CAMA working paper series

Fry-McKibbin R, Greenwood-Nimmo M, Hsiao CYL, Qi L, April 2021, Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic paper no. 36/2021.

Saleem SAA, Smith PN, Yalaman A, March 2021, Analysis of systematic risk around firm-specific news in an emerging market using high frequency data paper no. 35/2021.

Klusak P, Agarwala M, Burke M, Kraemer M, Mohaddes K, March 2021, Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness paper no. 34/2021.

Spierdijk L, IJtsma P, Shaffer S, March 2021, US banking deregulation and local economic growth: A spatial analysis paper no. 33/2021.

Nason JM, Smith GW, March 2021, UK inflation forecasts since the thirteenth century paper no. 32/2021.

Hesty NW, Cendrawati DG, Nepal R, Irsyad MI, March 2021, Energy potential assessments and investment opportunities for wind energy in Indonesia paper no. 31/2021.

Moreira EP, Alpaslan B, March 2021, DGE model for assessing macro-fiscal vulnerabilities in Algeria paper no. 30/2021.

Okuda T, Tsuruga T, Zanetti F, March 2021, Imperfect information, heterogeneous demand shocks, and inflation dynamics paper no. 29/2021.

Chudik A, Mohaddes K, Raissi M, March 2021, Covid-19 fiscal support and its effectiveness paper no. 28/2021.

Halberstadt A, Krippner L, March 2021, Investigating a measure of conventional and unconventional stimulus for the euro area paper no. 27/2021.

Paccagnini A, Parla F, February 2021, Identifying high-frequency shocks with Bayesian mixed-frequency VARs paper no. 26/2021.

Hoffmann M, Ruslanova L, February 2021, Softening the blow: US state-level banking deregulation and sectoral reallocation after the China trade shock paper no. 25/2021.

Sinha A, Sedai AK, Kumar A, Nepal R, February 2021, Are autocracies bad for the environment? Global evidence from two centuries of data paper no. 24/2021.

Abeln B, Jacobs JPAM, February 2021, COVID-19 and seasonal adjustment paper no. 23/2021.

Fernandez-Villaverde J, Maldelman F, Yu Y, Zanetti F, February 2021, The “Matthew effect” and market concentration: Search complementarities and monopsony power paper no. 22/2021.

Caggiano G, Castelnuovo E, February 2021, Global uncertainty paper no. 21/2021.

Arif M, Naeem MA, Farid S, Nepal R, Jasmab T, February 2021, Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19 paper no. 20/2021.

Sedai AK, Jamasb T, Nepal R, Miller R, February 2021, Electrification and welfare for the marginalized: Evidence from India paper no. 19/2021.

Beames A, Kulish M, Yamout N, February 2021, Implications of the slowdown in trend growth for fiscal policy in a small open economy paper no. 18/2021.

Fernando R, McKibbin WJ, January 2021, Macroeconomic policy adjustments due to COVID-19: Scenarios to 2025 with a focus on Asia paper no. 17/2021.

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Updated:  30 November 2021/Responsible Officer:  Crawford Engagement/Page Contact:  CAMA admin