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 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

Volume 81, issue C, 2026

Extreme weather events as the main driver of electricity price volatility in Italy: A GARCH-MIDAS approach with machine learning-based variable selection

Marco Guerzoni, Luigi Riso and M. Grazia Zoia

Asymmetric spillovers of climate policy uncertainty on financial markets – Evidence from China

Qiang Liu, Ting Liu and Chen Xu

Volatility spillovers in forex markets and the role of quantitative easing

Syed Jawad Hussain Shahzad, Thi Hong Van Hoang, Massimiliano Caporin and Nader Naifar

Corporate cash value and ESG management: Panel data analyses of stock indices across countries

Kei-Ichiro Inaba

Systemically important commodity futures in China

Yang Chen, Mengxia Xu and Qing Liu

On completing the connectedness analysis—A bootstrap-based DCC-GARCH approach

Jingliang Huai, Cheung, Adrian (Wai Kong) and Bin Wang

The impact of green cryptocurrency and nongreen cryptocurrency on energy markets: Evidence from geopolitical risk and higher-order moment connectedness

Wan-Lin Yan, (Wai Kong) Cheung, Adrian and Jiawei Yuan

Dynamic q-dependent cross-correlation test for investment classification and its application on green finance

Turker Acikgoz

Stock market vulnerability to US monetary policy: Evidenced from quantile coherency analysis

Sangram Keshari Jena, Amine Lahiani, Ashutosh Dash and Sougata Ray

Cryptocurrencies and economic sanctions

José Almeida and Tiago Gonçalves

Spillover and return connectedness between uncertainties, digital assets, green bond, green and traditional energy markets: Evidence from quantile VAR

Rana Muhammad Nasir, Feng He, Mehrad Asadi and David Roubaud

Enhancing financial stability through prospective resilience: Insights from the EN-VAR-DY-PR framework in international stock market networks

Jiang-Cheng Li, Yi-Zhen Xu, Chen Tao and Guang-Yan Zhong

Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe

Mohammed Chikhi and François Benhmad

International main precious metals futures price forecasting based on decomposition-combinatorial time series model

Zihan Zhang, Xiaojuan Dong, Haigang An, Hai Qi, Sufang An and Zhiliang Dong

Cybersecurity risk and firm growth: Empirical evidence based on text analysis

Gengxi Xu, Yugang Li, Shanshan Liu and Zhuhong Ye

Early warning systems for cryptocurrency markets: Predicting ‘zombie’ assets using machine learning

Barbara Będowska-Sójka, Piotr Wójcik and Daniel Traian Pele

Examining climate risk attention in stock markets: insights from quantile-on-quantile regression

Lili Zhao, Yutong Lin, Zhenhao Liu and Guozheng Yang

Dynamic interrelations and the potential of global industrial sectors to function as a refuge for the global transition towards a low-carbon economy

Murad A. Bein

Enhancing stock market predictions with multivariate signal decomposition and dynamic feature optimization

Xiaorui Xue, Shaofang Li, Xiaonan Wang and Tingting Ren

Financial and business cycles in the US: A non-parametric time–frequency investigation

Marco Gallegati

Does innovation-driven policy optimize urban energy consumption? Evidence from China’s innovation-driven city pilot policies

Yingnan Cong, Yufei Hou, Yuan Ji and Xiaojing Cai

Credit information sharing and corporate debt maturity structure: Evidence from a quasi-natural experiment in China

Zhiliang Zhu and Wuqi Song

Physical climate risk and banks’ credit risk: Worldwide evidence

Isabel Abinzano, Pilar Corredor and José Manuel Mansilla-Fernández

Asymmetric drivers of inflation: new evidence from machine learning and quantile method

Kingsley Imandojemu, Adetutu Omotola Habib, Omozele Lynda Showunmi and Loveth Oribhabor Agboola

Quantile-frequency dependence between U.S. sector stock indices and macro-financial indicators: A quantile coherence approach

Halilibrahim Gökgöz, Aamir Aijaz Syed, Catalin Gheorghe and Ahmed Jeribi

The spillover effect of customer extreme climate risk: Evidence from supplier trade credit

Zhen Huang and Tianyu Dou

Time-frequency quantile effect of global uncertainty on stock markets: evidence from wavelet decomposition

Jiayuan Yuan, Weineng Zhu, Zishan Huang and Huiming Zhu

Does climate policy uncertainty affect expected shortfall (and Value-at-Risk) in the Chinese sector? Evidence from the mixed-frequency dynamic semi-parametric approach

Kunliang Jiang, Pengfei Luo, Wenxiao Gan, Jiashan Song and Yuejing Wang

Dynamic Agency, financial hedging and optimal investment

Yehong Yang, Xun You and Yuqian Sun