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 ().

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Volume 85, issue C, 2026

Climate change risks, weather uncertainty, and stock returns: evidence from major European markets

Thomas C. Chiang

Systematic signals of short squeezes: insights from rare events

Dominik Svoboda, Svatopluk Kapounek and Peter Albrecht

A parsimonious method of priced factor testing: the fraud index

Richard Paul Gregory

Evaluating the safe haven potential of Chinese ESG stocks for international equity investors during the Russia-Ukraine conflict

Khurram Shahzad, Yixiang Zhang, Zulfiqar Ali Imran and Muhammad Ahad

Global oil supply risk and macroeconomic dynamics: Can monetary policy mitigate the risk and welfare loss?

Zongming Liu and Wenhui Shi

Equity risk premiums across horizons and their link to inflation: A quadratic Gaussian approach

Kentaro Kikuchi

Catastrophe bond pricing with extreme value index as a parametric trigger

Xin Yang

Convertible bonds and corporate innovation: incentive or resistance?

Xionghua Tao and Chen Yu

Calendar anomalies: Real patterns or data-mining artifacts?

Valeriy Zakamulin

Stablecoin risk – a hybrid Copula-GARCH–QT framework for early warning, tail quantiles, and co-depeg dynamics

Ming Che Lee

Dynamic relationships among climate policy uncertainty, investor sentiment and stock price synchronicity-- empirical research based on TVP-SV-VAR model

Huizhong Chen, Wenxin Li and Zhu Sun

Hedging oil risk: the role of energy markets in BRICS and G7 economies

Mobeen Ur Rehman, Neeraj Nautiyal, Xuan Vinh Vo and Noha Alessa

Investor sentiment and green finance indicators: exploring herding behavior in clean versus dirty cryptocurrencies

Dung Thi Ngoc Pham

Business diversification and debt default risk of real estate enterprises

Mengkai Chen, Yirui Duan, Jin Shao, Tingting Feng and Wangkai Yu

Testing public debt sustainability with time-varying volatility: The case of Italy, 1861–2024

Vicente Esteve and Nicola Rubino

The economics of bitcoin exchange rate: A quantal response statistical equilibrium model

Karim Nchare and Mintodê Nicodème Atchadé

A study on the impact of different types of economic policy uncertainty in the United States on volatility and correlation in the global crude oil market

Jingwen Wei, Yuhan Pan, Guangxi Cao, Meijun Ling and Zhicheng Ke

The collateral damage in IPO Pricing: Evidence from corporate bond default events of China

Aimin Wu, Dayong Dong, Jiawei Cao, Jinyu Yang and Chuanqi Ling

Herding behavior of cryptocurrency during the 2024 U.S. presidential election

Binh Nguyen Thanh, Thanh Cong Nguyen, Anh Nguyen Tuan, Hanh Le Hong and Anh Dao Le Trang

Exploring low returns in SSE 50ETF options away from the money: the role of variance and jump risk premiums

Yaping Zhou and Xundi Diao

Nonlinear causal asymmetries in income inequality, corruption, and market power: evidence from OECD nations using symbolic transfer entropy

Nadiah Ruza, Fakarudin Kamarudin, Hafezali Iqbal Hussain and M. Ishaq Bhatti

Corrigendum to “Environmental performance and institutions quality in Europe: A Bayesian model averaging approach” [N. Am. J. Econ. Financ. 83 (2026) 102591]

Alessandra Canepa and Bogdan Dima

When volatility is not enough: classical and quantum behaviors in stock investment

F.Xavier Alvarez and Hector Sala

Spillover and predictability of volatility of 50 major cryptocurrencies: Evidence from a LASSO-regularized Quantile VAR

Giovanni Bonaccolto, Sayar Karmakar, Elie Bouri and Rangan Gupta

Good and bad cojump dynamics: A network modeling perspective

Wenjing Xia, Wuyi Ye and Yi Zhou

Judicial uncertainty and the cost of debt: evidence from Italian SMEs

G. Falavigna, R. Ippoliti and G.B. Ramello

The effects of interbank market on central bank digital currency and transmission of monetary policy

Bayarmaa Adiya and Yuan Dong

Predictive influence of Reddit sentiment on AI and tech moguls for digital financial assets: evidence from KAN and DES methodology

Indranil Ghosh, Esteban Alfaro-Cortés, Matías Gámez and Noelia García-Rubio

The influence of geopolitical risk on CBDC adoption and uncertainty: wavelet coherence analysis

Muhammad Umar and Hang Luo

Multifractal dynamics and policy uncertainty interactions in US banking equity market

Muhammad Muazzem Hossain, Mohammad Enamul Hoque, Huson Joher Ali Ahmed, Mabruk Billah and Faruk Balli

The relief rally: A ninety-year event study of positive market reactions to U.S. Bank failures

Chris L. Manfre

When does gold protect emerging markets? structural vs. cyclical uncertainty in a time–frequency analysis

Hela Nammouri, Sana Braiek, Catalin Gheorghe and Ahmed Jeribi

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