The North American Journal of Economics and Finance

1992 - 2026

Continuation of North American Review of Economics and Finance.

Current editor(s): Hamid Beladi

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 84, issue C, 2026

Are green bonds the new quasi-havens? novel evidence from sentiment-driven volatility spillovers

Barbara Abou Tanos, Azzam Jaafar and Mohamad H. Shahrour

Income diversification, corruption, and bank risk

Bismark Addai, Wenjin Tang, Kingsley Opoku Appiah and Adjei Gyamfi Gyimah

The effect of monetary policy shocks on inequality in the Eurozone

Makram El-Shagi

CFO co-option and R&D investments: The mediating role of CEO risk-taking incentives

Etienne Develay

Dynamic conditional correlations and connectedness in emerging-market exchange rates§

Felipe Marcos Silva and Jose Angelo Divino

Assessing climate risk impact on financial markets: A GARCH-Wavelet-Spillover approach to green and traditional assets

Awon Almajali, Obada Almajali and Huthaifa Alqaralleh

The impact of coordination of monetary policy and macroprudential policy on systemic risks in the real estate market

Yue Song and Yu Zhang

Climatic, financial, and economic systemic risk in the Spanish stock market: An analysis based on artificial intelligence and complex networks

José Alejandro Fernández Fernández, Guillermo López Gómez and Sonia Quiroga Gómez

The role of geopolitical risk on the ESG stock market: evidence from functional data analysis

Futian Weng, Cai Yang, Hongwei Zhang and Jianping Zhu

Systemic risk in corporate bond markets: Thematic vs. Exogenous recessions

Adhiraj Sodhi and Aleksandar Stojanovic

Financial demand as a driver of U.S. housing macro-dynamics: a structural VAR approach, 1996–2019

Daniele Tori and Eugenio Caverzasi

Corrigendum to “Regime-Switching volatility and risk quantification in South Asian and developed stock Markets: A Comparative perspective using Markov-Switching GARCH with MLE and MCMC estimations” [N. Am. J. Econ. Financ. 82 (2026) 102576]

Hina Mushtaq, Muhammad Ishtiaq, Surayya Jamal, Syed Maisam Raza Rizvi and Hamad Raza

The role of attention, sentiment and uncertainty in the cryptocurrency market

Katarzyna Bernier and Silvia Muzzioli

Investment and asset pricing with relative wealth concerns and multiple risky assets

Luca De Gennaro Aquino, Enrico G. De Giorgi, Youcheng Lou and Moris S. Strub

Technological heterogeneity and the asymmetric volume–return relationship in the crypto-asset market

Damian Zięba

Optimal investment, heterogeneous consumption, and retirement with pension income

Hyun Jin Jang and SeonHwa Lee

On the lead-lag relationship in tourism and hospitality stocks

Mohamad Husam Helmi, Mohamed Shaker Ahmed, Satish Kumar and Riham Muqattash

Stock market-based identification of fiscal policy shocks and their effects on asset prices and economic sentiment

Ufuk Can

Volatility connectedness and portfolio optimization: DeFi, green crypto, and fossil fuel energy markets amid COVID-19, Russia-Ukraine, and 2023 banking crises

Remy Jonkam Oben, Aliya Zhakanova Isiksal and Faisal Faisal

Uncertainty, sentiments and time-varying risk premia

Michele Berardi

Climate change risk and financial stability in BRICS countries: The moderating role of climate finance

Muhammad Hamza Javed and Dr. Nousheen Tariq Bhutta

The impact of global EPU spillovers on the housing market returns: cross-country evidence

Yuting Gong, Feifei Wang and Wenjun Xue

Volume 83, issue C, 2026

MRN-based connectedness: A nonlinear approach for capturing systemic risk dynamics in financial systems

Shijia Song and Handong Li

The debt-growth nexus in Canada: evidence from an open-economy ARDL model

George K. Zestos, Yixiao Jiang, Robert C. Winder and Charles Matzen

Global interest rates, US dollar, and global risk

Zekeriya Yildirim and Fuat Erdal

Entropy-Based portfolio optimization under Varma–Tsallis Statistics: Evidence from stock markets

Muhammad Sheraz, Mihăiță Drăgan and Vasile Preda

Sustainability disclosure and bank liquidity risk: evidence from global banking sector

Jianjin Huang, Hsieh, Song-Lin(Sony) and Jia Wang

Environmental performance and institutions quality in Europe: A Bayesian model averaging approach

Alessandra Canepa and Bodgan Dima

Inflation shocks: quantile unit root inference for panel data with cross-correlations

Saban Nazlioglu, Dogukan Tarakci, Cagin Karul and Lokman Salih Erdem

2024 US election: The climate for green and brown portfolios

Nicola Comincioli and Michael Donadelli

How do climate and economic policy uncertainties relate to global fossil fuel price dynamics?

Ali Nawaz, Chi Wei Su and Shaher Yar Khan

Rival wealth effects in M&A: rethinking the competitive impact of horizontal transactions in the U.S. TMT sector

Joshua Neel, Michel Charifzadeh and Tim A. Herberger

Oil price uncertainty and macro-financial systemic risk

Zongming Liu and Wenhui Shi

Currency mismatches in emerging markets: Effects on corporate liquidity, investment dynamics and performance

José De Gregorio, Luis P. de la Horra and Mauricio Jara

Corrigendum to “Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models” [N. Am. J. Econ. Financ. 82 (2026) 102566]

Hatem Brik

Causal structure of international stock markets

Li Cai and Jiachen Liu

Economic uncertainty, shadow banking, and systemic risk: A perspective of interbank network structure analysis

Hongjie Pan, Zhaojie Wang, Hejie Zhang and Shusheng Ding

Corrigendum to “Asymmetry and determinants of financial connectivity in G20: Evidence from a quantile-based and lasso regression analysis” [N. Am. J. Econ. Financ. 77 (2025) 102379]

Guangyi Yang, Yong Li and Xiaoxing Liu

Social tolerance and firm innovation

Gia Han Doan, Suin Lee and Bin Wang

Industrial policy and downside risk: Evidence from CHIPS-Exposed firms

Kwame Asiam Addey and Kekoura Sakouvogui

Can bank regulatory technology alleviate financial mismatch? Causal evidence from double-debiased machine learning on bank-firm matched data

Yawen Li, Yufei Xia, Huiyi Shi, Lingyun He and Yinguo Li

Forecasting realized volatility using HAR models and wavelet decomposition: A volatility-timing perspective

Adam Clements and Puneet Vatsa

Detecting endogenous structural breaks in the KOSPI200: A change-point detection and event study analysis of the COVID-19 crisis

Sanghoon Lim, Mijin Ha, Jongkyu Park, Ji-Hun Yoon and Hyojung Lee

Quantile connectedness among green and dirty cryptocurrencies and North American clean technology and ESG

Monica Singhania, Surabhi Seth and Chanchal Saini

Volume 82, issue C, 2026

Simultaneous inference in testing conditional alphas of momentum portfolios

Jinyong Kim, Yongsik Kim and Seunghyun Lee

Does inter-industry risk spillover network predict financial crisis? Evidence from a gated graph neural networks approach

Yinghua Ren, Xin Chen, Han Chen and Huiming Zhu

Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models

Hatem Brik

On the non-neutrality of socially responsible investing in the presence of a greenium

Fabian Alex

Constrained portfolio optimization via Artificial Gorilla Troops: Benchmarking against swarm-intelligence metaheuristic algorithms

Vasileios Gkonis, Ioannis Tsakalos and Ilias Kampouris

Short-Term market impact of 2024 US President elections and Trump-Zelensky meeting in defence industry

Antonio Martins, Bruno Albuquerque, Luís Sardinha and Nuno Moutinho

Modeling and forecasting commodity price volatility using a common leverage factor

László Kamocsai and Mihály Ormos

Geopolitical crises, financial markets, and intraday volatility spillovers

Yusaku Nishimura, Yang Ji and Bianxia Sun

Credit ratings and top executives’ political ideology

Abdulaziz A. Alshamrani, David Rakowski and Salil Sarkar

Regime-Switching volatility and risk quantification in South Asian and developed stock Markets: A Comparative perspective using Markov-Switching GARCH with MLE and MCMC estimations

Hina Mushtaq, Muhammad Ishtiaq, Surayya Jamal, Syed Maisam Raza Rizvi and Hamad Raza

Bank systemic risk prediction based on text mining and explainable machine learning

Pucong Wang and Sumuya Borjigin

Expected versus unexpected Inflation:The role of Trade Policy

Hakan Yilmazkuday

Systemic spillovers in high-growth private market sectors: determinants and portfolio implications

Adnan Aslam and Rayenda Brahmana

Inflation targeting and stock market liquidity: a difference-in-difference and doubly robust analysis of emerging markets

Ichrak Dridi, Mohamed Malek Belhoula and Adel Boughrara