All Stories

  1. Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure
  2. The Determinants of Energy and Electricity Consumption in Developed and Developing Countries: International Evidence
  3. The Distorting Effects of Corruption on Financial Stability and Economic Growth: Evidence from Russian Banks Using a PVAR Approach
  4. Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics
  5. The Effect of Quantitative Easing through Google Metrics on US Stock Indices
  6. Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets
  7. Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets
  8. The role of net stable funding ratio on the bank lending channel: evidence from European Union
  9. The prudential role of Basel III liquidity provisions towards financial stability
  10. The effect of central bank transparency on inflation persistence
  11. Evaluating survey-based forecasts of interest rates and macroeconomic variables
  12. Flight-to-quality between global stock and bond markets in the COVID era
  13. A systematic review of the bubble dynamics of cryptocurrency prices
  14. The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a BayesianVAR
  15. U.S. unconventional monetary policy and risk tolerance in major currency markets
  16. A survey of empirical findings on unconventional central bank policies
  17. Price discovery in bitcoin futures
  18. Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts
  19. The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?
  20. US non-linear causal effects on global equity indices in Normal times versus unconventional eras
  21. The effectiveness of quantitative easing: Evidence from Japan
  22. Investors’ risk aversion integration and quantitative easing
  23. Optimism-pessimism effects on money demand: theory and evidence
  24. The stock-bond nexus and investors’ behavior in mature and emerging markets
  25. Investigating volatility transmission and hedging properties between Bitcoin and Ethereum
  26. The role of leverage in quantitative easing decisions: Evidence from the UK
  27. Unconventional monetary policy effects on output and inflation: A meta-analysis
  28. News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets
  29. Variance risk premium and equity returns
  30. Abnormal lending and risk in Swedish financial institutions
  31. A Taylor Rule for EU members. Does one rule fit to all EU member needs?
  32. Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets
  33. Asymmetric price responses to stock addition to and deletion from the Athens Stock Exchange Index
  34. Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates
  35. Does central bank independence affect stock market volatility?
  36. PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES
  37. Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach
  38. Public investment, inflation persistence and central bank independence
  39. Geopolitical risks and the oil-stock nexus over 1899–2016
  40. The macroeconomic effects of fiscal consolidation policies in Greece
  41. The informational content of unconventional monetary policy on precious metal markets
  42. Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis
  43. Investigating the Relationship Between Central Bank Transparency and Stock Market Volatility in a Nonparametric Framework
  44. The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries
  45. Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets
  46. Central bank transparency and exchange rate volatility effects on inflation-output volatility
  47. Regional asymmetries in monetary policy transmission: The case of the Greek regions
  48. Stock markets and effective exchange rates in European countries: threshold cointegration findings
  49. Central bank transparency and the interest rate channel: Evidence from emerging economies
  50. Intraday exchange rate volatility transmissions across QE announcements
  51. On quantitative easing and high frequency exchange rate dynamics
  52. Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis
  53. Defence, Security and the Economy in South Asian Countries
  54. Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen
  55. Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK
  56. The effect of the market-based monetary policy transparency index on inflation and output variability
  57. Does central bank transparency affect stock market volatility?
  58. Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests
  59. Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK
  60. European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings
  61. The effects of terrorism and war on the oil price–stock index relationship
  62. Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates
  63. The risk relevance of International Financial Reporting Standards: Evidence from Greek banks
  64. Does Terrorism Affect the Stock-Bond Covariance? Evidence from European Countries
  65. The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone
  66. Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market
  67. Terrorism and capital markets: The effects of the Madrid and London bomb attacks
  68. Banks’ lending behavior and monetary policy: evidence from Sweden
  69. ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP
  70. Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea
  71. Yield spreads and real economic activity in East European transition economies
  72. The effect of diversification across businesses and within lending activities on risks of commercial banks' portfolios: evidence from South Korea
  73. The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition
  74. Improving technical trading systems by using a new MATLAB-based genetic algorithm procedure
  75. Significance of risk modelling in the term structure of interest rates
  76. An investigation of bond term premia in international government bond indices
  77. Evaluating the style-based risk model for equity mutual funds investing in Europe
  78. American equity mutual funds in European markets: Hot hands phenomenon and style analysis
  79. Improving Fund Risk Management by Using New Software Tools Technology
  80. Exoploring the benefits of international diversification and currency hedging for international fund portfolios
  81. Investigating the profitability of technical analysis systems on foreign exchange markets
  82. Defence, Security and the Economy in South Asian Countries
  83. Terrorism and Economic Sentiment in European Countries
  84. The Twin Deficit as an Early Warning Sign in Avoiding Crises