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The North American Journal of Economics and Finance

1992 - 2018

Continuation of North American Review of Economics and Finance.

Current editor(s): Hamid Beladi

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

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Volume 46, issue C, 2018

Self-attribution of overconfident CEOs and asymmetric investment-cash flow sensitivity pp. 1-14 Downloads
Paul Moon Sub Choi, Chune Young Chung and Chang Liu
The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market pp. 15-28 Downloads
Jui-Chuan Della Chang and Kuang-Liang Chang
Investment and financing choices by time-inconsistent managers pp. 29-48 Downloads
Liu Gan, Xin Xia and Yifei Chen
Credit risk of subsidiaries of foreign banks in CEE countries: Impacts of the parent bank and home country economic environment pp. 49-69 Downloads
Blanka Skrabic Peric, Ana Rimac Smiljanić and Zdravka Aljinović
Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach pp. 70-88 Downloads
Rodrigo Herrera, Sergio González and Adam Clements
Liquidity, bank runs, and fire sales under local thinking pp. 89-102 Downloads
Hyun Woong Park and Thomas Bernardin
Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis pp. 103-113 Downloads
Qiang Ji, Hardik Marfatia and Rangan Gupta
Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns? pp. 114-129 Downloads
Jonathan Fletcher
Liquidity skewness premium pp. 130-150 Downloads
Giho Jeong, Jangkoo Kang and Kyung Yoon Kwon
Volatility smiles when information is lagged in prices pp. 151-165 Downloads
Gianluca Marcato, Tumellano Sebehela and Carlos Heitor Campani
Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets pp. 168-186 Downloads
Kin-Yip Ho, Yanlin Shi and Zhaoyong Zhang
Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis pp. 187-201 Downloads
Donald Lien, Geul Lee, Li Yang and Yuyin Zhang
Global and regional financial integration in East Asia and the ASEAN pp. 202-221 Downloads
Fry-McKibbin, Renée, Cody Yu-Ling Hsiao and Vance L. Martin
The transmission of US economic policy uncertainty shocks to Asian and global financial markets pp. 222-231 Downloads
Yosuke Kido
Regional or global shock? A global VAR analysis of Asian economic and financial integration pp. 232-248 Downloads
Sheue Li Ong and Kiyotaka Sato
Capital market integration in ASEAN: A non-stationary panel data analysis pp. 249-260 Downloads
Kenneth S. Chan, Vinh Q.T. Dang and Jennifer T. Lai
Exchange rate pass-through at the individual product level: Implications for financial market integration pp. 261-271 Downloads
Kai Po Jenny Law, Eiji Satoh and Taiyo Yoshimi
Credit constraints and firm market entry decision: Firm-level evidence from internationalizing Chinese multinationals pp. 272-285 Downloads
Jianhong Qi, Zhaoyong Zhang and Hui Liu
International use of the renminbi for invoice currency and exchange risk management: Evidence from the Japanese firm-level data pp. 286-301 Downloads
Kiyotaka Sato and Junko Shimizu

Volume 45, issue C, 2018

Busy directors and firm performance: Does firm location matter? pp. 1-37 Downloads
Hui Liang James, Hongxia Wang and Yamin Xie
On credit and output: Is the supply of credit relevant? pp. 38-56 Downloads
Joshua Wojnilower
Leverage and firm performance: New evidence on the role of firm size pp. 57-82 Downloads
Oyakhilome W. Ibhagui and Felicia O. Olokoyo
Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas pp. 83-100 Downloads
Felipe A. de Oliveira, Sinézio F. Maia, Diego P. de Jesus and Cássio da N. Besarria
Overpaid CEOs got FDIC debt guarantees pp. 101-115 Downloads
Linus Wilson and Yan Wendy Wu
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach pp. 116-137 Downloads
Lu Yang, Shuairu Tian, Wei Yang, Mingli Xu and Shigeyuki Hamori
Financial intermediation and real estate prices impact on business cycles: A Bayesian analysis pp. 138-160 Downloads
Carlos A. Yépez
Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market? pp. 161-181 Downloads
Ping-Xin Liew, Kian-Ping Lim and Kim-Leng Goh
A model of currency crises with heterogeneous market beliefs pp. 182-195 Downloads
Pompeo Della Posta
Cross herding between American industries and the oil market pp. 196-205 Downloads
Houda BenMabrouk and Houda Litimi
OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach pp. 206-214 Downloads
Rangan Gupta and Seong-Min Yoon
Clearinghouse loan certificates as a lender of last resort pp. 215-229 Downloads
Christopher Hoag
European quanto option pricing in presence of liquidity risk pp. 230-244 Downloads
Zhe Li, Wei-Guo Zhang and Yong-Jun Liu
The study on the tail dependence structure between the economic policy uncertainty and several financial markets pp. 245-265 Downloads
Can-Zhong Yao and Bo-Yi Sun
The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico pp. 266-275 Downloads
Nancy Areli Bermudez Delgado, Estefanía Bermudez Delgado and Eduardo Saucedo

Volume 44, issue C, 2018

The impact of credit and fiscal policy under a liquidity trap pp. 1-11 Downloads
Carlos Yepez
Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States pp. 12-33 Downloads
Shuming Bai and Kai S. Koong
Does the stock market really cause unemployment? A cross-country analysis pp. 34-43 Downloads
Wei-Fong Pan
Inflation targeting and income velocity in developing economies: Some international evidence pp. 44-61 Downloads
Than Than Soe and Makoto Kakinaka
Estimation of spot volatility with superposed noisy data pp. 62-79 Downloads
Qiang Liu, Yiqi Liu, Zhi Liu and Li Wang
The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations pp. 80-91 Downloads
Ronald Henry Lange
Are low-frequency data really uninformative? A forecasting combination perspective pp. 92-108 Downloads
Feng Ma, Yu Li, Li Liu and Yaojie Zhang
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets pp. 109-128 Downloads
Cho-Hoi Hui, Chi-Fai Lo and Po-Hon Chau
Quantity of finance and financial crisis: A non-monotonic investigation☆ pp. 129-139 Downloads
Xun Zhang, Zongyue He, Jiali Zhu and Jing Li
What determines the long-term correlation between oil prices and exchange rates? pp. 140-152 Downloads
Lu Yang, Xiao Jing Cai and Shigeyuki Hamori
The impact of funding liquidity on market quality pp. 153-166 Downloads
Wei-Peng Chen, Shu Ling Lin, Jun Lu and Chih-Chiang Wu
How money illusions and heterogeneous beliefs affect asset prices pp. 167-192 Downloads
Chaoqun Ma, Hailong Wang, Fengchao Cheng and Duni Hu
Modeling dynamics of short-term international capital flows in China: A Markov regime switching approach pp. 193-203 Downloads
Ye Ning and Lingxiang Zhang
Predicting failure risk using financial ratios: Quantile hazard model approach pp. 204-220 Downloads
Manh Cuong Dong, Shaonan Tian and Cathy W. S. Chen
Switches in price discovery: Are U.S. traders more qualified in making valuations? pp. 221-234 Downloads
Mahmoud Qadan
Bank shareholding and corporate cash management: Evidence from China pp. 235-253 Downloads
Huili Zhang and Kam C. Chan
Economic shock and share repurchases pp. 254-264 Downloads
Hsuan-Chi Chen, Joel T. Harper and Subramanian R. Iyer
London calling: Nonlinear mean reversion across national stock markets pp. 265-277 Downloads
Hyeongwoo Kim and Jintae Kim
International synchronization of the Mexican states business cycles: Explaining factors pp. 278-288 Downloads
Mejía-Reyes, Pablo, Rendón-Rojas, Liliana, Vergara-González, Reyna and Patricio Aroca
The adjustment of bank ratings in the financial crisis: International evidence pp. 289-313 Downloads
Carlos Salvador, Juan Fernández de Guevara and José Manuel Pastor
Page updated 2018-12-18