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2. The association between financial market volatility and banking market structure. (2021). Crimmel, Jeremy ; Elyasiani, Elyas.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:82:y:2021:i:c:p:335-349.

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3. A realized EGARCH-MIDAS model with higher moments. (2021). Wu, Xinyu ; Xie, Haibin.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319308505.

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4. Determinants of project bond prices – Insights into infrastructure and energy capital markets. (2021). Richter, Sylvia ; Heyde, Frank ; Wunsche, Andreas ; Horsch, Andreas.
   In: Energy Economics.
   RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000803.

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5. Modeling and forecasting commodity market volatility with long‐term economic and financial variables. (2020). Walther, Thomas ; Nguyen, Duc Khuong.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:39:y:2020:i:2:p:126-142.

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6. Modeling and forecasting commodity market volatility with long-term economic and financial variables. (2018). Walther, Thomas ; Nguyen, Duc Khuong.
   In: MPRA Paper.
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7. Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Xiao, Wen ; Fang, Libing ; Yu, Honghai.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:72:y:2018:i:c:p:249-259.

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1. Integrating Solvency and Liquidity Stress Tests: The Use of Markov Regime-Switching Models. (2019). Han, Fei ; Leika, Mindaugas.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2019/250.

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2. Idiosyncratic volatility, conditional liquidity and stock returns. (2018). Rodriguez, Rosa ; Malagon, Juliana ; Moreno, David.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:53:y:2018:i:c:p:118-132.

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3. State-varying illiquidity risk in sovereign bond spreads. (2018). Easton, Steve ; Docherty, Paul.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:50:y:2018:i:c:p:235-248.

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4. Exploring the sources of default clustering. (2018). Azizpour, S ; Giesecke, K ; Schwenkler, G.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:129:y:2018:i:1:p:154-183.

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5. Behavioral biases in the corporate bond market. (2018). Wei, Jason.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:46:y:2018:i:c:p:34-55.

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6. Liquidity tail risk and credit default swap spreads. (2018). Gabrysch, Sandra ; Irresberger, Felix.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:269:y:2018:i:3:p:1137-1153.

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7. Managing the sovereign-bank nexus. (2018). Popov, Alexander ; Minoiu, Camelia ; Martin, Alberto ; Laeven, Luc ; Dell'ariccia, Giovanni ; Jenkinson, Nigel ; Ferreira, Caio.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20182177.

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8. Effects of Brexit on Corporate Yield Spreads: Evidence from UK and Eurozone Corporate Bond Markets. (2018). Kadiric, Samir ; Korus, Arthur.
   In: EIIW Discussion paper.
   RePEc:bwu:eiiwdp:disbei251.

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9. Does illiquidity matter in residential properties?. (2017). Hwang, Soosung ; Cho, Youngha ; Shin, Jinho.
   In: Applied Economics.
   RePEc:taf:applec:v:49:y:2017:i:1:p:1-20.

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10. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:80668.

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11. Commonality in Liquidity and Real Estate Securities. (2017). Hoesli, Martin ; Reka, Kustrim ; Kadilli, Anjeza.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:55:y:2017:i:1:d:10.1007_s11146-016-9554-3.

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12. Japan: Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis and Stress Testing the Financial Sector. (2017). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2017/285.

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13. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Lorusso, Marco ; Byrne, Joseph ; Xu, Bing.
    In: CEERP Working Paper Series.
    RePEc:hwc:wpaper:006.

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14. Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Gehde-Trapp, Monika ; Kempf, Alexander.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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15. Liquidity and the implied cost of equity capital. (2017). Saad, Mohsen ; Samet, Anis.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:15-38.

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16. What drives the liquidity of sovereign bonds when markets are under stress? An assessment of the new Basel 3 rules on bank liquid assets. (2017). Petrella, Giovanni ; Resti, Andrea.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:297-310.

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17. Liquidity measures throughout the lifetime of the U.S. Treasury bond. (2017). Diaz, Antonio ; Escribano, Ana.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:33:y:2017:i:c:p:42-74.

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18. Funding liquidity, market liquidity and TED spread: A two-regime model. (2017). Rosenthal, Dale ; Boudt, Kris.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:43:y:2017:i:c:p:143-158.

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19. The bond event study methodology since 1974. (2017). Schiereck, D ; Maul, D.
    In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
    RePEc:dar:wpaper:80723.

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20. Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data. (2016). Han, Song ; Zhou, Hao.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:06:y:2016:i:03:n:s2010139216500129.

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21. Illiquidity Transmission in a Three-Country Framework: A Conditional Approach. (2016). Fiesel, Stefan ; Uhrig-Homburg, Marliese.
    In: Schmalenbach Business Review.
    RePEc:spr:schmbr:v:17:y:2016:i:3:d:10.1007_s41464-016-0016-5.

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22. On the determinants of expected corporate bond returns in Tunisia. (2016). Hammami, Yacine ; Bahri, Maha .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:224-235.

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23. Risk protection from risky collateral: Evidence from the euro bond market. (2016). Lindset, Snorre ; Helberg, Stig.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:70:y:2016:i:c:p:193-213.

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24. Return predictability in the corporate bond market along the supply chain. (2016). Zhang, Weina ; Chen, Long.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:29:y:2016:i:c:p:66-86.

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25. CDS-bond basis and bond return predictability. (2016). Zhang, Weina ; Li, Haitao.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:307-337.

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26. European bond markets: Do illiquidity and concentration aggravate price shocks?. (2016). Frost, Jon ; Boermans, Martijn ; Bisschop, Sophie Steins.
    In: Economics Letters.
    RePEc:eee:ecolet:v:141:y:2016:i:c:p:143-146.

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27. Gold returns: Do business cycle asymmetries matter? Evidence from an international country sample. (2016). Apergis, Nicholas ; Eleftheriou, Sofia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:164-170.

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28. Stock market liquidity and economic cycles: A non-linear approach. (2016). Switzer, Lorne ; Picard, Alan .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:106-119.

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29. An empirical analysis of Eurozone government bonds liquidity: Determinants, predictability and implications for the new bank prudential rules. (2016). Petrella, Giovanni ; Resti, Andrea.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1645.

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30. Investor sentiment, flight-to-quality, and corporate bond comovement. (2015). Bethke, Sebastian ; Gehde-Trapp, Monika ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r3.

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31. Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns. (2015). Novales, Alfonso ; Rubio, Gonzalo ; Nieto, Belen.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500214.

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32. Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies. (2015). Savva, Christos ; Neanidis, Kyriakos.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:200.

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33. Liquidity effects and FFA returns in the international shipping derivatives market. (2015). Tsouknidis, Dimitris ; Kappou, Konstantina ; Visvikis, Ilias ; Alizadeh, Amir H..
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:76:y:2015:i:c:p:58-75.

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34. The reward for trading illiquid maturities in credit default swap markets. (2015). Serrano, Pedro ; Rubio, Gonzalo ; Arakelyan, Armen .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:376-389.

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35. On the compensation for illiquidity in sovereign credit markets. (2015). Lafuente, Juan Angel ; Serrano, Pedro.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:30:y:2015:i:c:p:83-100.

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36. Limits to arbitrage and the term structure of bond illiquidity premiums. (2015). Schuster, Philipp ; Uhrig-Homburg, Marliese.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:57:y:2015:i:c:p:143-159.

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37. Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market. (2015). Wang, Junbo ; Wu, Chunchi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:183-203.

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38. Time-varying systematic and idiosyncratic risk exposures of US bank holding companies. (2015). Bessler, Wolfgang ; Nohel, Tom ; Kurmann, Philipp .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:35:y:2015:i:c:p:45-68.

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39. Liquidity shocks and stock bubbles. (2015). Nneji, Ogonna.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:35:y:2015:i:c:p:132-146.

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40. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Bethke, Sebastian ; Gehde-Trapp, Monika ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r2.

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41. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Bethke, Sebastian ; Trapp, Monika ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r.

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42. Corporate Transparency and Bond Liquidity. (2014). Füss, Roland ; Fecht, Falko ; Fuss, Roland ; Rindler, Philipp B..
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2014:04.

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43. Liquidity Risk Premia in the International Shipping Derivatives Market. (2014). Tsouknidis, Dimitris ; Kappou, Konstantina ; Visvikis, Ilias ; Alizadeh, Amir .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-15.

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44. The determinants of credit spreads changes in global shipping bonds. (2014). Tsouknidis, Dimitris ; Kavussanos, Manolis.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:70:y:2014:i:c:p:55-75.

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45. Corporate bond returns and the financial crisis. (2014). Hughes, John S. ; Aboody, David ; Ozel, Bugra N..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:42-53.

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46. Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis. (2014). Bessler, Wolfgang ; Kurmann, Philipp .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:151-166.

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47. Stock liquidity and the Taylor rule. (2014). Jiang, Lei.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:202-214.

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48. On the compensation for illiquidity in sovereign credit markets. (2014). Lafuente, Juan Angel ; Serrano, Pedro ; Groba, Jonatan.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb142911.

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49. What drives corporate default risk premia? Evidence from the CDS market. (2013). Serrano, Pedro ; Groba, Jonatan ; Diaz, Antonio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:529-563.

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50. Return dispersion, stock market liquidity and aggregate economic activity. (2013). Floros, Christos ; Degiannakis, Stavros ; Angelidis, Timotheos ; Andrikopoulos, Andreas.
    In: Working Papers.
    RePEc:bog:wpaper:166.

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