The North American Journal of Economics and Finance

1992 - 2025

Continuation of North American Review of Economics and Finance.

Current editor(s): Hamid Beladi

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Volume 24, issue C, 2013

The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study pp. 1-24

Steffen Henzel and Johannes Mayr

Firm value, the Sarbanes-Oxley Act and cross-listing in the U.S., Germany and Hong Kong destinations pp. 25-44

Marcelo Bianconi, Richard Chen and Joe Yoshino

Fear of floating or monetary policy as usual? A structural analysis of Mexico's monetary policy pp. 45-62

Gabriela Best

Tariff-tax reform and exchange rate dynamics in a monetary economy pp. 63-73

Chi-Chur Chao, Shih Wen Hu, Ching-chong Lai, Meng-Yi Tai and Vey Wang

Regional foreclosures and Mexican remittances: Evidence from the housing market crisis pp. 74-86

Violeta Díaz and Gökçe Soydemir

Financial effects of the Confucius Institute on Chinese language acquisition: Isn’t it delightful that friends come from afar to teach you Hanyu? pp. 87-100

Donald Lien

Crucial exchange rate parity. Evidence for Mexico pp. 101-112

Eduardo Loría and Emmanuel Salas

Was the 2007 crisis really a global banking crisis? pp. 113-124

Choudhry Tanveer Shehzad and Jakob de Haan

Intra-industry trade, fragmentation and export margins: An empirical examination of sub-regional international trade pp. 125-138

Yushi Yoshida

Long run peso/dollar exchange rates and extreme value behavior: Value at Risk modeling pp. 139-152

Raúl de Jesús, Edgar Ortiz and Alejandra Cabello

New evidence on the link between exchange rates and asset-seeking acquisition FDI pp. 153-158

Donghyun Lee

Financial fragility, uninsured deposits, and the cost of debt pp. 159-175

Margot Quijano

Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices pp. 176-190

Joscha Beckmann

The impact of the global business cycle on small open economies: A FAVAR approach for Canada pp. 191-207

Garima Vasishtha and Philipp Maier

Gold as an inflation hedge in a time-varying coefficient framework pp. 208-222

Joscha Beckmann and Robert Czudaj

Optimal monetary policy rules in a two-country economy with a zero bound on nominal interest rates pp. 223-242

Daisuke Ida

Determinants of bank credit default swap spreads: The role of the housing sector pp. 243-259

Nadia Benbouzid and Sushanta Mallick

Financial advantage, outsourcing and FDI under wage uncertainty pp. 260-267

E. Kwan Choi and Jai-Young Choi

Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada pp. 268-278

Bernd Kempa and Jana Riedel

Determinants of credit spreads: The role of ambiguity and information uncertainty pp. 279-297

Liang Guo

Emigration, unemployment and welfare – The role of non-traded sector pp. 298-305

Sugata Marjit, Saibal Kar and Bharat Hazari

Volume 23, issue 3, 2012

Overview of the special issue on international finance in the aftermath of the 2008 global crisis pp. 265-268

Joshua Aizenman and Ilan Noy

Trilemma policy convergence patterns and output volatility pp. 269-285

Joshua Aizenman and Hiro Ito

Recent trends in measures to manage capital flows in emerging economies pp. 286-309

Gurnain Pasricha

Order flow in the South: Anatomy of the Brazilian FX market pp. 310-324

Thomas Wu

The effect of episodes of large capital inflows on domestic credit pp. 325-344

Davide Furceri, Stephanie Guichard and Elena Rusticelli

Bilateral M&A activity from the Global South pp. 345-364

Mansoor Dailami, Sergio Kurlat and Jamus Lim

Development threshold, capital flows, and financial turbulence pp. 365-385

Ding Ding and Yothin Jinjarak

Volume 23, issue 2, 2012

Monetary policy announcements and stock reactions: An international comparison pp. 145-164

Shen Wang and David Mayes

Sources of volatility persistence: A case study of the U.K. pound/U.S. dollar exchange rate returns pp. 165-184

A.B.M. Rabiul Alam Beg and Sajid Anwar

The macro-financial factors behind the crisis: Global liquidity glut or global savings glut? pp. 185-202

Thierry Bracke and Michael Fidora

Debts on debts pp. 203-219

Joao Faria, Le Wang and Zhongmin Wu

Credit rationing when banks are funding constrained pp. 220-227

Itai Agur

Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data pp. 228-245

Martin Mandler

Regional integration and dynamic adjustments: Evidence from gross national product functions for Canada and the United States pp. 246-264

Guy Chapda Nana, Bruno Larue and Jean-Philippe Gervais

Volume 23, issue 1, 2012

The relative size of exchange rate and interest rate responses to news: An empirical investigation pp. 1-19

Andrew Coleman and Ozer Karagedikli

Uncovering uncovered interest parity during the classical gold standard era, 1888–1905 pp. 20-37

Andrew Coleman

Cross-section dependence and the monetary exchange rate model – A panel analysis pp. 38-53

Joscha Beckmann, Ansgar Belke and Frauke Dobnik

Monetary transmission right from the start: On the information content of the Eurosystem's main refinancing operations pp. 54-69

Puriya Abbassi and Dieter Nautz

Music and the market: Song and stock volatility pp. 70-85

Philip Maymin

What drives equity market non-participation? pp. 86-114

Jason C. Hsu

Project financing, entrepreneurial activity, and investment in the presence of asymmetric information pp. 115-122

Amitrajeet Batabyal

An assessment of the Bank of Canada's term PRA facility pp. 123-143

Emanuella Enenajor, Alex Sebastian and Jonathan Witmer

Volume 22, issue 3, 2011

U.S. fiscal indicators, inflation and output pp. 221-236

Yunus Aksoy and Giovanni Melina

About the soundness of the US-cay indicator for predicting international banking crises pp. 237-256

Thomas Nitschka

Financial CDS, stock market and interest rates: Which drives which? pp. 257-276

Shawkat Hammoudeh and Ramazan Sarı

Asymmetric convergence and risk shift in the TED spreads pp. 277-297

Shawkat Hammoudeh, Li-Hsueh Chen and Yuan Yuan

Inflation expectations: Does the market beat econometric forecasts? pp. 298-319

Makram El-Shagi

Back to fundamentals: The role of expected cash flows in equity valuation pp. 320-343

Stephen R. Foerster and Stephen G. Sapp

Estimating Taylor rules in a credit channel environment pp. 344-364

Takeshi Yagihashi

Volume 22, issue 2, 2011

Industry trade between Canada and Mexico: Will a weakening peso help Mexican manufacturing in the long run? pp. 89-101

Mohsen Bahmani-Oskooee, Marzieh Bolhassani and Scott Hegerty

Monetary policy and asset prices in an open economy pp. 102-117

Daisuke Ida

Emerging market mutual fund performance: Evidence for Poland pp. 118-130

Jedrzej Bialkowski and Roger Otten

Monetary institutions, imperfect competition and employment outcomes pp. 131-148

George Chouliarakis and Monica Correa-Lopez

Asymmetric Taylor reaction functions of the ECB: An approach depending on the state of the economy pp. 149-163

Jens Klose

Technology and endowments as determinants of comparative advantage: Evidence from Mexico pp. 164-196

Nicolás Amoroso, Daniel Chiquiar and Manuel Ramos-Francia

The exchange rate and macroeconomic determinants: Time-varying transitional dynamics pp. 197-220

Chunming Yuan

Volume 22, issue 1, 2011

Nowcasting and model combination pp. 3-4

Kirdan Lees and Shaun Vahey

Current trends in the analysis of Canadian productivity growth pp. 5-25

Simon van Norden

Real-time conditional forecasts with Bayesian VARs: An application to New Zealand pp. 26-42

Chris Bloor and Troy Matheson

Decision-making in hard times: What is a recession, why do we care and how do we know when we are in one? pp. 43-60

Kevin Lee and Kalvinder Shields

Weights and pools for a Norwegian density combination pp. 61-76

Hilde Bjørnland, Karsten Gerdrup, Anne Sofie Jore, Christie Smith and Leif Thorsrud

Real-time inflation forecast densities from ensemble Phillips curves pp. 77-87

Anthony Garratt, James Mitchell, Shaun Vahey and Elizabeth Wakerly