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Abnormal returns and stock price movements
some evidence from developed and emerging markets -
Unemployment persistence in Europe
evidence from the 27 EU countries -
Trade flows, private credit and the Covid-19 pandemic
panel evidence from 35 OECD countries -
Witching days and abnormal profits in the US stock market
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The effects of the Covid-19 pandemic on stock markets, CDS and economic activity
time-varying evidence from the US and Europe -
Oil prices, exchange rates and sectoral stock returns in the BRICS-T countries
a time-varying approach -
The Covid-19 pandemic, policy responses and stock markets in the G20
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The impact of the Covid-19 pandemic on persistence in the European stock markets
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US policy responses to the Covid-19 pandemic and sectoral stock indices
a fractional integration approach -
Persistence and long memory in monetary policy spreads
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The direct and indirect effects of financial development on international trade: evidence from the CEEC-6
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Gold and oil prices
abnormal returns, momentum and contrarian effects -
Non-linearities and persistence in US long-run interest rates
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Particulate matter 10 (PM10): persistence and trends in eight European capitals
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Persistence in the private debt-to-GDP ratio
evidence from 43 OECD countries -
Persistence in ESG and conventional stock market indices
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The impact of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic
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Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
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Exchange rate parities and taylor rule deviations
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Testing for UIP
nonlinearities, monetary announcements and interest rate expectations -
The relationship between prices and output in the UK and the US
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The Covid-19 pandemic and the degree of persistence of US stock prices and bond yields
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Momentum effects in the cryptocurrency market after one-day abnormal returns
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CO2 emissions and GDP
evidence from China -
Cycles and long-range behaviour in the European stock markets