Testing for Contagion in International Financial Markets: To See More, Go Higher
Financial Review, Volume 61, Issue 3, Page 725-763, August 2026.ABSTRACT Traditional measures of financial contagion rely on correlation shifts, overlooking higher moments such as skewness and kurtosis. We examine contagion during two major financial crises, incorporating lower‐ and higher‐moment measures. We analyze stock market returns from 22 major markets at different frequencies, offering a global perspective ...
Simeon Coleman, Vitor Leone
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Memory-Driven Dynamics: A Fractional Fisher Information Approach to Economic Interdependencies. [PDF]
Entropy (Basel)Batrancea LM +4 more
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Tail event-based sovereign credit risk transmission network during COVID-19 pandemic. [PDF]
Financ Res Lett, 2022 Naifar N, Shahzad SJH.
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Disentangling Inequality and Exploitation in the Rice Value Chain in Northern Uganda
Journal of Agrarian Change, Volume 26, Issue 3, July 2026.ABSTRACT Although inequality between actors in agricultural value chains has been extensively studied, informal and semiformal arrangements in domestic value chains involving small‐scale actors have been explored less than formal arrangements involving large firms.
Malin J. Nystrand
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The FHJ debate: Failure to produce anticipatory care plans should be a never event. [PDF]
Future Healthc JLightbody C, Willis D.
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Stress relief? Funding structures and resilience to the covid shock. [PDF]
J Monet Econ, 2023 Forbes K, Friedrich C, Reinhardt D.
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Political and Institutional Development in England
The Manchester School, Volume 94, Issue 4, Page 438-449, July 2026.ABSTRACT This paper revisits the political and institutional development of England from the Magna Carta to the Glorious Revolution. I argue that institutional change in this period is best understood through the lens of coalition formation. Political elites had heterogeneous preferences over first two, and then three, recurring axes of disagreement ...
Mark Koyama
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African sovereign risk premia and international market assets: A relook under the COVID-19 outbreak. [PDF]
HeliyonAmewu G, Akosah NK, Armah M.
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Foreign Exchange Regimes in (Normal Times and) Times of War: Insights From Ukraine
Scottish Journal of Political Economy, Volume 73, Issue 3, July 2026.ABSTRACT On February 24, 2022, as Russia invaded, the National Bank of Ukraine switched from a flexible to a fixed‐exchange rate regime. Was this optimal? We develop a tractable but carefully calibrated open‐economy model of Ukraine with nominal rigidities and frictions in international financial markets.
Oliver de Groot, Yevhenii Skok
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