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[50 most relevant papers]
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1992 | 0 | 0.12 | 0 | 0 | 12 | 12 | 48 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
| 1993 | 0 | 0.13 | 0.11 | 0 | 15 | 27 | 30 | 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 | 0.15 | 0.07 | 13 | 54 | 68 | 5 | 15 | 29 | 1 | 41 | 3 | 2 | 40 | 0 | 0.09 | |
| 1996 | 0.19 | 0.25 | 0.21 | 0.15 | 24 | 78 | 47 | 16 | 31 | 27 | 5 | 54 | 8 | 1 | 6.3 | 2 | 0.08 | 0.11 |
| 1997 | 0.03 | 0.24 | 0.05 | 0.06 | 18 | 96 | 262 | 5 | 36 | 37 | 1 | 78 | 5 | 0 | 0 | 0.11 | ||
| 1998 | 0.19 | 0.27 | 0.17 | 0.15 | 13 | 109 | 63 | 17 | 54 | 42 | 8 | 84 | 13 | 2 | 11.8 | 0 | 0.13 | |
| 1999 | 0.13 | 0.29 | 0.08 | 0.09 | 20 | 129 | 167 | 10 | 64 | 31 | 4 | 82 | 7 | 1 | 10 | 0 | 0.14 | |
| 2000 | 0.09 | 0.34 | 0.16 | 0.09 | 13 | 142 | 54 | 19 | 87 | 33 | 3 | 88 | 8 | 6 | 31.6 | 6 | 0.46 | 0.16 |
| 2001 | 0.24 | 0.38 | 0.26 | 0.2 | 18 | 160 | 629 | 34 | 129 | 33 | 8 | 88 | 18 | 7 | 20.6 | 10 | 0.56 | 0.17 |
| 2002 | 1 | 0.39 | 0.49 | 0.49 | 19 | 179 | 439 | 81 | 216 | 31 | 31 | 82 | 40 | 17 | 21 | 21 | 1.11 | 0.2 |
| 2003 | 1.65 | 0.43 | 0.67 | 0.95 | 19 | 198 | 465 | 126 | 348 | 37 | 61 | 83 | 79 | 15 | 11.9 | 5 | 0.26 | 0.21 |
| 2004 | 1.82 | 0.47 | 0.82 | 1.26 | 19 | 217 | 277 | 174 | 527 | 38 | 69 | 89 | 112 | 4 | 2.3 | 25 | 1.32 | 0.21 |
| 2005 | 1.11 | 0.5 | 0.83 | 1.32 | 23 | 240 | 731 | 191 | 726 | 38 | 42 | 88 | 116 | 11 | 5.8 | 17 | 0.74 | 0.23 |
| 2006 | 0.95 | 0.49 | 0.77 | 1.36 | 25 | 265 | 532 | 202 | 930 | 42 | 40 | 98 | 133 | 9 | 4.5 | 7 | 0.28 | 0.22 |
| 2007 | 1.25 | 0.44 | 0.72 | 1.05 | 17 | 282 | 319 | 203 | 1134 | 48 | 60 | 105 | 110 | 5 | 2.5 | 3 | 0.18 | 0.2 |
| 2008 | 1 | 0.47 | 1.13 | 1.57 | 22 | 304 | 375 | 343 | 1479 | 42 | 42 | 103 | 162 | 3 | 0.9 | 6 | 0.27 | 0.22 |
| 2009 | 1.08 | 0.46 | 0.97 | 1.31 | 17 | 321 | 382 | 309 | 1790 | 39 | 42 | 106 | 139 | 15 | 4.9 | 7 | 0.41 | 0.23 |
| 2010 | 1 | 0.46 | 0.96 | 1.32 | 23 | 344 | 431 | 327 | 2120 | 39 | 39 | 104 | 137 | 5 | 1.5 | 11 | 0.48 | 0.2 |
| 2011 | 1.8 | 0.51 | 1.16 | 1.58 | 20 | 364 | 251 | 417 | 2541 | 40 | 72 | 104 | 164 | 31 | 7.4 | 11 | 0.55 | 0.24 |
| 2012 | 1.49 | 0.5 | 1.1 | 1.43 | 22 | 386 | 272 | 404 | 2965 | 43 | 64 | 99 | 142 | 32 | 7.9 | 16 | 0.73 | 0.21 |
| 2013 | 1.71 | 0.54 | 1.44 | 1.68 | 84 | 470 | 1137 | 676 | 3644 | 42 | 72 | 104 | 175 | 142 | 21 | 171 | 2.04 | 0.24 |
| 2014 | 1.38 | 0.53 | 1.09 | 1.45 | 67 | 537 | 779 | 586 | 4230 | 106 | 146 | 166 | 241 | 148 | 25.3 | 23 | 0.34 | 0.22 |
| 2015 | 1.21 | 0.53 | 1.01 | 1.19 | 70 | 607 | 909 | 615 | 4846 | 151 | 183 | 216 | 258 | 136 | 22.1 | 23 | 0.33 | 0.22 |
| 2016 | 0.96 | 0.5 | 0.85 | 0.97 | 73 | 680 | 742 | 578 | 5424 | 137 | 132 | 263 | 254 | 29 | 5 | 17 | 0.23 | 0.2 |
| 2017 | 1.05 | 0.52 | 0.9 | 1.06 | 78 | 758 | 690 | 680 | 6106 | 143 | 150 | 316 | 334 | 42 | 6.2 | 21 | 0.27 | 0.21 |
| 2018 | 0.94 | 0.53 | 0.85 | 0.94 | 66 | 824 | 734 | 698 | 6804 | 151 | 142 | 372 | 349 | 26 | 3.7 | 27 | 0.41 | 0.22 |
| 2019 | 1.2 | 0.54 | 0.92 | 1.12 | 188 | 1012 | 1786 | 924 | 7735 | 144 | 173 | 354 | 398 | 133 | 14.4 | 85 | 0.45 | 0.21 |
| 2020 | 1.26 | 0.64 | 0.96 | 1.27 | 268 | 1280 | 1887 | 1233 | 8970 | 254 | 320 | 475 | 602 | 199 | 16.1 | 86 | 0.32 | 0.3 |
| 2021 | 1.35 | 0.74 | 1.14 | 1.29 | 196 | 1476 | 1630 | 1689 | 10659 | 456 | 614 | 673 | 871 | 209 | 12.4 | 92 | 0.47 | 0.27 |
| 2022 | 1.55 | 0.74 | 1.26 | 1.41 | 191 | 1667 | 979 | 2095 | 12754 | 464 | 717 | 796 | 1122 | 250 | 11.9 | 94 | 0.49 | 0.22 |
| 2023 | 1.81 | 0.7 | 1.34 | 1.45 | 122 | 1789 | 507 | 2397 | 15151 | 387 | 702 | 909 | 1315 | 173 | 7.2 | 78 | 0.64 | 0.2 |
| 2024 | 1.89 | 0.82 | 1.38 | 1.47 | 203 | 1992 | 285 | 2745 | 17896 | 313 | 593 | 965 | 1420 | 309 | 11.3 | 120 | 0.59 | 0.24 |
| 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 | 256 |
| 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 | 213 |
| 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 | 212 |
| 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 | 208 |
| 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 | 183 |
| 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 | 159 |
| 7 | 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 | 146 |
| 8 | 2013 | Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai ; 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 | 138 |
| 9 | 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 | 124 |
| 10 | 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 | 121 |
| 11 | 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 | 117 |
| 12 | 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 | 114 |
| 13 | 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 | 101 |
| 14 | 2003 | Short-run and long-run industry-level estimates of U.S. Armington elasticities. (2003). McDaniel, Christine ; 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 | 100 |
| 15 | 2019 | Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Das, Debojyoti ; Kannadhasan, M ; Bhattacharyya, Malay. 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 | 100 |
| 16 | 2019 | Network connectedness and net spillover between financial and commodity markets. (2019). Yoon, Seong-Min ; Uddin, Gazi ; Kang, Sang Hoon ; al Mamun, MD. 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 | 99 |
| 17 | 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 | 93 |
| 18 | 2018 | Leverage and firm performance: New evidence on the role of firm size. (2018). Ibhagui, Oyakhilome ; 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 | 85 |
| 19 | 2005 | Vertical specialization and three facts about U.S. international trade. (2005). Yi, Kei-Mu ; Kondratowicz, Matthew ; Chen, Hogan. 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 | 83 |
| 20 | 2015 | Temporal causality between house prices and output in the US: A bootstrap rolling-window approach. (2015). Miller, Stephen ; GUPTA, RANGAN ; DAS, SONALI ; Balcilar, Mehmet ; 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 | 82 |
| 21 | 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 | 81 |
| 22 | 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 | 80 |
| 23 | 2013 | Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks. (2013). Hammoudeh, Shawkat ; Santos, Paulo Araujo ; Al-Hassan, Abdullah. 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 | 74 |
| 24 | 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 | 72 |
| 25 | 1999 | From stylized to applied models:: Building multisector CGE models for policy analysis. (1999). Yúnez Naude, Antonio ; Robinson, Sherman ; Devarajan, Shantayanan ; Hinojosa-Ojeda, Raul ; Lewis, Jeffrey D. ; Yunez-Naude, Antonio. 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 | 71 |
| 26 | 2005 | How the Bundesbank really conducted monetary policy. (2005). Seitz, Franz ; Gerberding, Christina ; Worms, Andreas. 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 | 69 |
| 27 | 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 | 68 |
| 28 | 2005 | International fragmentation and the new economic geography. (2005). Jones, Ronald W. ; Kierzkowski, Henryk. 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 | 67 |
| 29 | 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 | 67 |
| 30 | 2009 | Are regional trading agreements beneficial?: Static and dynamic panel gravity models. (2009). Nowak-Lehmann D., Felicitas ; MartÃnez-Zarzoso, Inmaculada ; Felicitas, Nowak-Lehmann D. ; Horsewood, Nicholas ; Martinez-Zarzoso, Inmaculada. 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 | 67 |
| 31 | 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 | 65 |
| 32 | 2019 | Understanding stock market volatility: What is the role of U.S. uncertainty?. (2019). Yin, Libo ; Su, Zhi ; Fang, Tong. 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 | 64 |
| 33 | 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 | 64 |
| 34 | 2019 | High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Mensi, Walid ; Kang, Sang Hoon ; Aslan, Aylin. 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 | 63 |
| 35 | 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 | 61 |
| 36 | 2020 | Why cryptocurrency markets are inefficient: The impact of liquidity and volatility. (2020). Yoon, Seong-Min ; Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Ko, Hee-Un. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300656. Full description at Econpapers || Download paper | 61 |
| 37 | 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 | 61 |
| 38 | 2021 | Risk spillover and network connectedness analysis of Chinaâs green bond and financial markets: Evidence from financial events of 2015â2020. (2021). Wang, Yaojun ; Li, Yangyang ; Gao, Yang. 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 | 59 |
| 39 | 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 | 58 |
| 40 | 2019 | Predicting the direction of stock market prices using tree-based classifiers. (2019). Kar, Saibal ; Basak, Suryoday ; Dey, Sudeepa Roy ; Saha, Snehanshu ; Khaidem, Luckyson. 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 | 58 |
| 41 | 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 | 58 |
| 42 | 2009 | Vertical specialization across the world: A relative measure. (2009). Cabral, Sonia ; Amador, João. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:267-280. Full description at Econpapers || Download paper | 57 |
| 43 | 2015 | Factors influencing bank risk in Europe: Evidence from the financial crisis. (2015). Trujillo-Ponce, Antonio ; CARDONE RIPORTELLA, CLARA ; Baselga-Pascual, Laura ; Cardone-Riportella, Clara. 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 | 57 |
| 44 | 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 | 56 |
| 45 | 2013 | Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Li, Xindan ; Yu, Honghai ; Zhang, Bing. 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 | 55 |
| 46 | 2019 | Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications. (2019). Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. 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 | 55 |
| 47 | 2018 | The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Delgado, Estefania Bermudez ; Saucedo, Eduardo. 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 | 54 |
| 48 | 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 | 54 |
| 49 | 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 | 53 |
| 50 | 2015 | Investor trading behavior, investor sentiment and asset prices. (2015). Zhou, Liyun ; Yang, Chunpeng. 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 | 53 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 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 | 105 |
| 2 | 2019 | Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Das, Debojyoti ; Kannadhasan, M ; Bhattacharyya, Malay. 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 | 50 |
| 3 | 2019 | Network connectedness and net spillover between financial and commodity markets. (2019). Yoon, Seong-Min ; Uddin, Gazi ; Kang, Sang Hoon ; al Mamun, MD. 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 | 48 |
| 4 | 2021 | Risk spillover and network connectedness analysis of Chinaâs green bond and financial markets: Evidence from financial events of 2015â2020. (2021). Wang, Yaojun ; Li, Yangyang ; Gao, Yang. 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 | 45 |
| 5 | 2018 | Leverage and firm performance: New evidence on the role of firm size. (2018). Ibhagui, Oyakhilome ; 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 | 44 |
| 6 | 2020 | Why cryptocurrency markets are inefficient: The impact of liquidity and volatility. (2020). Yoon, Seong-Min ; Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Ko, Hee-Un. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300656. Full description at Econpapers || Download paper | 42 |
| 7 | 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 | 41 |
| 8 | 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 | 37 |
| 9 | 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 | 36 |
| 10 | 2022 | Can digital financial inclusion promote female entrepreneurship? Evidence and mechanisms. (2022). Huang, Yidong ; Yang, Xiaolan ; Gao, Mei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s106294082200136x. Full description at Econpapers || Download paper | 35 |
| 11 | 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 | 35 |
| 12 | 2022 | Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19. (2022). Li, Zijian ; Meng, Qiaoyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001728. Full description at Econpapers || Download paper | 35 |
| 13 | 2022 | Exploring the dynamic spillover of cryptocurrency environmental attention across the commodities, green bonds, and environment-related stocks. (2022). Hassan, M. Kabir ; Hasan, Md. Bokhtiar ; Halim, Zairihan Abdul ; Maroney, Neal ; Rashid, Md Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000547. Full description at Econpapers || Download paper | 35 |
| 14 | 2021 | Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Hsu, Shu-Han ; Yoon, Jiho ; Sheu, Chwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711. Full description at Econpapers || Download paper | 34 |
| 15 | 2022 | How does FinTech affect the development of the digital economy? Evidence from China. (2022). Chen, Xiaohui ; Teng, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000511. Full description at Econpapers || Download paper | 33 |
| 16 | 2019 | Predicting the direction of stock market prices using tree-based classifiers. (2019). Kar, Saibal ; Basak, Suryoday ; Dey, Sudeepa Roy ; Saha, Snehanshu ; Khaidem, Luckyson. 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 | 33 |
| 17 | 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 | 32 |
| 18 | 2022 | Multiscale features of extreme risk spillover networks among global stock markets. (2022). Ren, Yinghua ; Zhao, Wanru ; You, Wanhai ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001012. Full description at Econpapers || Download paper | 32 |
| 19 | 2021 | The effects of oil price shocks on inflation in the G7 countries. (2021). Gong, XU ; Zhang, Keli ; Wen, Fenghua. 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 | 30 |
| 20 | 2021 | The nonlinear effect of oil price shocks on financial stress: Evidence from China. (2021). Liu, Renren ; Chen, Jianzhong ; Wen, Fenghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302047. Full description at Econpapers || Download paper | 30 |
| 21 | 2022 | Geopolitical risk and stock market volatility in emerging markets: A GARCH â MIDAS approach. (2022). Salisu, Afees ; Olaniran, Abeeb ; Ogbonna, Ahamuefula ; Lasisi, Lukman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001024. Full description at Econpapers || Download paper | 30 |
| 22 | 2020 | Accessibility of financial services and household consumption in China: Evidence from micro data. (2020). Yin, Zhichao ; Wu, YU ; Song, Quanyun ; Li, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301108. Full description at Econpapers || Download paper | 29 |
| 23 | 2019 | Understanding stock market volatility: What is the role of U.S. uncertainty?. (2019). Yin, Libo ; Su, Zhi ; Fang, Tong. 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 | 29 |
| 24 | 2021 | Economic policy uncertainty and cost of debt financing: International evidence. (2021). Tran, Quoc Trung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100053x. Full description at Econpapers || Download paper | 28 |
| 25 | 2020 | Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301455. Full description at Econpapers || Download paper | 28 |
| 26 | 2023 | Digital finance and misallocation of resources among firms: Evidence from China. (2023). Jiang, Weijie ; Jin, Laiqun ; Cao, Kairui ; Dai, Jiaying. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000347. Full description at Econpapers || Download paper | 27 |
| 27 | 2022 | Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain. (2022). Wang, Yaojun ; Li, Yangyang ; Gao, Yang ; Zhao, Chengjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002151. Full description at Econpapers || Download paper | 27 |
| 28 | 2021 | Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis. (2021). Chen, Weiyan ; Hau, Liya ; Zhu, Huiming. 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 | 27 |
| 29 | 2023 | Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis. (2023). He, Zhifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000700. Full description at Econpapers || Download paper | 26 |
| 30 | 2021 | Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis. (2021). Liu, Lan ; Wang, DA ; 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 | 26 |
| 31 | 2019 | High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Mensi, Walid ; Kang, Sang Hoon ; Aslan, Aylin. 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 | 26 |
| 32 | 2020 | The impact of Chinaâs one belt one road initiative on international trade in the ASEAN region. (2020). Salim, Ruhul ; Lean, Hooi Hooi ; Foo, Nam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302116. Full description at Econpapers || Download paper | 26 |
| 33 | 2023 | Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict. (2023). Kumar, Sanjeev ; Patel, Ritesh ; Iqbal, Najaf ; Gubareva, Mariya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823001067. Full description at Econpapers || Download paper | 25 |
| 34 | 2020 | Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, jianping ; Chen, Xiuwen ; Sun, Xiaolei ; Wang, Jun. 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 | 25 |
| 35 | 2023 | Systemic risk of Chinese financial institutions and asset price bubbles. (2023). Lee, Chien-Chiang ; Tian, Yiming ; Zhang, Xiaoming ; Wei, Chunyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000037. Full description at Econpapers || Download paper | 25 |
| 36 | 2020 | Customer concentration and corporate innovation: Evidence from China. (2020). Fan, Rui ; Yu, Manjiao ; Liu, Jiayuan ; Pan, Jianping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301765. Full description at Econpapers || Download paper | 24 |
| 37 | 2017 | Do financial constraints matter when firms engage in CSR?. (2017). Lo, Huai-Chun ; Chou, De-Wai ; Chan, Chia-Ying. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:241-259. Full description at Econpapers || Download paper | 24 |
| 38 | 2022 | Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China. (2022). Dai, Zhifeng ; Peng, Yongxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000936. Full description at Econpapers || Download paper | 23 |
| 39 | 2020 | Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis. (2020). Yang, Lu ; Xu, Mingli ; Wu, Kai ; Zhu, Jingran. 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 |
| 40 | 2023 | Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Huang, Zishan ; Deng, XI ; Hau, Liya ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682. Full description at Econpapers || Download paper | 23 |
| 41 | 2022 | Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis. (2022). Zhang, Zhongqingyang ; Qiao, Xingzhi ; Mao, Weifang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001784. Full description at Econpapers || Download paper | 23 |
| 42 | 2020 | Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Jiang, Yonghong ; Feng, Qidi ; Nie, HE ; Mo, Bin. 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 | 22 |
| 43 | 2022 | Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic. (2022). Dash, Saumya Ranjan ; Kang, Sang Hoon ; Ur, Mobeen ; Maitra, Debasish. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001188. Full description at Econpapers || Download paper | 22 |
| 44 | 2024 | The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391. Full description at Econpapers || Download paper | 22 |
| 45 | 2019 | Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications. (2019). Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. 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 | 21 |
| 46 | 2021 | Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Li, jianping ; Sun, Xiaolei ; Feng, Qianqian ; Liu, Chang. 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 | 21 |
| 47 | 2020 | âSmall things matter mostâ: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Huynh, Toan ; Duc, Toan Luu ; Nguyen, Thong Trung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716. Full description at Econpapers || Download paper | 21 |
| 48 | 2022 | Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102. Full description at Econpapers || Download paper | 20 |
| 49 | 2021 | Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; NEKHILI, Ramzi ; Mensi, Walid ; Suleman, Tahir ; Kang, Sang Hoon. 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 | 20 |
| 50 | 2023 | Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Esparcia, Carlos ; Huelamo, Diego ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735. Full description at Econpapers || Download paper | 20 |
| Year | Title | |
|---|---|---|
| 2024 | An Advanced Time-Varying Capital Asset Pricing Model via Heterogeneous Autoregressive Framework: Evidence from the Chinese Stock Market. (2024). Long, Yonghong ; Yin, Hong ; Zhao, Bohan. In: Mathematics. RePEc:gam:jmathe:v:13:y:2024:i:1:p:41-:d:1554002. Full description at Econpapers || Download paper | |
| 2024 | Can multi-period auto-portfolio systems improve returns? Evidence from Chinese and U.S. stock markets. (2024). Zhao, Yang ; Wang, Shuai ; Lv, Mengzheng ; Gao, Jialu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003508. Full description at Econpapers || Download paper | |
| 2024 | CEO media coverage and cash holdings. (2024). Kumar, Satish ; Gupta, Prashant ; Bamel, Nisha ; Ahmed, Mohamed Shaker. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005574. Full description at Econpapers || Download paper | |
| 2024 | CEO narcissism and asymmetric cost behavior. (2024). Jeon, Heung-Jae. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001997. Full description at Econpapers || Download paper | |
| 2024 | The value of cash around COVID-19: Insights from business activities. (2024). Jung, Sumi ; Choi, Ahrum. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001244. Full description at Econpapers || Download paper | |
| 2024 | Influence of a wider trading range on stock price efficiency: Evidence from ChiNext stocks in China. (2024). Cai, Yingying ; Sun, Ping-Wen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001985. Full description at Econpapers || Download paper | |
| 2024 | A non-zero-sum investment and reinsurance game between two meanâvariance insurers with dynamic CVaR constraints. (2024). Wang, Yushuang ; Peng, Xingchun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001973. Full description at Econpapers || Download paper | |
| 2024 | Pricing exchange options under stochastic correlation. (2024). Olivares, Pablo ; Villamor, Enrique. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000780. Full description at Econpapers || Download paper | |
| 2024 | Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232. Full description at Econpapers || Download paper | |
| 2024 | Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264. Full description at Econpapers || Download paper | |
| 2024 | Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe. (2024). Helmi, Mohamad Husam ; Caporale, Guglielmo Maria ; Akdeniz, Cokun ; Lhan, Ali ; Atik, Abdurrahman Nazif. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:2:d:10.1007_s10663-024-09608-0. Full description at Econpapers || Download paper | |
| 2024 | The impact of the COVID 19 pandemic on stock market volatility: evidence from a selection of developed and emerging stock markets. (2024). , Suzanne ; Khan, Muhammad Niaz ; Power, David M. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:6:d:10.1007_s43546-024-00659-w. Full description at Econpapers || Download paper | |
| 2024 | Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets. (2024). Mishra, Sibanjan ; Kang, Sang Hoon ; Bhattacherjee, Purba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:1176-1197. Full description at Econpapers || Download paper | |
| 2024 | Sectoral uncertainty spillovers in emerging markets: A quantile timeâfrequency connectedness approach. (2024). Gabauer, David ; Balli, Hatice ; Nhat, Tam Hoang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:121-139. Full description at Econpapers || Download paper | |
| 2024 | Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015. Full description at Econpapers || Download paper | |
| 2024 | Listening to the noise: On price efficiency with dynamic trading. (2024). Arnold, Lutz G ; Russ, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:103-120. Full description at Econpapers || Download paper | |
| 2024 | Extreme connectedness and network across financial assets and commodity futures markets. (2024). Kang, Sang Hoon ; Ozcelebi, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s106294082400024x. Full description at Econpapers || Download paper | |
| 2024 | Dynamic volatility spillover and market emergency: Matching and forecasting. (2024). Chen, Yan ; Zhou, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000354. Full description at Econpapers || Download paper | |
| 2024 | Time-varying multivariate causal processes. (2024). GAO, Jiti ; Yan, Yayi ; Wu, Wei Biao ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174. Full description at Econpapers || Download paper | |
| 2024 | Nash equilibria for relative investors with (non)linear price impact. (2024). Gll, Tamara ; Buerle, Nicole. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-024-00356-0. Full description at Econpapers || Download paper | |
| 2024 | Can venture capital shareholding improve M&A performance? An empirical study based on Chinese GEM-listed companies. (2024). Wang, Shixue ; Hu, Yanyong ; Chao, Kun. In: PLOS ONE. RePEc:plo:pone00:0308932. Full description at Econpapers || Download paper | |
| 2024 | Banking uncertainty and cash conversion cycle. (2024). Huynh, Japan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003044. Full description at Econpapers || Download paper | |
| 2024 | Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility. (2024). Zhang, Pengcheng ; Xu, Kunpeng ; Qi, Jiayin ; Kong, Deli. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s027553192300291x. Full description at Econpapers || Download paper | |
| 2024 | Impact of oil and gold prices on Bitcoin price during Russia-Ukraine and Israel-Gaza wars. (2024). Karimi, Mohammad Sharif ; Zeinedini, Shabnam ; Falahati, Ali ; Khanzadi, Azad. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724007724. Full description at Econpapers || Download paper | |
| 2024 | A sharing rule for multi-period interest-sensitive insurance contracts. (2024). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000366. Full description at Econpapers || Download paper | |
| 2024 | Optimal insurance for repetitive natural disasters under moral hazard. (2024). Hong, Jimin ; Lee, Minha. In: Journal of Economics. RePEc:kap:jeczfn:v:143:y:2024:i:3:d:10.1007_s00712-024-00876-9. Full description at Econpapers || Download paper | |
| 2024 | Private efforts, public test policy and insurance against pandemic health risks. (2024). Kim, Kyungsun ; Hong, Jimin ; Seog, Hun S. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000283. Full description at Econpapers || Download paper | |
| 2024 | Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey. (2024). Altun, Omer ; Ozkaya, Ata. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241243200. Full description at Econpapers || Download paper | |
| 2024 | Timeâvarying price discovery in regular and microbitcoin futures. (2024). Chen, Yulun ; Yang, Jimmy J. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:103-121. Full description at Econpapers || Download paper | |
| 2024 | A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies. (2024). Hsu, Yuan-Teng ; Wang, Jying-Nan ; Liu, Hung-Chun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011352. Full description at Econpapers || Download paper | |
| 2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper | |
| 2024 | Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832. Full description at Econpapers || Download paper | |
| 2024 | Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis. (2024). GUPTA, RANGAN ; Karmakar, Sayar ; Foglia, Matteo ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202432. Full description at Econpapers || Download paper | |
| 2024 | Is Bitcoin ready to be a widespread payment method? Using price volatility and setting strategies for merchants. (2024). Oprea, Simona-Vasilica ; Georgescu, Irina Alexandra ; Bara, Adela. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:2:d:10.1007_s10660-024-09812-x. Full description at Econpapers || Download paper | |
| 2024 | Divergent jump characteristics in brown and green cryptocurrencies: The role of energy-related uncertainty. (2024). Hsu, Yuan-Teng ; Vigne, Samuel A ; Wang, Jying-Nan ; Liu, Hung-Chun. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005553. Full description at Econpapers || Download paper | |
| 2024 | Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment. (2024). Gunay, Samet ; Muhammed, Shahnawaz ; Sraieb, Mohamed M. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400646x. Full description at Econpapers || Download paper | |
| 2024 | Research on Identification and Correction of Fund Investment Style Drift Based on FSD Model. (2024). Du, Huayun ; Li, Jizu ; Zhang, Zhicheng ; Guo, Yanyu. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10534-9. Full description at Econpapers || Download paper | |
| 2024 | Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators. (2024). de Khoo, Zhi ; Koh, You Beng ; Ng, Kooi Huat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000378. Full description at Econpapers || Download paper | |
| 2024 | Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic. (2024). Yuan, Ying ; Jiang, Mingxuan ; Feng, Jingyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:275-301. Full description at Econpapers || Download paper | |
| 2024 | The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature. (2024). Esparcia, Carlos ; Fakhfakh, Tarek ; Jareo, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432. Full description at Econpapers || Download paper | |
| 2024 | The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches. (2024). Mejri, Sami ; Khan, Nasir ; Aloui, Chaker. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011066. Full description at Econpapers || Download paper | |
| 2024 | Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Phiri, Andrew ; Teplova, Tamara ; Choi, Sun-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363. Full description at Econpapers || Download paper | |
| 2024 | Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524. Full description at Econpapers || Download paper | |
| 2024 | Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Lopez, Raquel ; Sevillano, Maria Caridad ; Jareo, Francisco ; Esparcia, Carlos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063. Full description at Econpapers || Download paper | |
| 2024 | Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096. Full description at Econpapers || Download paper | |
| 2024 | Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Zaghum ; Abakah, Emmanuel ; Hadhri, Sinda ; Usman, Muhammad ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461. Full description at Econpapers || Download paper | |
| 2024 | Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies. (2024). Ghorbel, Achraf ; Jareo, Francisco ; Fakhfakh, Tarek ; Esparcia, Carlos. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00618-2. Full description at Econpapers || Download paper | |
| 2024 | Risk contribution to deposit insurance: Evidence from commercial and cooperative banks in the Eurozone. (2024). Fernandez-Aguado, Pilar Gomez ; Martinez, Eduardo Trigo ; Urea, Antonio Partal. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:341-355. Full description at Econpapers || Download paper | |
| 2024 | Influence of digital transformation on banksâ systemic risk in China. (2024). Yuan, Xuemei ; Bi, Xiaohan ; Zhai, Kun ; Zhao, Guoqing. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400388x. Full description at Econpapers || Download paper | |
| 2024 | Macro topology structure and evolution of Chinese Public Fundsâ Co-holding Network. (2024). Liu, Zhenchun ; Guo, Xiaoping ; Fan, Ningyuan ; Wang, Jianwei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001591. Full description at Econpapers || Download paper | |
| 2024 | Are stressâtested banks in the United States becoming similar? Evidence from convergence tests. (2024). Payne, James ; Nazlioglu, Saban ; Kirimhan, Destan. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:61-88. Full description at Econpapers || Download paper | |
| 2024 | Credit diversification and banking systemic risk. (2024). Liu, Xiaoxing ; Chen, Boyi ; Wang, Chao. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:1:d:10.1007_s11403-023-00401-z. Full description at Econpapers || Download paper | |
| 2024 | Impact of COVID-19 on jump occurrence in capital markets. (2024). Song, Yuping ; Wen, Shan ; Zhu, Min. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03357-y. Full description at Econpapers || Download paper | |
| 2024 | Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019. Full description at Econpapers || Download paper | |
| 2024 | Political Power Shifts, Varying Tax Policy, and Economic Outcomes in a Creative Region. (2024). Beladi, Hamid ; Batabyal, Amitrajeet. In: MPRA Paper. RePEc:pra:mprapa:122595. Full description at Econpapers || Download paper | |
| 2024 | Inter-City Competition for Heterogeneous Creative Class Members Using Tax Policy. (2024). Batabyal, Amitrajeet ; Huq, Umana. In: MPRA Paper. RePEc:pra:mprapa:122668. Full description at Econpapers || Download paper | |
| 2024 | Can digital economy truly improve agricultural ecological transformation? New insights from China. (2024). Li, YE ; Zhang, Mengyao ; Hou, Jian. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-023-02593-y. Full description at Econpapers || Download paper | |
| 2024 | Regional carbon efficiency and corporate risk-taking. (2024). Wang, Xiaoxiang ; Chen, Xiaohui. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09695-w. Full description at Econpapers || Download paper | |
| 2024 | Revolutionizing finance: The synergy of fintech, digital adoption, and innovation. (2024). Abbas, Syed Kumail ; Umar, Muhammad ; Naqvi, Bushra ; Rahat, Birjees. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007977. Full description at Econpapers || Download paper | |
| 2024 | How does digital technology administrative penalty affect big data technology innovation: evidence from China. (2024). Chen, Xiaohui ; Lu, Kongbiao. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03089-z. Full description at Econpapers || Download paper | |
| 2024 | Understanding the relationship between Fintech, Natural Resources, Green Finance, and Environmental Sustainability in China: A BARDL approach. (2024). Hao, Yuqing ; Song, YI. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013193. Full description at Econpapers || Download paper | |
| 2024 | The impact of venture capital on the digital industry development: evidence from China. (2024). Li, Yan ; Zhu, Qina ; Mao, Fengfu. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:38:y:2024:i:1:p:93-109. Full description at Econpapers || Download paper | |
| 2024 | Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk. (2024). Righi, Marcelo ; Muller, Fernanda Maria ; Foguesatto, Cristian Rogerio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000652. Full description at Econpapers || Download paper | |
| 2024 | Exploring the dynamics: Biodiversity impacts of natural resource extraction with moderating influence of FinTech for sustainable practices in resource-rich nations. (2024). Arshed, Noman ; Iqbal, Mubasher ; Chan, Ling-Foon. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003003. Full description at Econpapers || Download paper | |
| 2024 | Can Energy-Consuming Rights Trading Policies Help to Curb Air Pollution? Evidence from China. (2024). Liu, Mingguang ; Zhang, Jue. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:15:p:3860-:d:1450400. Full description at Econpapers || Download paper | |
| 2024 | The impact of the integration of the digital economy and the real economy on the risk of stock price collapse. (2024). Kong, Tao ; Yin, Lei ; Sun, Guanglin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001240. Full description at Econpapers || Download paper | |
| 2024 | Fintech dividend: How would digital financial services impact income inequality across countries?. (2024). Adugna, Hailu. In: Technology in Society. RePEc:eee:teinso:v:77:y:2024:i:c:s0160791x24000332. Full description at Econpapers || Download paper | |
| 2024 | ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682. Full description at Econpapers || Download paper | |
| 2024 | FinTech and sustainable development: A systematic thematic analysis using human- and machine-generated processing. (2024). Gasbarro, Dominic ; Abedin, Mohammad Zoynul ; Hoque, Ariful ; Hasan, Morshadul. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004058. Full description at Econpapers || Download paper | |
| 2024 | Interactions of Filipino platform workers with AI systems: implications for design and governance of labour platforms. (2024). Soriano, Cheryll Ruth. In: MediArXiv. RePEc:osf:mediar:adeyt. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market. (2024). Ullah, Mirzat. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:110-135. Full description at Econpapers || Download paper | |
| 2024 | Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens. (2024). Agyei, Samuel Kwaku ; Gubareva, Mariya ; Yang, Junhua ; Marfo-Yiadom, Edward ; Bossman, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001535. Full description at Econpapers || Download paper | |
| 2024 | Risk spillover between carbon markets and stock markets from a progressive perspective: Measurements, spillover networks, and driving factors. (2024). Zhao, Yanzhi ; Zhou, Yanan ; Ma, Xiaojun ; Dong, Qingli. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007260. Full description at Econpapers || Download paper | |
| 2024 | Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks. (2024). Vo, Xuan Vinh ; Agyei, Samuel Kwaku ; Gubareva, Mariya ; Bossman, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:699-719. Full description at Econpapers || Download paper | |
| 2024 | Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676. Full description at Econpapers || Download paper | |
| 2024 | Exploring the linkages between FinTech and ESG: A bibliometric perspective. (2024). Rania, Francesco ; Strano, Eugenia ; Trotta, Annarita. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531923003264. Full description at Econpapers || Download paper | |
| 2024 | Is investing in green assets costlier? Green vs. non-green financial assets. (2024). Uddin, Gazi ; Nobanee, Haitham ; Hasan, Md. Bokhtiar ; Nahiduzzaman, MD ; Siddique, Md Abubakar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1460-1481. Full description at Econpapers || Download paper | |
| 2024 | Does the energy sector serve as a hedge and safe haven?. (2024). Ali, Huson Joher ; Hayat, Aziz ; A. S. M. Sohel Azad, . In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:1:d:10.1007_s10479-023-05707-6. Full description at Econpapers || Download paper | |
| 2024 | Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets. (2024). Chishti, Muhammad Zubair ; Patel, Ritesh ; Gubareva, Mariya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001326. Full description at Econpapers || Download paper | |
| 2024 | Social isolation and risk-taking behavior: The case of COVID-19 and cryptocurrency. (2024). Lim, Weng Marc ; Lavan, Thusyanthy ; Hollebeek, Linda D. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:81:y:2024:i:c:s0969698924002479. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric Higher-Moment spillovers between sustainable and traditional investments. (2024). Hamori, Shigeyuki ; He, Xie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001446. Full description at Econpapers || Download paper | |
| 2024 | The impact of Fintech and green bonds on the Indian renewable energy production. (2024). Sreenu, Nenavath. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pc:s0960148124018755. Full description at Econpapers || Download paper | |
| 2024 | Contagion and linkages across international currencies. (2024). Tuteja, Divya ; Bhatia, Shipra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002333. Full description at Econpapers || Download paper | |
| 2024 | Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID-19 pandemic with fractal, chaos, and randomness: evidence from a large dataset. (2024). Lahmiri, Salim. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00628-0. Full description at Econpapers || Download paper | |
| 2024 | More is better? The impact of predictor choice on the INE oil futures volatility forecasting. (2024). Tang, Xiaoping ; Fu, Tong ; Feng, Lingbing ; Huang, Dasen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002482. Full description at Econpapers || Download paper | |
| 2024 | Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x. Full description at Econpapers || Download paper | |
| 2024 | Examining the impact of liquidity creation on bank stability in the Asia Pacific region: Do ESG disclosures play a moderating role?. (2024). Kashiramka, Smita ; Gupta, Juhi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000210. Full description at Econpapers || Download paper | |
| 2024 | How does competition influence liquidity creation? Exploring credit risk, foreign banks, and crisis. (2024). Lee, Chien-Chiang ; Lin, Yi-Ching ; Hsieh, Meng-Fen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:419-441. Full description at Econpapers || Download paper | |
| 2024 | Banking on ecosystem services. (2024). Mundaca, Luis ; Heintze, Jan-Niklas. In: Ecological Economics. RePEc:eee:ecolec:v:224:y:2024:i:c:s0921800924001812. Full description at Econpapers || Download paper | |
| 2024 | The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and bad volatilities. (2024). Roubaud, David ; Asl, Mahdi Ghaemi. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00623-5. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers. (2024). Gabauer, David ; Darehshiri, Sahar ; Asl, Mahdi Ghaemi ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00636-0. Full description at Econpapers || Download paper | |
| 2024 | An insight on non-standard asset pricing: does COVID-19 matter in the crypto-asset market?. (2024). Hikouatcha, Prince ; Tchoffo, Guillaume ; Kemezang, Vatis Christian ; Feudjo, Jules Roger. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:3:d:10.1007_s43546-023-00616-z. Full description at Econpapers || Download paper | |
| 2024 | The changing dynamics of crypto mining and environmental impact. (2024). Mamidala, Vasanthi ; Kumari, Pooja ; Chavali, Kavita ; Behl, Abhishek. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:940-953. Full description at Econpapers || Download paper | |
| 2024 | Market liquidity, credit maturity structure and asset mismatch in manufacturing firms. (2024). Qiu, Yuting ; Yao, Lianjun. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324004306. Full description at Econpapers || Download paper | |
| 2024 | GCC banks liquidity and financial performance: does the type of financial system matter?. (2024). Alghazali, Abdullah ; Bilal, Zaroug ; Samour, Ahmed. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00348-y. Full description at Econpapers || Download paper | |
| 2024 | Optimism leads to optimality: Ambiguity in network formation. (2024). Bayer, Peter ; Guerdjikova, Ani. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001362. Full description at Econpapers || Download paper | |
| 2024 | Optimism leads to optimality: Ambiguity in network formation. (2024). Bayer, Peter ; Guerdjikova, Ani. In: Post-Print. RePEc:hal:journl:hal-03005107. Full description at Econpapers || Download paper | |
| 2024 | Economic policy uncertainty and green finance: evidence from frequency and quantile aspects. (2024). Wang, Kaihua. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:1:d:10.1007_s10644-024-09579-z. Full description at Econpapers || Download paper | |
| 2024 | Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Lai, Yongzeng ; Yang, Xite ; Tao, Qiufan ; Zhang, Qin ; Huang, Linya ; Liu, Haiyue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559. Full description at Econpapers || Download paper | |
| 2024 | Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Hong, Yun ; Zhang, Rushan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070. Full description at Econpapers || Download paper | |
| 2024 | Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050. Full description at Econpapers || Download paper | |
| 2024 | Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders. (2024). Keddad, Benjamin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001968. Full description at Econpapers || Download paper | |
| 2024 | Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China. (2024). Zhang, Yaojie ; Xiao, Jihong ; Jiang, Jiajie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000544. Full description at Econpapers || Download paper | |
| 2024 | Driving sustainable development: Fiscal policy and the promotion of natural resource efficiency. (2024). Meng, Fanting. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000540. Full description at Econpapers || Download paper | |
| 2024 | A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries. (2024). Li, Sufang ; Xiang, Shujian ; Tang, Guangyuan ; Hong, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001141. Full description at Econpapers || Download paper | |
| 2024 | Static and dynamic interdependencies among natural gas, stocks of global major economies and uncertainty. (2024). Hu, Wenwen ; Niu, Hongli. In: Resources Policy. RePEc:eee:jrpoli:v:94:y:2024:i:c:s0301420724004689. Full description at Econpapers || Download paper | |
| 2024 | Green finance, market integration, and regional economic resilience. (2024). Wei, NA. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008079. Full description at Econpapers || Download paper | |
| 2024 | Tail risk spillovers between economic policy uncertainty and stock market returns: Evidence based on TENET approach. (2024). Ouyang, Yingbo ; Li, Kelong ; Chen, Hong ; Huangmei, Mengmeng ; Mo, Tingcheng. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012339. Full description at Econpapers || Download paper | |
| 2024 | Decomposing uncertainty: How foreign policy risks shape Chinese stock market dynamics. (2024). Lu, PU ; Wang, Yong ; Li, Bing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006907. Full description at Econpapers || Download paper | |
| 2024 | CEO power and corporate strategies: a review of the literature. (2024). Brahma, Sanjukta ; Economou, Fotini. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01231-7. Full description at Econpapers || Download paper | |
| 2024 | Capital structure decisions in the energy transition: Insights from Spain. (2024). Uribe, Jorge ; Plana-Erta, Dolors ; Llobet-Dalmases, Joan ; Bistuer-Talavera, Cristobal. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001450. Full description at Econpapers || Download paper | |
| 2024 | Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis. (2024). Wu, You ; Yin, Libo ; Wan, Jieru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:397-428. Full description at Econpapers || Download paper | |
| 2024 | Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets. (2024). GUPTA, RANGAN ; Ouyang, Zisheng ; Zhou, Xuewei ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202422. Full description at Econpapers || Download paper | |
| 2024 | Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857. Full description at Econpapers || Download paper | |
| 2024 | Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min ; Liu, KE. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x. Full description at Econpapers || Download paper | |
| 2024 | Highâlow volatility spillover network between economic policy uncertainty and commodity futures markets. (2024). Xiang, Youtao ; Borjigin, Sumuya. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1295-1319. Full description at Econpapers || Download paper | |
| 2024 | The impact of the RussiaâUkraine war on volatility spillovers. (2024). Lin, Yongjia ; Wang, Yizhi ; Sio-Chong, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261. Full description at Econpapers || Download paper | |
| 2024 | Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883. Full description at Econpapers || Download paper | |
| 2024 | Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197. Full description at Econpapers || Download paper | |
| 2024 | Bidirectional Risk Spillovers between Chinese and Asian Stock Markets: A Dynamic Copula-EVT-CoVaR Approach. (2024). Zhao, Mingguo ; Park, Hail. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:110-:d:1353145. Full description at Econpapers || Download paper | |
| 2024 | Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748. Full description at Econpapers || Download paper | |
| 2024 | Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000784. Full description at Econpapers || Download paper | |
| 2024 | Multiple time-scales analyses of nickel futures and spot markets volatility spillovers effects. (2024). Luo, Yimin ; Li, Mengya ; Hong, Shuifeng. In: Mineral Economics. RePEc:spr:minecn:v:37:y:2024:i:1:d:10.1007_s13563-023-00389-9. Full description at Econpapers || Download paper | |
| 2024 | Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain. (2024). Liu, Yueli ; Jin, Xiu ; Chen, NA ; Yu, Jinming. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006169. Full description at Econpapers || Download paper | |
| 2024 | Is economic policy uncertainty detrimental to sustainability? Evidence from Asian countries. (2024). Lim, Ying-Zhee ; Ng, Tuan-Hock ; Chan, Kar-Hoong ; Lye, Chun-Teck. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:8:d:10.1007_s10668-023-03510-8. Full description at Econpapers || Download paper | |
| 2024 | The Effects of Economic Uncertainty and Trade Policy Uncertainty on Industry-Specific Stock Markets Equity. (2024). Sharif, Arshian ; Tang, Xuan ; Shah, Waheed Ullah ; Gupta, Himani ; Younis, Ijaz. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10552-1. Full description at Econpapers || Download paper | |
| 2024 | Organization capital and stock price crash risk. (2024). , Adrian ; Song, Chen ; Chen, Leqin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003391. Full description at Econpapers || Download paper | |
| 2024 | Systemic risk and financial networks. (2024). Zhang, Xiaoyuan ; Li, Bingqing. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:25-36. Full description at Econpapers || Download paper | |
| 2024 | A novel k-generation propagation model for cyber risk and its application to cyber insurance. (2024). Zhang, Xin ; Ren, NA. In: Papers. RePEc:arx:papers:2408.14151. Full description at Econpapers || Download paper | |
| 2024 | Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH. (2024). Sharif, Arshian ; Abosedra, Salah ; Ozkan, Oktay ; Alola, Andrew Adewale. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09696-9. Full description at Econpapers || Download paper | |
| 2024 | Higher-order moment connectedness between stock and commodity markets and portfolio management. (2024). Sensoy, Ahmet ; Mensi, Walid ; Kang, Sang Hoon ; Ko, Hee-Un. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s030142072400014x. Full description at Econpapers || Download paper | |
| 2024 | Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations. (2024). NEKHILI, Ramzi ; Kristjanpoller, Werner ; Bouri, Elie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000979. Full description at Econpapers || Download paper | |
| 2024 | Examining timeâfrequency quantile dependence between green bond and green equity markets. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Hasan, Md. Bokhtiar ; Ali, Md Sumon ; Rashid, Md Mamunur ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00641-3. Full description at Econpapers || Download paper | |
| 2024 | Nexus Between Asset Class Volatility and the Output Gap in Nigeria: A Bayesian Var Approach. (2024). Umeokwobi, Richard ; Aigbedion, Marvelous ; Nkoro, Emeka ; Awujola, Abayomi. In: Financial Economics Letters. RePEc:bba:j00007:v:3:y:2024:i:1:p:52-67:d:294. Full description at Econpapers || Download paper | |
| 2024 | A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price. (2024). Mikhaylov, Alexey ; Chang, Tsangyao ; Wang, Mei-Chih ; Yu, Jialin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001578. Full description at Econpapers || Download paper | |
| 2024 | An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting. (2024). Patra, Saswat. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400426x. Full description at Econpapers || Download paper | |
| 2024 | Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises. (2024). Belhoula, Mohamed Malek ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007293. Full description at Econpapers || Download paper | |
| 2024 | On the efficiency and its drivers in the cryptocurrency market: the case of Bitcoin and Ethereum. (2024). Ajmi, Ahdi Noomen ; Mokni, Khaled ; el Montasser, Ghassen ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00566-3. Full description at Econpapers || Download paper | |
| 2024 | International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models. (2024). Wang, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001882. Full description at Econpapers || Download paper | |
| 2024 | Unveiling the effects of mineral markets, fintech and governance on business performance: Evidence from China. (2024). Wang, Xiaoran ; Ibrahim, Haslindar. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003052. Full description at Econpapers || Download paper | |
| 2024 | Macro-financial transmission of global oil shocks to BRIC countries â International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711. Full description at Econpapers || Download paper | |
| 2024 | Robust Portfolio Optimization with Environmental, Social, and Corporate Governance Preference. (2024). Escobar Anel, Marcos ; Jiao, Yiyao ; Escobar-Anel, Marcos. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:2:p:33-:d:1333422. Full description at Econpapers || Download paper | |
| 2024 | Climate risk and corporate ESG performance: Evidence from China. (2024). Yin, Zhujia ; Deng, Rantian ; Zhao, Lili ; Xia, Jiejin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001700. Full description at Econpapers || Download paper | |
| 2024 | Digital financial inclusion in micro enterprises: understanding the determinants and impact on ease of doing business from World Bank survey. (2024). , Rahisha ; Tarkar, Preeti ; Wasiq, Mohammad ; Asif, Mohammad ; Johri, Amar ; Khan, Waseem. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02856-2. Full description at Econpapers || Download paper | |
| 2024 | Unveiling the drivers of Africas digital financial inclusion journey. (2024). IBOURK, Aomar ; Elouaourti, Zakaria. In: African Development Review. RePEc:bla:afrdev:v:36:y:2024:i:1:p:84-96. Full description at Econpapers || Download paper | |
| 2024 | Digital financial inclusion and tourism development. (2024). Wu, Ying ; Luo, Haohan ; Wang, Haijun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:207-219. Full description at Econpapers || Download paper | |
| 2024 | Ukrainian Womenâs Entrepreneurship and Business Ecosystem during the War: New Challenges for Development. (2024). Stroiko, Tetiana ; Iglesias-Sanchez, Patricia P ; Fernandez-Diaz, Elena ; Jambrino-Maldonado, Carmen ; de Las, Carlos. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:9:p:3829-:d:1387829. Full description at Econpapers || Download paper | |
| 2024 | Digital Technology as a Disentangling Force for Women Entrepreneurs. (2024). Salamzadeh, Aidin ; Hadizadeh, Morteza ; Dana, Leo-Paul ; Feyzabadi, Javad Ghaffari ; Fatmesari, Haleh Eslahi. In: World. RePEc:gam:jworld:v:5:y:2024:i:2:p:19-364:d:1404431. Full description at Econpapers || Download paper | |
| 2024 | Passion and attractiveness on display: an examination of gender bias in crowdfunding. (2024). Stevenson, Regan ; Ciuchta, Michael P ; Johnson, Michael ; Letwin, Chaim ; Ford, Cameron. In: Small Business Economics. RePEc:kap:sbusec:v:63:y:2024:i:1:d:10.1007_s11187-023-00808-9. Full description at Econpapers || Download paper | |
| 2024 | Digital financial inclusion and household energy poverty: Evidence from China. (2024). Tan, Xinyu ; Ma, Teng ; Jin, Shunlin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:436-456. Full description at Econpapers || Download paper | |
| 2024 | Internet development and entrepreneurship. (2024). Cheng, Zhiming ; Wang, Ben Zhe ; Guo, Jia. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x2400169x. Full description at Econpapers || Download paper | |
| 2024 | Small businesses and FinTech: a systematic review and future directions. (2024). Karanasios, Stan ; Ilavarasan, Vigneswara P ; Sharma, Sachin Kumar. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-023-09705-5. Full description at Econpapers || Download paper | |
| 2024 | How does digital finance alleviate fiscal stress? Evidence from China. (2024). Gu, Mengjie ; Shan, Haiyan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1202-1221. Full description at Econpapers || Download paper | |
| 2024 | The impact of financial technology on employment: Protection or disruption?. (2024). Gao, Yajia ; Huang, Yuhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005781. Full description at Econpapers || Download paper | |
| 2024 | Digital inclusive finance, industrial structure, and economic growth: An empirical analysis of Beijing-Tianjin-Hebei region in China. (2024). Zhang, Xiaoyu ; Zhou, Wenhai ; Wu, Xiaomin. In: PLOS ONE. RePEc:plo:pone00:0299206. Full description at Econpapers || Download paper | |
| 2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper | |
| 2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032. Full description at Econpapers || Download paper | |
| 2024 | The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897. Full description at Econpapers || Download paper | |
| 2024 | Consumer confidence and cryptocurrency excess returns: A three-factor model. (2024). Sarker, Tapan ; Prentice, Catherine ; Shams, Syed ; Peng, Sanshao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001017. Full description at Econpapers || Download paper | |
| 2024 | Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379. Full description at Econpapers || Download paper | |
| 2024 | Insight into clean energy marketâs role in the connectedness between joint-consumption metals. (2024). Li, Zongzhen ; Gao, Wang ; Song, Huiling ; Zhang, Hongwei. In: Energy. RePEc:eee:energy:v:302:y:2024:i:c:s0360544224016049. Full description at Econpapers || Download paper | |
| 2024 | Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets. (2024). Ali, Shoaib ; Mirza, Nawazish ; Al-Nassar, Nassar S ; Naveed, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005890. Full description at Econpapers || Download paper | |
| 2024 | Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623. Full description at Econpapers || Download paper | |
| 2024 | Return and volatility transmission among economic policy uncertainty, geopolitical risk and precious metals. (2024). Adeosun, Opeoluwa Adeniyi ; Vo, Xuan Vinh ; Tabash, Mosab I ; Anagreh, Suhaib. In: Studies in Economics and Finance. RePEc:eme:sefpps:sef-10-2023-0586. Full description at Econpapers || Download paper | |
| 2024 | The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles. (2024). Yamaka, Woraphon ; Maneejuk, Paravee ; Kaewtathip, Nuttaphong. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007168. Full description at Econpapers || Download paper | |
| 2024 | Linkages and Structural Changes in the Chinese Financial Sector, 1996â2018: A Network and InputâOutput Approach. (2024). Li, Yuan ; Mahsud, Qaiser Jamal ; Khan, Jamal. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:33-44. Full description at Econpapers || Download paper | |
| 2024 | An Enhanced IHHO-LSTM Model for Predicting Online Public Opinion Trends in Public Health Emergencies. (2024). Yang, Ziye ; Liao, Zehan ; Mu, Guangyu. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241257681. Full description at Econpapers || Download paper | |
| 2024 | Top managers environmental experience and corporate environmental violations: Evidence from China. (2024). Chen, Yinying ; Dong, Jinting ; Liu, Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400382x. Full description at Econpapers || Download paper | |
| 2024 | Does Board Internationalization Affect Corporate ESG Performance? Evidence from Chinese A-Share-Listed Companies. (2024). Wu, Haotian ; Sun, Qiqi ; Zhang, Zhihong ; Wang, Dongmei. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10738-:d:1538601. Full description at Econpapers || Download paper | |
| 2024 | Towards sustainable management: Exploring the role of internal monitoring in pollution prevention. (2024). Bugnar, Nicoleta ; Khan, Farman Ullah ; Zhang, Junrui ; Jan, Muhammad Wasim ; Badulescu, Alina. In: PLOS ONE. RePEc:plo:pone00:0297926. Full description at Econpapers || Download paper | |
| 2024 | Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge. (2024). Liu, Shan ; Che, Jianhua ; Zhu, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400668x. Full description at Econpapers || Download paper | |
| 2024 | Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Tang, Zhenpeng ; Chen, Ying ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x. Full description at Econpapers || Download paper | |
| 2024 | Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China. (2024). Tang, Zhenpeng ; Cai, YI ; Lin, Qiaofeng ; Chen, Kaijie ; Liu, Dinggao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400142x. Full description at Econpapers || Download paper | |
| 2024 | Cryptocurrencies against stock market risk: New insights into hedging effectiveness. (2024). Just, Magorzata ; Echaust, Krzysztof. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s027553192300260x. Full description at Econpapers || Download paper | |
| 2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697. Full description at Econpapers || Download paper | |
| 2024 | To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242. Full description at Econpapers || Download paper | |
| 2024 | COVID-19 and US femalesâ portfolio decisions. (2024). Apergis, Nicholas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004830. Full description at Econpapers || Download paper | |
| 2024 | Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00278-8. Full description at Econpapers || Download paper | |
| 2024 | Extracting Alpha from Financial Analyst Networks. (2024). Zohren, Stefan ; Dong, Xiaowen ; Kong, Yaxuan ; Gorduza, Dragos. In: Papers. RePEc:arx:papers:2410.20597. Full description at Econpapers || Download paper | |
| 2024 | Shared analyst coverage, 52-week high, and cross-firm return predictability. (2024). Lin, Mei-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003806. Full description at Econpapers || Download paper | |
| 2024 | Unpacking the Inflation Basket: A Systematic Literature Review of Key Determinants of Rising Food Prices and their Global Impact. (2024). Zabidi, Nurul Husna ; Zaeimoedin, Teku Zariff ; Tumin, Siti Aisyah ; Abu, Ahmad Redhuan ; Zulzamzuri, Dina Nurzafira ; Abdullah, Dahlan. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:706-713. Full description at Econpapers || Download paper | |
| 2024 | Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions. (2024). Wang, Gang-Jin ; Ouyang, Zisheng ; Zhou, Xuewei ; Liu, Shuwen ; Lu, Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:909-928. Full description at Econpapers || Download paper | |
| 2024 | Stock market volatility and economic policy uncertainty: New insight into a dynamic threshold mixed-frequency model. (2024). Tang, Yusui ; Zhang, XI ; Zeng, Qing ; Yang, Hua. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010863. Full description at Econpapers || Download paper | |
| 2024 | Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. (2024). Gok, Remzi ; Kara, Erkan ; Gemici, Eray ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:137-154. Full description at Econpapers || Download paper | |
| 2024 | Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401. Full description at Econpapers || Download paper | |
| 2024 | The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, MichaÅ. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687. Full description at Econpapers || Download paper | |
| 2024 | The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391. Full description at Econpapers || Download paper | |
| 2024 | Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Goodell, John W ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698. Full description at Econpapers || Download paper | |
| 2024 | Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries. (2024). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Al-Faryan, Mamdouh Abdulaziz Sa ; Vo, Xuan Vinh ; Olayinka, Hammed A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09658-1. Full description at Econpapers || Download paper | |
| 2024 | Oil price, economic policy uncertainty and food prices in oil-exporting and oil-importing developing economies. (2024). Gummi, Umar Muhammad ; Lu, Shanbing ; Chen, Ding ; Hassan, Adamu. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:4:d:10.1007_s10644-024-09733-7. Full description at Econpapers || Download paper | |
| 2024 | Measuring market volatility connectedness to media sentiment. (2024). Sirnes, Espen ; Fjesme, Sturla ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159. Full description at Econpapers || Download paper | |
| 2024 | Investor sentiment response to COVID-19 outbreak-related news: A sectoral analysis of US firms. (2024). Nowak, Sabina ; Honecker, Lukas ; Blajer-Gobiewska, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000469. Full description at Econpapers || Download paper | |
| 2024 | Assessing dynamic co-movement of news based uncertainty indices and distance-to -default of global FinTech firms. (2024). Hassan, M. Kabir ; Anwer, Zaheer ; Khan, Muhammad Arif ; Harnek, Manjeet Kaur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002691. Full description at Econpapers || Download paper | |
| 2024 | Financial friction and optimal monetary policy: analysis of DSGE model with financial friction and price sticky. (2024). ben Salem, Salha ; Labidi, Moez. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:7:d:10.1007_s43546-024-00679-6. Full description at Econpapers || Download paper | |
| 2024 | Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs. (2024). Yao, Yinhong ; Chen, Wei ; Li, Jingyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1217-1233. Full description at Econpapers || Download paper | |
| 2024 | Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach. (2024). Lin, YU ; Yu, Yuanyuan ; Yang, QU ; He, Qian ; Dai, Dongsheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001773. Full description at Econpapers || Download paper | |
| 2024 | Quanto fund protection using partial lookback participation. (2024). Lee, Minha ; Ha, Hongjun ; Kim, Eunchae. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001116. Full description at Econpapers || Download paper | |
| 2024 | Foreign equity lookback options with partial monitoring. (2024). Ha, Hongjun ; Lee, Hangsuck ; Kong, Byungdoo. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007566. Full description at Econpapers || Download paper | |
| 2024 | Cryptocurrency and African fiat currencies: A peaceful coexistence?. (2024). Kumah, Seyram P. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12229. Full description at Econpapers || Download paper | |
| 2024 | Between policy swings and financial shockwaves: Asymmetric impact of economic policy uncertainty on financial stability in high-volatility nations. (2024). Nazar, Raima ; Ali, Sajid ; Rasool, Zeeshan ; Wu, Jie. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s003801212400199x. Full description at Econpapers || Download paper | |
| 2024 | Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets. (2024). Yeap, Xiu Wei ; Lean, Hooi Hooi ; Alkhazali, Osamah M ; Gleason, Kimberley. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:167-186. Full description at Econpapers || Download paper | |
| 2024 | Spillover effects of carbon, energy, and stock markets considering economic policy uncertainty. (2024). Yan, BO ; Liu, Yanping. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:3:d:10.1007_s12197-024-09665-y. Full description at Econpapers || Download paper | |
| 2024 | Exploring the predictive power of artificial neural networks in linking global Islamic indices with a local Islamic index. (2024). Grassa, Rihab ; Abdennadher, Sonia ; Boulanouar, Zakaria ; Benrhmach, Ghassane ; Aldhaheri, Mariam. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03885-7. Full description at Econpapers || Download paper | |
| 2024 | Transitioning from conventional energy to clean renewable energy in G7 countries: A signed network approach. (2024). Zhang, XU ; Xu, Wenting ; Ozturk, Ilhan ; Rauf, Abdul. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024290. Full description at Econpapers || Download paper | |
| 2024 | How has the relationship between major financial markets changed during the RussiaâUkraine conflict?. (2024). Li, Ping ; Guo, Yanhong ; Zhang, Peiyao. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04231-7. Full description at Econpapers || Download paper | |
| 2024 | Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677. Full description at Econpapers || Download paper | |
| 2024 | Exploring the link between economic policy uncertainty, financial development, ecological innovation and environmental degradation; evidence from OECD countries. (2024). Zheng, Xiaowei ; Faheem, Muhammad ; Uktamov, Khusniddin Fakhriddinovch. In: PLOS ONE. RePEc:plo:pone00:0307014. Full description at Econpapers || Download paper | |
| 2024 | Corporate sustainability practices and financial performance: The moderating role of corporate controversies and Shariah screening. (2024). Lee, Siew Peng ; Isa, Mansor. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:4:p:3651-3667. Full description at Econpapers || Download paper | |
| 2024 | Chief Executive Officer (CEO) and corporate environmental sustainability: A systematic literature review and avenues for future research. (2024). Mahran, Karim ; Elamer, Ahmed A. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1977-2003. Full description at Econpapers || Download paper | |
| 2024 | Market Ecology: Trading Strategies and Market Volatility. (2024). Li, Honggang ; Xing, Kun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10562-z. Full description at Econpapers || Download paper | |
| 2024 | Pricing vulnerable spread options with liquidity risk under Lévy processes. (2024). Wang, Xingchun ; Cai, Chengyou ; Yu, Baimin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000494. Full description at Econpapers || Download paper | |
| 2024 | The valuation of American options with the stochastic liquidity risk and jump risk. (2024). Guo, Xunxiang ; Huang, Shoude ; Wang, KE ; Zhang, Hongyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:650:y:2024:i:c:s0378437124004205. Full description at Econpapers || Download paper | |
| 2024 | Corporate Governance Implications for Sustainable Performance: Focus on Leading Energy Producers in Denmark, Estonia, Latvia, Lithuania, and Sweden. (2024). Tamoinas, Andrius. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:15:p:6402-:d:1443561. Full description at Econpapers || Download paper | |
| 2024 | Sustainability reporting scholarly research: a bibliometric review and a future research agenda. (2024). Al-Shattarat, Wasim ; Shariff, Mohammed Z ; Hassanein, Ahmed ; Mostafa, Mohamed M ; Benameur, Kameleddine B. In: Management Review Quarterly. RePEc:spr:manrev:v:74:y:2024:i:2:d:10.1007_s11301-023-00319-7. Full description at Econpapers || Download paper | |
| 2024 | Stocks Opening Price Gaps and Adjustments to New Information. (2024). Vladimir, Griskin ; Gil, Cohen ; Avishay, Aiche. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:2:d:10.1007_s10614-023-10363-w. Full description at Econpapers || Download paper | |
| 2024 | Towards an era of multi-source uncertainty: A systematic and bibliometric analysis. (2024). Wang, Ziyi ; Geng, Yong ; Zhong, Yiran ; Tan, Xueping ; Zhao, Difei ; Vivian, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003430. Full description at Econpapers || Download paper | |
| 2024 | Bond yield effects of corporate bond default: Evidence from bond default events of 2014â2022. (2024). Luo, Yixuan ; Li, Jiarui ; Wang, Hui. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013260. Full description at Econpapers || Download paper | |
| 2024 | Is geopolitical oil price uncertainty forcing the world to use energy more efficiently? Evidence from advanced statistical methods. (2024). Lee, Chien-Chiang ; Ozkan, Oktay ; Olasehinde-Williams, Godwin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:908-919. Full description at Econpapers || Download paper | |
| 2024 | Sub mixed fractional Brownian motion and its application to finance. (2024). Ma, Pengcheng ; Gomez-Aguilar, J F ; Najafi, Alireza. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:184:y:2024:i:c:s0960077924005204. Full description at Econpapers || Download paper | |
| 2024 | Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002853. Full description at Econpapers || Download paper | |
| 2024 | Effects of M&A Type on Top Management Turnover: Moderating Role of Industry Similarity & Target Experience. (2024). Zhao, Yiran ; Cai, Jianfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:1130-1144. Full description at Econpapers || Download paper | |
| 2024 | The medium-term effects of fiscal policy rules. (2024). Tagkalakis, Athanasios ; Chrysanthakopoulos, Christos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000068. Full description at Econpapers || Download paper | |
| 2024 | Tax policy cyclicality and financial development. (2024). Tagkalakis, Athanasios ; Chrysanthakopoulos, Christos. In: Economics and Business Letters. RePEc:ove:journl:aid:19832. Full description at Econpapers || Download paper | |
| 2024 | Financial integration and banking stability: A post-global crisis assessment. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001925. Full description at Econpapers || Download paper | |
| 2024 | Do fiscal rules shape private-sector investment decisions?. (2024). Sawadogo, Rayangnewende Frans. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000326. Full description at Econpapers || Download paper | |
| 2024 | Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach. (2024). Yousaf, Imran ; Demir, Ender ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000308. Full description at Econpapers || Download paper | |
| 2024 | Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535. Full description at Econpapers || Download paper | |
| 2024 | Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhou, Yueyi ; Gao, Yang ; Zhao, Longfeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177. Full description at Econpapers || Download paper | |
| 2024 | Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties. (2024). Zhou, Wei-Xing ; Yang, Yan-Hong ; Gao, Xing-Lu ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2410.02798. Full description at Econpapers || Download paper | |
| 2024 | Dynamic interplay between Chinese energy, renewable energy stocks, and commodity markets: Time-frequency causality study. (2024). Chen, Yanan ; Qi, Haozhi. In: Renewable Energy. RePEc:eee:renene:v:228:y:2024:i:c:s0960148124006463. Full description at Econpapers || Download paper | |
| 2024 | How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426. Full description at Econpapers || Download paper | |
| 2024 | Extreme Connectedness Across Chinese Stock and Commodity Futures Markets. (2024). Mensi, Walid ; Roudari, Soheil ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Ahmadian-Yazdi, Farzaneh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000928. Full description at Econpapers || Download paper | |
| 2024 | Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065. Full description at Econpapers || Download paper | |
| 2024 | COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies. (2024). Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000775. Full description at Econpapers || Download paper | |
| 2024 | Quantum and AI-based uncertainties for impact-relation map of multidimensional NFT investment decisions. (2024). Mikhaylov, Alexey ; Yuksel, Serhat ; An, Jaehyung ; Diner, Hasan. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007530. Full description at Econpapers || Download paper | |
| 2024 | Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary eras. (2024). Dimitriadis, Konstantinos A ; Savva, Christos S ; Koursaros, Demetris. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006252. Full description at Econpapers || Download paper | |
| 2024 | Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. (2024). Hamori, Shigeyuki ; Zhang, Yulian ; Liu, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000743. Full description at Econpapers || Download paper | |
| 2024 | Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds. (2024). Papathanasiou, Spyros ; Koutsokostas, Drosos. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001259. Full description at Econpapers || Download paper | |
| 2024 | From the pandemic to the RussiaâUkraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Farhani, Ramzi ; Yousfi, Mohamed ; Bouzgarrou, Houssam. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197. Full description at Econpapers || Download paper | |
| 2024 | Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis. (2024). Demir, Ender ; Mokni, Khaled ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002903. Full description at Econpapers || Download paper | |
| 2024 | Do ESG fund managers pump and dump the stocks in their portfolios? European evidence. (2024). Papathanasiou, Spyros ; Kenourgios, Dimitris ; Koutsokostas, Drosos. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:3:d:10.1057_s41260-024-00351-6. Full description at Econpapers || Download paper | |
| 2024 | ynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets. (2024). Dai, Zhifeng ; Liu, Xinheng ; Yang, MI ; Hu, Juan. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003359. Full description at Econpapers || Download paper | |
| 2024 | Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?. (2024). Mishra, Sibanjan ; Bhattacherjee, Purba ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000449. Full description at Econpapers || Download paper | |
| 2024 | Tail risk intersection between tech-tokens and tech-stocks. (2024). Tiwari, Aviral ; Sarker, Provash ; Abakah, Emmanuel ; Rehman, Mohd Ziaur ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000619. Full description at Econpapers || Download paper | |
| 2024 | Connectedness and risk spillover in Chinas commodity futures sectors. (2024). Yuan, Xianghui ; Jin, Liwei ; Long, Jun ; Zhao, Chencheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:784-802. Full description at Econpapers || Download paper | |
| 2024 | Interplay of Volatility and Geopolitical Tensions in Clean Energy Markets: A Comprehensive GARCH-LSTM Forecasting Approach. (2024). Brik, Hatem ; el Ouakdi, Jihene. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-9. Full description at Econpapers || Download paper | |
| 2024 | Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective. (2024). Tiwari, Aviral ; Naeem, Muhammad ; Zhang, Jing ; Ji, Hao. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400389x. Full description at Econpapers || Download paper | |
| 2024 | Exploring the sources of systemic risk and trading strategies in energy and stock markets. (2024). Wu, Lei ; Han, Liyan ; Jin, Jiayu ; Zeng, Hong Chao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005814. Full description at Econpapers || Download paper | |
| 2024 | Can ESG Stocks Be a Safe Haven during Global Crises? Evidence from the COVID-19 Pandemic and the Russia-Ukraine War with Time-Frequency Wavelet Analysis. (2024). Xanthopoulos, Stylianos ; Katsampoxakis, Ioannis ; Basdekis, Charalampos ; Christopoulos, Apostolos G. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:4:p:89-:d:1374726. Full description at Econpapers || Download paper | |
| 2024 | Extreme contributions of conventional investments vis-Ã -vis Islamic ones to renewables. (2024). Shahzad, Umer ; Khalfaoui, Rabeh ; Tedeschi, Marco ; Asl, Mahdi Ghaemi. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s1364032123007906. Full description at Econpapers || Download paper | |
| 2024 | Interconnectedness and systemic risk: Evidence from global stock markets. (2024). Ãevik, Emrah ; Kilic, Yunus ; Dibooglu, Sel ; Bugan, Mehmet Fatih ; Terzioglu, Hande Caliskan ; Cevik, Emrah Ismail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000758. Full description at Econpapers || Download paper | |
| 2024 | Investor sentiment and sustainable investment: evidence from North African stock markets. (2024). el Oubani, Ahmed. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00349-x. Full description at Econpapers || Download paper | |
| 2024 | Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201. Full description at Econpapers || Download paper | |
| 2024 | Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis. (2024). Ali, Shoaib ; Bejaoui, Azza ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006306. Full description at Econpapers || Download paper | |
| 2024 | Volatility transmission and hedging strategies across green and conventional stocks in global markets. (2024). Urjasz, Szczepan ; Karkowska, Renata. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006598. Full description at Econpapers || Download paper | |
| 2024 | Social trust, audit quality and institutional investor herd behaviour. (2024). Zhang, Yan ; Wang, Haoyu. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003933. Full description at Econpapers || Download paper | |
| 2024 | Trust and economic development on the example of European economies in 2017â2020: PLS-SEM modeling. (2024). Borkowski, Mateusz. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:5:d:10.1007_s11135-024-01854-5. Full description at Econpapers || Download paper | |
| 2024 | Can social trust foster green innovation?. (2024). Wang, Kefan ; Liu, Jialin. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006743. Full description at Econpapers || Download paper | |
| 2024 | Cultural shock of highâspeed rail: Evidence from social trust. (2024). Chen, Zhongfei. In: Journal of Regional Science. RePEc:bla:jregsc:v:64:y:2024:i:2:p:527-554. Full description at Econpapers || Download paper | |
| 2024 | The impact of environmental, social, and governance ratings on corporate innovation: From the perspective of informal institutions. (2024). Wang, Lei ; Li, Weijian ; Zhu, Wei. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:4:p:2000-2022. Full description at Econpapers || Download paper | |
| 2024 | Uncertain mean-CVaR model for portfolio selection with transaction cost and investorsâ preferences. (2024). Zhu, Yuanguo ; Wang, Xiantao ; Tang, Pan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001511. Full description at Econpapers || Download paper | |
| 2024 | Copula-MIDAS-TRV model for risk spillover analysis â Evidence from the Chinese stock market. (2024). Li, Xianhua ; Wang, Qin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001554. Full description at Econpapers || Download paper | |
| 2024 | Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16. Full description at Econpapers || Download paper | |
| 2024 | Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889. Full description at Econpapers || Download paper | |
| 2024 | State-dependent intra-day volatility pattern and its impact on price jump detection - Evidence from international equity indices. (2024). Tsai, Ping Chen ; Wang, Chou Wen ; Eom, Cheoljun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003442. Full description at Econpapers || Download paper | |
| 2024 | Social media sentiment contagion and stock price jumps and crashes. (2024). Xiong, Yan ; Yang, Jing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002725. Full description at Econpapers || Download paper | |
| 2024 | Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability. (2024). Chaâbane, Najeh ; Bouzouita, Nesrine ; Chaabane, Najeh ; Gaies, Brahim. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:43-70. Full description at Econpapers || Download paper | |
| 2024 | On the resilience of cryptocurrencies: A quantile-frequency analysis of bitcoin and ethereum reactions in times of inflation and financial instability. (2024). Chaâbane, Najeh ; Chaabane, Najeh ; Arfaoui, Nadia ; Sahut, Jean-Michel ; Gaies, Brahim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000953. Full description at Econpapers || Download paper | |
| 2024 | Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models. (2024). Rondeau, Fabien ; Tuffry, Stphane ; Thlissaint, Josu ; Martin, Franck ; Jamhamed, Fayssal. In: Economics Working Paper Archive (University of Rennes & University of Caen). RePEc:tut:cremwp:2024-13. Full description at Econpapers || Download paper | |
| 2024 | In search of lost social finance: How do financial instability and inequality interact?. (2024). Gaies, Brahim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003167. Full description at Econpapers || Download paper | |
| 2024 | Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows: Evidence from Brazil and South Korea. (2024). Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002700. Full description at Econpapers || Download paper | |
| 2024 | The Connectedness Knowledge from Investorsâ Sentiments, Financial Crises, and Trade Policy: An Economic Perspective. (2024). Mahmood, Haider ; Javed, Muhammad Zahid ; Sabir, Saeed Ahmad ; Rehman, Mubeen Abdur. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01951-8. Full description at Econpapers || Download paper | |
| 2024 | Migration fear and stock price crash risk. (2024). Das, Kuntal ; Yaghoubi, Mona. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000118. Full description at Econpapers || Download paper | |
| 2024 | Who has mastered exchange rate ups and downs: China or the United States?. (2024). Lin, YE ; Liu, Tie-Ying. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000068. Full description at Econpapers || Download paper | |
| 2024 | The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?. (2024). Moldovan, Nicoleta-Claudia ; Qin, Meng ; Cao, Fangzhi ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024253. Full description at Econpapers || Download paper | |
| 2024 | Information asymmetry and public response: Evidence from the housing market. (2024). Feng, Guimei ; Wang, Xiaodong ; Zhang, LI ; Xu, Jiayi. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005238. Full description at Econpapers || Download paper | |
| 2024 | Machine Learning and Economic Forecasting: the role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego Raphael. In: Working Papers Series. RePEc:bcb:wpaper:597. Full description at Econpapers || Download paper | |
| 2024 | Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns. (2024). Babazadeh, Reza ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2409.14510. Full description at Econpapers || Download paper | |
| 2024 | Machine learning and economic forecasting: The role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004862. Full description at Econpapers || Download paper | |
| 2024 | The Time Dependence and Interconnectedness of Developed Stock Markets. (2024). Dima, Bogdan ; Saraolu, Anca-Adriana. In: The Review of Finance and Banking. RePEc:rfb:journl:v:16:y:2024:i:2:p:273-293. Full description at Econpapers || Download paper | |
| 2024 | Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091. Full description at Econpapers || Download paper | |
| 2024 | Herding behaviour and monetary policy: Evidence from the ZAR market. (2024). Sibande, Xolani. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000352. Full description at Econpapers || Download paper | |
| 2024 | Higher-order moment risk spillovers across various financial and commodity markets: Insights from the IsraeliâPalestinian conflict. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012047. Full description at Econpapers || Download paper | |
| 2024 | The time-varying and asymmetric impacts of oil price shocks on geopolitical risk. (2024). He, Zhifang ; Sun, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:942-957. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk and renewable energy consumption: Evidence from a spatial convergence perspective. (2024). Ren, Xiaohang ; Jin, YI ; Yang, Wanping. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000926. Full description at Econpapers || Download paper | |
| 2024 | The impact of climate risk aversion on agribusiness share price volatility. (2024). Chen, Yaru ; Mu, Yan ; Liu, Peng. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323011698. Full description at Econpapers || Download paper | |
| 2024 | Analyzing the connectedness among geopolitical risk, traditional energy and carbon markets. (2024). Zhang, Yanyu ; Jiang, Wei ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:298:y:2024:i:c:s0360544224011848. Full description at Econpapers || Download paper | |
| 2024 | The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis. (2024). Helmi, Mohamad Husam ; Elsayed, Ahmed ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004100. Full description at Econpapers || Download paper | |
| 2024 | Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU. (2024). Manera, Matteo ; Pakrooh, Parisa ; Matteo, Matteo. In: Working Papers. RePEc:fem:femwpa:2024.22. Full description at Econpapers || Download paper | |
| 2024 | Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU. (2024). Manera, Matteo ; Pakrooh, Parisa. In: FEEM Working Papers. RePEc:ags:feemwp:344790. Full description at Econpapers || Download paper | |
| 2024 | Impact of Geopolitical Risk on G7 Financial Markets: A Comparative Wavelet Analysis between 2014 and 2022. (2024). Panazan, Oana ; Gheorghe, Catalin. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:3:p:370-:d:1325296. Full description at Econpapers || Download paper | |
| 2024 | The higher-order moments connectedness between rare earth and clean energy markets and the role of geopolitical risk:New insights from a TVP-VAR framework. (2024). Gao, Wang ; Wei, Jiajia ; Zhang, Hongwei. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224020541. Full description at Econpapers || Download paper | |
| 2024 | Optimistic or pessimistic: How do investors impact the green bond market?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001736. Full description at Econpapers || Download paper | |
| 2024 | How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts. (2024). Hammoudeh, Shawkat ; Mejri, Sami ; Khan, Nasir. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005206. Full description at Econpapers || Download paper | |
| 2024 | Risk spillover effects of the IsraelâHamas War on global financial and commodity markets: A timeâfrequency and network analysis. (2024). Lin, Zi-Luo ; Ouyang, Wen-Pei ; Yu, Qing-Rui. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006482. Full description at Econpapers || Download paper | |
| 2024 | Dynamic interactions among trade policy uncertainty, climate policy uncertainty, and crude oil prices. (2024). He, Zhifang ; Xu, Wei ; Qian, Wanchuan ; Dong, Tianqi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004714. Full description at Econpapers || Download paper | |
| 2024 | The dependence structures between geopolitical risks and energy prices: New evidence from regional heterogeneity and quantile-on-quantile perspective. (2024). Meng, Bin ; Kuang, Haibo ; Chen, Shuiyang. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224031013. Full description at Econpapers || Download paper | |
| 2024 | Spillover relationships between international crude oil markets and global energy stock markets under the influence of geopolitical risks: New evidence. (2024). Liang, Chao ; Luo, Keyu ; Yang, Shuangpeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004794. Full description at Econpapers || Download paper | |
| 2024 | Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles. (2024). Tammy, Minh Tam ; Karadas, Serkan ; Stivers, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006392. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical turmoil and investor green preference: Evidence from the corporate bond market. (2024). Verdoliva, Vincenzo ; Salerno, Dario ; Meles, Antonio ; Fiorillo, Paolo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624002055. Full description at Econpapers || Download paper | |
| 2024 | Riding the geopolitical storm or dodging bullets: Geopolitical risk timing of mutual funds. (2024). Chen, Zhenshan ; Liu, Jie ; Zhu, Yinglun ; Lin, Gengyan. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001194. Full description at Econpapers || Download paper | |
| 2024 | Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods. (2024). Sensoy, Ahmet ; Banerjee, Ameet Kumar ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007329. Full description at Econpapers || Download paper | |
| 2024 | The time-varying effects of geopolitical risk on mutual fund risk taking. (2024). Huang, Yaoye ; Liu, Jie ; Zhu, Yinglun ; Chen, Zhenshan. In: PLOS ONE. RePEc:plo:pone00:0303766. Full description at Econpapers || Download paper | |
| 2024 | The interplay of geopolitics and agricultural commodity prices. (2024). Steinbach, Sandro ; Mensah, Edouard ; Goyal, Raghav. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:46:y:2024:i:4:p:1533-1562. Full description at Econpapers || Download paper | |
| 2024 | The effect of output and the real exchange rate on equity price dynamics. (2024). Malikane, Christopher ; Alovokpinhou, Sedjro Aaron. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000718. Full description at Econpapers || Download paper | |
| 2024 | Valuing American options using multi-step rebate options. (2024). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001529. Full description at Econpapers || Download paper | |
| 2024 | Impact of higher federal funds rates on bank risk during higher inflation in the U.S.. (2024). Islam, Mohammad Saiful ; Koch, Jascha-Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012382. Full description at Econpapers || Download paper | |
| 2024 | Can higher federal funds rates control mortgage lending during periods of high inflation and high house prices?. (2024). Islam, Mohammad Saiful ; Koch, Jascha-Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008791. Full description at Econpapers || Download paper | |
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper | |
| 2024 | Uncertainty about interest rates and crude oil prices. (2024). Cohen, Gil ; Qadan, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00551-w. Full description at Econpapers || Download paper | |
| 2024 | Does COVID-19 Outbreak Push Saudi Crude Oil to Connect with Selected GCC Equity Market? Insight of Time Varying Linkage. (2024). Aloulou, Myriam ; Yadav, Miklesh ; Santos, Marcos ; Al-Okaily, Manaf ; Alqudah, Anas Ali ; Tabassum, Sabia ; Stakic, Nikola. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10523-y. Full description at Econpapers || Download paper | |
| 2024 | Research on Stock Market Risk Contagion of Major Debt Crises Based on Complex Network ModelsâThe Case of Evergrande in China. (2024). Zhang, Wenfeng ; Li, Shuliang ; Liang, Kaihao. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:11:p:1675-:d:1403333. Full description at Econpapers || Download paper | |
| 2024 | The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245. Full description at Econpapers || Download paper | |
| 2024 | Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Chakraborty, Tanujit ; Singh, Sunny Kumar ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2401.00249. Full description at Econpapers || Download paper | |
| 2024 | The connections that bind: Political connectivity in the face of geopolitical disruption. (2024). Hartwell, Christopher ; Zadorozhna, Olha. In: Journal of International Management. RePEc:eee:intman:v:30:y:2024:i:3:s107542532400022x. Full description at Econpapers || Download paper | |
| 2024 | Economic uncertainty and corporate cash holdings: Evidence from Taiwan. (2024). Hsieh, Yi-Shan ; Hung, Chih-Yuan ; Yang, Chien-Wen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001086. Full description at Econpapers || Download paper | |
| 2024 | The impact of ESG profile on Firms valuation in emerging markets. (2024). Nguyen, Pascal ; Rahat, Birjees. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s105752192400293x. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk and the cost of capital in emerging economies. (2024). el Ghoul, Sadok ; Carney, Richard W ; Guedhami, Omrane ; Wang, HE. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s156601412400044x. Full description at Econpapers || Download paper | |
| 2024 | Recovering from geopolitical risk: An event study of Huaweis semiconductor supply chain. (2024). Tse, Ying Kei ; Sun, Ruiqing ; Mason, Robert ; Dong, Kyra. In: International Journal of Production Economics. RePEc:eee:proeco:v:275:y:2024:i:c:s0925527324002044. Full description at Econpapers || Download paper | |
| 2024 | Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x. Full description at Econpapers || Download paper | |
| 2024 | Oil price uncertainty, oil pricing reform, and corporate profitability: The case of China. (2024). Hoang, Khanh ; Nguyen, Manh Huu ; Huong, Giang Thi. In: PLOS ONE. RePEc:plo:pone00:0297554. Full description at Econpapers || Download paper | |
| 2024 | Digital finance, Bargaining Power and Gender Wage Gap. (2024). Zeng, Xiangquan ; Chen, Siyu ; Guo, Qing. In: Papers. RePEc:arx:papers:2405.15486. Full description at Econpapers || Download paper | |
| 2024 | Overseas residency rights of Chinese listed firmsâ controllers: Impacts on R&D and public welfare donations. (2024). Wei, Saite ; Tian, Yule ; Yang, KE ; Zhu, Haicheng ; Yin, Yufei. In: PLOS ONE. RePEc:plo:pone00:0307596. Full description at Econpapers || Download paper | |
| 2024 | Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach. (2024). Abakah, Emmanuel ; Hossain, Sahib ; Abdullah, Mohammad ; Goodell, John W ; Aikins, Emmanuel Joel. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010656. Full description at Econpapers || Download paper | |
| 2024 | Why do people choose to continue using cryptocurrencies?. (2024). Al-Omoush, Khaled Saleh ; Funes, Andres Gomez ; Gomez-Olmedo, Ana M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008363. Full description at Econpapers || Download paper | |
| 2024 | Frequency connectedness between DeFi and cryptocurrency markets. (2024). Mensi, Walid ; Kang, Sang Hoon ; Gubareva, Mariya. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:12-27. Full description at Econpapers || Download paper | |
| 2024 | Extreme connectedness between NFTs and US equity market: A sectoral analysis. (2024). Umar, Muhammad ; Ali, Shoaib ; Vo, Xuan Vinh ; Gubareva, Mariya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:299-315. Full description at Econpapers || Download paper | |
| 2024 | Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). lucey, brian ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898. Full description at Econpapers || Download paper | |
| 2024 | Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach. (2024). Yousaf, Imran ; Pham, Linh ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924000887. Full description at Econpapers || Download paper | |
| 2024 | NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151. Full description at Econpapers || Download paper | |
| 2024 | Intricacy of cryptocurrency returns. (2024). Nagl, Maximilian. In: Economics Letters. RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002295. Full description at Econpapers || Download paper | |
| 2024 | Industrial metal and cryptocurrency market plummets: Interdependence, policy uncertainty, or investor sentiments?. (2024). Owusu Junior, Peterson ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Woode, John Kingsley. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:51:y:2024:i:4:d:10.1007_s40812-024-00315-2. Full description at Econpapers || Download paper | |
| 2024 | Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; KoÄenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288. Full description at Econpapers || Download paper | |
| 2024 | When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets. (2024). Bossman, Ahmed ; Gubareva, Mariya ; Vo, Xuan Vinh ; Agyei, Samuel Kwaku. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00638-y. Full description at Econpapers || Download paper | |
| 2024 | Spillover Connectedness Between Cryptocurrency and Energy Sector: An Empirical Investigation Under Asymmetric Exogenous Shocks of Health and Geopolitical Crisis and Uncertainties. (2024). Gherghina, Åtefan ; Joldes, Camelia Catalina ; Andrei, Jean Vasile ; Armeanu, Daniel Stefan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01773-8. Full description at Econpapers || Download paper | |
| 2024 | Bonuses, options, and bank strategies. (2024). Gomes, Orlando ; Gulamhussen, Mohamed Azzim ; Razul, Alberto. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:1:d:10.1007_s43546-023-00608-z. Full description at Econpapers || Download paper | |
| 2024 | Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. (2024). Selmi, Refk ; Mensi, Walid ; Kang, Sang Hoon ; Alomari, Mohammed ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228. Full description at Econpapers || Download paper | |
| 2024 | Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703. Full description at Econpapers || Download paper | |
| 2024 | Uncertainty and financial asset return spillovers: are they related? Empirical evidence from three continents. (2024). Fountas, Stilianos ; Tzika, Paraskevi ; Kontana, Dimitra. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02614-y. Full description at Econpapers || Download paper | |
| 2024 | Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options. (2024). Li, Zhe ; Xiao, Weilin ; Shen, Jiashuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001311. Full description at Econpapers || Download paper | |
| 2024 | Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes. (2024). Kang, Sang Hoon ; Ko, Hee-Un ; Kumar, Anoop S ; Mensi, Walid. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-024-00263-1. Full description at Econpapers || Download paper | |
| 2024 | Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895. Full description at Econpapers || Download paper | |
| 2024 | The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis. (2024). Hong, Yongmiao ; Cheng, Zishu ; Wei, Yunjie ; Wang, Shouyang ; Cui, Ruhong ; Li, Mingchen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003867. Full description at Econpapers || Download paper | |
| 2024 | Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study. (2024). Chang, Yuan ; Qiao, Sen ; Dang, Yi Jing. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006273. Full description at Econpapers || Download paper | |
| 2024 | Option trading volume and the cross-section of option returns. (2024). Hu, Sen ; Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001542. Full description at Econpapers || Download paper | |
| 2024 | Navigating Uncharted Waters: The Transformation of the Bank of Koreaâs Monetary Policy in Response to Global Economic Uncertainty. (2024). Teng, Zhuoqi ; He, Yugang. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:11:p:1657-:d:1401796. Full description at Econpapers || Download paper | |
| 2024 | Impact of monetary policy shocks in the Peruvian economy over time. (2024). RodrÃguez, Gabriel ; Rodrguez, Gabriel ; Rojo, Flavio Prez. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:270-288. Full description at Econpapers || Download paper | |
| 2024 | Spillover effects of financial development on renewable energy deployment and carbon neutrality: Does GCC institutional quality play a moderating role?. (2024). Zata, Nesrin. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:11:d:10.1007_s10668-023-03763-3. Full description at Econpapers || Download paper | |
| 2024 | Wealthy individual investors and stock marketsâ tail risk. (2024). Zhang, Bin ; Yang, HU ; Lu, Rong ; Yu, HE. In: PLOS ONE. RePEc:plo:pone00:0282173. Full description at Econpapers || Download paper | |
| 2024 | Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk and foreign subsidiary performance of emerging market multinationals. (2024). Tong, Yan ; Li, Xin ; Zhao, Wenyi ; Zhong, Kai ; Xu, Guoquan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x2400001x. Full description at Econpapers || Download paper | |
| 2024 | GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables. (2024). GUPTA, RANGAN ; Karmakar, Sayar ; Wu, Kejin. In: Working Papers. RePEc:pre:wpaper:202425. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk exposure and stock returns: Evidence from China. (2024). Zhang, Yaojie ; Ren, Xinrui ; Jin, Meichen. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005099. Full description at Econpapers || Download paper | |
| 2024 | Financial stability policy and downside risk in stock returns. (2024). Yang, Jianlei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001219. Full description at Econpapers || Download paper | |
| 2024 | Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664. Full description at Econpapers || Download paper | |
| 2024 | Stock market spillovers of global risks and hedging opportunities. (2024). Kouretas, Georgios ; Vlamis, Prodromos ; Laopodis, Nikiforos T ; Salachas, Evangelos. In: European Journal of Political Economy. RePEc:eee:poleco:v:83:y:2024:i:c:s0176268024000351. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657. Full description at Econpapers || Download paper | |
| 2024 | Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets: An asymmetric volatility spillover study. (2024). Eissa, Mohamed Abdelaziz ; al Refai, Hisham. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003940. Full description at Econpapers || Download paper | |
| 2024 | Migration fears and exchange rate volatility in France, Germany, and the UK: A GARCH-MIDAS framework. (2024). Salisu, Afees ; Olaniran, Abeeb ; Akanni, Lateef. In: MPRA Paper. RePEc:pra:mprapa:123196. Full description at Econpapers || Download paper | |
| 2024 | Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392. Full description at Econpapers || Download paper | |
| 2024 | Effect of Basel III Liquidity Ratio LCR and NSFR on the Profitability of Commercial Banks in Bangladesh. (2024). Maleque, Md Abdul ; Biswas, Munna Rani ; Nath, Subrata Deb. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xii:y:2024:i:3:p:12-28. Full description at Econpapers || Download paper | |
| 2024 | Liquidity hoarding and bank profitability: The role of economic policy uncertainty. (2024). Niu, Jijun. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s154461232401033x. Full description at Econpapers || Download paper | |
| 2024 | The relationship between renewable energy attention and volatility: A HAR model with markov time-varying transition probability. (2024). Wang, LU ; Duan, Huayou ; Liu, Guangqiang ; Zhao, Chenchen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002307. Full description at Econpapers || Download paper | |
| 2024 | The impact of carbon emission trading on the financing constraints of high-emission enterprises: Evidence from China. (2024). Zhang, Wen ; He, Chaohua. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009577. Full description at Econpapers || Download paper | |
| 2024 | Listening to the noise: On price efficiency with dynamic trading. (2024). Arnold, Lutz ; Russ, David. In: Discussion Papers. RePEc:zbw:bubdps:299241. Full description at Econpapers || Download paper | |
| 2024 | How the pandemic-led volatility in the natural resource commodity indices affect U.S and China markets. (2024). Guo, Qingran ; Ahmed, Khalid ; Ding, Cuicui ; Khan, Bareerah. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s030142072400103x. Full description at Econpapers || Download paper | |
| 2024 | Oil Price Dynamics and Sectoral Indices in India â¬â Pre, Post and during COVID Pandemic: A Comparative Evidence from Wavelet-based Causality and NARDL. (2024). Datta, Radhika Prosad ; Mandal, Koushik. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-3. Full description at Econpapers || Download paper | |
| 2024 | Analyzing the Effects of Covid-19 Pandemic on the Financial Performance of Turkish Listed Companies on Borsa Istanbul using the Entropy-based Grey Relational Analysis. (2024). Azcan, Sami ; Seraemeli, Murat ; Aelik, Ali Kemal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-05-12. Full description at Econpapers || Download paper | |
| 2024 | Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x. Full description at Econpapers || Download paper | |
| 2024 | Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x. Full description at Econpapers || Download paper | |
| 2024 | Digital Transformation and Enterprise Risk-Taking. (2024). Zhao, Zeru. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001697. Full description at Econpapers || Download paper | |
| 2024 | Banking competition and digital transformation. (2024). Bai, Zonghang ; Ban, Yuanhao ; Hu, Haifeng. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000989. Full description at Econpapers || Download paper | |
| 2024 | The effect of corporate social responsibility practices on digital transformation in China: A resource-based view. (2024). Yu, Yang ; Jian, Xin ; Jiang, Tangyang ; Xu, Nuo ; Nie, Jun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1-15. Full description at Econpapers || Download paper | |
| 2024 | The power of market: Venture capital and enterprise digital transformation. (2024). Feng, Ting ; Bumailikaimu, Sulidan ; Peng, Huan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001438. Full description at Econpapers || Download paper | |
| 2024 | The role of education attention on high-tech markets in an emerging economy: Evidence from QQR and NCQ techniques. (2024). Gao, Wang ; Zhang, Hongwei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004013. Full description at Econpapers || Download paper | |
| 2024 | Can the digital economy development limit the size of the informal economy? A nonlinear analysis based on Chinas provincial panel data. (2024). Huang, Wenli ; Li, Shi ; Zhu, Mengying ; Lv, Jiamin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:896-921. Full description at Econpapers || Download paper | |
| 2024 | Digital transformation and corporate green total factor productivity: Based on double/debiased machine learning robustness estimation. (2024). Xia, Yueming ; Wei, Rongrong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:808-827. Full description at Econpapers || Download paper | |
| 2024 | Dual effects of investor sentiment and uncertainty in financial markets. (2024). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315. Full description at Econpapers || Download paper | |
| 2024 | Star analyst activities and stock price synchronicity: Korean equity market reforms. (2024). Kim, Karam ; Yu, Jinyoung ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000438. Full description at Econpapers || Download paper | |
| 2024 | Investor sentiment or information content? A simple test for investor sentiment proxies. (2024). Lee, Geul ; Ryu, Doojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001475. Full description at Econpapers || Download paper | |
| 2024 | Firm value, ownership structure, and strategic approaches to ESG activities. (2024). Bilgin, Mehmet ; Nam, Hyun-Jung ; Ryu, Doojin. In: Eurasian Business Review. RePEc:spr:eurasi:v:14:y:2024:i:1:d:10.1007_s40821-024-00252-z. Full description at Econpapers || Download paper | |
| 2024 | Intraday analyses on weather-induced sentiment and stock market behavior. (2024). Cho, Hoon ; Seok, Sangik ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001352. Full description at Econpapers || Download paper | |
| 2024 | Climate change exposure, shareholder wealth, and the adoption of the Paris agreement: A text-based approach. (2024). Singh, Simran ; Lee, Sang Mook ; Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400259x. Full description at Econpapers || Download paper | |
| 2024 | Rookie directors and dividend payouts: Evidence from China. (2024). Wang, Xinyi ; Jiang, Ping ; Ali, Farman ; Ullah, Farid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001818. Full description at Econpapers || Download paper | |
| 2024 | Correlation structure between fiat currencies and blockchain assets. (2024). Lee, Chi-Chuan ; Abakah, Emmanuel ; Sulong, Zunaidah ; Abdullah, Mohammad ; Wali, G M ; Aikins, Emmanuel Joel. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001442. Full description at Econpapers || Download paper | |
| 2024 | Does the international oil market interact with Chinaâs financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177. Full description at Econpapers || Download paper | |
| 2024 | Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905. Full description at Econpapers || Download paper | |
| 2024 | Estimating Tail Risk in Ultra-High-Frequency Cryptocurrency Data. (2024). NEKHILI, Ramzi ; Christodoulou-Volos, Christos ; Giannopoulos, Kostas. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:4:p:99-:d:1493935. Full description at Econpapers || Download paper | |
| 2024 | Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y. Full description at Econpapers || Download paper | |
| 2024 | Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043. Full description at Econpapers || Download paper | |
| 2024 | The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war. (2024). Tang, Miaomiao ; Luo, Ziyang ; Zhao, Peng ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x. Full description at Econpapers || Download paper | |
| 2024 | COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches. (2024). Chen, Yanan ; Qi, Haozhi. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223030049. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events. (2024). Lee, Chi-Chuan ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Dankwah, Boakye. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000512. Full description at Econpapers || Download paper | |
| 2024 | Dynamic graph reinforcement learning algorithm for portfolio management: A novel timeâfrequency correlated model. (2024). Nan, Shijing ; Ma, Cong. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324004033. Full description at Econpapers || Download paper | |
| 2024 | Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506. Full description at Econpapers || Download paper | |
| 2024 | Spillover effects of energy transition metals in Chile. (2024). Agnese, Pablo ; Rios, Francisco. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002974. Full description at Econpapers || Download paper | |
| 2024 | Do market conditions affect interconnectedness pattern of socially responsible equities?. (2024). Anwer, Zaheer ; Naeem, Muhammad Abubakr ; Khan, Ashraf ; Paltrinieri, Andrea. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:611-630. Full description at Econpapers || Download paper | |
| 2024 | Volatility connectedness and its determinants of global energy stock markets. (2024). Wang, XU ; Cong, Xiaoping ; Xie, Qichang ; Luo, Chao. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000153. Full description at Econpapers || Download paper | |
| 2024 | Volatility and returns connectedness between cryptocurrency and Chinaâs financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566. Full description at Econpapers || Download paper | |
| 2024 | Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China. (2024). Wang, Yuzhan ; Fu, Yaping ; Chen, Yanan ; Qi, Haozhi. In: Renewable Energy. RePEc:eee:renene:v:233:y:2024:i:c:s0960148124011996. Full description at Econpapers || Download paper | |
| 2024 | Interplay between renewable energy and fossil fuel markets: Fresh evidence from quantile-on-quantile and wavelet quantile approaches. (2024). el Khoury, Rim ; Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007205. Full description at Econpapers || Download paper | |
| 2024 | Unraveling the dynamic nexus: Green cryptocurrencies and their role in sustainable market evolution. (2024). Qiu, Lin-Shu ; Peng, Pin ; Liang, Feifei ; Fu, Yaping ; Chen, Yanan. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224034388. Full description at Econpapers || Download paper | |
| 2024 | Energy tokens and green energy markets under crisis periods: A quantile downside tail risk dependence analysis. (2024). Abdullah, Mohammad ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Ferdous, Mohammad Ashraful. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006282. Full description at Econpapers || Download paper | |
| 2024 | Drivers of S&P 500âs Profitability: Implications for Investment Strategy and Risk Management. (2024). Nagy, Marek ; Macura, Marcel ; Valaskova, Katarina ; Kovalova, Erika. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:4:p:77-:d:1365830. Full description at Econpapers || Download paper | |
| 2024 | Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761. Full description at Econpapers || Download paper | |
| 2024 | Impact of firm characteristics and country-level governance on global energy stocks during crises. (2024). Pandey, Dharen ; Nor, Safwan Mohd ; Ali, Azwadi ; Rusere, Warren ; Al-Ahdal, Waleed M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002939. Full description at Econpapers || Download paper | |
| 2024 | Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness. (2024). Polat, Onur. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00581-4. Full description at Econpapers || Download paper | |
| 2024 | Valuing of timer path-dependent options. (2024). Ha, Mijin ; Yoon, Ji-Hun ; Kim, Donghyun. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:208-227. Full description at Econpapers || Download paper | |
| 2024 | An extension analysis of Amihuds illiquidity premium: Evidence from the Taiwan stock market. (2024). Yang, Chung-Jen ; Sheu, Her-Jiun ; Lien, Donald ; Lee, Hsiu-Chuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400235x. Full description at Econpapers || Download paper | |
| 2024 | Nonnegative group bridge and application in financial index tracking. (2024). Liu, Yonghui ; Lin, Yichen ; Song, Xin. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:2:d:10.1007_s00362-023-01406-3. Full description at Econpapers || Download paper | |
| 2024 | Secrecy culture and sensitivity of investment to stock prices: Evidence from emerging markets. (2024). Ahmed, Neveen ; Farooq, Omar ; Tanos, Barbara Abou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001112. Full description at Econpapers || Download paper | |
| 2024 | Connectedness analysis of oil price shocks, inflation, and exchange rate for the MENA region countries. (2024). Bigerna, Simona. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010553. Full description at Econpapers || Download paper | |
| 2024 | Exploring the Dynamics of Equity and Cryptocurrency Markets: Fresh Evidence from the RussiaâUkraine War. (2024). Naeem, Muhammad Abubakr ; Yousaf, Imran ; Hamouda, Foued. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10573-w. Full description at Econpapers || Download paper | |
| 2024 | Volatility spillovers among leading cryptocurrencies and US energy and technology companies. (2024). Alamaren, Amro Saleem ; Gokmenoglu, Korhan K ; Taspinar, Nigar. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00626-2. Full description at Econpapers || Download paper | |
| 2024 | Integrating agency and resource dependency theories: the moderating effect of board size on the relationship between dividends and firm value in Malaysia. (2024). Bakri, Mohd Ashari ; Ayub, Nurjeehan ; Gazali, Haneffa Muchlis. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00324-6. Full description at Econpapers || Download paper | |
| 2024 | Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Wang, Wei ; Lu, Man ; Li, Hongmei ; Chen, Fengwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856. Full description at Econpapers || Download paper | |
| 2024 | Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China. (2024). Wang, Yufeng ; Huang, Xinya ; Li, Houjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000913. Full description at Econpapers || Download paper | |
| 2024 | Extreme risk spillovers in RMB exchange rates: The role of categorical economic policy uncertainties. (2024). Wang, Xinya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003423. Full description at Econpapers || Download paper | |
| 2024 | Exploring the Spillover effects of tail risk fluctuations in the RMB exchange rateâThe time-frequency and quantile connectivity perspective. (2024). Huang, Zhigang ; Zhang, Weilan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003271. Full description at Econpapers || Download paper | |
| 2024 | Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?. (2024). Luo, Tao ; Zhang, Lixia ; Bai, Jiancheng ; Sun, Huaping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:597-611. Full description at Econpapers || Download paper | |
| 2024 | A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting. (2024). Li, Xiaojing ; Bai, Wei ; Zhang, Junting ; Liu, Haifei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001456. Full description at Econpapers || Download paper | |
| 2024 | Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models. (2024). Barboza, Flavio ; Altman, Edward. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000834. Full description at Econpapers || Download paper | |
| 2024 | Improving Volatility Forecasting: A Study through Hybrid Deep Learning Methods with WGAN. (2024). Allen, David ; Peiris, Shelton ; Hassan, Adel. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:9:p:380-:d:1462741. Full description at Econpapers || Download paper | |
| 2024 | Effectiveness of Random Forest Model in Predicting Stock Prices of Solar Energy Companies in India. (2024). Kumar, Sunil ; Birau, Ramona ; Sing, Manohar ; Meher, Bharat Kumar ; Anand, Abhishek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-43. Full description at Econpapers || Download paper | |
| 2024 | Predicting carbon and oil price returns using hybrid models based on machine and deep learning. (2024). Perote, Javier ; Molinamuoz, Jesus ; Moravalencia, Andres. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:31:y:2024:i:2:n:e1563. Full description at Econpapers || Download paper | |
| 2024 | Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine. (2024). Hammoudeh, Shawkat ; Iftiolu, Serhan ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002787. Full description at Econpapers || Download paper | |
| 2024 | Risk spillover from international crude oil markets to Chinaâs financial markets: Evidence from extreme events and U.S. monetary policy. (2024). Qu, YI ; Su, Yaya ; Dong, Liang ; Luo, Changqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300164x. Full description at Econpapers || Download paper | |
| 2024 | Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816. Full description at Econpapers || Download paper | |
| 2024 | Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407. Full description at Econpapers || Download paper | |
| 2024 | Stock price index analysis of four OPEC members: a Bayesian approach. (2024). Haghighat, Jafar ; Adrangi, Bahram ; Asgharpur, Hossain ; Hatamerad, Saman. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00651-1. Full description at Econpapers || Download paper | |
| 2024 | Time-frequency co-movement and cross-quantile connectedness of exchange rates: Evidence from ASEAN+3 Countries. (2024). Deng, XI ; Zhu, Huiming ; Huang, XI ; Ren, Yinghua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001261. Full description at Econpapers || Download paper | |
| 2024 | Oil price uncertainty and corporate inefficient investment: Evidence from China. (2024). Song, Xinyu ; An, Haokai ; Yang, Baochen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000135. Full description at Econpapers || Download paper | |
| 2024 | Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Shi, Yujie ; Li, Yanshuang ; Xiong, Xiong ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710. Full description at Econpapers || Download paper | |
| 2024 | Assessment of the Relationship among Climate Change, Green Finance and Financial Stability: Evidence from Emerging and Developed Markets. (2024). Nabil, Myvel. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:16:y:2024:i:2:p:51. Full description at Econpapers || Download paper | |
| 2024 | Unveiling time-varying asymmetries in the stock market returns through energy prices, green innovation, and market risk factors: wavelet-based evidence from China. (2024). Hossain, Mohammad Razib ; Alvarado, Rafael ; Adebayo, Tomiwa Sunday ; Ramzan, Muhammad ; Abbasi, Kashif Raza. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09684-z. Full description at Econpapers || Download paper | |
| 2024 | Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China. (2024). Du, HE ; Zhang, Chunguang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011698. Full description at Econpapers || Download paper | |
| 2024 | Natural resources, trade and fintech in the era of digitalization: A study of economies involved in Belt and Road Initiative. (2024). Xiaobin, Wang ; Faraz, Syed Muhammad ; Albalawi, Olayan ; Alharthi, Majed ; Wu, Fuxi. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004495. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty. (2024). Li, Jiayi ; Liu, Sihan ; Zhang, Chuanhai ; Yang, Xian ; Zhu, Yanli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400062x. Full description at Econpapers || Download paper | |
| 2024 | Commodity market downturn: Systemic risk and spillovers during left tail events. (2024). Ãevik, Emrah ; Kirimhan, Destan ; Gunay, Samet. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643. Full description at Econpapers || Download paper | |
| 2024 | Bitcoin forks: What drives the branches?. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000539. Full description at Econpapers || Download paper | |
| 2024 | Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network. (2024). Alasker, Thamir H ; Elamer, Ahmed A ; Ibrahim, Bassam A ; Mohamed, Marwa A ; Abdou, Hussein A. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00605-z. Full description at Econpapers || Download paper | |
| 2024 | Viral decisions: unmasking the impact of COVID-19 info and behavioral quirks on investment choices. (2024). Ul, Wasim ; Degirmen, Suleyman ; Saltik, Omur ; Jalil, Faryal. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03011-7. Full description at Econpapers || Download paper | |
| 2024 | Unveiling COVID-19â¬â¢s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets. (2024). Samil, Samia ; Ferchichi, Monia Mokhtar ; Talbi, Mariem ; Ismaalia, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-01-19. Full description at Econpapers || Download paper | |
| 2024 | Riding the waves of investor sentiment: Cryptocurrency price and renewable energy volatility during the pandemic-war era. (2024). Ha, Le Thanh ; Bouteska, A ; Safa, Faisal M ; Hassan, Kabir M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001163. Full description at Econpapers || Download paper | |
| 2024 | A Study Regarding the Relationship between Carbon Emissions, Energy Consumption, and Economic Development in the Context of the Energy Growth Nexus. (2024). Mandache, Lucian ; Mnescu, Leonardo-Geo ; Mihai, Laureniu-Stelian ; Vasilescu, Laura ; Sitnikov, Ctlina ; Bndoi, Anca. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:17:p:4526-:d:1474539. Full description at Econpapers || Download paper | |
| 2024 | Unlocking Sustainable Growth: The Transformative Impact of Green Finance on Industrial Carbon Emissions in China. (2024). Zhao, Jiaxing ; Wang, Shuangguo ; Ahmad, Najid ; Zhang, Siqin. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:18:p:8253-:d:1483473. Full description at Econpapers || Download paper | |
| 2024 | Does technological progress mode affect just energy transition? A seemingly unrelated regression analysis based on Chinese provincial panel data. (2024). Zhang, Wenqing ; Dong, Jingrong ; Li, Tingting ; Chen, Yuke. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s036054422403531x. Full description at Econpapers || Download paper | |
| 2024 | Does the green finance policy affect the efficiency of corporate investment? Evidence from Chinaâs green finance reform and innovation pilot zones. (2024). Wang, Hongxin ; Shao, Rong. In: PLOS ONE. RePEc:plo:pone00:0313861. Full description at Econpapers || Download paper | |
| 2024 | Harmony in diversity: Exploring connectedness and portfolio strategies among crude oil, gold, traditional and sustainable index. (2024). Sahoo, Satyaban. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006482. Full description at Econpapers || Download paper | |
| 2024 | Quantile connectedness among digital assets, traditional assets, and renewable energy prices during extreme economic crisis. (2024). Ullah, Mirzat ; Nazir, Sidra ; Frempong, Josephine ; Aysan, Ahmet Faruk ; Kayani, Umar. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004335. Full description at Econpapers || Download paper | |
| 2024 | International financial integration and financial stress of emerging market economies: The role of institutional quality. (2024). Yeap, Xiu Wei ; Tan, Sook-Rei ; Li, Changtai. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001092. Full description at Econpapers || Download paper | |
| 2024 | The impact of green credit on green transformation of heavily polluting enterprises: Reverse forcing or forward pushing?. (2024). Lin, Boqiang ; Pan, Ting. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s030142152300486x. Full description at Econpapers || Download paper | |
| 2024 | Fiscal policyâs impact on the efficiency of natural resources for a green economic recovery. (2024). Su, Yong ; Sun, Yang ; Zhang, NA. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000278. Full description at Econpapers || Download paper | |
| 2024 | A theoretical framework for modeling dual-track granting orientation in green credit policy. (2024). Zhou, Xiaoyong ; Wu, Sheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:249-268. Full description at Econpapers || Download paper | |
| 2024 | Determinants of the Behaviour of Entities on the Insurance Market in the Light of Changes Introduced by the IDD Directive. (2024). Bera, A ; Walczak, D ; Pauch, D ; Fras, M. In: Journal of Consumer Policy. RePEc:kap:jcopol:v:47:y:2024:i:4:d:10.1007_s10603-024-09572-z. Full description at Econpapers || Download paper | |
| 2024 | Decomposing risk spillover effect in international stock market: A novel intertemporal network topology approach. (2024). Lv, Zhiyu ; Zhang, XU ; Naeem, Muhammad Abubakr ; Liu, Jiawen ; Rauf, Abdul. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400401x. Full description at Econpapers || Download paper | |
| 2024 | Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate. (2024). Rong, Xueyun ; Cong, Xiaoping ; Qin, Jingrui ; Ma, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004493. Full description at Econpapers || Download paper | |
| 2024 | The role of trade policy uncertainty on contemporaneous and lagged connectedness between critical raw materials and high-tech markets: Evidence from China. (2024). Zhang, Hongwei ; Gao, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007232. Full description at Econpapers || Download paper | |
| 2024 | Salience theory value spillovers between Chinaâs systemically important banks: evidence from quantile connectedness. (2024). Jin, Xiaoye. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00582-3. Full description at Econpapers || Download paper | |
| 2024 | Tail risk spillovers among Chinese stock market sectors. (2024). Ouyang, Minhua ; Xiao, Hailian. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002630. Full description at Econpapers || Download paper | |
| 2024 | New evidence of interdependence in forex markets: A connection of connection analysis. (2024). Xu, Xin ; Sun, Xiaotong ; Wu, Tao ; Xuan, Siyuan ; Jia, Nanfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002758. Full description at Econpapers || Download paper | |
| 2024 | Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; BÄdowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765. Full description at Econpapers || Download paper | |
| 2024 | Financial risk forewarning with an interpretable ensemble learning approach: An empirical analysis based on Chinese listed companies. (2024). Zhu, Yingke ; Shimada, Tatsuro ; Deng, Shangkun ; Luo, Qunfang ; Ning, Hong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001446. Full description at Econpapers || Download paper | |
| 2024 | An interval constraint-based trading strategy with social sentiment for the stock market. (2024). Yang, Kun ; Li, Mingchen ; Lin, Wencan ; Wei, Yunjie ; Wang, Shouyang. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00567-2. Full description at Econpapers || Download paper | |
| 2024 | Managerial inclusiveness and corporate innovation in China. (2024). Deng, Siyi ; He, Jie. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:381-410. Full description at Econpapers || Download paper | |
| 2024 | CEO turnover shock and green innovation: Evidence from China. (2024). Yu, Lin ; Feng, Keyou ; Lv, Haixia ; Fung, Anna. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:894-908. Full description at Econpapers || Download paper | |
| 2024 | Managerial longâtermism and corporate innovation: Evidence from China through text mining approaches. (2024). Bai, Yingjie ; Xu, Ning ; Zhang, DI. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:2269-2286. Full description at Econpapers || Download paper | |
| 2024 | Management myopia and corporate innovation in China: Focus on the moderating role of equity incentives. (2024). Li, NA ; Zhang, Xiu-e, . In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006653. Full description at Econpapers || Download paper | |
| 2024 | Can digital transformation reduce R&D investment disruption during the top executive transition period?. (2024). Shen, Jin ; Hou, Qingsong ; Deng, Xiankun. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:4:p:1901-1926. Full description at Econpapers || Download paper | |
| 2024 | Consistent valuation: extensions from bankruptcy costs and tax integration with time-varying debt. (2024). Nam, Pham Khanh ; Kim-Duc, Nguyen. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01217-5. Full description at Econpapers || Download paper | |
| 2024 | A hybrid econometrics and machine learning based modeling of realized volatility of natural gas. (2024). Kristjanpoller, Werner. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00577-0. Full description at Econpapers || Download paper | |
| 2024 | How does military-civilian integration development influence corporate financial constraints in China? Evidence based on quasi-natural experiments. (2024). Chang, Shiwei ; Zhu, Huaiqi ; Chen, BO. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1273-1289. Full description at Econpapers || Download paper | |
| 2024 | Internationalization and financial constraints: Opportunities, obstacles, and strategies. (2024). Ippoliti, Roberto ; Giannini, V ; Falavigna, G. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000337. Full description at Econpapers || Download paper | |
| 2024 | Innovation policy and corporate finance: The Italian automotive supply chain and its transition to Industry 4.0. (2024). Ippoliti, Roberto ; Calabrese, G G ; Falavigna, G. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:2:p:336-353. Full description at Econpapers || Download paper | |
| 2024 | Efficiency analysis using SBM and PLS-SEM: insights from the Italian judicial system. (2024). Rocca, Antonella ; Quintano, Claudio ; Mazzocchi, Paolo. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:6:d:10.1007_s11135-024-01907-9. Full description at Econpapers || Download paper | |
| 2024 | Are REITS hedge or safe haven against oil price fall?. (2024). Andraz, Jorge ; Hanif, Waqas ; Teplova, Tamara ; Gubareva, Mariya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1-16. Full description at Econpapers || Download paper | |
| 2024 | The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. (2024). Ali, Shoaib ; Naveed, Muhammad ; Gubareva, Mariya ; Hanif, Hasan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005616. Full description at Econpapers || Download paper | |
| 2024 | International transmission of shocks and African forex markets. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000902. Full description at Econpapers || Download paper | |
| 2024 | A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic. (2024). Huang, Meichi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002575. Full description at Econpapers || Download paper | |
| 2024 | Interconnectedness between electricity and artificial intelligence-based markets during the crisis periods: Evidence from the TVP-VAR approach. (2024). Ohikhuare, Obaika M ; Yousaf, Imran ; Li, Yanshuang. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005930. Full description at Econpapers || Download paper | |
| 2024 | Can Digital Innovation Improve Green Total Factor Productivity: Evidence from Digital Patents of China. (2024). Rao, Wanying ; Liu, Pingfeng. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:10:p:3891-:d:1389492. Full description at Econpapers || Download paper | |
| 2024 | Does Digital Inclusive Finance Help County Level Governance in the Five Provinces of Northwest China, from the Perspective of Economic Resilience?. (2024). Gong, Xinshu ; Zhao, Liyu. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:10:p:4034-:d:1392671. Full description at Econpapers || Download paper | |
| 2024 | Does unconventional monetary policy improve credit support for the industry chain? The mechanism of trade credit. (2024). Li, Zhongfei ; Du, Zhidi ; Ding, Zengcai ; Zhou, Tao ; Huang, Jinbo ; Bai, Hengrui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:180-192. Full description at Econpapers || Download paper | |
| 2024 | Information infrastructure construction and optimization of resources allocation among firms: Evidence from âBroadband Chinaâ strategy. (2024). Xu, Qunfang ; Jin, Laiqun ; Cao, Kairui ; Li, Jiaye. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:36-53. Full description at Econpapers || Download paper | |
| 2024 | Empirical Study on the Impact of Digital Finance on Commercial Credit Allocation in SMEs. (2024). Dong, Xueqin ; Lin, Baoguo. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000412. Full description at Econpapers || Download paper | |
| 2024 | Local FinTech development, industrial structure, and north-south economic disparity in China. (2024). Yang, Tongbin ; Zhou, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000516. Full description at Econpapers || Download paper | |
| 2024 | The impact of digital finance on regional economic resilience. (2024). Lin, Zibo ; Xu, Zhaoyi ; Yang, Yang ; Liu, Shuwen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001045. Full description at Econpapers || Download paper | |
| 2024 | Financial misallocation and green innovation efficiency: Chinas firm-level evidence. (2024). Silva, Emilson ; Che, Shuai ; Sheng, Mingyue Selena ; Tao, Miaomiao ; Wang, Jun ; Zhao, Congyu. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004055. Full description at Econpapers || Download paper | |
| 2024 | The impact of digital finance on firms inefficient investment: Evidence from Chinese A-share listed companies. (2024). Wen, Manhong ; Tian, Xiujuan ; Wu, Xiaxue ; Peng, Nianjiao. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011474. Full description at Econpapers || Download paper | |
| 2024 | Can the construction of smart cities promote the capital allocation efficiency: Evidence from China. (2024). Liu, Jiashu ; Cui, Shuhui. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s004016252400475x. Full description at Econpapers || Download paper | |
| 2024 | Digital transformation and its effect on resource allocation efficiency and productivity in Chinese corporations. (2024). Jiang, Weijie ; Li, Jiaye. In: Technology in Society. RePEc:eee:teinso:v:78:y:2024:i:c:s0160791x24001866. Full description at Econpapers || Download paper | |
| 2024 | Traditional finance, digital finance, and financial efficiency: An empirical analysis based on 19 urban agglomerations in China. (2024). Chen, Weihong ; Zhang, Songlin ; Jiang, Aiqing ; Wang, Yunsong. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005350. Full description at Econpapers || Download paper | |
| 2024 | Digital finance, capital misallocation and corporate innovation. (2024). Zhu, Wenpeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006889. Full description at Econpapers || Download paper | |
| 2024 | How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence. (2024). Zhao, Lu-Tao ; Chen, Xue-Hui ; Liu, Hai-Yi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000059. Full description at Econpapers || Download paper | |
| 2024 | Towards sustainable development: Exploring the spillover effects of green technology innovation on energy markets and economic cycles. (2024). Moldovan, Nicoleta-Claudia ; Wang, Kai-Hua ; Wen, Cui-Ping. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s0040162524001641. Full description at Econpapers || Download paper | |
| 2024 | TimeâFrequency Co-Movement of South African Asset Markets: Evidence from an MGARCH-ADCC Wavelet Analysis. (2024). Ferreira-Schenk, Sune ; Matlhaku, Kago ; Moodley, Fabian. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:10:p:471-:d:1501928. Full description at Econpapers || Download paper | |
| 2024 | Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079. Full description at Econpapers || Download paper | |
| 2024 | Time-frequency higher-order moment Co-movement and connectedness between Chinese stock and commodity markets. (2024). Xia, Xiling ; Zhu, Huiming ; Deng, XI ; Zeng, Tian ; Hau, Liya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005720. Full description at Econpapers || Download paper | |
| 2024 | Harbor in the storm: How Bitcoin navigates challenges of climate change and global uncertainties. (2024). Luo, Fangyuan ; Guo, Lili ; Li, Houjian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s105905602400666x. Full description at Econpapers || Download paper | |
| 2024 | Equilibrium reinsurance strategies for catastrophe and secondary claims under α-maxmin meanâvariance criterion. (2024). Wang, Ning ; Zhao, Qian ; Wu, Hongping ; Zhang, Liming. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006616. Full description at Econpapers || Download paper | |
| 2024 | Are two financial frictions necessary to match U.S. business and financial cycles?. (2024). Kuchta, Zbigniew ; Gorajski, Mariusz. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011273. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices. (2024). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Iqbal, Najaf ; Alsagr, Naif ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002263. Full description at Econpapers || Download paper | |
| 2024 | Cross-country spillovers of trade uncertainty and their formation mechanisms. (2024). Zhao, Xiuyi ; Liu, Jinquan ; Wu, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006640. Full description at Econpapers || Download paper | |
| 2024 | Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk?. (2024). Chen, Donghui ; Zhang, Jun. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224033218. Full description at Econpapers || Download paper | |
| 2024 | Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x. Full description at Econpapers || Download paper | |
| 2024 | Instantaneous volatility of the yield curve, variance risk premium and bond return predictability. (2024). Yin, Ximing ; Yang, GE. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000252. Full description at Econpapers || Download paper | |
| 2024 | Stock price delay and the cross-section of expected returns: A story of night and day. (2024). Yin, Ximing ; Yang, GE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006610. Full description at Econpapers || Download paper | |
| 2024 | Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Wang, Gang-Jin ; Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Allahdadi, Mohammad Reza. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200. Full description at Econpapers || Download paper | |
| 2024 | Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict. (2024). Shen, Yiran ; Sun, Xiaolei ; Feng, Qianqian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001293. Full description at Econpapers || Download paper | |
| 2024 | Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence. (2024). Guo, Wenjing ; Zhou, Yuqin ; Song, Ziyu ; Liu, Yilong ; Wu, Shan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400285x. Full description at Econpapers || Download paper | |
| 2024 | Airline industry equities under external uncertainty shocks. (2024). Mahadeo, Scott ; Blampied, Nicols ; Romeo, Scott Mark. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004786. Full description at Econpapers || Download paper | |
| 2024 | Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors. (2024). Vo, Duc Hong ; Nguyen, Hung Le-Phuc. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00602-2. Full description at Econpapers || Download paper | |
| 2024 | Potential diversification benefits: A comparative study of Islamic and conventional stock market indexes. (2024). Saâdaoui, Foued ; Belanes, Amel ; Abedin, Mohammad Zoynul ; Saadaoui, Foued. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002246. Full description at Econpapers || Download paper | |
| 2024 | Pricing Fade-in Options Under GARCH-Jump Processes. (2024). Wang, Xingchun ; Zhang, Han. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10527-8. Full description at Econpapers || Download paper | |
| 2024 | Closed-form approximations for basket option pricing under normal tempered stable Lévy model. (2024). Zhong, Qifeng ; Yao, Jing ; Sayit, Hasanjan ; Hu, Dongdong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400158x. Full description at Econpapers || Download paper | |
| 2024 | Effects of a CEOâs overconfidence and his/her power on the performance of Chinese firms. (2024). Lee, Yen-Hsien ; Lu, Yang-Cheng ; Chung, Chien-Ping ; Fang, Hao. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:1:d:10.1007_s12197-023-09642-x. Full description at Econpapers || Download paper | |
| 2024 | Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Wang, Gang-Jin ; Foglia, Matteo ; Pacelli, Vincenzo ; di Tommaso, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088. Full description at Econpapers || Download paper | |
| 2024 | Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172. Full description at Econpapers || Download paper | |
| 2024 | Connectedness and risk spillovers among sub-Saharan Africa and MENA equity markets. (2024). Marcelin, Isaac ; Lo, Gaye-Del ; Bassne, Thophile. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124000888. Full description at Econpapers || Download paper | |
| 2024 | Adjustable light robust optimization with second order stochastic dominance constraints. (2024). Ji, Xinzhi ; Ye, Wuyi ; Guo, Ranran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000871. Full description at Econpapers || Download paper | |
| 2024 | Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Farina, Vincenzo ; Gufler, Ivan ; Carlini, Federico ; Previtali, Daniele. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108. Full description at Econpapers || Download paper | |
| 2024 | Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?. (2024). Umar, Zaghum ; Teplova, Tamara ; Marfo-Yiadom, Edward ; Bossman, Ahmed. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000554. Full description at Econpapers || Download paper | |
| 2024 | A Practical Monte Carlo Method for Pricing Equity-Linked Securities with Time-Dependent Volatility and Interest Rate. (2024). Kim, Junseok ; Lyu, Jisang ; Jang, Hanbyeol ; Park, Eunchae ; Lee, Chaeyoung. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10394-3. Full description at Econpapers || Download paper | |
| 2024 | Valuing three-asset barrier options and autocallable products via exit probabilities of Brownian bridge. (2024). Lee, Minha ; Ha, Hongjun ; Kong, Byungdoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000998. Full description at Econpapers || Download paper | |
| 2024 | Business and financial cycle across regimes: Does financial stress matter?. (2024). Cucculelli, Marco ; Sullo, Valerio ; Giampaoli, Noemi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006373. Full description at Econpapers || Download paper | |
| 2024 | Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs. (2024). Conlon, Thomas ; Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2407.08069. Full description at Econpapers || Download paper | |
| 2024 | Identifying Cryptocurrencies as Diversifying Assets and Safe Haven in the Indian Stock Market. (2024). Sahu, Tarak Nath ; Jana, Susovon. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09436-5. Full description at Econpapers || Download paper | |
| 2024 | Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x. Full description at Econpapers || Download paper | |
| 2024 | Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform. (2024). Saiki, Yoshitaka ; Muto, Makoto. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001165. Full description at Econpapers || Download paper | |
| 2024 | A new perspective on how investor sentiment affects herding behavior in the cryptocurrency market. (2024). Nguyen, Huong Thi ; Chen, An-Sing. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007670. Full description at Econpapers || Download paper | |
| 2024 | Have the extraordinary circumstances of the COVID-19 outbreak and the RussianâUkrainian conflict impacted the efficiency of cryptocurrencies?. (2024). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00550-x. Full description at Econpapers || Download paper | |
| 2024 | Google search and cross-section of cryptocurrency returns and trading activities. (2024). Vo, Duc Hong ; Hoang, Lai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001060. Full description at Econpapers || Download paper | |
| 2024 | Hedging performance analysis of energy markets: Evidence from copula quantile regression. (2024). Yu, Xinping ; Ren, Xianling. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:432-450. Full description at Econpapers || Download paper | |
| 2024 | Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness. (2024). Dagar, Vishal ; Dagher, Leila ; Shobande, Olatunji ; Rao, Amar. In: MPRA Paper. RePEc:pra:mprapa:120582. Full description at Econpapers || Download paper | |
| 2024 | Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks. (2024). Yoon, Seong-Min ; Xiong, Youlin ; Dong, Xiyong ; Shen, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000503. Full description at Econpapers || Download paper | |
| 2024 | Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Patel, Ritesh ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133. Full description at Econpapers || Download paper | |
| 2024 | The impact of COVID-19 on Ethereum returns and Ethereum market efficiency. (2024). al Rahahleh, Naseem ; al Qurashi, Ahmed. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00273-z. Full description at Econpapers || Download paper | |
| 2024 | Spillover effects according to classification of cryptocurrency. (2024). Shen, Dehua ; Zhao, Yingxiu ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006597. Full description at Econpapers || Download paper | |
| 2024 | Dynamic spillover between green cryptocurrencies and stocks: A portfolio implication. (2024). Cui, Jinxin ; Yousaf, Imran ; Ali, Shoaib. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006531. Full description at Econpapers || Download paper | |
| 2024 | Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543. Full description at Econpapers || Download paper | |
| 2024 | Currency tail risk measurement and spillovers: An improved TENET approach. (2024). Luo, Zihao ; He, Shi ; Yan, Jiahong ; Yu, Huijuan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400789x. Full description at Econpapers || Download paper | |
| 2024 | Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615. Full description at Econpapers || Download paper | |
| 2024 | Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815. Full description at Econpapers || Download paper | |
| 2024 | The spatial effect of financial openness on high-quality economic development: Evidence from provincial-level data in China. (2024). Wu, Shaofan ; Zheng, Huan. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001861. Full description at Econpapers || Download paper | |
| 2024 | Comparative Study of Long Short-Term Memory (LSTM) and Quantum Long Short-Term Memory (QLSTM): Prediction of Stock Market Movement. (2024). Mahmood, Tariq ; Khan, Rehan Ahmad ; Zeeshan, Malik Muhammad ; Darwish, Jumanah Ahmed ; Ahmad, Ibtasam. In: Papers. RePEc:arx:papers:2409.08297. Full description at Econpapers || Download paper | |
| 2024 | High inflation during RussiaâUkraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models. (2024). Sami Ayad, Mina ; Hamza, Taher ; Mili, Mehdi ; ben Haj, Hayet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001776. Full description at Econpapers || Download paper | |
| 2024 | Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Tiwari, Aviral ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x. Full description at Econpapers || Download paper | |
| 2024 | Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications. (2024). Mei-Jun, Ling ; Guang-XI, Cao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924002911. Full description at Econpapers || Download paper | |
| 2024 | Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Esparcia, Carlos ; Escribano, Ana. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199. Full description at Econpapers || Download paper | |
| 2024 | Hedging Carbon Price Risk on EU ETS: A Comparison of Green Bonds from the EU, US, and China. (2024). Le, Truong Quang ; Huyen, Trang Thi ; Nguyen, Nhung Thi ; Ngoc, Mai Thi. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:14:p:5886-:d:1432518. Full description at Econpapers || Download paper | |
| 2024 | Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530. Full description at Econpapers || Download paper | |
| 2024 | Does climate change matter for bank profitability? Evidence from China. (2024). Lee, Chien-Chiang ; Zhang, Xiaoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001827. Full description at Econpapers || Download paper | |
| 2024 | When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets. (2024). OMRI, Anis ; Ali, Shoaib ; Naveed, Muhammad ; Gubareva, Mariya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002866. Full description at Econpapers || Download paper | |
| 2024 | Reputational contagion from the Silicon Valley Bank debacle. (2024). Ali, Shoaib ; Vo, Xuan Vinh ; Naveed, Muhammad ; Gubareva, Mariya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000680. Full description at Econpapers || Download paper | |
| 2024 | African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003876. Full description at Econpapers || Download paper | |
| 2024 | Break a peg! A study of stablecoin co-instability. (2024). Vito, Liuzzi ; Patrice, Sargenti ; Alessio, Castello ; Gregory, Gadzinski. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005404. Full description at Econpapers || Download paper | |
| 2024 | Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVPâVAR models. (2024). Chen, Zhizhen ; Sun, Boyang ; Shi, Guifen. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02628-6. Full description at Econpapers || Download paper | |
| 2024 | Forecasting Chinese stock market volatility with high-frequency intraday and current return information. (2024). Wang, Yuyao ; Han, Yang ; Wu, Xinyu ; Zhao, AN. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002099. Full description at Econpapers || Download paper | |
| 2024 | Not all VIXs are (Informationally) equal: Evidence from affine GARCH option pricing models. (2024). Stentoft, Lars ; Escobar Anel, Marcos ; Ye, Xize ; Escobar-Anel, Marcos. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010833. Full description at Econpapers || Download paper | |
| 2024 | A contagion test with unspecified heteroscedastic errors. (2024). Ko, Stanley Iat-Meng ; Peng, Liang ; Aboagye, Ernest ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105. Full description at Econpapers || Download paper | |
| 2024 | Foreign ownership and M&A activity: Evidence from China. (2024). Ye, Xiaofen ; Zhang, Qun ; Liu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001049. Full description at Econpapers || Download paper | |
| 2024 | Do enterprises adopting digital finance exhibit higher values? Based on textual analysis. (2024). Yue, Sishi ; Yang, MO ; Dong, Dayong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001062. Full description at Econpapers || Download paper | |
| 2024 | PSAHARA Utility Family: Modeling Non-monotone Risk Aversion and Convex Compensation in Incomplete Markets. (2024). Shen, Zhenyu ; Liu, Yang. In: Papers. RePEc:arx:papers:2406.00435. Full description at Econpapers || Download paper | |
| 2024 | Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis. (2024). Li, Xiafei ; Goodell, John W ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s104244312400043x. Full description at Econpapers || Download paper | |
| 2024 | Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation. (2024). HU, YANG ; Corbet, Shaen ; Xu, Danyang ; Lang, Chunlin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001223. Full description at Econpapers || Download paper | |
| 2024 | Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period. (2024). Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Al-Nassar, Nassar S ; Ma, Chao-Qun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001910. Full description at Econpapers || Download paper | |
| 2024 | Time-frequency tail risk spillover between ESG climate and high-carbon assets: The role of economic policy uncertainty and financial Stress. (2024). Huang, Zishan ; Deng, XI ; Zeng, Tian ; Zhu, Huiming. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008961. Full description at Econpapers || Download paper | |
| 2024 | Connectedness between international oil and Chinas new energy industry chain: A time-frequency analysis based on TVP-VAR model. (2024). Xu, Fang ; Deng, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006625. Full description at Econpapers || Download paper | |
| 2024 | Research on the Impact of Economic Policy Uncertainty and Investor Sentiment on the Growth Enterprise Market Return in ChinaâAn Empirical Study Based on TVP-SV-VAR Model. (2024). Ramasamy, Siva Shankar ; Yu, XI ; Naktnasukanjn, Nathee ; Gui, Junxiao. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:4:p:108-:d:1506998. Full description at Econpapers || Download paper | |
| 2024 | Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022. Full description at Econpapers || Download paper | |
| 2024 | The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Gnagne, Pascal Xavier ; Manguzvane, Mathias Mandla. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002785. Full description at Econpapers || Download paper | |
| 2024 | The Asymmetric Relationship Between Oil Price Fluctuation on Exchange Rate Variation: Empirical Evidence from Malaysia and Thailand. (2024). Mursitama, Tirta ; Subramaniam, Yogeeswari ; Loganathan, Nanthakumar ; Abu, Mohd Jaffri. In: Economic Alternatives. RePEc:nwe:eajour:y:2024:i:4:p:810-828. Full description at Econpapers || Download paper | |
| 2024 | Do oil market shocks affect financial distress? Evidence from firm-level global data. (2024). Gözgör, Giray ; Gozgor, Giray ; Mousavi, Mohammad Mahdi ; Acheampong, Albert. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000552. Full description at Econpapers || Download paper | |
| 2024 | Employee stock ownership plan as a measure of covering up corporate fraud: Evidence from China. (2024). Ma, Ben ; Qiu, Yong. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001406. Full description at Econpapers || Download paper | |
| 2024 | Influence of ESG on Sustainability Reporting: Mediation Rule of Green Innovation and Investor Sentiment. (2024). Ismail, Tubagus ; Soleha, Nurhayati ; Taqi, Muhammad ; Siregar, Inova Fitri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-50. Full description at Econpapers || Download paper | |
| 2024 | ESG unpacked: Environmental, social, and governance pillars and the stock price reaction to the invasion of Ukraine. (2024). Neszveda, Gabor ; Baranyai, Eszter ; Zaremba, Adam ; Kovacs, Boglarka Bianka. In: Eurasian Business Review. RePEc:spr:eurasi:v:14:y:2024:i:3:d:10.1007_s40821-024-00277-4. Full description at Econpapers || Download paper | |
| 2024 | Connectedness with commodities in emerging markets: ESG leaders vs. conventional indexes. (2024). de Boyrie, Maria E ; Pavlova, Ivelina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002496. Full description at Econpapers || Download paper | |
| 2024 | Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks. (2024). Owusu Junior, Peterson ; Barson, Zynobia ; Ofori, Kwame Simpe ; Boakye, Kwabena G ; Appiagyei, George Oppong. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:3:p:306-335. Full description at Econpapers || Download paper | |
| 2024 | Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219. Full description at Econpapers || Download paper | |
| 2024 | Enforcement actions and systemic risk. (2024). Lee, Chien-Chiang ; Tian, Yiming ; Zhang, Xiaoming. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000104. Full description at Econpapers || Download paper | |
| 2024 | Knowledge Transfer of Chinaâs HSR Standards âGoing Globalâ Based on System Dynamics. (2024). Lee, Chien-Chiang ; Jin, Shui-Ying ; Chai, Hong. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01368-9. Full description at Econpapers || Download paper | |
| 2024 | Inputâoutput Efficiency of Chinaâs Digital Economy: Statistical Measures, Regional Differences, and Dynamic Evolution. (2024). Lee, Chien-Chiang ; Liang, Weitao ; Wen, Huwei. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01520-5. Full description at Econpapers || Download paper | |
| 2024 | Beyond the collateral channel: Real estate prices and manufacturing firm investment in China. (2024). Heerink, Nico ; Wu, Yan ; Yu, Linhui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003290. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric relationship between carbon market and energy markets. (2024). Tiwari, Aviral ; Lee, Chien-Chiang ; Shao, David Xuefeng ; Aikins, Emmanuel Joel. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224034340. Full description at Econpapers || Download paper | |
| 2024 | The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Uddin, Gazi ; Hao, Zhu Shi ; Sheng, Lin Wen ; Sen, Ding. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805. Full description at Econpapers || Download paper | |
| 2024 | Systemic risk monitoring model from the perspective of public information arrival. (2024). Wu, Yan ; Zhu, Xingting ; Yan, Han ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000664. Full description at Econpapers || Download paper | |
| 2024 | The term structure of yield curve and connectedness among ESG investments. (2024). Umar, Zaghum ; Jiang, Shaohua ; Iqbal, Najaf ; Ruman, Asif M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714. Full description at Econpapers || Download paper | |
| 2024 | Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system. (2024). Wang, Gang-Jin ; Zhu, You ; Liu, Jiatong ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011376. Full description at Econpapers || Download paper | |
| 2024 | Metaverse tokens or metaverse stocks â Whoâs the boss?. (2024). Vakhromov, Oleg ; Alon, Ilan ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000515. Full description at Econpapers || Download paper | |
| 2024 | Impact of Oil Price Shocks on Crypto and Conventional Financial Assets during Financial Crises: Evidence from the Russian Financial Market. (2024). Ullah, Mirzat ; Sohag, Kazi ; Mariev, Oleg ; Mayburov, Igor ; Kayani, Umar ; Nawaz, Farrukh ; Doroshenko, Svetlana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-43. Full description at Econpapers || Download paper | |
| 2024 | A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis. (2024). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Rodriguez, Fernando. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001190. Full description at Econpapers || Download paper | |
| 2024 | Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications. (2024). Teplova, Tamara ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Gubareva, Mariya ; Mensi, Waild. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00586-z. Full description at Econpapers || Download paper |
| Year | Citing document | |
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| 2024 | Green finance and innovation input: the promoters of carbon neutrality in China. (2024). Peculea, Adelina Dumitrescu ; Zhu, Yating ; Gao, Song. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:31-52. Full description at Econpapers || Download paper | |
| 2024 | Financial Contagion of the Commodity Markets from the Stock Market during Pandemic and New Sanctions Shocks. (2024). Yu, Marina. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:2:p:452-475. Full description at Econpapers || Download paper | |
| 2024 | Assessing the Bankruptcy Risks of Chinas Emerging Port Industries: Modeling and Early Warning. (2024). Mayburov, Igor ; Leontyeva, Yulia V ; Ying, Wang. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:3:p:776-800. Full description at Econpapers || Download paper | |
| 2024 | Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches. (2024). Desheng, Wu Dash ; Ahmad, Touqeer ; Ur, Shafique ; Karamoozian, Amirhossein. In: Papers. RePEc:arx:papers:2407.15766. Full description at Econpapers || Download paper | |
| 2024 | Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates. (2024). Meissner, Gunter A ; Ter-Avanesov, Boris. In: Papers. RePEc:arx:papers:2411.16617. Full description at Econpapers || Download paper | |
| 2024 | Literacy and Financial Education: Private Providers, Public Certification and Political Preferences. (2024). Masciandaro, Donato ; Guerini, Carolina ; Papini, Alessia. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24223. Full description at Econpapers || Download paper | |
| 2024 | Risk management based on hedging tools in an export-oriented economy. (2024). Prokhorova, Viktoriia ; Mushnykova, Svitlana ; Toporkova, Olena ; Bozhanova, Olena ; Abernikhina, Iryna. In: Eastern-European Journal of Enterprise Technologies. RePEc:baq:jetart:v:2:y:2024:i:13:p:26-34. Full description at Econpapers || Download paper | |
| 2024 | Stock market reaction to mandatory sustainability reporting: Does carbonâintensity and environmental, social, and governance reputation matter?. (2024). Pandey, Dharen ; Alahdal, Waleed M ; Hashim, Hafiza Aishah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:9116-9140. Full description at Econpapers || Download paper | |
| 2024 | Exploring Advanced GARCH Models for Analyzing Asymmetric Volatility Dynamics for the Emerging Stock Market in Hungary: An Empirical Case Study. (2024). Shahil, Raza ; Birau, Ramona ; Cirjan, Nadia Tudora ; Simion, Mircea Laurentiu ; Meher, Bharat Kumar ; Abhishek, Anand ; Aman, Shreevastava. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2024:i:2:p:41-52. Full description at Econpapers || Download paper | |
| 2024 | Volatility spillovers from COVID-19 to stocks, exchange rates and oil prices: evidence from Turkiye. (2024). Akarsu, Gaulsaum ; Berke, Burcu. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00456. Full description at Econpapers || Download paper | |
| 2024 | The Role of Infrastructure Investment on Inclusive Growth and Human Development Index: Evidence from Emerging Economies. (2024). Ngubane, Bhekabantu Sifiso ; Aluko, Timothy O. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-24. Full description at Econpapers || Download paper | |
| 2024 | Sectoral Performance of ESG Enabled Stocks during COVID-19 Pandemic in the Indian Stock Market. (2024). Jindal, Padmini ; Olasiuk, Hanna ; Kalyani, Sushil ; Arora, Geetika ; Sharma, Prashant. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-25. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment. (2024). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008158. Full description at Econpapers || Download paper | |
| 2024 | Modeling stationary, periodic, and long memory processes by superposed jump-driven processes. (2024). Yoshioka, Hidekazu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924009093. Full description at Econpapers || Download paper | |
| 2024 | Does bank competition improve borrower welfare? Evidence from China. (2024). Zeng, Sheng ; Wei, QI ; Tao, Qingmei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1353-1368. Full description at Econpapers || Download paper | |
| 2024 | Extreme time-frequency connectedness between energy sector markets and financial markets. (2024). Belghouthi, Houssem Eddine ; Alomari, Mohammed ; Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:847-877. Full description at Econpapers || Download paper | |
| 2024 | Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x. Full description at Econpapers || Download paper | |
| 2024 | Do fund managersâ performance rely on gender and team size? Evidence from India. (2024). Majumdar, Sudipta ; Mishra, Ajay Kumar ; Chandra, Abhijeet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000184. Full description at Econpapers || Download paper | |
| 2024 | Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators. (2024). de Khoo, Zhi ; Koh, You Beng ; Ng, Kooi Huat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000378. Full description at Econpapers || Download paper | |
| 2024 | Systemic risk monitoring model from the perspective of public information arrival. (2024). Wu, Yan ; Zhu, Xingting ; Yan, Han ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000664. Full description at Econpapers || Download paper | |
| 2024 | Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402. Full description at Econpapers || Download paper | |
| 2024 | Investor sentiment or information content? A simple test for investor sentiment proxies. (2024). Lee, Geul ; Ryu, Doojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001475. Full description at Econpapers || Download paper | |
| 2024 | Volatility and returns connectedness between cryptocurrency and Chinaâs financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566. Full description at Econpapers || Download paper | |
| 2024 | Does liquidity connectedness affect stock price crash risk? Evidence from China. (2024). Ao, Xuan ; Yang, Xin ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001633. Full description at Econpapers || Download paper | |
| 2024 | ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682. Full description at Econpapers || Download paper | |
| 2024 | Climate risk and corporate ESG performance: Evidence from China. (2024). Yin, Zhujia ; Deng, Rantian ; Zhao, Lili ; Xia, Jiejin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001700. Full description at Econpapers || Download paper | |
| 2024 | Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach. (2024). Lin, YU ; Yu, Yuanyuan ; Yang, QU ; He, Qian ; Dai, Dongsheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001773. Full description at Econpapers || Download paper | |
| 2024 | Probability distortion and non-participation. (2024). Wang, Lunyi ; Zhang, Shunming. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004737. Full description at Econpapers || Download paper | |
| 2024 | Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?. (2024). Umar, Zaghum ; Teplova, Tamara ; Marfo-Yiadom, Edward ; Bossman, Ahmed. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000554. Full description at Econpapers || Download paper | |
| 2024 | Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhang, Yunhan ; Li, Yan ; Zhao, Wanli ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703. Full description at Econpapers || Download paper | |
| 2024 | Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883. Full description at Econpapers || Download paper | |
| 2024 | African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003876. Full description at Econpapers || Download paper | |
| 2024 | Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043. Full description at Econpapers || Download paper | |
| 2024 | Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201. Full description at Econpapers || Download paper | |
| 2024 | Are clean energy markets hedges for stock markets? A tail quantile connectedness regression. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Ziadat, Salem Adel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004651. Full description at Econpapers || Download paper | |
| 2024 | Unearthing the hedge and safe-haven potential of green investment funds for energy commodities. (2024). Ozkan, Oktay ; Meo, Muhammad Saeed ; Younus, Mehak. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400522x. Full description at Econpapers || Download paper | |
| 2024 | Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401. Full description at Econpapers || Download paper | |
| 2024 | A novel integrated method for improving the forecasting accuracy of crude oil: ESMD-CFastICA-BiLSTM-Attention. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Wang, Ren ; Lu, Min. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005590. Full description at Econpapers || Download paper | |
| 2024 | Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study. (2024). Chang, Yuan ; Qiao, Sen ; Dang, Yi Jing. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006273. Full description at Econpapers || Download paper | |
| 2024 | Measuring financial stability in the presence of energy shocks. (2024). Mattera, Raffaele ; Snchez-Garca, Javier ; Cerqueti, Roy ; Cruz-Rambaud, Salvador. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303. Full description at Econpapers || Download paper | |
| 2024 | Connectedness between international oil and Chinas new energy industry chain: A time-frequency analysis based on TVP-VAR model. (2024). Xu, Fang ; Deng, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006625. Full description at Econpapers || Download paper | |
| 2024 | Discerning the impact of global geopolitical risks on Chinas energy futures market spillovers: Evidence from higher-order moments. (2024). Rong, Xueyun ; Wang, Xinya ; Yin, Lei. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006893. Full description at Econpapers || Download paper | |
| 2024 | The spatial pattern, driving factors and evolutionary trend of energy cooperation and consumption in the âBelt and Road Initiativeâ countries. (2024). Wen, Zongguo ; Zhang, Zechen ; Qian, Yuan ; Cao, Xin. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s036054422402190x. Full description at Econpapers || Download paper | |
| 2024 | The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?. (2024). Moldovan, Nicoleta-Claudia ; Qin, Meng ; Cao, Fangzhi ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024253. Full description at Econpapers || Download paper | |
| 2024 | Volatility spillovers among economic policy uncertainty, energy and carbon marketsâThe quantile time-frequency perspective. (2024). Liu, Xutang ; Jiang, Wei ; Dong, Lingfei ; Zou, Liming. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024575. Full description at Econpapers || Download paper | |
| 2024 | The dependence structures between geopolitical risks and energy prices: New evidence from regional heterogeneity and quantile-on-quantile perspective. (2024). Meng, Bin ; Kuang, Haibo ; Chen, Shuiyang. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224031013. Full description at Econpapers || Download paper | |
| 2024 | Dual-stream transformer-attention fusion network for short-term carbon price prediction. (2024). Du, Pei ; Wu, Han. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031505. Full description at Econpapers || Download paper | |
| 2024 | Can multi-period auto-portfolio systems improve returns? Evidence from Chinese and U.S. stock markets. (2024). Zhao, Yang ; Wang, Shuai ; Lv, Mengzheng ; Gao, Jialu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003508. Full description at Econpapers || Download paper | |
| 2024 | Is enterprise risk-taking less sensitive to financial flexibility post COVID-19? Evidence from non-linear patterns. (2024). Hunjra, Ahmed ; bagh, tanveer ; Goodell, John W ; Palma, Alessia. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003648. Full description at Econpapers || Download paper | |
| 2024 | Stock price spillovers from foreign institutional investor divestment: Evidence from BlackRocks closure of the China Flexible Equity Fund. (2024). Pan, Changchun ; Song, Yuhang ; Jin, Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006264. Full description at Econpapers || Download paper |
More than 50 citations. List broken...
| Year | Citing document | |
|---|---|---|
| 2023 | Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets. (2023). Jiang, Zhuhua ; Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seongmin. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:597-615. Full description at Econpapers || Download paper | |
| 2023 | Corporate investment and the dilemma of the monetary policy: Evidence from China. (2023). Lee, Chien-Chiang ; Wan, Jianjun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:106-121. Full description at Econpapers || Download paper | |
| 2023 | Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chin-Ho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559. Full description at Econpapers || Download paper | |
| 2023 | Maximizing load capacity factor through a carbon-neutral environment via a simulation of carbon peak. (2023). Lee, Chien-Chiang ; Hussain, Jafar. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:746-764. Full description at Econpapers || Download paper | |
| 2023 | Are energy consumption and carbon emission caused by Bitcoin? A novel time-varying technique. (2023). Albu, Lucian ; Ma, Xuecheng ; Wu, Tong ; Umar, Muhammad ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:109-120. Full description at Econpapers || Download paper | |
| 2023 | Does digital financial inclusion lead to regional differences in trade credit financing?: A quasi-natural experiment. (2023). Wu, Yiming ; Wang, Ruiqian ; Bai, Hengrui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1475-1489. Full description at Econpapers || Download paper | |
| 2023 | Revisiting financial opening and financial development: A regulation heterogeneity perspective. (2023). Zhang, Yuling ; Zhu, Chaowei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:181-197. Full description at Econpapers || Download paper | |
| 2023 | No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Socaciu, Erzsebet-Mirjam ; Benedek, Botond ; Nagy, Balint-Zsolt. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003619. Full description at Econpapers || Download paper | |
| 2023 | Dynamic interaction of riskâreturn trade-offs between oil market and Chinaâs stock market: An analysis from the risk preferences perspective. (2023). Yin, Zhujia ; He, Zhifang ; Yang, Xin ; Chen, Jiaqi ; Sun, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000645. Full description at Econpapers || Download paper | |
| 2023 | Extreme dependence and spillovers between uncertainty indices and stock markets: Does the US market play a major role?. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Kamal, Md Rajib. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823000931. Full description at Econpapers || Download paper | |
| 2023 | Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain. (2023). Ouyang, Zisheng ; Lai, Yongzeng ; Zhou, Xuewei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823000967. Full description at Econpapers || Download paper | |
| 2023 | Connectedness of non-fungible tokens and conventional cryptocurrencies with metals. (2023). Yousaf, Imran ; Teplova, Tamara ; Gubareva, Mariya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823001183. Full description at Econpapers || Download paper | |
| 2023 | Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Dai, Zhifeng ; Zhang, Xiaotong. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099. Full description at Econpapers || Download paper | |
| 2023 | A pathway to sustainable development: Digitization and green productivity. (2023). Lee, Chien-Chiang ; Yuan, Zihao ; He, Zhi-Wen. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002700. Full description at Econpapers || Download paper | |
| 2023 | Is information and communication technology a driver for renewable energy?. (2023). Lee, Chien-Chiang ; Yuan, Zihao ; Chen, Mei-Ping. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002840. Full description at Econpapers || Download paper | |
| 2023 | Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003584. Full description at Econpapers || Download paper | |
| 2023 | Disentangling the asymmetric effect of financialization on the green output gap. (2023). Lee, Chien-Chiang ; Yahya, Farzan. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003973. Full description at Econpapers || Download paper | |
| 2023 | Geopolitical oil price uncertainty transmission into core inflation: Evidence from two of the biggest global players. (2023). Olasehinde-Williams, Godwin ; Ozkan, Oktay ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004814. Full description at Econpapers || Download paper | |
| 2023 | Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis. (2023). Huang, Yingying ; Liu, Yang ; Duan, Kun ; Yan, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005479. Full description at Econpapers || Download paper | |
| 2023 | Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach. (2023). Yousaf, Imran ; Ali, Shoaib ; Ijaz, Muhammad Shahzad. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006011. Full description at Econpapers || Download paper | |
| 2023 | Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective. (2023). Wang, Zu-Shan ; Yunis, Manal ; Kchouri, Bilal. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006680. Full description at Econpapers || Download paper | |
| 2023 | How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Alonso, Daniel ; Diaz, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722. Full description at Econpapers || Download paper | |
| 2023 | U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Abakah, Emmanuel ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303. Full description at Econpapers || Download paper | |
| 2023 | How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?. (2023). ben Arfa, Nouha ; Chebbi, Kaouther ; Ammari, Aymen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001497. Full description at Econpapers || Download paper | |
| 2023 | Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Zhang, LI ; Li, Lihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247. Full description at Econpapers || Download paper | |
| 2023 | GameFi: The perfect symbiosis of blockchain, tokens, DeFi, and NFTs?. (2023). Sevigny, Stephane ; Proelss, Juliane ; Schweizer, Denis. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004325. Full description at Econpapers || Download paper | |
| 2023 | Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network. (2023). Li, Zixuan ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004611. Full description at Econpapers || Download paper | |
| 2023 | Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442. Full description at Econpapers || Download paper | |
| 2023 | Testing for causality between climate policies and carbon emissions reduction. (2023). Hasse, Jean-Baptiste ; Candelon, Bertrand. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002507. Full description at Econpapers || Download paper | |
| 2023 | Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications. (2023). Lee, Chi-Chuan ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004348. Full description at Econpapers || Download paper | |
| 2023 | How connected is the crypto market risk to investor sentiment?. (2023). Meng, Yiqun ; Lin, Xudong ; Zhu, Hao. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005494. Full description at Econpapers || Download paper | |
| 2023 | Is it all about noise? Investor sentiment and risk nexus: evidence from China. (2023). Harasheh, Murad ; Cardillo, Giovanni ; Bouteska, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s154461232300569x. Full description at Econpapers || Download paper | |
| 2023 | Digital skills and household financial asset allocation. (2023). Wang, Zeru ; Sun, Guanglin ; Li, Chengyou. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009388. Full description at Econpapers || Download paper | |
| 2023 | Unveiling the diversification capabilities of carbon markets in NFT portfolios. (2023). Esparcia, Carlos ; Huelamo, Diego ; Diaz, Antonio. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010048. Full description at Econpapers || Download paper | |
| 2023 | Testing the hypothesis of duration dependence in the U.S. housing market. (2023). Gil-Alana, Luis ; Dettoni, Robinson. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010140. Full description at Econpapers || Download paper | |
| 2023 | FinTech development and commercial bank efficiency in China. (2023). Lee, Chien-Chiang ; Zhang, Xiaoming ; Ni, Wenjie. In: Global Finance Journal. RePEc:eee:glofin:v:57:y:2023:i:c:s1044028323000455. Full description at Econpapers || Download paper | |
| 2023 | Extreme risk transmission mechanism between oil, green bonds and new energy vehicles. (2023). Zhongzheng, Wang. In: Innovation and Green Development. RePEc:eee:ingrde:v:2:y:2023:i:3:s2949753123000322. Full description at Econpapers || Download paper | |
| 2023 | Do world stock markets âjumpâ together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117. Full description at Econpapers || Download paper | |
| 2023 | Did cryptomarket chaos unleash Silvergates bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse. (2023). Esparcia, Carlos ; Jareo, Francisco ; Escribano, Ana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001191. Full description at Econpapers || Download paper | |
| 2023 | The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets. (2023). Hübner, Georges ; Babaei, Hamid ; Hubner, Georges ; Muller, Aline. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001626. Full description at Econpapers || Download paper | |
| 2023 | How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?. (2023). Hassan, M. Kabir ; Hasan, Md. Bokhtiar ; Alhomaidi, Asem. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000452. Full description at Econpapers || Download paper | |
| 2023 | Asymmetric effects and volatility transmission from metals markets to solar energy stocks: Evidence from DCC, ADCC, and quantile regression approach. (2023). Lee, Chien-Chiang ; Abbas, Ghulam ; Yahya, Farzan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300209x. Full description at Econpapers || Download paper | |
| 2023 | Exploring the nexus between monetary uncertainty and volatility in global crude oil: A contemporary approach of regime-switching. (2023). Karabayeva, Zhnsaya ; Oskenbayev, Yessengali ; Umair, Muhammad ; Yu, Mengyan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005974. Full description at Econpapers || Download paper | |
| 2023 | Energy transition metals and global sentiment: Evidence from extreme quantiles. (2023). Teplova, Tamara ; Gubareva, Mariya ; Pham, Linh ; Ghosh, Bikramaditya. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008814. Full description at Econpapers || Download paper | |
| 2023 | Examining the interplay of green bonds and fossil fuel markets: The influence of investor sentiments. (2023). Zhu, Yingfu ; Huang, Leping ; Zhang, Kuo ; Wang, Jingxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008826. Full description at Econpapers || Download paper | |
| 2023 | Dynamic connectedness across energy and metal futures markets during the COVID-19 pandemic: New evidence from a time-varying spillover index. (2023). Ren, Xiaohang ; Liang, Zhipeng ; Ding, Qian ; Chen, Jinyu ; Wu, Anbing. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009601. Full description at Econpapers || Download paper | |
| 2023 | How geopolitical risk drives spillover interconnectedness between crude oil and exchange rate markets: Evidence from the Russia-Ukraine war. (2023). Ohikhuare, Obaika M. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009935. Full description at Econpapers || Download paper | |
| 2023 | Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management. (2023). Yousaf, Imran ; Al-Nassar, Nassar S ; Makram, Beljid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000756. Full description at Econpapers || Download paper | |
| 2023 | Digital financial inclusion, traditional finance system and household entrepreneurship. (2023). Wang, Yuanfan ; Zhu, Mengsi ; Mao, Fengfu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001427. Full description at Econpapers || Download paper | |
| 2023 | Is gold a safe haven for the CIVETS countries under extremely adverse market conditions? Some new evidence from the MF-DCCA analysis. (2023). Bentes, Sonia R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:623:y:2023:i:c:s0378437123004533. Full description at Econpapers || Download paper |
More than 50 citations. List broken...
| Year | Citing document | |
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| 2022 | Time-Varying Multivariate Causal Processes. (2022). GAO, Jiti ; Yan, Yayi ; Wu, Wei Biao ; Peng, Bin. In: Papers. RePEc:arx:papers:2206.00409. Full description at Econpapers || Download paper | |
| 2022 | The Impact of RCEP on Dual Circulation and Greater Bay Area â From the Perspective of Chinaâs Stock Market Conditions. (2022). Nie, HE ; Mo, Bin. In: Economic Analysis Letters. RePEc:bba:j00004:v:1:y:2022:i:2:p:15-22:d:70. Full description at Econpapers || Download paper | |
| 2022 | Sustainable Energy Economic Policy: Population, Energy Consumption, and Macroeconomic Conditions. (2022). Omar, Rohayu Che ; Tony, Muhammad Ridhuan ; Wildan, Muhammad Alkirom ; Imron, Mochamad Ali ; Artiani, Listya Endang ; Atmadji, Eko ; Priyadi, Unggul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-06-11. Full description at Econpapers || Download paper | |
| 2022 | Point and interval forecasting system for crude oil price based on complete ensemble extreme-point symmetric mode decomposition with adaptive noise and intelligent optimization algorithm. (2022). Wang, Xuerui ; Li, Xiangyu. In: Applied Energy. RePEc:eee:appene:v:328:y:2022:i:c:s0306261922014519. Full description at Econpapers || Download paper | |
| 2022 | The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis. (2022). López, Raquel ; Esparcia, Carlos ; Lopez, Raquel ; Diaz, Antonio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:39-60. Full description at Econpapers || Download paper | |
| 2022 | Investor sentiment and Bitcoin relationship: A quantile-based analysis. (2022). Mokni, Khaled ; Nakhli, Mohamed Sahbi ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000171. Full description at Econpapers || Download paper | |
| 2022 | Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives. (2022). Xing, Zhanming ; Chen, Yiwen ; Ren, Yinghua ; Hau, Liya ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000523. Full description at Econpapers || Download paper | |
| 2022 | Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). Ahmed, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x. Full description at Econpapers || Download paper | |
| 2022 | On the exercise of American quanto options. (2022). De Donno, Marzia ; Battauz, Anna ; Sbuelz, Alessandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000870. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric information and inside management trading in the Chinese market. (2022). Zhong, Qian ; Hu, May ; Tuilautala, Mataiasi ; Yang, Jingjing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001036. Full description at Econpapers || Download paper | |
| 2022 | Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors. (2022). Papathanasiou, Spyros ; Dokas, Ioannis ; Koutsokostas, Drosos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001097. Full description at Econpapers || Download paper | |
| 2022 | Measuring liquidity with return volatility: An analytical approach based on heavy-tailed Censored-GARCH model. (2022). Gao, Yang ; Zhao, Wandi ; Wang, Mingjin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001164. Full description at Econpapers || Download paper | |
| 2022 | Equilibrium meanâvariance reinsurance and investment strategies for a general insurance company under smooth ambiguity. (2022). Hu, Xiang ; Guan, Guohui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001310. Full description at Econpapers || Download paper | |
| 2022 | Fund immunity to the COVID-19 pandemic: Evidence from Chinese equity funds. (2022). Huang, Xinrui ; Ling, Boya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001577. Full description at Econpapers || Download paper | |
| 2022 | Looking for a safe haven against American stocks during COVID-19 pandemic. (2022). Kliber, Agata. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001607. Full description at Econpapers || Download paper | |
| 2022 | Dynamic connectedness of Chinaâs green bonds and asset classes. (2022). Qi, Xiaohong ; Zhang, Guofu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001772. Full description at Econpapers || Download paper | |
| 2022 | Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis. (2022). Zhang, Zhongqingyang ; Qiao, Xingzhi ; Mao, Weifang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001784. Full description at Econpapers || Download paper | |
| 2022 | Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective. (2022). Kliber, Agata ; BÄdowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004893. Full description at Econpapers || Download paper | |
| 2022 | Dependence dynamics of US REITs. (2022). Shahzad, Syed Jawad Hussain ; Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000928. Full description at Econpapers || Download paper | |
| 2022 | Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gabauer, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200254x. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond. (2022). Ren, Xiaohang ; Wang, Xiong ; Li, Jingyao. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002605. Full description at Econpapers || Download paper | |
| 2022 | Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index. (2022). Yousaf, Imran ; Youssef, Manel ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002745. Full description at Econpapers || Download paper | |
| 2022 | Insurance-adjusted valuation, decision making, and capital return. (2022). Son, Jihoon ; Lee, Hangsuck ; Ryu, Doojin. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002332. Full description at Econpapers || Download paper | |
| 2022 | Foreign equity lookback options with guarantees. (2022). Lee, Minha ; Ha, Hongjun. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002173. Full description at Econpapers || Download paper | |
| 2022 | The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande. (2022). Výrost, Tomáš ; Lyócsa, Štefan ; Deev, Oleg ; Vrost, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003762. Full description at Econpapers || Download paper | |
| 2022 | The equilibrium effects of digital technology on banking, production, and employment. (2022). Gu, Xinhua ; Liu, Nian ; Lei, Chun Kwok. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322004020. Full description at Econpapers || Download paper | |
| 2022 | Does the regional proximity lead to exchange rate spillover?. (2022). Anwer, Zaheer ; Rashid, Mamunur ; Hassan, Kabir M ; Khan, Ashraf. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001482. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period. (2022). Maghyereh, Aktham ; Abdoh, Hussein ; Awartani, Basel. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s170349492100044x. Full description at Econpapers || Download paper | |
| 2022 | Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis. (2022). Umar, Zaghum ; Teplova, Tamara ; Bossman, Ahmed. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000184. Full description at Econpapers || Download paper | |
| 2022 | Does the Russia-Ukraine war lead to currency asymmetries? A US dollar tale. (2022). Pandey, Dharen ; Chortane, Sana Gaied. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000263. Full description at Econpapers || Download paper | |
| 2022 | Examining the asymmetric impact of macroeconomic policy in the UAE: Evidence from quartile impulse responses and machine learning. (2022). Polyzos, Efstathios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000275. Full description at Econpapers || Download paper | |
| 2022 | Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model. (2022). Irfan, Muhammad ; Fareed, Zeeshan ; Chen, Ruoyu ; Iqbal, Najaf ; Shahzad, Farrukh. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001660. Full description at Econpapers || Download paper | |
| 2022 | Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis. (2022). Lv, Yixue ; Li, Sufang ; Xu, Qiufan ; Yuan, DI. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003142. Full description at Econpapers || Download paper | |
| 2022 | Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China. (2022). Peng, Yun ; Chen, Hao ; Xu, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003191. Full description at Econpapers || Download paper | |
| 2022 | Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies. (2022). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Adekoya, Oluwasegun ; Oliyide, Johnson ; Akinseye, Ademola B. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003221. Full description at Econpapers || Download paper | |
| 2022 | Wind power resources and Chinas sustainable development roadmap: Evidence from China. (2022). Zhao, Xin ; Zhou, Xiaoxiao ; Wang, LU ; Lin, Junjie ; Huang, Hongyun. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004585. Full description at Econpapers || Download paper | |
| 2022 | Modeling Covid-19 contagious effect between asset markets and commodity futures in India. (2022). Nandan, Tanuj ; Soni, Rajat Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005049. Full description at Econpapers || Download paper | |
| 2022 | Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China. (2022). Peng, Pin ; Ma, Lijun ; Li, Kang ; Qi, Haozhi ; Chen, Hao. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005372. Full description at Econpapers || Download paper | |
| 2022 | Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach. (2022). Niu, Zibo ; Zuo, Xuguang ; Zhu, Xuehong ; Huang, Jiaxin ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005414. Full description at Econpapers || Download paper | |
| 2022 | Urban intensive land use and enterprise emission reduction: New micro-evidence from China towards COP26 targets. (2022). Shang, Yuping ; Zhao, Xin ; Xu, Jilan. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722006018. Full description at Econpapers || Download paper | |
| 2022 | Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty. (2022). Umar, Zaghum ; Mokni, Khaled ; Escribano, Ana. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001469. Full description at Econpapers || Download paper | |
| 2022 | Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework. (2022). Umar, Zaghum ; Teplova, Tamara ; Choi, Sun-Yong ; Polat, Onur. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001718. Full description at Econpapers || Download paper | |
| 2022 | Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:482-488. Full description at Econpapers || Download paper | |
| 2022 | A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty. (2022). Umar, Zaghum ; Owusu Junior, Peterson ; Agyei, Samuel Kwaku ; Bossman, Ahmed. In: Research in Economics. RePEc:eee:reecon:v:76:y:2022:i:3:p:189-205. Full description at Econpapers || Download paper | |
| 2022 | Combined wind and wave resource assessment and energy extraction along the Indian coast. (2022). , Surisetty ; Kachhwaha, Surendra Singh ; Patel, Ravi P ; Nagababu, Garlapati. In: Renewable Energy. RePEc:eee:renene:v:195:y:2022:i:c:p:931-945. Full description at Econpapers || Download paper | |
| 2022 | Extreme directional spillovers between investor attention and green bond markets. (2022). Pham, Linh ; Cepni, Oguzhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:186-210. Full description at Econpapers || Download paper | |
| 2022 | The impact of U.S. dollar movements and U.S. dollar states on non-perishable commodity prices. (2022). Grossmann, Axel ; Kim, Jintae. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000617. Full description at Econpapers || Download paper | |
| 2022 | Cryptocurrency market connectedness in Covid-19 days and the role of Twitter: Evidence from a smooth transition regression model. (2022). Giannellis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001878. Full description at Econpapers || Download paper | |
| 2022 | The multidimensional effect of financial development on trade in Africa: The role of the digital economy. (2022). Abendin, Simon ; Wang, Yin ; Bunje, Madinatou Yeh. In: Telecommunications Policy. RePEc:eee:telpol:v:46:y:2022:i:10:s030859612200146x. Full description at Econpapers || Download paper | |
| 2022 | Stock Market Volatility in Zimbabwe Stock Exchange during Pandemic Period. (2022). Bonga, Wellington ; Siyakiya, Puruweti ; Chimwai, Ledwin ; Choga, Ireen. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:10:y:2022:i:2:p:68-82. Full description at Econpapers || Download paper |
More than 50 citations. List broken...
| Year | Citing document | |
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| 2021 | Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Owusu Junior, Peterson ; Oyedokun, Tunbosun ; Ijasan, Kola ; Tweneboah, George ; Adam, Anokye M. 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). Dubyna, Maksym ; Popelo, Olha ; Kholiavko, Nataliia. 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). King, Timothy ; Koutmos, Dimitrios ; Zopounidis, Constantin. 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). Wagner, Alexander ; Ongena, Steven ; Ibaez, Antonio Moreno ; Veghazy, Alexia Ventula. 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). Yoon, Seong-Min ; Vo, Xuan Vinh ; Lee, Yun-Jung ; Mensi, Walid. 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 ; Dong, Xiyong ; Li, Changhong. 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). Hassan, M. Kabir ; Hasan, Md. Bokhtiar ; Mahi, Masnun ; Bhuiyan, Abul Bashar. 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). Guangxi, Cao ; 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 ; Li, Yanshuang ; Zhuang, Xintian ; Wang, Jian. 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 ; He, Zhiwen ; Lv, Chengchao ; Bian, Baocheng. 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 ; Chen, Yang ; 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 ; Donadelli, Michael ; Kizys, Renatas ; Gruning, Patrick ; Juppner, Marcus. 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). Wohar, Mark ; Floros, Christos ; Apostolakis, George ; Gkillas, Konstantinos. 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). Dai, Zhifeng ; Kang, Jie. 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). ben Khelifa, Soumaya ; Guesmi, Khaled ; 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). Wohar, Mark ; GUPTA, RANGAN ; 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, M. Kabir ; 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). Pham, Linh ; Nguyen, Canh Phuc. 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). Jiang, Yonghong ; Wu, Lanxin ; 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). Vo, Xuan Vinh ; Mensi, Walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon. 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). Mhd, Siti Marsila ; Mokhtar, Kasypi. 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). Li, Yingli ; Gao, Wang ; Huang, Jianbai ; Zhang, Hongwei. 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). Chen, Yufeng ; Yang, Shuo. 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). Ugolini, Andrea ; Reboredo, Juan ; 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). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon. 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). Jareño, Francisco ; Lopez, Raquel ; De, Maria ; Jareo, Francisco ; Ramos, Ana Rosa. 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). Dai, Zhifeng ; Hu, Yangli ; Kang, Jie. 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). Song, Ying ; Ghosh, Sajal ; Kanjilal, Kakali ; Bouri, Elie. 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). mongi, arfaoui ; 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, Xiaoguang ; Mirza, Nawazish ; Shao, Xue-Feng ; Wang, Kai-Hua ; Xiong, De-Ping. 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). Alomari, Mohammad ; Ur, Mobeen ; El-Nader, Ghaith ; Alkhataybeh, Ahmad ; al Rababaa, Abdel Razzaq. 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). Puka, Radosaw ; Michalski, Marek ; Amasz, Bartosz. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:24:p:8494-:d:704031. Full description at Econpapers || Download paper | |
| 2021 | Can Major Public Health Emergencies Affect Changes in International Oil Prices?. (2021). Han, Xinru ; Chen, Tonghui ; Jiang, Guogang ; Cheng, AN. In: IJERPH. RePEc:gam:jijerp:v:18:y:2021:i:24:p:12955-:d:697820. 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). Luakova, Zuzana ; Moravanska, Monika ; Ajbidorova, Maria ; Rumanko, Boris. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:458-:d:644256. Full description at Econpapers || Download paper |
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