Finance Research Letters
Which uncertainty measures matter for the cross-section of corporate bond returns? Evidence from the U.S. during 1973–2020
Publication date: August 2022Source: Finance Research Letters, Volume 48Author(s): Kiryoung Lee
Finance Research Letters
Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression
Publication date: August 2022Source: Finance Research Letters, Volume 48Author(s): Zaghum Umar, Ahmed Bossman, Sun-Yong Choi, Tamara Teplova
Finance Research Letters
Gold, bonds, and epidemics: A safe haven study
Publication date: August 2022Source: Finance Research Letters, Volume 48Author(s): Tonmoy Choudhury, Harald Kinateder, Biwesh Neupane
Finance Research Letters
Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk
Publication date: August 2022Source: Finance Research Letters, Volume 48Author(s): Fernanda Maria Müller, Samuel Solgon Santos, Thalles Weber Gössling, Marcelo Brutti Righi
Finance Research Letters
Where’s the green bond premium? Evidence from China
Publication date: August 2022Source: Finance Research Letters, Volume 48Author(s): Quan Li, Kai Zhang, Li Wang
Finance Research Letters
Political connection,government R&D subsidies and innovation efficiency: Evidence from China
Publication date: August 2022Source: Finance Research Letters, Volume 48Author(s): Lanfang Wang, Yue Wang, Jing Zhou
Finance Research Letters
Climate impact on the USDA ending stocks forecast errors
Publication date: August 2022Source: Finance Research Letters, Volume 48Author(s): Ziran Li, Ding Li, Tengfei Zhang, Tianyang Zhang
Finance Research Letters
The impact of the Russia-Ukraine conflict on the connectedness of financial markets
Publication date: August 2022Source: Finance Research Letters, Volume 48Author(s): Zaghum Umar, Onur Polat, Sun-Yong Choi, Tamara Teplova
Finance Research Letters
Do property rights matter for bank loans? Evidence from China
Publication date: August 2022Source: Finance Research Letters, Volume 48Author(s): Ying Wu, Yi Zhang, Guangzi Li, Fang Li
Finance Research Letters
Aggregate recruiting intensity and cross-sectional stock returns
Publication date: August 2022Source: Finance Research Letters, Volume 48Author(s): Jaewan Bae, Jangkoo Kang