Economics at your fingertips  

The North American Journal of Economics and Finance

1992 - 2024

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 71, issue C, 2024

Asset pricing for the lottery-like security under probability weighting: Based on generalized Wang transform Downloads
Helen Hui Huang, Jianchun Sun and Shunming Zhang
Low interest rates and the predictive content of the yield curve Downloads
Michael D. Bordo and Joseph G. Haubrich
The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model Downloads
Ahmed Bouteska, M. Kabir Hassan, Zeynullah Gider and Hassan Bataineh
Interplay of multifractal dynamics between shadow policy rates and energy markets Downloads
Faheem Aslam, Ahmed Imran Hunjra, Bilal Ahmed Memon and Mingda Zhang
The impact of climate change on credit risk of rural financial institutions: A threshold effect based on agricultural insurance Downloads
Qianting Ma, Yueshu Zhou and Jiaji Wang
Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods Downloads
Samira Haddou
Predicting systemic financial risk with interpretable machine learning Downloads
Pan Tang, Tiantian Tang and Chennuo Lu
Unveiling hidden connections: Spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets Downloads
Jianjian Liu, Shuhan Wang, Lijin Xiang, Shiqun Ma and Zumian Xiao
Measuring market volatility connectedness to media sentiment Downloads
Hooman Abdollahi, Sturla Fjesme and Espen Sirnes
Accelerated depreciation of fixed assets and cash dividend distribution Downloads
Huaming Zhong, Yaoting Guo and Zinb Abduljabbar Mohamed Al-Duais
Crypto havens during war times? Evidence from the Russian invasion of Ukraine Downloads
Filip Hampl, Dagmar Vágnerová Linnertová and Matúš Horváth
Do fund managers’ performance rely on gender and team size? Evidence from India Downloads
Sudipta Majumdar, Ajay Kumar Mishra and Abhijeet Chandra
Explosive behavior in historic NASDAQ market prices Downloads
Michael Demmler and Amilcar Orlian Fernández
The volume-implied volatility relation in financial markets: A behavioral explanation Downloads
Massaporn Cheuathonghua and Chaiyuth Padungsaksawasdi
Extreme connectedness and network across financial assets and commodity futures markets Downloads
Oguzhan Ozcelebi and Sang Hoon Kang
Dynamic volatility spillover and market emergency: Matching and forecasting Downloads
Wei Zhou, Yan Chen and Jin Chen
A sharing rule for multi-period interest-sensitive insurance contracts Downloads
Hangsuck Lee, Hongjun Ha and Minha Lee
Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators Downloads
Zhi De Khoo, Kok Haur Ng, You Beng Koh and Kooi Huat Ng
Asymmetric information correlation in financial markets Downloads
Ying Jiang, Hong Liu and Qingshan Yang
The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles Downloads
Zinan Hu and Sumuya Borjigin
Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India Downloads
Sruti Mundra and Motilal Bicchal
Investor sentiment response to COVID-19 outbreak-related news: A sectoral analysis of US firms Downloads
Anna Blajer-Gołębiewska, Lukas Honecker and Sabina Nowak

Volume 70, issue C, 2024

Target rate factors in short rate models Downloads
Antti J. Harju
Procyclical variation margins in central clearing Downloads
YangKyu Jin and Sangwon Suh
Risk-neutral skewness and stock market returns: A time-series analysis Downloads
Xiaowei Li, Zhengyu Wu, Hao Zhang and Lu Zhang
Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy Downloads
Changqing Luo, Yi Qu, Yaya Su and Liang Dong
Collateral policy of the central bank and corporate financing costs: Evidence from China Downloads
Guangjie Geng, Zhixuan Han, Hongli Wu, Miao Cheng, Ran Wang and Huan Liu
Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan Downloads
Jianhui Ni and Jia Ruan
The valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs Downloads
Donghyun Kim, Yong Hyun Shin and Ji-Hun Yoon
The valuation of arithmetic Asian options with mean reversion and jump clustering Downloads
Shiyu Song
Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market Downloads
Hongyun Ji and Han Zhang
Institutional monitoring on corporate earnings: Evidence from U.S. Cross-listed Firms Downloads
Chune Young Chung, Hye Seok Kim and Chang Liu
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries Downloads
Huiming Zhu, Xi Huang, Fangyu Ye and Shuang Li
Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle Downloads
Qi Fu, Jacky Yuk-Chow So and Xiaotong Li
Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective Downloads
Yangyang Zhuang, Ditian Zhang, Pan Tang and Hongjuan Peng
International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models Downloads
Jia Wang, Xinyi Wang and Xu Wang
Quantile connectedness of oil price shocks with socially responsible investments Downloads
Farooq Malik and Zaghum Umar
WITHDRAWN: Extreme risk contagion from the United States to BRICS stock markets: A multivariate quantile analysis Downloads
Yi Zhang, Long Zhou, Baoxiu Wu and Fang Liu
Revisit the impact of exchange rate on stock market returns during the pandemic period Downloads
Hao-Wen Chang, Tsangyao Chang and Mei-Chih Wang
Analytical valuation of vulnerable chained options Downloads
Jiayi Zhang and Ke Zhou
Research on human dynamics characteristics under large-scale stock data perturbation Downloads
Yi Luo, Xiaoming Li, Wei Yu, Kun Huang, Yihe Yang and Yao Huang
Individual investment adaptations to COVID-19 lockdowns Downloads
Bin Huang, Bin Wang and Zixuan Chen
Did the Indian stock market overreact to Covid-19? Downloads
Pitabas Mohanty and Supriti Mishra
Do regulatory penalties reduce risk-taking of banks? Downloads
Konglin Ke, Wanting Xu and Yujie He
A non-zero-sum investment and reinsurance game between two mean–variance insurers with dynamic CVaR constraints Downloads
Xingchun Peng and Yushuang Wang
Influence of a wider trading range on stock price efficiency: Evidence from ChiNext stocks in China Downloads
Ping-Wen Sun and Yingying Cai
CEO narcissism and asymmetric cost behavior Downloads
Heung-Jae Jeon
Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains Downloads
Junjie Guo, Xuelian Li, Weiran Zhang and Youshu Li
Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach Downloads
Mohamed Fakhfekh, Azza Bejaoui, Aurelio Fernandez Bariviera and Ahmed Jeribi
The JOBS Act and IPO underpricing Downloads
Yuxiang Bian, Tiantian Hu, Haoran Liu, Wentao Su and Ren Wang
Who has mastered exchange rate ups and downs: China or the United States? Downloads
Tie-Ying Liu and Ye Lin
How macroeconomic conditions affect systemic risk in the short and long-run? Downloads
Zeynep O. Kurter
Oil price uncertainty and corporate inefficient investment: Evidence from China Downloads
Baochen Yang, Haokai An and Xinyu Song
Page updated 2024-04-15