | 41 |
45 | 2010 | The 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. Full description at Econpapers || Download paper | 40 |
46 | 2018 | Leverage 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. Full description at Econpapers || Download paper | 40 |
47 | 2016 | On 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. Full description at Econpapers || Download paper | 40 |
48 | 2011 | Real-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. Full description at Econpapers || Download paper | 39 |
49 | 2006 | Financial development and financial liberalization in Asia: Thresholds, institutions and the sequence of liberalization. (2006). Ito, Hiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:303-327. Full description at Econpapers || Download paper | 38 |
50 | 2006 | Does regionalism lead to more global trade integration in East Asia?. (2006). Shin, Kwanho ; Lee, Jong-Wha. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:283-301. Full description at Econpapers || Download paper | 38 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2019 | Network 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. Full description at Econpapers || Download paper | 42 |
2 | 2019 | Do 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. Full description at Econpapers || Download paper | 41 |
3 | 2021 | Oil 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. Full description at Econpapers || Download paper | 32 |
4 | 2019 | High-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. Full description at Econpapers || Download paper | 32 |
5 | 2015 | Temporal 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. Full description at Econpapers || Download paper | 30 |
6 | 2019 | Can 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. Full description at Econpapers || Download paper | 30 |
7 | 2018 | The 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. Full description at Econpapers || Download paper | 28 |
8 | 2013 | Gold 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. Full description at Econpapers || Download paper | 28 |
9 | 2019 | Understanding 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. Full description at Econpapers || Download paper | 27 |
10 | 2018 | Oil 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. Full description at Econpapers || Download paper | 26 |
11 | 2013 | Conditional 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. Full description at Econpapers || Download paper | 25 |
12 | 2019 | Time 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. Full description at Econpapers || Download paper | 25 |
13 | 2016 | Is 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. Full description at Econpapers || Download paper | 25 |
14 | 2019 | Time-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. Full description at Econpapers || Download paper | 24 |
15 | 2020 | Asymmetric 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. Full description at Econpapers || Download paper | 23 |
16 | 2020 | Can 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. Full description at Econpapers || Download paper | 23 |
17 | 2017 | Herding 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. Full description at Econpapers || Download paper | 22 |
18 | 2018 | Leverage 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. Full description at Econpapers || Download paper | 22 |
19 | 2020 | Multi-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. Full description at Econpapers || Download paper | 22 |
20 | 2015 | What 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. Full description at Econpapers || Download paper | 21 |
21 | 2007 | Fragmentation 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. Full description at Econpapers || Download paper | 21 |
22 | 2019 | The causality direction of the corporate social responsibility ââ¬â 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. Full description at Econpapers || Download paper | 21 |
23 | 2020 | Efficient 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. Full description at Econpapers || Download paper | 21 |
24 | 2015 | Downside/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. Full description at Econpapers || Download paper | 20 |
25 | 2001 | Regionalism 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. Full description at Econpapers || Download paper | 20 |
26 | 2020 | Visiting 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. Full description at Econpapers || Download paper | 20 |
27 | 2017 | The international REITââ¬â¢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. Full description at Econpapers || Download paper | 19 |
28 | 2015 | Volatility 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. Full description at Econpapers || Download paper | 19 |
29 | 2019 | Predicting 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. Full description at Econpapers || Download paper | 19 |
30 | 2017 | Doing 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. Full description at Econpapers || Download paper | 19 |
31 | 2014 | Islamic 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. Full description at Econpapers || Download paper | 18 |
32 | 2014 | The 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. Full description at Econpapers || Download paper | 18 |
33 | 2015 | Factors 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. Full description at Econpapers || Download paper | 18 |
34 | 2014 | Non-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. Full description at Econpapers || Download paper | 18 |
35 | 2015 | Investor 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. Full description at Econpapers || Download paper | 18 |
36 | 2019 | Nonlinear dependence in cryptocurrency markets. (2019). Laurini, MÃÆárcio ; Chaim, Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:32-47. Full description at Econpapers || Download paper | 18 |
37 | 2018 | Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression modelâËâ . (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. Full description at Econpapers || Download paper | 18 |
38 | 2019 | Assessing 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. Full description at Econpapers || Download paper | 17 |
39 | 2005 | Estimating 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. Full description at Econpapers || Download paper | 17 |
40 | 2020 | Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085. Full description at Econpapers || Download paper | 17 |
41 | 2018 | Information 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. Full description at Econpapers || Download paper | 17 |
42 | 2010 | Understanding 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. Full description at Econpapers || Download paper | 17 |
43 | 2018 | The transmission of US economic policy uncertainty shocks to Asian and global financial markets. (2018). Kido, Yosuke . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:222-231. Full description at Econpapers || Download paper | 17 |
44 | 2006 | Production 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. Full description at Econpapers || Download paper | 17 |
45 | 2015 | Forecasting 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. Full description at Econpapers || Download paper | 16 |
46 | 2017 | The 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. Full description at Econpapers || Download paper | 16 |
47 | 2020 | Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301157. Full description at Econpapers || Download paper | 16 |
48 | 2016 | Relationship 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. Full description at Econpapers || Download paper | 16 |
49 | 2016 | Individual 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. Full description at Econpapers || Download paper | 16 |
50 | 2013 | How 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. Full description at Econpapers || Download paper | 16 |
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2021 | Valuation 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. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | Sustainable 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. Full description at Econpapers || Download paper | |
2021 | The alpha momentum effect in commodity markets. (2021). Mikutowski, Mateusz ; Karathanasopoulos, Andreas ; Szczygielski, Jan Jakub ; Zaremba, Adam. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301902. Full description at Econpapers || Download paper | |
2021 | A model of information diffusion with asymmetry and confidence effects in financial markets. (2021). Qi, Shu ; Yang, Haijun ; Koslowsky, David ; Zhang, Zhou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000395. Full description at Econpapers || Download paper | |
2021 | Measuring systemic risk of the Chinese banking industry: A wavelet-based quantile regression approach. (2021). Jiang, Cuixia ; Jin, Bei ; Xu, Qifa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302357. Full description at Econpapers || Download paper | |
2021 | Whoâs behind the wheel? The role of social and media news in driving the stockâbond correlation. (2021). Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababaa, Abdel Razzaq ; Alomari, Mohammad. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00967-4. Full description at Econpapers || Download paper | |
2021 | Multiscale stock-bond correlation: Implications for risk management. (2021). McMillan, David ; Alomari, Mohammad ; al Rababaa, Abdel Razzaq. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000568. Full description at Econpapers || Download paper | |
2021 | Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis. (2021). Wang, DA ; Liu, Lan ; Luo, Changqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001303. Full description at Econpapers || Download paper | |
2021 | How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. (2021). Arnaut-Berilo, Almira ; Omanovic, Adna ; Zaimovic, Azra. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:551-:d:679488. Full description at Econpapers || Download paper | |
2021 | Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866. Full description at Econpapers || Download paper | |
2021 | A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. (2021). Guidi, Francesco ; Cagliesi, Gabriella. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000417. Full description at Econpapers || Download paper | |
2021 | Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exportersâ perspective. (2021). Lin, Boqiang ; Bai, Rui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192030965x. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | US government shutdowns and Indonesian stock market. (2021). Nguyen, Dat ; Sasongko, Aryo ; Anglingkusumo, Reza ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000287. Full description at Econpapers || Download paper | |
2021 | Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? â 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. Full description at Econpapers || Download paper | |
2021 | Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty. (2021). Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09328-y. Full description at Econpapers || Download paper | |
2021 | Do economic policy uncertainty and its components predict Chinas housing returns?. (2021). Shao, Xue-Feng ; Qin, Meng ; Wang, Min-Hui ; Li, Xin ; Yin, Xiao-Cui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000822. Full description at Econpapers || Download paper | |
2021 | Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Jinyu ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002543. Full description at Econpapers || Download paper | |
2021 | Does economic growth respond to electricity consumption asymmetrically in Bangladesh? The implication for environmental sustainability. (2021). Mahalik, Mantu Kumar ; Villanthenkodath, Muhammed Ashiq. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s0360544221013906. Full description at Econpapers || Download paper | |
2021 | A Comparative Analysis on Probability of Volatility Clusters on Cryptocurrencies, and FOREX Currencies. (2021). Chinthapalli, Usha Rekha. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:308-:d:589162. Full description at Econpapers || Download paper | |
2021 | Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries. (2021). Ogbonna, Ahamuefula ; Raifu, Isiaka Akande. In: MPRA Paper. RePEc:pra:mprapa:113139. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:202102. Full description at Econpapers || Download paper | |
2021 | Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?. (2021). Adediran, Idris ; Lakhani, Kanwal Hammad ; Yinusa, Olalekan D. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309624. 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 | Predictivity of tourism demand data. (2021). Law, Rob ; Vu, Huyquan ; Muskat, Birgit ; Li, Gang ; Zhang, Yishuo. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001122. Full description at Econpapers || Download paper | |
2021 | How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748. Full description at Econpapers || Download paper | |
2021 | Cumulation, crash, coherency: A cryptocurrency bubble wavelet analysis. (2021). Roberts, Stephen ; Weydemann, Leonard ; Hochfilzer, Leonhard ; Fruehwirt, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320303421. Full description at Econpapers || Download paper | |
2021 | Regime switches and commonalities of the cryptocurrencies asset class. (2021). FigÃÂ -Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577. Full description at Econpapers || Download paper | |
2021 | Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000799. Full description at Econpapers || Download paper | |
2021 | A timeâfrequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets. (2021). Kang, Sanghoon ; Ur, Mobeen. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302763. Full description at Econpapers || Download paper | |
2021 | High frequency multiscale relationships among major cryptocurrencies: portfolio management implications. (2021). Shafiullah, Muhammad ; Sensoy, Ahmet ; Ur, Mobeen ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00290-w. Full description at Econpapers || Download paper | |
2021 | Are Cryptocurrencies and African stock markets integrated?. (2021). Odei-Mensah, Jones ; Kumah, Seyram Pearl. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:330-341. Full description at Econpapers || Download paper | |
2021 | The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and Chinaâs 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. Full description at Econpapers || Download paper | |
2021 | The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). De, Maria ; Jareo, Francisco ; Umar, Zaghum. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004571. Full description at Econpapers || Download paper | |
2021 | Cryptocurrencies 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. Full description at Econpapers || Download paper | |
2021 | Blockchain and cryptocurrencies: economic and financial research. (2021). Cretarola, Alessandra ; Grunspan, Cyril ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00366-3. Full description at Econpapers || Download paper | |
2021 | Portfolio Optimalization on Digital Currency Market. (2021). Mazanec, Jaroslav. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:160-:d:529944. Full description at Econpapers || Download paper | |
2021 | Monetary 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. Full description at Econpapers || Download paper | |
2021 | Customer 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. Full description at Econpapers || Download paper | |
2021 | On 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. Full description at Econpapers || Download paper | |
2021 | The effect of repurchase regulations on actual share reacquisitions and cost of debt. (2021). Chen, Ni-Yun ; Liu, Chi-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301881. Full description at Econpapers || Download paper | |
2021 | Share repurchases and market signaling: Evidence from earnings management. (2021). Liu, Chichun ; Chen, Niyun. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1203-1224. Full description at Econpapers || Download paper | |
2021 | Risk 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Economic 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. Full description at Econpapers || Download paper | |
2021 | Economic 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. Full description at Econpapers || Download paper | |
2021 | Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods. (2021). Yang, Liping. In: Papers. RePEc:arx:papers:2106.12961. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Carbon 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Measurement and influential factors of the efficiency of coal resources of Chinaâs 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. Full description at Econpapers || Download paper | |
2021 | Le 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. Full description at Econpapers || Download paper | |
2021 | Time-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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | The asymmetric effects of oil price changes on Chinaâs 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. Full description at Econpapers || Download paper | |
2021 | Oil 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Have cross-category spillovers of economic policy uncertainty changed during the USâChina trade war?. (2021). Nong, Huifu. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000415. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | Optimal 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. Full description at Econpapers || Download paper | |
2021 | Climate 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. Full description at Econpapers || Download paper | |
2021 | Environment-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. Full description at Econpapers || Download paper | |
2021 | Shadow 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. Full description at Econpapers || Download paper | |
2021 | National 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. Full description at Econpapers || Download paper | |
2021 | Trade 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. Full description at Econpapers || Download paper | |
2021 | Stock 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. Full description at Econpapers || Download paper | |
2021 | ECBâs 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. Full description at Econpapers || Download paper | |
2021 | An 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. Full description at Econpapers || Download paper | |
2021 | Managerial 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Can 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. Full description at Econpapers || Download paper | |
2021 | Stock 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. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2021 | Improving 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. Full description at Econpapers || Download paper | |
2021 | A Different View on ASEAN Capital Market Integration. (2021). Setyawan, Ignatius Roni ; Frensidy, Budi ; Robiyanto, Robiyanto ; Huruta, Andrian Dolfriandra. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:141-:d:648050. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions. (2021). Anatolyev, Stanislav ; Pyrlik, Vladimir . In: CERGE-EI Working Papers. RePEc:cer:papers:wp699. Full description at Econpapers || Download paper | |
2021 | Spatial 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. Full description at Econpapers || Download paper | |
2021 | Exploring the Sustainability of Resource Flow and Productivity Transition in Vietnam from 1978 to 2017: MFA and DEA-Based Malmquist Productivity Index Approach. (2021). Shah, Izhar-Hussain ; Dong, Liang ; Huong, Ta-Thi ; Park, Hung-Suck. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:11761-:d:663901. Full description at Econpapers || Download paper | |
2021 | Determinants 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. Full description at Econpapers || Download paper | |
2021 | Tutorial-Articles: The Importance of Data and Code Sharing. (2021). Martins, Henrique Castro. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:25:y:2021:i:1:1424. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2021 | More than words: Foreign exchange intervention under imperfect credibility. (2021). Villamizar-Villegas, mauricio ; Parra-PolanÃÂa, 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. Full description at Econpapers || Download paper | |
2021 | Exchange 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. Full description at Econpapers || Download paper | |
2021 | Portfolio 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. Full description at Econpapers || Download paper | |
2021 | Network-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. Full description at Econpapers || Download paper | |
2021 | Are 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. Full description at Econpapers || Download paper | |
2021 | An 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. Full description at Econpapers || Download paper | |
2021 | Big 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. Full description at Econpapers || Download paper | |
2021 | Reinforcement Learning for Quantitative Trading. (2021). An, BO ; Wang, Rundong ; Sun, Shuo. In: Papers. RePEc:arx:papers:2109.13851. Full description at Econpapers || Download paper | |
2021 | Generative 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. Full description at Econpapers || Download paper | |
2021 | Prediction 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Predicting 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. Full description at Econpapers || Download paper | |
2021 | CatBoost 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. Full description at Econpapers || Download paper | |
2021 | Hedging 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. 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 | A 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Oil 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | Market 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. Full description at Econpapers || Download paper | |
2021 | Feature Learning for Stock Price Prediction Shows a Significant Role of Analyst Rating. (2021). Khushi, Matloob ; Singh, Jaideep. In: Papers. RePEc:arx:papers:2103.09106. Full description at Econpapers || Download paper | |
2021 | Herding 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. Full description at Econpapers || Download paper | |
2021 | Analyst 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. Full description at Econpapers || Download paper | |
2021 | Downstream Subsidization and Upstream Privatization with a Vertically Integrated Foreign Firm. (2021). Lee, Sang-Ho ; Zhang, Chuyuan. In: MPRA Paper. RePEc:pra:mprapa:108193. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Oil 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Asymmetries 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. Full description at Econpapers || Download paper | |
2021 | Stock 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | Intraday 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. Full description at Econpapers || Download paper | |
2021 | Estimating 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. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Insurance 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. Full description at Econpapers || Download paper | |
2021 | Analyzing 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. Full description at Econpapers || Download paper | |
2021 | Predicting 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. Full description at Econpapers || Download paper | |
2021 | Modeling 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. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | FX market volatility modelling: Can we use low-frequency data?. (2021). Výrost, Tomᚠ; Lyócsa, Štefan ; Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315907. Full description at Econpapers || Download paper | |
2021 | Stock 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Impacts 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. Full description at Econpapers || Download paper | |
2021 | Linkages 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. Full description at Econpapers || Download paper | |
2021 | ESG 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. Full description at Econpapers || Download paper | |
2021 | Total value adjustment for a stochastic volatility model. A comparison with the BlackâScholes model. (2021). Oosterlee, Cornelis W ; Salvador, Beatriz. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:391:y:2021:i:c:s0096300320304483. Full description at Econpapers || Download paper | |
2021 | Corrigendum to ``Total value adjustment for a stochastic volatility model. A comparison with the BlackâScholes model. (2021). Oosterlee, Cornelis W ; Salvador, Beatriz. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:406:y:2021:i:c:s0096300321000473. Full description at Econpapers || Download paper | |
2021 | COVID-19 and the United States financial marketsâ volatility. (2021). Albulescu, Claudiu. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320303202. Full description at Econpapers || Download paper | |
2021 | Developing 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. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Political 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. Full description at Econpapers || Download paper | |
2021 | Why 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. Full description at Econpapers || Download paper | |
2021 | Regime specific spillover across cryptocurrencies and the role of COVID-19. (2021). Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Hussain, Syed Jawad ; Saeed, Tareq ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00210-4. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | When, 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. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | Cryptocurrencies and Gold - Similarities and Differences. (2021). Klose, Jens. In: MAGKS Papers on Economics. RePEc:mar:magkse:202128. Full description at Econpapers || Download paper | |
2021 | Financial liberalization, political institutions, and income inequality. (2021). Kim, Dong-Hyeon ; Lin, Shu-Chin ; Hsieh, Joyce. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01808-z. Full description at Econpapers || Download paper | |
2021 | Heterogeneous 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. Full description at Econpapers || Download paper | |
2021 | Financial deepening, Stock market, Inequality and Poverty: Some African Evidence. (2021). Serafim, Jelson. In: Working Papers REM. RePEc:ise:remwps:wp01772021. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | Does news tone help forecast oil?. (2021). Ren, Boru ; Lucey, Brian. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002248. Full description at Econpapers || Download paper | |
2021 | Economic 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. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | Intermediary 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. Full description at Econpapers || Download paper | |
2021 | Natural 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | Cournot-Bertrand comparison under R&D competition: Output versus R&D subsidies. (2021). Lee, Sang-Ho ; Chen, Jiaqi. In: MPRA Paper. RePEc:pra:mprapa:107949. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2021 | Impact 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | International 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. Full description at Econpapers || Download paper | |
2021 | Deal 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. Full description at Econpapers || Download paper | |
2021 | Spillovers 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. Full description at Econpapers || Download paper | |
2021 | Exchange 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. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | Bitcoin 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. Full description at Econpapers || Download paper | |
2021 | Non-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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Modeling 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. Full description at Econpapers || Download paper | |
2021 | Dynamics 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Multi-step Reflection Principle and Barrier Options. (2021). Lee, Ga Eun ; Song, Seongjoo. In: Papers. RePEc:arx:papers:2105.15008. Full description at Econpapers || Download paper | |
2021 | Valuation 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Predictive 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. Full description at Econpapers || Download paper | |
2021 | Are 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. Full description at Econpapers || Download paper | |
2021 | Stock 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. Full description at Econpapers || Download paper | |
2021 | The dynamics of oil on Chinaâs 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. Full description at Econpapers || Download paper | |
2021 | Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective. (2021). Majdoub, Jihed ; Bejaoui, Azza ; ben Sassi, Salim. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00314-7. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Is Bitcoin rooted in confidence? â 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. Full description at Econpapers || Download paper | |
2021 | Can both Bitcoin and gold serve as safe-haven assets? â 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. Full description at Econpapers || Download paper | |
2021 | Day-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. Full description at Econpapers || Download paper | |
2021 | Price 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. Full description at Econpapers || Download paper | |
2021 | Evolution 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Carry 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. Full description at Econpapers || Download paper | |
2021 | Machine 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. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2021 | Impacts 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. Full description at Econpapers || Download paper | |
2021 | Market Concentration, Privatization Policies, and Heterogeneity among Private Firms in Mixed Oligopolies. (2021). Matsumura, Toshihiro ; Haraguchi, Junichi. In: MPRA Paper. RePEc:pra:mprapa:106975. Full description at Econpapers || Download paper | |
2021 | Partial 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. Full description at Econpapers || Download paper | |
2021 | Profit?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. Full description at Econpapers || Download paper | |
2021 | Pricing 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. Full description at Econpapers || Download paper | |
2021 | Anomalies 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. Full description at Econpapers || Download paper | |
2021 | Consistent 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | The impact of hedging on risk-averse agentsâ output decisions. (2021). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002273. Full description at Econpapers || Download paper | |
2021 | Banks 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | Revisiting 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. Full description at Econpapers || Download paper | |
2021 | The impact of gross domestic product on the financing and investment efficiency of Chinaâs commercial banks. (2021). Chiu, yung-ho ; Qin, Shijiong ; Shi, Zhen ; Miao, Xiaoli ; Tan, Xiaoying. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00251-3. Full description at Econpapers || Download paper | |
2021 | Bank 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. Full description at Econpapers || Download paper | |
2021 | Can 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. Full description at Econpapers || Download paper | |
2021 | Downside 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. Full description at Econpapers || Download paper | |
2021 | Information 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. Full description at Econpapers || Download paper | |
2021 | Stock Marketâs 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Term 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. Full description at Econpapers || Download paper | |
2021 | The limited role of stock market in financing new energy development in China: An investigation using firmsâ 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. Full description at Econpapers || Download paper | |
2021 | Risk, 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. Full description at Econpapers || Download paper | |
2021 | Investigating 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Fiduciary 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | ARE 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. Full description at Econpapers || Download paper | |
2021 | On 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. Full description at Econpapers || Download paper | |
2021 | Monetary, Fiscal, and Structural Drivers of Inflation in Ethiopia : New Empirical Evidence from TimeSeries Analysis. (2021). Sánchez-MartÃÂn, Miguel Eduardo ; Ndikumana, Leonce ; Nkurunziza, Janvier D ; Mulugeta, Samuel ; Kelbore, Zerihun Getachew . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9881. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | COVID-19 related uncertainty, investor sentiment and stock returns in India. (2021). Mandal, Sabuj Kumar ; Sinha, Apra . In: MPRA Paper. RePEc:pra:mprapa:109549. Full description at Econpapers || Download paper | |
2021 | Higher 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Quantifying 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. Full description at Econpapers || Download paper | |
2021 | Network 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. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | Determinants 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. Full description at Econpapers || Download paper | |
2021 | From 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. Full description at Econpapers || Download paper | |
2021 | Information 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. Full description at Econpapers || Download paper | |
2021 | Building 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. Full description at Econpapers || Download paper | |
2021 | Analysis 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. Full description at Econpapers || Download paper | |
2021 | Foreign Ownership and Optimal Discriminatory Tariffs under Oligopolistic Competition. (2021). , Leonard ; Lee, Jen-Yao. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0890. Full description at Econpapers || Download paper | |
2021 | Profit 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Target 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | A novel LASSO â TLBO â 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. Full description at Econpapers || Download paper | |
2021 | Applications 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. Full description at Econpapers || Download paper | |
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2021 | Formulating 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. Full description at Econpapers || Download paper | |
2021 | Trading 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. Full description at Econpapers || Download paper | |
2021 | Retail 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. Full description at Econpapers || Download paper | |
2021 | Economic Wellbeing. (2021). Wilkins, Roger. In: Australian Economic Review. RePEc:bla:ausecr:v:54:y:2021:i:4:p:469-481. Full description at Econpapers || Download paper | |
2021 | Volatility 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. Full description at Econpapers || Download paper | |
2021 | Multidimensional 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. 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 | Directional 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. Full description at Econpapers || Download paper | |
2021 | Modeling 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | Economic 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. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | Predicting 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. Full description at Econpapers || Download paper | |
2021 | Predicting 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. Full description at Econpapers || Download paper | |
2021 | Reserve 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. Full description at Econpapers || Download paper | |
2021 | Cross-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. Full description at Econpapers || Download paper | |
2021 | Global financial uncertainties and Chinaâs 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. Full description at Econpapers || Download paper | |
2021 | Time-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. Full description at Econpapers || Download paper | |
2021 | Climate 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Analysis 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | The Nexus among Competitively Valued Exchange Rates, Price Level, and Growth Performance in the Turkish Economy; New Insight from the Global Value Chains. (2021). çavuÅoÄlu, behiye ; Avuolu, Behiye ; Shuabiu, Umar Aliyu. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:528-:d:673456. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Spillovers 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. Full description at Econpapers || Download paper | |
2021 | Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers. (2021). Shahzad, Syed Jawad Hussain ; Krištoufek, Ladislav ; Bouri, Elie ; Hussain, Syed Jawad ; Saeed, Tareq ; Kristoufek, Ladislav. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00228-2. Full description at Econpapers || Download paper | |
2021 | Frequency 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. Full description at Econpapers || Download paper | |
2021 | Oil 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. Full description at Econpapers || Download paper | |
2021 | Return 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. Full description at Econpapers || Download paper | |
2021 | Dynamic volatility spillover and network connectedness across ASX sector markets. (2021). Xu, Lei ; Ferraro, Salvatore ; McIver, Ron P ; Choi, Ki-Hong ; Kang, Sang Hoon. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:4:d:10.1007_s12197-021-09544-w. Full description at Econpapers || Download paper | |
2021 | Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries. (2021). Yoon, Seong-Min ; Kang, Sanghoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; McIver, Ron P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09339-3. Full description at Econpapers || Download paper | |
2021 | Cross-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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
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2021 | . Full description at Econpapers || Download paper | |
2021 | Information 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. Full description at Econpapers || Download paper | |
2021 | Connectedness 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. Full description at Econpapers || Download paper | |
2021 | Patterns 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. Full description at Econpapers || Download paper | |
2021 | Sustainable Use of Energy Resources, Regulatory Quality, and Foreign Direct Investment in Controlling GHGs Emissions among Selected Asian Economies. (2021). Sun, Chunxia ; Xu, Xiaodong ; Mohsin, Hafiz Syed ; Ali, Muhammad Ahsan ; Gillani, Samreen ; Nabi, Ghulam ; Ullah, Atta. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1123-:d:484766. Full description at Econpapers || Download paper | |
2021 | ESG 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. Full description at Econpapers || Download paper | |
2021 | Impact 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. Full description at Econpapers || Download paper | |
2021 | Using 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. Full description at Econpapers || Download paper | |
2021 | Can 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. Full description at Econpapers || Download paper | |
2021 | Spatial 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. Full description at Econpapers || Download paper | |
2021 | Lithium 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. Full description at Econpapers || Download paper | |
2021 | The impact of RMBâs 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. Full description at Econpapers || Download paper | |
2021 | Oil 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. Full description at Econpapers || Download paper | |
2021 | Fractional 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. Full description at Econpapers || Download paper | |
2021 | Terrorism 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. Full description at Econpapers || Download paper | |
2021 | Effects 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. Full description at Econpapers || Download paper | |
2021 | Effects 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. Full description at Econpapers || Download paper | |
2021 | Loan 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. Full description at Econpapers || Download paper | |
2021 | Bank 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. Full description at Econpapers || Download paper | |
2021 | Loan loss provisions and income smoothing â Do shareholders matter?. (2021). SkaÅa, Dorota ; Skaa, Dorota. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002350. Full description at Econpapers || Download paper | |
2021 | Small and medium enterprises credit access, ownership structure and job development. (2021). Tran, Thao ; Doan, Anh Tuan. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:4:p:710-735. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | Coherence, extreme risk spillovers, and dynamic linkages between oil and Chinaâs commodity futures markets. (2021). Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004394. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Bond 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. Full description at Econpapers || Download paper | |
2021 | Economic 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Impact of Natural Disasters on Energy Consumption - Evidence From Indian States. (2021). Rakshit, Bijoy. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:39. Full description at Econpapers || Download paper | |
2021 | Tourism 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. Full description at Econpapers || Download paper | |
2021 | Heterogeneous Shareholdersâ Participation, COVID-19 Impact, and Innovation Decisions of State-Owned Firms: Evidence from China. (2021). Xu, Xinxin ; Ma, Sheng ; Wang, Rui ; Song, Pan. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4406-:d:536635. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | New 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. Full description at Econpapers || Download paper | |
2021 | Oil 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | Modeling Price Clustering in High-Frequency Prices. (2021). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2102.12112. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | Investor 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. Full description at Econpapers || Download paper | |
2021 | Bitcoin-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. Full description at Econpapers || Download paper | |
2021 | Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2021). Xu, Yilong ; Sofianos, Andis ; Lambrecht, Marco. In: Working Papers. RePEc:awi:wpaper:0703. Full description at Econpapers || Download paper | |
2021 | Bitcoin 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. Full description at Econpapers || Download paper | |
2021 | On 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. Full description at Econpapers || Download paper | |
2021 | Exploring 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. Full description at Econpapers || Download paper | |
2021 | Cross-Country Connectedness in Inflation and Unemployment: Measurement and Macroeconomic Consequences. (2021). Sala, Hector ; Pham, Binh Thai. In: IZA Discussion Papers. RePEc:iza:izadps:dp14212. Full description at Econpapers || Download paper | |
2021 | Output-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. Full description at Econpapers || Download paper | |
2021 | Testing hysteresis in unemployment using artificial network (ANN) unit root test. (2021). Furuoka, Fumitaka. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00382. Full description at Econpapers || Download paper | |
2021 | Granger Causal Nexus between Good Public Governance and Unemployment: Evidence from Cross-Country Panel Data Investigation. (2021). Grosanu, Adrian ; Groanu, Adrian ; Boa-Avram, Cristina ; BERINDE, SORIN ROMULUS ; Rchian, Paula-Ramona. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:63-:d:492242. Full description at Econpapers || Download paper | |
2021 | Tail 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. Full description at Econpapers || Download paper | |
2021 | Which 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. Full description at Econpapers || Download paper | |
2021 | Predictability 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. Full description at Econpapers || Download paper | |
2021 | Systemic risk of Chinaâs 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. Full description at Econpapers || Download paper | |
2021 | Sustainability 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | Time-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. Full description at Econpapers || Download paper | |
2021 | COVID-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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | Are 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. Full description at Econpapers || Download paper | |
2021 | Exact Post-selection Inference For Tracking S&P500. (2021). Boustanifar, Hamid ; Noravesh, Farshad. In: Papers. RePEc:arx:papers:2112.15448. Full description at Econpapers || Download paper | |
2021 | Accruals 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. Full description at Econpapers || Download paper | |
2021 | Audit 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. Full description at Econpapers || Download paper | |
2021 | Call 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. Full description at Econpapers || Download paper | |
2021 | Intraday Volatility Spillovers among European Financial Markets during COVID-19. (2021). Ferreira, Paulo ; Aslam, Faheem ; Bashir, Beenish ; Mughal, Khurrum Shahzad. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:1:p:5-:d:475123. Full description at Econpapers || Download paper | |
2021 | Tail 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. Full description at Econpapers || Download paper | |
2021 | Modeling Credit Risk: A Category Theory Perspective. (2021). Nayak, Richi ; Nicolau, Dan ; Tran, Cao Son ; Verhoeven, Peter. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:298-:d:586887. Full description at Econpapers || Download paper | |
2021 | Kazakhstanâs 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. Full description at Econpapers || Download paper | |
2021 | Aid 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. Full description at Econpapers || Download paper | |
2021 | The Impact of the Opening of Producer Services on the International Competitiveness of Manufacturing Industry. (2021). Tenkorang, Acheampong Paul ; Tang, Decai ; Yu, Cuiping ; Bethel, Brandon J. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11224-:d:654032. Full description at Econpapers || Download paper | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | Pricing 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. Full description at Econpapers || Download paper | |
2021 | Portfolio 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. Full description at Econpapers || Download paper | |
2021 | Volatility 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Financial Performance of Iranian Banks from 2013 to 2019: A Panel Data Approach. (2021). Bouzari, Parisa ; Fekete-Farkas, Maria ; Ebrahimi, Pejman ; Magda, Robert. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:257-:d:570766. Full description at Econpapers || Download paper | |
2021 | Energy Cost Performance of Thermal Power Industry in China Considering Regional Heterogeneity: A Meta-Frontier Cost Malmquist Productivity Decomposition Approach. (2021). Wang, Yujia ; Zhang, Xuping ; Zhu, Zhigang ; Chen, Xiang. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:12:p:6823-:d:576256. Full description at Econpapers || Download paper | |
2021 | COVID-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. Full description at Econpapers || Download paper | |
2021 | Monetary 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. Full description at Econpapers || Download paper | |
2021 | An 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. Full description at Econpapers || Download paper | |
2021 | Central bank communication with non-experts: a road to nowhere?. (2021). Wabitsch, Alena ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20212594. Full description at Econpapers || Download paper | |
2021 | Monetary 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. Full description at Econpapers || Download paper | |
2021 | Interdependence 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. Full description at Econpapers || Download paper | |
2021 | Carbon 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Energy Efficiency and Decarbonization in the Context of Macroeconomic Stabilization. (2021). Fajczak-Kowalska, Anita ; Misztal, Anna ; Strunecky, Otakar. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:16:p:5197-:d:619666. Full description at Econpapers || Download paper | |
2021 | Carbon and inflation. (2021). Pardo, Angel. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320301616. Full description at Econpapers || Download paper | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | Ratchet Effect in Import Prices ââ¬â 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. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | Gainers 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. Full description at Econpapers || Download paper | |
2021 | Spillovers 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. Full description at Econpapers || Download paper | |
2021 | Energy 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. Full description at Econpapers || Download paper | |
2021 | Dynamics 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | Stock 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. Full description at Econpapers || Download paper | |
2021 | Harnessing 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. Full description at Econpapers || Download paper | |
2021 | Indicator 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. 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 | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | Chaotic 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. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | Oil 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. Full description at Econpapers || Download paper | |
2021 | Revisiting 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. Full description at Econpapers || Download paper | |
2021 | Oil 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. Full description at Econpapers || Download paper | |
2021 | On 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. Full description at Econpapers || Download paper | |
2021 | Oil 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. Full description at Econpapers || Download paper | |
2021 | Crude 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Spatial Dependence Evaluation of Agricultural Technical EfficiencyâBased 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. Full description at Econpapers || Download paper | |
2021 | Continuous 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | COVID-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. Full description at Econpapers || Download paper | |
2021 | Precious 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. Full description at Econpapers || Download paper | |
2021 | Impact 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. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Crude 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | International 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. Full description at Econpapers || Download paper | |
2021 | Uncovering 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. Full description at Econpapers || Download paper | |
2021 | Efecto del crecimiento demográfico en la deuda externa. Estudio para paÃses sudamericanos usando un análisis de cointegración. (2021). Cuesta, Lizeth. In: MPRA Paper. RePEc:pra:mprapa:111041. Full description at Econpapers || Download paper | |
2021 | Oil 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. Full description at Econpapers || Download paper | |
2021 | Time?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. Full description at Econpapers || Download paper | |
2021 | Cost 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. Full description at Econpapers || Download paper | |
2021 | Dynamic Characteristics of Oil Attributes and Their Market Effects. (2021). Li, Xue ; Hu, Qingqing ; Dong, Hao. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:13:p:3927-:d:585866. Full description at Econpapers || Download paper | |
2021 | Gold, 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. Full description at Econpapers || Download paper | |
2021 | Determinants of project bond prices â 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. Full description at Econpapers || Download paper | |
2021 | Bond yield and crude oil prices predictability. (2021). Kang, Jie ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001109. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | Modeling 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Lottery-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. Full description at Econpapers || Download paper | |
2021 | Profitability 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. Full description at Econpapers || Download paper | |
2021 | Network 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. Full description at Econpapers || Download paper | |
2021 | Impacts 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | How can investors build a better portfolio in small open economies? Evidence from Asiaâs 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Consumer confidence, consumption, and macroeconomic fluctuations: A systemic stock?flow consistent model. (2021). Sahin, Sercin. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:4:p:868-904. Full description at Econpapers || Download paper | |
2021 | On 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. Full description at Econpapers || Download paper | |
2021 | Analysis 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. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | New 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. Full description at Econpapers || Download paper | |
2021 | Effect 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. Full description at Econpapers || Download paper | |
2021 | Effects 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. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | Analyzing 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. Full description at Econpapers || Download paper | |
2021 | Multilayer 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. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | CEO 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Insurance Market Development, Energy Consumption, and Turkeyâs 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | An 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. Full description at Econpapers || Download paper | |
2021 | Chinese 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. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | Cash 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. Full description at Econpapers || Download paper | |
2021 | Women 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. Full description at Econpapers || Download paper | |
2021 | Regional 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. Full description at Econpapers || Download paper | |
2021 | WORLD 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. Full description at Econpapers || Download paper | |
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2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Systemic 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. Full description at Econpapers || Download paper | |
2021 | Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks. (2021). KoÄenda, Evžen ; Kocenda, Even ; Bro, Vaclav. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9463. Full description at Econpapers || Download paper | |
2021 | How Does Corporate Party Committee Governance Affect Charitable Donations? Evidence from Heavy-Pollution Industries in China. (2021). Fan, Cheng ; Li, Lirong ; Zhang, Huiming ; Ur, Haroon. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:12242-:d:673253. Full description at Econpapers || Download paper | |
2021 | The leadâlag 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. Full description at Econpapers || Download paper | |
2021 | Financial bubbles and sustainability of public debt: The case of Spain. (2021). Prats, Maria A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2111. Full description at Econpapers || Download paper | |
2021 | CSR 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. Full description at Econpapers || Download paper | |
2021 | Working 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. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2021 | Attention 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Dependence 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. Full description at Econpapers || Download paper | |
2021 | Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2021). Nguyen, Hoang ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2021_015. Full description at Econpapers || Download paper | |
2021 | Monetary Policy and Business Cycle Synchronization in Europe. (2021). MESTRE, Roman ; Odry, Remi. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-19. Full description at Econpapers || Download paper | |
2021 | Realized 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. Full description at Econpapers || Download paper | |
2021 | Co-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. Full description at Econpapers || Download paper | |
2021 | Extreme 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. Full description at Econpapers || Download paper | |
2021 | Backtesting 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Income 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. Full description at Econpapers || Download paper | |
2021 | Unveiling 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. Full description at Econpapers || Download paper | |
2021 | On 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Volatile market condition, institutional constraints, and IPO anomaly: evidence from the Chinese market. (2021). Zhang, Luxiu ; Liu, Desheng. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:1239-1275. Full description at Econpapers || Download paper | |
2021 | Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact. (2021). Czudaj, Robert ; van Hoang, Thi Hong ; Borgards, Oliver. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309946. Full description at Econpapers || Download paper | |
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2021 | Do PublicâPrivate 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. Full description at Econpapers || Download paper | |
2021 | Dependency 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. Full description at Econpapers || Download paper | |
2021 | Catastrophic 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. Full description at Econpapers || Download paper | |
2021 | Pricing 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. Full description at Econpapers || Download paper | |
2021 | Volume 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. Full description at Econpapers || Download paper | |
2021 | Mergers 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. Full description at Econpapers || Download paper | |
2021 | Rational 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Higher 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. Full description at Econpapers || Download paper | |
2021 | Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873. Full description at Econpapers || Download paper | |
2021 | A Sparsity Algorithm with Applications to Corporate Credit Rating. (2021). Florescu, Ionut ; Chen, Zhi ; Wang, Dan. In: Papers. RePEc:arx:papers:2107.10306. Full description at Econpapers || Download paper | |
2021 | Fiscal and current account imbalances: the cases of Germany and Portugal. (2021). Afonso, Antonio ; Coelho, Jose Carlos. In: Working Papers. RePEc:inf:wpaper:2021.12. Full description at Econpapers || Download paper | |
2021 | Current 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. Full description at Econpapers || Download paper | |
2021 | 60%, -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. Full description at Econpapers || Download paper | |
2021 | 60%, -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. Full description at Econpapers || Download paper | |
2021 | Current 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. Full description at Econpapers || Download paper | |
2021 | 60%, -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. Full description at Econpapers || Download paper | |
2021 | Fiscal and current account imbalances: the cases of Germany and Portugal. (2021). Afonso, Antonio ; Coelho, Jose Carlos. In: Working Papers REM. RePEc:ise:remwps:wp02082021. Full description at Econpapers || Download paper | |
2021 | Fiscal and Current Account Imbalances: The Cases of Germany and Portuga. (2021). Afonso, Antonio ; Coelho, Jose Carlos. In: EconPol Working Paper. RePEc:ces:econwp:_72. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | Using 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Risk 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. Full description at Econpapers || Download paper | |
2021 | Wealth, 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. Full description at Econpapers || Download paper | |
2021 | Household 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. Full description at Econpapers || Download paper | |
2021 | Identifying and Predicting the Credit Risk of Small and Medium-Sized Enterprises in Sustainable Supply Chain Finance: Evidence from China. (2021). Pang, Ruiqi ; Chu, Xuejian ; Yang, Yubin ; Liu, Feng. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5714-:d:558080. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Analyzing 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Spillovers 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. Full description at Econpapers || Download paper | |
2021 | Crude 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. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; BÄdowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | Performance 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. Full description at Econpapers || Download paper | |
2021 | Volatility 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. Full description at Econpapers || Download paper | |
2021 | Modelización de la demanda de energÃa eléctrica: más allá de la normalidad || Electrical energy demand modeling: beyond normality. (2021). Villada-Medina, Hernan D ; Cortes, Lina M ; Trespalacios, Alfredo ; Rendon, Juan F. In: Revista de Métodos Cuantitativos para la EconomÃa y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:32:y:2021:i:1:p:83-98. Full description at Econpapers || Download paper | |
2021 | COVID-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. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis. (2021). VukoviÄ, 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. Full description at Econpapers || Download paper | |
2021 | Analysing 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. Full description at Econpapers || Download paper | |
2021 | Is export tax rebate a quality signal to determine firmsâ 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | Validating 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Differential 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Impact of the âBelt and Road Initiativeâ on machinery production networks. (2021). Lin, Chinho ; Yang, Yiwen. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002315. Full description at Econpapers || Download paper | |
2021 | The Economic Effects of Chinaâs 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. Full description at Econpapers || Download paper | |
2021 | Factors Affecting the Trade Dependence Relationship of Asian Countries with China: Implications for Chinaâs Belt and Road Initiative. (2021). Shi, Jinfeng ; Xue, Feihuang ; Yang, Wei ; Wang, DI ; Shao, Yanmin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:10844-:d:646541. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Homeâhost distance in governance quality, foreign banksâ lending, and emerging host marketsâ resilience. (2021). Kowalewski, Oskar ; Pisany, Pawel. In: Working Papers. RePEc:ies:wpaper:f202108. Full description at Econpapers || Download paper | |
2021 | Predicting 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. Full description at Econpapers || Download paper | |
2021 | Positive-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. Full description at Econpapers || Download paper | |
2021 | Corporate 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Analysis 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. Full description at Econpapers || Download paper | |
2021 | Interconnectedness, systemic risk, and the influencing factors: Some evidence from Chinaâs 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. Full description at Econpapers || Download paper | |
2021 | Risk spillover and network connectedness analysis of Chinaâs green bond and financial markets: Evidence from financial events of 2015â2020. (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. Full description at Econpapers || Download paper | |
2021 | Analysis 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. Full description at Econpapers || Download paper | |
2021 | Intersectoral 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. Full description at Econpapers || Download paper | |
2021 | Media 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. Full description at Econpapers || Download paper | |
2021 | Non-Traditional Systemic Risk Contagion within the Chinese Banking Industry. (2021). Zhang, Zhaoyong ; Scagnelli, Simone ; Choudhury, Tonmoy ; Yong, Jaime. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7954-:d:595494. Full description at Econpapers || Download paper | |
2021 | Multiscale 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. Full description at Econpapers || Download paper | |
2021 | News-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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Dependence 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. Full description at Econpapers || Download paper | |
2021 | Natural 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. Full description at Econpapers || Download paper | |
2021 | Impact 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. Full description at Econpapers || Download paper | |
2021 | Entrepreneurial 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. Full description at Econpapers || Download paper | |
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2021 | Beyond risk parity â 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. Full description at Econpapers || Download paper | |
2021 | Understanding 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | Time 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | Cryptocurrency shocks. (2021). Serletis, Apostolos ; Rahman, Sajjadur ; Liu, Jinan. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:2:p:190-202. Full description at Econpapers || Download paper | |
2021 | Exploring 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. Full description at Econpapers || Download paper | |
2021 | Discernible 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. Full description at Econpapers || Download paper | |
2021 | Short-term institutionsâ 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | The Impact of an Enterpriseâs Intellectualization on Its Leadership Potential. (2021). Kurilova, Anastasia ; Danshina, Svetlana ; Zhou, Dahui ; Lis, Marcin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9670-:d:623723. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Does communist party membership bring a wage premium in China? a meta-analysis. (2021). Iwasaki, Ichiro ; Ma, Xinxin. In: Journal of Chinese Economic and Business Studies. RePEc:taf:jocebs:v:19:y:2021:i:1:p:55-94. Full description at Econpapers || Download paper | |
2021 | Anti-corruption, safety compliance and coal mine deaths: Evidence from China. (2021). Wang, Xue ; Xu, Gang ; Zou, Rong ; Yano, GO. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:458-488. Full description at Econpapers || Download paper | |
2021 | Corruption and bank risk-taking: The deterring role of Shariah supervision. (2021). TARAZI, Amine ; Khan, Mushtaq Hussain ; Fraz, Ahmad ; Hassan, Arshad ; Bitar, Mohammad. In: Working Papers. RePEc:hal:wpaper:hal-03366460. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | Giving 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Carbon 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. Full description at Econpapers || Download paper | |
2021 | The dynamic association between healthcare spending, CO2 emissions, and human development index in OECD countries: evidence from panel VAR model. (2021). 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | Fundamental ratios as predictors of ESG scores: a machine learning approach. (2021). Amato, Valeria D ; 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. Full description at Econpapers || Download paper |
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2021 | Analysing 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. Full description at Econpapers || Download paper | |
2021 | WORLD 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. Full description at Econpapers || Download paper | |
2021 | Hedging 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. Full description at Econpapers || Download paper | |
2021 | Green 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. Full description at Econpapers || Download paper | |
2021 | Misfortunes Never Come Alone: From the Financial Crisis to the Covid-19 Pandemic. (2021). Ongena, Steven ; Wagner, Alexander F ; Veghazy, Alexia Ventula ; Ibaez, Antonio Moreno. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15900. Full description at Econpapers || Download paper | |
2021 | Herding 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. Full description at Econpapers || Download paper | |
2021 | Contagion 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. Full description at Econpapers || Download paper | |
2021 | Fiscal 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. Full description at Econpapers || Download paper | |
2021 | The impact of hedging on risk-averse agentsâ output decisions. (2021). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002273. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Valuation 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | COVID-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. Full description at Econpapers || Download paper | |
2021 | How can investors build a better portfolio in small open economies? Evidence from Asiaâs 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. Full description at Econpapers || Download paper | |
2021 | Impact 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. Full description at Econpapers || Download paper | |
2021 | The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and Chinaâs 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. Full description at Econpapers || Download paper | |
2021 | Analysis 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. Full description at Econpapers || Download paper | |
2021 | Interdependence 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. Full description at Econpapers || Download paper | |
2021 | Regional 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Global 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. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2021 | Green 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. Full description at Econpapers || Download paper | |
2021 | Bond yield and crude oil prices predictability. (2021). Kang, Jie ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001109. Full description at Econpapers || Download paper | |
2021 | Exploring 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. Full description at Econpapers || Download paper | |
2021 | Cash 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Are 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. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? â 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. Full description at Econpapers || Download paper | |
2021 | Stock 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. Full description at Econpapers || Download paper | |
2021 | Volatility 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. Full description at Econpapers || Download paper | |
2021 | Stock 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. Full description at Econpapers || Download paper | |
2021 | Analyzing 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. Full description at Econpapers || Download paper | |
2021 | Time-varying effect of international iron ore price on Chinaâs 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. Full description at Econpapers || Download paper | |
2021 | Price-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. Full description at Econpapers || Download paper | |
2021 | Precious 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. Full description at Econpapers || Download paper | |
2021 | Research 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. Full description at Econpapers || Download paper | |
2021 | Cryptocurrencies 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. Full description at Econpapers || Download paper | |
2021 | Efficient 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. Full description at Econpapers || Download paper | |
2021 | Rare 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Examining 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. Full description at Econpapers || Download paper | |
2021 | Using 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. Full description at Econpapers || Download paper | |
2021 | Assessing 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. Full description at Econpapers || Download paper | |
2021 | Succession as a Risk Process in the Survival of a Family BusinessâCase of Slovakia. (2021). Moravanska, Monika ; Luakova, Zuzana ; Rumanko, Boris ; Ajbidorova, Maria. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:458-:d:644256. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper |
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2020 | Information 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. Full description at Econpapers || Download paper | |
2020 | Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics. (2020). KriÃ
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2020 | Capturing 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. Full description at Econpapers || Download paper | |
2020 | Principal Component Analysis and Factor Analysis for Feature Selection in Credit Rating. (2020). Florescu, Lonut ; Yang, Shenghuan. In: Papers. RePEc:arx:papers:2011.09137. Full description at Econpapers || Download paper | |
2020 | Every 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. Full description at Econpapers || Download paper | |
2020 | Economic 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Volatility forecasting using related marketsââ¬â¢ 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. Full description at Econpapers || Download paper | |
2020 | Mixed 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. Full description at Econpapers || Download paper | |
2020 | Which 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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Happiness 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. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | Risk 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. Full description at Econpapers || Download paper | |
2020 | Retail investorsâ 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. Full description at Econpapers || Download paper | |
2020 | Dynamic 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. Full description at Econpapers || Download paper | |
2020 | Volatility 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. Full description at Econpapers || Download paper | |
2020 | Is 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. Full description at Econpapers || Download paper | |
2020 | More 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. Full description at Econpapers || Download paper | |
2020 | Dynamic 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. Full description at Econpapers || Download paper | |
2020 | Heterogeneous dependence between crude oil price volatility and Chinaâs 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. Full description at Econpapers || Download paper | |
2020 | COVID-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. Full description at Econpapers || Download paper | |
2020 | Abnormal 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. Full description at Econpapers || Download paper | |
2020 | Extension 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. Full description at Econpapers || Download paper | |
2020 | Measuring multi-product banksââ¬â¢ 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. Full description at Econpapers || Download paper | |
2020 | Political 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. Full description at Econpapers || Download paper | |
2020 | Macroprudential 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. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | Re-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. Full description at Econpapers || Download paper | |
2020 | Spillovers 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. Full description at Econpapers || Download paper | |
2020 | When 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. Full description at Econpapers || Download paper | |
2020 | Corruption 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. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Financial 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Asymmetric 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. Full description at Econpapers || Download paper | |
2020 | Sovereign 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. Full description at Econpapers || Download paper | |
2020 | Impactos 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. Full description at Econpapers || Download paper | |
2020 | New 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. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Dynamics 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach. (2020). Szafranek, Karol ; SzafraÅski, Grzegorz ; Kwas, Marek ; Woko, Zuzanna ; Szafraski, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6327-:d:453941. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models. (2020). Bouri, Elie ; el Alaoui, Marwane ; Azoury, Nehme. In: IJFS. RePEc:gam:jijfss:v:8:y:2020:i:3:p:38-:d:379094. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Return 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. Full description at Econpapers || Download paper | |
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2019 | An Integrated Early Warning System for Stock Market Turbulence. (2019). Ma, YE ; Zong, LU ; Wang, Peiwan. In: Papers. RePEc:arx:papers:1911.12596. Full description at Econpapers || Download paper | |
2019 | Dynamics 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. Full description at Econpapers || Download paper | |
2019 | External debts, current account balance and exchange rates in emerging countries. (2019). Bouraoui, Taoufik. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00062. Full description at Econpapers || Download paper | |
2019 | The 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. Full description at Econpapers || Download paper | |
2019 | Two 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. Full description at Econpapers || Download paper | |
2019 | An 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. Full description at Econpapers || Download paper | |
2019 | Identifying 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. Full description at Econpapers || Download paper | |
2019 | A 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. Full description at Econpapers || Download paper | |
2019 | Firm-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. Full description at Econpapers || Download paper | |
2019 | Driving 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. Full description at Econpapers || Download paper | |
2019 | Can 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. Full description at Econpapers || Download paper | |
2019 | Nonlinear 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. Full description at Econpapers || Download paper | |
2019 | The 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. Full description at Econpapers || Download paper | |
2019 | Integrated 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. Full description at Econpapers || Download paper | |
2019 | Can the skewness of oil returns affect stock returns? Evidence from Chinaââ¬â¢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. Full description at Econpapers || Download paper | |
2019 | High-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. Full description at Econpapers || Download paper | |
2019 | The payout policy of politically connected firms: Tunnelling or reputation?. (2019). LÃÆópez-Iturriaga, FÃÆélix ; 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. Full description at Econpapers || Download paper | |
2019 | The 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. Full description at Econpapers || Download paper | |
2019 | Pricing 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. Full description at Econpapers || Download paper | |
2019 | Detecting 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. Full description at Econpapers || Download paper | |
2019 | Credit 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. Full description at Econpapers || Download paper | |
2019 | How 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. Full description at Econpapers || Download paper | |
2019 | Alpha 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. Full description at Econpapers || Download paper | |
2019 | Does 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. Full description at Econpapers || Download paper | |
2019 | Identifying 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. Full description at Econpapers || Download paper | |
2019 | Determinants 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. Full description at Econpapers || Download paper | |
2019 | Short-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. Full description at Econpapers || Download paper | |
2019 | Monetary 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. Full description at Econpapers || Download paper | |
2019 | U.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. Full description at Econpapers || Download paper | |
2019 | Testing 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. Full description at Econpapers || Download paper | |
2019 | Energy, 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. Full description at Econpapers || Download paper | |
2019 | Trading 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. Full description at Econpapers || Download paper | |
2019 | Volatility 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. Full description at Econpapers || Download paper | |
2019 | A 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. Full description at Econpapers || Download paper | |
2019 | Export-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. Full description at Econpapers || Download paper | |
2019 | Detecting West Texas Intermediate (WTI) Pricesâ Bubble Periods. (2019). Perifanis, Theodosios. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:14:p:2649-:d:247267. Full description at Econpapers || Download paper | |
2019 | The 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. Full description at Econpapers || Download paper | |
2019 | Interdependence 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. Full description at Econpapers || Download paper | |
2019 | Next-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. Full description at Econpapers || Download paper | |
2019 | A 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. Full description at Econpapers || Download paper | |
2019 | Contagion 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. Full description at Econpapers || Download paper | |
2019 | Splitting 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. Full description at Econpapers || Download paper | |
2019 | The 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. Full description at Econpapers || Download paper | |
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2019 | Do Overnight Returns Truly Measure Firm-Specific Investor Sentiment in the KOSPI Market?. (2019). Park, Chanhi ; Cho, Hoon ; Ik, Sang ; Ryu, Doojin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3718-:d:246434. Full description at Econpapers || Download paper | |
2019 | Intellectual Capital, Profitability, and Productivity: Evidence from Pakistani Financial Institutions. (2019). Haris, Muhammad ; Yao, Hongxing ; Shafique, Muhammad Aamir ; Javaid, Hafiz Mustansar ; Tariq, Gulzara. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3842-:d:248307. Full description at Econpapers || Download paper | |
2019 | Well-Governed Sustainability and Financial Performance: A New Integrative Approach. (2019). Siminica, Marian ; Cristea, Mirela ; Anghel, Ion ; Noja, Gratiela Georgiana ; Sichigea, Mirela. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:17:p:4562-:d:259941. Full description at Econpapers || Download paper | |
2019 | Should Listed Banks Be Concerned with Intellectual Capital in Emerging Asian Markets? A Comparison between China and Pakistan. (2019). Haris, Muhammad ; Xu, Jian ; Yao, Hongxing. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6582-:d:289470. Full description at Econpapers || Download paper | |
2019 | Regional Anti-Corruption and CSR Disclosure in a Transition Economy: The Contingent Effects of Ownership and Political Connection. (2019). Che, Bin ; Qiao, Mingzhe ; Xu, Shiwei ; Tong, Peng. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2499-:d:226826. Full description at Econpapers || Download paper |
More than 50 citations. List broken...
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2018 | Size of the banking sector: implications for financial stability. (2018). Kakes, Jan ; Nijskens, Rob . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1606. Full description at Econpapers || Download paper | |
2018 | Unemployment and confidence in Canada: Evidence from national and regional level data. (2018). Pan, Wei-Fong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00691. Full description at Econpapers || Download paper | |
2018 | Assessing 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. Full description at Econpapers || Download paper | |
2018 | Crude 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. Full description at Econpapers || Download paper | |
2018 | Does 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. Full description at Econpapers || Download paper | |
2018 | Partisan 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. Full description at Econpapers || Download paper | |
2018 | Analytical 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. Full description at Econpapers || Download paper | |
2018 | A 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. Full description at Econpapers || Download paper | |
2018 | Were 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. Full description at Econpapers || Download paper | |
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2018 | RMB 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. Full description at Econpapers || Download paper | |
2018 | Research 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. Full description at Econpapers || Download paper | |
2018 | Real Exchange Rates, Economic Complexity, and Investment. (2018). Magud, Nicolas ; Sosa, Sebastian ; Brito, Steve. In: IMF Working Papers. RePEc:imf:imfwpa:2018/107. Full description at Econpapers || Download paper | |
2018 | How US wages effect post-socialist European stock markets: an empirical study. (2018). Ilalan, Deniz. In: Economics and Business Letters. RePEc:ove:journl:aid:12983. Full description at Econpapers || Download paper | |
2018 | Time-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. Full description at Econpapers || Download paper | |
2018 | Geopolitical 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. Full description at Econpapers || Download paper | |
2018 | Time-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. Full description at Econpapers || Download paper | |
2018 | Forecasting 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. Full description at Econpapers || Download paper | |
2018 | Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation. (2018). Takayama, Shino. In: Discussion Papers Series. RePEc:qld:uq2004:603. Full description at Econpapers || Download paper | |
2018 | Volatility of ruble exchange rate: Oil and sanctions. (2018). Peresetsky, Anatoly ; Aganin, Artem. In: Applied Econometrics. RePEc:ris:apltrx:0353. Full description at Econpapers || Download paper | |
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2018 | Price-Based Investment Strategies. (2018). Shemer, Jacob Koby ; Zaremba, Adam. In: Springer Books. RePEc:spr:sprbok:978-3-319-91530-2. Full description at Econpapers || Download paper | |
2018 | Bank-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. Full description at Econpapers || Download paper |