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Content
2025, Volume 77, Issue C
- S1062940825000063 The temporal variability in the returns of socially responsible funds to structural oil shocks
by Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh
- S1062940825000166 Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications
by Escobar-Anel, Marcos & Yang, Yu-Jung & Zagst, Rudi
- S1062940825000191 Asymmetry and determinants of financial connectivity in G20: Evidence from a quantile-based and lasso regression analysis
by Yang, Guangyi & Li, Yong & Liu, Xiaoxing
- S1062940825000208 Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19
by Han, SeungOh
- S1062940825000221 CEO turnover and financial policy transfer
by Kim, Daniel Sungyeon & Ahn, Kwangwon & Jang, Hanwool & Lee, Jaeyoon
- S1062940825000233 Project risk neutrality in the context of asymmetric information
by Alex, Fabian
- S1062940825000245 Stock and corporate bond liquidity: When having the same issuer induces commonality
by Márquez-de-la-Cruz, Elena & Martínez-Cañete, Ana R. & Nieto, Belén
- S1062940825000257 Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model
by Yao, Yinhong & Chen, Xiuwen & Chen, Zhensong
- S1062940825000269 Are ESG factors truly unique?
by Covachev, Svetoslav & Martel, Jocelyn & Brito-Ramos, Sofia
- S1062940825000270 The time-varying relationship between climate uncertainty, low-carbon stocks and green bonds
by Xu, Ziyao & Zhou, Deheng & Ma, Junfeng & Yuan, Jing
- S1062940825000282 Corporate ESG disclosure and regulatory inquiry: Evidence from comment letters on annual reports
by Li, Xin & Tong, Yan & Xu, Guoquan
- S1062940825000294 Monetary policy expectations and financial Markets: A Quantile-on-Quantile connectedness approach
by Naifar, Nader
- S1062940825000300 Comparison of the interdependence relationship between crude oil futures and spot in China and international crude oil markets − evidence from time-frequency and quantile perspectives
by Shi, Fengyuan & Deng, Yiwen & Guo, Yaoqi
- S1062940825000385 The Big Mac index: An exact multilateral clarification
by Kunkler, Michael
- S1062940825000397 Oil price shocks, economic policy uncertainty and China’s producer price index: Evidence from quantile regression analysis
by Qin, Yun & Zhang, Zitao
- S1062940825000427 Green credit and systemic risk: From the perspectives of policy and scale
by Lee, Chien-Chiang & Xiao, Qian & Zhang, Xiaoming
- S1062940825000439 Economic Nexus among the Belt and Road Initiative participating countries
by Chen, Yiguo & Luo, Peng & Chang, Tsangyao
- S1062940825000440 Systemic risk among Chinese oil and petrochemical firms based on dynamic tail risk spillover networks
by Chen, Tingqiang & Zheng, Xin & Wang, Lei
- S1062940825000464 Does Chinese mixed-ownership reform improve innovation quality in privately-owned enterprises? A dual-perspective evidence from managerial myopia and resource-based view
by Gu, Xuehua
- S1062940825000476 Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets
by Fernandez-Perez, Adrián & Gómez-Puig, Marta & Sosvilla-Rivero, Simón
- S1062940825000488 A RGARCH-CARR-SK model: A new high-frequency volatility forecasting and risk measurement model based on dynamic higher moments and generalized realized measures
by Liu, Junjie & Zhou, Qingnan & Chen, Zhenlong
2025, Volume 76, Issue C
- S1062940824002341 Factors of predictive power for metal commodities
by Papenfuß, Patric & Schischke, Amelie & Rathgeber, Andreas
- S1062940824002353 Green bonds and clean energy stocks: Safe havens against global uncertainties? A wavelet quantile-based examination
by Aloui, Chaker & Mejri, Sami & Ben Hamida, Hela & Yildirim, Ramazan
- S1062940824002420 Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model
by Chen, Yan & Luo, Qiong & Zhang, Feipeng
- S1062940824002481 ESG rating divergence and stock price crash risk
by Ju, Chunhua & Fang, Xusheng & Shen, Zhonghua
- S1062940824002584 Unveiling the gold-oil whirl amidst market uncertainty shocks in China
by Li, Houjian & Li, Yanjiao & Luo, Fangyuan
- S1062940824002596 Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach
by Sameeh Alqaralleh, Huthaifa & Canepa, Alessandra & Muchova, Eva
- S1062940824002663 Does the VIX act as the main transmitter of mispricing in index futures markets? Insights from European and American regions
by Samarakoon, S.M.R.K. & Pradhan, Rudra P. & Tripathy, Sasikanta & Jayakumar, Manju
- S1062940824002675 Managerial response to institutional investor distraction
by Trinh, Tri & Walker, Mark D. & Yost, Keven
- S1062940824002687 Greater fragility, greater exposure: A network-based analysis of climate policy uncertainty shocks and G20 stock markets stability
by Wan, Yu-fan & Wang, Ming-hui & Wu, Feng-lin
- S1062940824002699 Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States
by Akyildirim, Erdinc & Corbet, Shaen & Coskun, Ali & Ercan, Metin
- S1062940824002705 The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective
by Long, Shaobo & Xue, Ning & Zhang, Yuan
- S1062940824002717 How does the supplier size similarity affect trade credit?
by Song, Xiaobao & Yao, Mingan & Guo, Chun
- S1062940824002729 Cryptocurrency market spillover in times of uncertainty
by Chen, Wei-Peng & Wu, Chih-Chiang & Aimable, Withz
- S1062940824002730 Creditable bonds’ multifunctional roles during the COVID-19 pandemic
by Wang, Qiyu & Yang, Junhong & Chong, Terence Tai-Leung
- S1062940824002742 The impact of outcome uncertainty on corporate investment compensation peer effects
by Lin, Yu-En & Xu, Yu-Xin & Yu, Bo & Lam, Keith S.K.
- S1062940824002754 The role of ESG factor in stock clustering based on risk-return-liquidity dimensions
by Staněk Gyönyör, Lucie & Horváth, Matúš & Stašek, Daniel & Stachoň, Martin
- S1062940824002766 Finance and collusion in oligopolistic markets
by Marjit, Sugata & Mukherjee, Arijit & Xu, Xinpeng & Yang, Lei
- S1062940824002778 The impact of volatility regime dynamics on option pricing
by Liu, Shican & Li, Qing & Fan, Siqi
- S1062940824002791 Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach
by Wu, Hao & Huang, Yuan
- S1062940824002808 International extreme sovereign risk connectedness: Network structure and roles
by Huang, Wei-Qiang & Liu, Peipei & Zhu, Yao-Long
- S1062940824002821 Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high
by Ozocak, Onem
- S1062940824002833 Investment opportunity strategy in a double-mean-reverting 4/2 stochastic volatility environment
by Cao, Jiling & Kim, Jeong-Hoon & Liu, Wenqiang & Zhang, Wenjun
- S1062940824002845 Optimal venture capital entry–exit strategy with jump–diffusion risk
by Zuo, Si & Wang, Haijun
- S1062940824002857 Exploring the dynamic impact of transaction taxes on market quality in HFT and non-HFT environments: An agent-based modeling approach
by Wang, Liming & Sun, Xuchu & Zhu, Hongliang & Li, Tangrong
- S1062940825000014 An early prediction model on systemic risk under global risk: Using FinBERT and temporal fusion transformer to multimodal data fusion framework
by Jin, Xiao & Lin, Shu-Ling
- S1062940825000026 Subjective probability distributions of nonlinear payoffs: Recovering option payoff, agent’s utility, and pricing kernel distributions
by Yamazaki, Akira
- S1062940825000038 Does corporate digital transformation improve capital market transparency? Evidence from China
by Gao, Bin & Qin, Mimi & Xie, Jun
- S1062940825000051 Valuing catastrophe equity put options with liquidity risk, default risk and jumps
by Tang, Chao & Chen, Peimin & Zhang, Shu
- S1062940825000075 Environmental tax reform and corporate tax avoidance: A quasi-natural experiment on China’s environmental protection tax law
by Jing, Zhongbo & Zhang, Wei & Zhao, Pengcheng & Zhao, Yang
- S1062940825000087 Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information
by Xu, Buyun & Wu, Zhimin
- S1062940825000099 Market broadening and future volatility: A study of Russell 2000 and S&P 500 equal weight ETFs
by Valadkhani, Abbas & O'Mahony, Barry
- S1062940825000105 Detecting corporate ESG performance: The role of ESG materiality in corporate financial performance and risks
by Yang, Sharon S. & Huang, Jr-Wei & Chen, Hong-Yi & Tsay, Min-Hung
- S1062940825000117 Bank liquidity supply and corporate investment during the 2008–2009 financial crisis
by Zhang, Wei
- S1062940825000129 Multi-step double barrier options under time-varying interest rates
by Lee, Hangsuck & Kye, Yisub & Kong, Byungdoo & Song, Seongjoo
- S1062940825000130 Mutual fund style drift measured using higher moments and its cash flow incentive
by Chen, Qi & Wang, Peng & Yang, Dong
- S1062940825000142 Imported risk in global financial markets: Evidence from cross-market connectedness
by Ouyang, Zisheng & Chen, Zhen & Zhou, Xuewei & Ouyang, Zhongzhe
- S1062940825000154 Which uncertainty measure better predicts gold prices? New evidence from a CNN-LSTM approach
by You, Wanhai & Chen, Jianyong & Xie, Haoqi & Ren, Yinghua
- S1062940825000178 Strategic cooperation in fintech field and efficiency of commercial banks
by Ao, Zhiming & Ji, Xinru
- S106294082400247X A further examination of sovereign domestic and external debt defaults
by Ghulam, Yaseen
- S106294082400278X How does news-driven monetary policy frictions affect nonperforming loans?--Taking Chinese commercial banks as an example
by Zhang, Heng-Guo & Wang, Shihong & Xie, Yuchi
- S106294082400281X Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China
by Fang, Guobin & Zhou, Xuehua & Ma, Huimin & Zhao, XiaoFang & Deng, YaoXun & Xie, Luoyan
- S106294082500004X A predictive term-spread model in the age of inflation targeting
by Tvedt, Jostein
- S106294082500018X Explosiveness in the renewable energy equity sector: International evidence
by Ariza, Juan & Ferrer, Román
- S106294082500021X A penalized U-MIDAS multinomial logit model with applications to corporate credit ratings
by Jiang, Cuixia & Sun, Junwei & Xu, Qifa
2024, Volume 74, Issue C
- S1062940824001098 Temporal and spatial heterogeneity of resource misallocation in Chinese banks and its influential factors
by Zhao, Wensha & Guo, Qingbin
- S1062940824001165 Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform
by Muto, Makoto & Saiki, Yoshitaka
- S1062940824001177 Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments
by Zhou, Donghai & Liu, Xiaoxing & Tang, Chun
- S1062940824001190 A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis
by Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón
- S1062940824001244 The value of cash around COVID-19: Insights from business activities
by Jung, Sumi & Choi, Ahrum
- S1062940824001256 Ignorant experts and financial fragility
by Asano, Koji
- S1062940824001268 The liquidity timing ability of mutual funds
by Yin, Zhengnan & O’Sullivan, Niall & Sherman, Meadhbh
- S1062940824001281 Pricing VIX options based on mean-reverting models driven by information
by Yin, Ya-Hua & Zhu, Fu-min & Zheng, Zun-Xin
- S1062940824001293 Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict
by Shen, Yiran & Feng, Qianqian & Sun, Xiaolei
- S1062940824001311 Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options
by Li, Zhe & Shen, Jiashuang & Xiao, Weilin
- S1062940824001402 Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies
by Sun, Jiaojiao & Zhang, Chen & Zhu, Jing & Zhao, Jingsong
- S1062940824001414 Deposit competition and effectiveness of bank capital requirements
by Han, Ruoning & Muyeed, Ahadul Kabir
- S1062940824001426 How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis
by Chen, Xiuwen & Yao, Yinhong & Wang, Lin & Huang, Shenwei
- S1062940824001438 The power of market: Venture capital and enterprise digital transformation
by Peng, Huan & Bumailikaimu, Sulidan & Feng, Ting
- S1062940824001451 High-speed railway and corporate risk-taking: Channels and evidence from China
by Xia, Xiaoxue & Wang, Chen & Lu, Chao & Zhu, Tianqi & Zhao, Ziying & Zhao, Yiwen
- S1062940824001463 Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets
by Chen, Weihua & Mamon, Rogemar & Xiong, Heng & Zeng, Pingping
- S1062940824001475 Investor sentiment or information content? A simple test for investor sentiment proxies
by Lee, Geul & Ryu, Doojin
- S1062940824001487 Dynamic impact of the US yield curve on green bonds: Navigating through recent crises
by Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao
- S1062940824001499 Can U.S. macroeconomic indicators forecast cryptocurrency volatility?
by Tzeng, Kae-Yih & Su, Yi-Kai
- S1062940824001505 Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries
by Yip, Pick Schen & Lau, Wee-Yeap & Brooks, Robert
- S1062940824001517 Yield curve trading strategies exploiting sentiment data
by Audrino, Francesco & Serwart, Jan
- S1062940824001529 Valuing American options using multi-step rebate options
by Lee, Hangsuck & Ha, Hongjun & Lee, Gaeun & Lee, Minha
- S1062940824001530 Green bond and green stock in China: The role of economic and climate policy uncertainty
by Wang, Yu & Cheung, Adrian (Wai Kong) & Yan, Wanlin & Wang, Bin
- S1062940824001542 Option trading volume and the cross-section of option returns
by Yuan, Jianglei & Liu, Dehong & Chen, Carl R. & Hu, Sen
- S1062940824001554 Copula-MIDAS-TRV model for risk spillover analysis − Evidence from the Chinese stock market
by Wang, Qin & Li, Xianhua
- S1062940824001566 Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach
by Xie, Wenhao & Cao, Guangxi
- S1062940824001578 A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price
by Wang, Mei-Chih & Chang, Tsangyao & Mikhaylov, Alexey & Linyu, Jia
- S1062940824001591 Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network
by Guo, Xiaoping & Fan, Ningyuan & Liu, Zhenchun & Wang, Jianwei
- S1062940824001608 Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model
by Chen, Yan & Zhang, Lei & Zhang, Feipeng
- S1062940824001621 Modeling mispricing risk of defined contribution pension plan with a mean–variance criteria
by Wang, Peiguang & Wang, Zihui & Wang, Wenli
- S1062940824001633 Does liquidity connectedness affect stock price crash risk? Evidence from China
by Yang, Xin & Ao, Xuan & Cao, Jie & Huang, Chuangxia
- S1062940824001645 Pricing of discretely sampled arithmetic Asian options, under the Hull–White interest rate model
by Kim, Bara & Kim, Jeongsim & Yoon, Hyungkuk & Lee, Jinyoung
- S1062940824001657 Geopolitical risk hedging or timing: Evidence from hedge fund strategies
by Ma, Tianyi & Zhou, Xuting
- S1062940824001669 Stock market extreme risk prediction based on machine learning: Evidence from the American market
by Ren, Tingting & Li, Shaofang & Zhang, Siying
- S1062940824001670 Health burden, environmental decentralization and associated political achievements in China
by Bellalah, Mondher & Jawadi, Fredj & Zhang, Detao & Zhang, Jingjing
- S1062940824001682 ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions
by Tunc, Ahmet
- S1062940824001694 The comovement of bubbles’ responses to monetary policy shocks
by Caraiani, Petre & Călin, Adrian Cantemir
- S1062940824001700 Climate risk and corporate ESG performance: Evidence from China
by Yin, Zhujia & Deng, Rantian & Xia, Jiejin & Zhao, Lili
- S1062940824001712 Size and ESG premiums: Evidence from Chinese A-share market
by Wu, Yanran & Zhou, Riwang & Zhang, Chao
- S1062940824001724 Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets
by Koczar, Monika W. & Jareño, Francisco & Escribano, Ana
- S1062940824001736 Optimistic or pessimistic: How do investors impact the green bond market?
by Wei Su, Chi & Yue Song, Xin & Qin, Meng & Lobonţ, Oana-Ramona & Umar, Muhammad
- S1062940824001748 Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
by Liu, Zixin & Hu, Jun & Zhang, Shuguang & He, Zhipeng
- S1062940824001761 Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach
by Lim, Seo-Yeon & Choi, Sun-Yong
- S1062940824001773 Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach
by Yang, Qu & Yu, Yuanyuan & Dai, Dongsheng & He, Qian & Lin, Yu
- S1062940824001785 The impact of MD&A digital transformation information disclosure on stock price synchronicity in China
by Guo, Jinwen & Duan, Jiangjiao
- S1062940824001797 Diversification value of green Bonds: Fresh evidence from China
by Zhou, You & Lin, Lichao & Huang, Ziling
- S1062940824001803 The threshold effect of political connection on the green innovation of businesses: Evidence from China
by Chen, Doudou & Bu, Tao
- S1062940824001827 Does climate change matter for bank profitability? Evidence from China
by Lee, Chien-Chiang & Zhang, Xiaoli & Lee, Chi-Chuan
- S1062940824001839 Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method
by Yu, Bo & Ouyang, Haiqin & Guan, Chao & Lin, Binzhao
- S1062940824001852 The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing
by Hung, Jui-Cheng & Liu, Hung-Chun & Jimmy Yang, J.
- S1062940824001864 Research on information fusion of security analysts’ stock recommendations based on two-dimensional D-S evidence theory
by Li, Zhimin & Zhu, Weidong & Wu, Yong & Wu, Zihao
- S106294082400127X Impact of green finance on low-carbon transformation: Spatial spillover effects in China
by Zhao, Jing
- S106294082400130X Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters
by Naifar, Nader
- S106294082400144X Herding behaviour towards high order systematic risks and the contagion Effect—Evidence from BRICS stock markets
by Zhang, Yi & Zhou, Long & Liu, Zhidong & Wu, Baoxiu
- S106294082400158X Closed-form approximations for basket option pricing under normal tempered stable Lévy model
by Hu, Dongdong & Sayit, Hasanjan & Yao, Jing & Zhong, Qifeng
- S106294082400161X Banking market structure and corporate investment efficiency
by Huynh, Japan
- S106294082400175X Optimizing composite early warning indicators
by Beltran, Daniel O. & Dalal, Vihar M. & Jahan-Parvar, Mohammad R. & Paine, Fiona A.
2024, Volume 73, Issue C
- S1062940824000779 Addressing the financial impact of natural disasters in the era of climate change
by Bufalo, Michele & Ceci, Claudia & Orlando, Giuseppe
- S1062940824000780 Pricing exchange options under stochastic correlation
by Villamor, Enrique & Olivares, Pablo
- S1062940824000858 Non-zero-sum investment-reinsurance game with delay and ambiguity aversion
by He, Yong & Luouyang, Xueqi & He, Lin & Chen, Haiyan & Li, Sheng
- S1062940824000871 Adjustable light robust optimization with second order stochastic dominance constraints
by Ji, Xinzhi & Guo, Ranran & Ye, Wuyi
- S1062940824000883 How does node centrality in a financial network affect asset price prediction?
by Xu, Yuhong & Zhao, Xinyao
- S1062940824000895 Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis
by Zhang, Yi & Zhou, Long & Wu, Baoxiu & Liu, Fang
- S1062940824000901 Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative
by Chai, Li & Wang, Yuqi & Qi, Xiaohong
- S1062940824000913 Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China
by Huang, Xinya & Wang, Yufeng & Li, Houjian
- S1062940824000986 Reassessing the inversion of the Treasury yield curve as a sign of U.S. recessions: Insights from the housing and credit markets
by Chatterjee, Ujjal K. & Zirgulis, Aras & Hüttinger, Maik & French, Joseph J.
- S1062940824000998 Valuing three-asset barrier options and autocallable products via exit probabilities of Brownian bridge
by Lee, Hangsuck & Ha, Hongjun & Kong, Byungdoo & Lee, Minha
- S1062940824001001 Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments
by Yan, Wan-Lin & Cheung, Adrian (Wai Kong)
- S1062940824001013 Impact of Off-Balance-Sheet Activities on the Effectiveness of Monetary Policy
by Wu, Dan & Li, Rong & Li, Yingting
- S1062940824001025 Evaluation of volatility spillovers for asymmetric realized covariance
by Maki, Daiki
- S1062940824001037 Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets
by Go, You-How & Lau, Wee-Yeap
- S1062940824001049 Foreign ownership and M&A activity: Evidence from China
by Liu, Hao & Ye, Xiaofen & Zhang, Qun
- S1062940824001050 Strategic information leakage with market supervision
by Li, Ningwei & Li, Zhihua & Liu, Hong & Yang, Qingshan
- S1062940824001062 Do enterprises adopting digital finance exhibit higher values? Based on textual analysis
by Yue, Sishi & Yang, Mo & Dong, Dayong
- S1062940824001074 Life-cycle model with subsistence consumption constraint and state-dependent utilities
by Wang, Hao & Siu, Tak Kuen & Hu, Shujie & Wang, Ning
- S1062940824001086 Economic uncertainty and corporate cash holdings: Evidence from Taiwan
by Yang, Chien-Wen & Hsieh, Yi-Shan & Hung, Chih-Yuan
- S1062940824001104 Seemingly manipulated anomaly: Evidence from corporate site visits
by Yang, Jinyu & Dong, Dayong & Cao, Jiawei
- S1062940824001116 Quanto fund protection using partial lookback participation
by Lee, Hangsuck & Ha, Hongjun & Kim, Eunchae & Lee, Minha
- S1062940824001128 Oil price volatility and changes in corporate debt: An empirical study in the Indian landscape
by Hammoudeh, Shawkat & Tripathi, Nitya Nand & Raj, Asha Binu & Tiwari, Aviral Kumar
- S1062940824001141 A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries
by Li, Rong & Tang, Guangyuan & Hong, Chen & Li, Sufang & Li, Bingting & Xiang, Shujian
- S1062940824001153 Valuations of generalized variance swaps under the jump–diffusion model with stochastic liquidity risk
by Wang, Ke & Guo, Xun-xiang & Zhang, Hong-yu
- S1062940824001189 The influence of CEO ethics on climate change policy from the perspective of utilitarianism and deontology
by Chen, Ting-Hsuan & Liu, Shih-Ching & Wu, Chia-Hui
- S1062940824001207 Research on effect of extreme climates penalties local government debt pricing: Evidence from urban investment bonds in China
by Li, Xing & Zhou, Yanli & Zhu, Dixing & Ge, Xiangyu
- S1062940824001219 Financial stability policy and downside risk in stock returns
by Yang, Jianlei
- S1062940824001220 Information content of option prices: Comparing analyst forecasts to option-based forecasts
by Sanford, Anthony
- S1062940824001232 Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds
by Reis, Pedro Nogueira & Pinto, António Pedro Soares
- S106294082400086X Stock market pattern recognition using symbol entropy analysis
by Lavín, Jaime F. & Valle, Mauricio A. & Magner, Nicolás S.
- S106294082400113X Green credit, financing constraints, and corporate investment: From the perspectives of scale and efficiency
by Zhang, Jinlong & Wu, Mingyue & Chen, Tingwei & Gao, Bin
2024, Volume 72, Issue C
- S1062940824000408 US banks efficiency after global financial crisis: Transient and persistent decomposition
by Ferrara, Giancarlo & Kounetas, Konstantinos E.
- S1062940824000433 Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode
by Shui-Tang Wu, Gabriel & Ho-Yeung Wong, Joe & Pak-Wing Fong, Tom
- S1062940824000445 Corporate taxes, partisan politics, and stock returns
by Mella, Javier
- S1062940824000470 Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis
by Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh & Ghardallou, Wafa
- S1062940824000482 Conditional CAPM relationships in standard and accounting risk approaches
by Rutkowska – Ziarko, Anna & Markowski, Lesław & Abdou, Hussein A.
- S1062940824000494 Pricing vulnerable spread options with liquidity risk under Lévy processes
by Cai, Chengyou & Wang, Xingchun & Yu, Baimin
- S1062940824000500 Non-executive employee stock ownership plans and corporate innovation efficiency: Evidence from China
by Zhang, Huili & Cui, Xuegang & Xu, Lei & Wang, Kaiyan
- S1062940824000512 Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events
by Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Dankwah, Boakye & Lee, Chi-Chuan
- S1062940824000524 Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures
by Joo, Young C. & Park, Sung Y.
- S1062940824000536 Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets
by Gao, Yang & Liu, Xiaoyi
- S1062940824000603 Inflation dynamics and persistence: The importance of the uncertainty channel
by Canepa, Alessandra
- S1062940824000615 Market risk modeling with option-implied covariances and score-driven dynamics
by Herrera, Rodrigo & Piña, Marco
- S1062940824000640 Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach
by Guo, Peng & Shi, Jing
- S1062940824000652 Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk
by Foguesatto, Cristian Rogério & Righi, Marcelo Brutti & Müller, Fernanda Maria
- S1062940824000664 Systemic risk monitoring model from the perspective of public information arrival
by Yan, Han & Liu, Bin & Zhu, Xingting & Wu, Yan
- S1062940824000676 Green bonds and traditional and emerging investments: Understanding connectedness during crises
by Xu, Danyang & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les
- S1062940824000688 Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy
by Wang, Hailong & Hu, Duni
- S1062940824000706 How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?
by Živkov, Dejan & Manić, Slavica & Gajić-Glamočlija, Marina
- S1062940824000718 The effect of output and the real exchange rate on equity price dynamics
by Alovokpinhou, Sedjro Aaron & Malikane, Christopher
- S1062940824000731 Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market
by Huang, Yirong & Luo, Yi
- S1062940824000743 Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?
by Zhang, Wenting & Liu, Tiantian & Zhang, Yulian & Hamori, Shigeyuki
- S1062940824000755 Official or unofficial? extreme bounds analysis on the determinants of sovereign default
by Liu, Ailan & Wang, Zhixuan & Wang, Ping
- S1062940824000767 Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach
by Tang, Pan & Xu, Wei & Wang, Haosen
- S1062940824000792 Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts
by Su, Xianfang & Chen, Meixia
- S1062940824000809 Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model
by Kim, Hyun-Gyoon & Kim, See-Woo & Kim, Jeong-Hoon
- S1062940824000810 Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles
by Peng, Yi-Ting & Chang, Tsangyao & Ranjbar, Omid & Xiang, Feiyun
- S1062940824000822 Cross-regional connectedness of financial market: Measurement and determinants
by Yang, Xin & Wang, Xuya & Cao, Jie & Zhao, Lili & Huang, Chuangxia
- S1062940824000834 Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models
by Barboza, Flavio & Altman, Edward
- S1062940824000846 A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag
by Kao, Yu-Sheng & Day, Min-Yuh & Chou, Ke-Hsin
- S106294082400069X Bank competition, government interest in green initiatives and carbon emissions reduction: An empirical analysis using city-level data from China
by Chen, Xu & Xu, Huilin & Anwar, Sajid
- S106294082400072X Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method
by Cai, Yi & Tang, Zhenpeng & Chen, Ying
2024, Volume 71, Issue C
- S1062940824000020 Asset pricing for the lottery-like security under probability weighting: Based on generalized Wang transform
by Huang, Helen Hui & Sun, Jianchun & Zhang, Shunming
- S1062940824000056 Low interest rates and the predictive content of the yield curve
by Bordo, Michael D. & Haubrich, Joseph G.
- S1062940824000081 The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model
by Bouteska, Ahmed & Kabir Hassan, M. & Gider, Zeynullah & Bataineh, Hassan
- S1062940824000093 Interplay of multifractal dynamics between shadow policy rates and energy markets
by Aslam, Faheem & Hunjra, Ahmed Imran & Memon, Bilal Ahmed & Zhang, Mingda
- S1062940824000111 Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods
by Haddou, Samira
- S1062940824000123 Predicting systemic financial risk with interpretable machine learning
by Tang, Pan & Tang, Tiantian & Lu, Chennuo
- S1062940824000147 Unveiling hidden connections: Spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets
by Liu, Jianjian & Wang, Shuhan & Xiang, Lijin & Ma, Shiqun & Xiao, Zumian
- S1062940824000159 Measuring market volatility connectedness to media sentiment
by Abdollahi, Hooman & Fjesme, Sturla L. & Sirnes, Espen
- S1062940824000160 Accelerated depreciation of fixed assets and cash dividend distribution
by Zhong, Huaming & Guo, Yaoting & Mohamed Al-Duais, Zinb Abduljabbar
- S1062940824000172 Crypto havens during war times? Evidence from the Russian invasion of Ukraine
by Hampl, Filip & Vágnerová Linnertová, Dagmar & Horváth, Matúš
- S1062940824000184 Do fund managers’ performance rely on gender and team size? Evidence from India
by Majumdar, Sudipta & Kumar Mishra, Ajay & Chandra, Abhijeet
- S1062940824000196 Explosive behavior in historic NASDAQ market prices
by Demmler, Michael & Fernández, Amilcar Orlian
- S1062940824000238 The volume-implied volatility relation in financial markets: A behavioral explanation
by Cheuathonghua, Massaporn & Padungsaksawasdi, Chaiyuth
- S1062940824000354 Dynamic volatility spillover and market emergency: Matching and forecasting
by Zhou, Wei & Chen, Yan & Chen, Jin
- S1062940824000366 A sharing rule for multi-period interest-sensitive insurance contracts
by Lee, Hangsuck & Ha, Hongjun & Lee, Minha
Printed from https://ideas.repec.org/s/eee/ecofin.html
