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The North American Journal of Economics and Finance

1992 - 2025

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 56, issue C, 2021

Information interaction, behavioral synchronization and asset market volatility Downloads
Chengjin Wang, Yudong Gao and Honggang Li
Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017? Downloads
Takahiro Hattori and Ryo Ishida
Sample average approximation of CVaR-based hedging problem with a deep-learning solution Downloads
Cheng Peng, Shuang Li, Yanlong Zhao and Ying Bao
Consistent pricing of VIX options with the Hawkes jump-diffusion model Downloads
Bo Jing, Shenghong Li and Yong Ma
Asymmetric volatility connectedness among U.S. stock sectors Downloads
Walid Mensi, Ramzi Nekhili, Xuan Vinh Vo, Tahir Suleman and Sang Hoon Kang
Real income convergence and the patterns of financial integration in the EU Downloads
Eleonora Cavallaro and Ilaria Villani
Private benefits from control block trades in the Spanish stock exchange Downloads
Inés Pérez-Soba, Ana R. Martínez-Cañete and Márquez– de-la-Cruz, Elena
Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model Downloads
Kin-Boon Tang, Wen-Jie Zheng, Chao-Yang Lin and Shih-Kuei Lin
The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries Downloads
Qian Huang, Xiangning Wang and Shuguang Zhang
Dynamic spillover and connectedness between oil futures and European bonds Downloads
Walid Mensi, Khamis Hamed Al-Yahyaee, Xuan Vinh Vo and Sang Hoon Kang
Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets Downloads
Stephanos Papadamou, Nikolaos A. Kyriazis and Panayiotis Tzeremes
The impact of central clearing on the market for single-name credit default swaps Downloads
Mohamed-Ali Akari, Ramzi Ben-Abdallah, Michèle Breton and Georges Dionne
The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB Downloads
Fei Jia, Yao Shen, Junfan Ren and Xiangyun Xu
Time–frequency quantile dependence between Bitcoin and global equity markets Downloads
Aktham Maghyereh and Hussein Abdoh
Skew index: Descriptive analysis, predictive power, and short-term forecast Downloads
Andrés Mora-Valencia, Santiago Rodríguez-Raga and Esteban Vanegas
The asymmetric effect of crude oil prices on stock prices in major international financial markets Downloads
Wei Jiang and Yan Liu
Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence Downloads
Cheoljun Eom, Taisei Kaizoji, Giacomo Livan and Enrico Scalas
Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks: Evidence from China Downloads
Yanshuang Li, Xintian Zhuang and Jian Wang
Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates Downloads
Lei. Xu, Shigeyuki Hamori and Takuji Kinkyo
Estimating the Bank of Mexico’s reaction function in the last three decades: A Bayesian DSGE approach with rolling-windows Downloads
Rene Zamarripa
Effectiveness of Augmented Dollar-Cost Averaging Downloads
Anna Kapalczynski and Donald Lien
Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration Downloads
Zhengxun Tan, Binuo Xiao, Yilong Huang and Li Zhou
House price synchronization across the US states: The role of structural oil shocks Downloads
Xin Sheng, Hardik A. Marfatia, Rangan Gupta and Qiang Ji
Mandatory dividend rules and the investment decision: The case of Chile Downloads
Rodrigo Saens and Tamara Tigero
Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach Downloads
Nathan Balke, Zheng Zeng and Ren Zhang
Pricing the hedging factor in the cross-section of stock returns Downloads
Kwamie Dunbar
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model Downloads
Chia-Yen Tan, You-Beng Koh, Kok-Haur Ng and Kooi-Huat Ng
Systemic financial risk early warning of financial market in China using Attention-LSTM model Downloads
Zi-sheng Ouyang, Xi-te Yang and Yongzeng Lai
Dispersion in analysts’ target prices and stock returns Downloads
Xingjian Li, Hongrui Feng, Shu Yan and Heng Wang
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether Downloads
Barbara Będowska-Sójka and Agata Kliber

Volume 55, issue C, 2021

CEO duality, information costs, and firm performance Downloads
Shufang Hsu, Shih-Wei Lin, Wei-Peng Chen and Jhao-Wei Huang
The impact of market and industry risk on family succession Downloads
Yin-Hua Yeh and Chen-Chieh Liao
Affiliated block shareholders and analyst optimism Downloads
Shi Li, Chaopeng Wu and Shijie Yang
Knowledge capital, CEO power, and firm value: Evidence from the IT industry Downloads
Junmao Chiu, Chin-Ho Chen, Chung-Chieh Cheng and Shih-Chang Hung
How the CEO power and age dissimilarity shape the chair-CEO pay gap: Empirical evidence from China Downloads
Jiajun Zhu, Jing Gao and Hongping Tan
Family business succession roadblock model based on fuzzy linguistic preference relations Downloads
Fangyi Liu
A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods Downloads
Can-Zhong Yao and Hong-Yu Li
Overnight stock returns, intraday returns, and firm-specific investor sentiment Downloads
Byungoh Kim and Sangwon Suh
Economic policy uncertainty and illiquidity return premium Downloads
Hui-Ching Hsieh and Van Quoc Thinh Nguyen
The impact of the macroeconomic factors in the bank efficiency: Evidence from the Chinese city banks Downloads
Xiang Chen and Ching-Cheng Lu
Multi-asset pair-trading strategy: A statistical learning approach Downloads
Tsai-Yu Lin, Cathy W. S. Chen and Fong-Yi Syu
Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach Downloads
Yue-Jun Zhang, Elie Bouri, Rangan Gupta and Shu-Jiao Ma
Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis Downloads
Liya Hau, Huiming Zhu, Muhammad Shahbaz and Wuqin Sun
The effect of repurchase regulations on actual share reacquisitions and cost of debt Downloads
Ni-Yun Chen and Chi-Chun Liu
Short-term institutions’ information advantage and overvaluation Downloads
Brian Du, Alejandro Serrano and Andre Vianna
The dynamic investment and exit decisions of venture capitals Downloads
Zhuming Chen, Can Chen, Tao Lin and Xiaoguo Chen
Government support and bank performance during the 2007–2008 financial crisis Downloads
Yi-Ling Chen, Hsiu-I Ting and Ming-Chun Wang
Optimal investment and reinsurance policies for an insurer with ambiguity aversion Downloads
Bing Liu, Hui Meng and Ming Zhou
Contingent capital, Tobin’s q and corporate capital structure Downloads
Bo Yang and Liu Gan
Individual stock sentiment beta and stock returns Downloads
Chunpeng Yang and Xiaoyi Hu
Carbon option price forecasting based on modified fractional Brownian motion optimized by GARCH model in carbon emission trading Downloads
Zhibin Liu and Shan Huang
Spillovers between sovereign CDS and exchange rate markets: The role of market fear Downloads
Qianqian Feng, Xiaolei Sun, Chang Liu and Jianping Li
Oil price shocks, geopolitical risks, and green bond market dynamics Downloads
Chi-Chuan Lee, Chien-Chiang Lee and Yong-Yi Li
The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices Downloads
Meiyu Tian, Wanyang Li and Fenghua Wen
Corporate governance and the insolvency risk of financial institutions Downloads
Searat Ali, Nazim Hussain and Jamshed Iqbal
The impact of non-performing loans on bank lending in Europe: An empirical analysis Downloads
Antonio Sánchez Serrano
Does CEO-chairman dialect similarity affect stock price informativeness for Chinese listed firms? Downloads
Yishu Fu, Chunbo Liu and Zhenjiang Qin
Endogenous discounting, investment and Tobin’s q Downloads
Ting Wu, Linfeng He and Fan Zhang
Corporate cash holdings and total factor productivity – A global analysis Downloads
Chong-Chuo Chang and Hui-Wen Tang
The nonlinear effect of oil price shocks on financial stress: Evidence from China Downloads
Renren Liu, Jianzhong Chen and Fenghua Wen
Network VAR models to measure financial contagion Downloads
Daniel Felix Ahelegbey, Paolo Giudici and Shatha Qamhieh Hashem
CEO overconfidence and labor investment efficiency Downloads
Shaojie Lai, Xiaorong Li and Kam C. Chan
Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4 Downloads
Abdullahi Musa, Afees Salisu, Victoria O. Aliyu and Chioma R. Mevweroso
An evolutionary game theory model for the inter-relationships between financial regulation and financial innovation Downloads
Hui An, Ruibo Yang, Xuejiao Ma, Siqi Zhang and Sardar M.N. Islam
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach Downloads
Massimiliano Caporin, Rangan Gupta and Francesco Ravazzolo
A novel LASSO – TLBO – SVR hybrid model for an efficient portfolio construction Downloads
Sasmita Mishra, Sudarsan Padhy, Satya Narayan Mishra and Satya Narayan Misra
The values and incentive effects of options on the maximum or the minimum of the stock prices and market index Downloads
Xingchun Wang
Measuring systemic risk of the Chinese banking industry: A wavelet-based quantile regression approach Downloads
Qifa Xu, Bei Jin and Cuixia Jiang
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