The Journal of Economic Asymmetries

2008 - 2024

Current editor(s): A.G. Malliaris

From Elsevier
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Volume 29, issue C, 2024

Does US financial crisis influence the relationship between ownership holdings and stock performance? The case of a developing economy

Brahmadev Panda, Sasikanta Tripathy and Gaurav Kumar

Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis

Shubham Kakran, Vineeta Kumari, Parminder Kaur Bajaj and Arpit Sidhu

Optimal threshold taxation: An empirical investigation for developing economies

Lucas Menescal and José Alves

Influence of Ukraine invasion by Russia on Turkish markets

Monsurat Ayojimi Salami, Harun Tanrıvermiş and Yesim Tanrıvermiş

A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets

Maddalena Cavicchioli

Asymmetric effects of economic policy uncertainty on demand for money in developed countries

Salah Nusair, Dennis Olson and Jamal Al-Khasawneh

Unbounded heteroscedasticity in autoregressive models

Nikolaos Kourogenis, Nikitas Pittis and Panagiotis Samartzis

Quantile dependence and asymmetric connectedness between global financial market stress and REIT returns: Evidence from the COVID-19 pandemic

Mohammed Armah and Godfred Amewu

Asymmetric impacts of U.S. monetary policy on emerging markets: Contagion and macroeconomic determinants

Chokri Zehri, Zagros Madjd-Sadjadi and Latifa Saleh Iben Ammar

Banking behaviour and political business cycle in Africa: The role of independent regulatory policies of the central bank

Daniel Ofori-Sasu, Elikplimi Komla Agbloyor, Dennis Nsafoah and Simplice Asongu

The double sustainability: The link between government debt and renewable energy

Monica Auteri, Marco Mele, Isabella Ruble and Cosimo Magazzino

Forecasting downside and upside realized volatility: The role of asymmetric information

Daiki Maki

Do retail-oriented banks have less non-performing loans?

Matteo Farnè and Angelos Vouldis

Asymmetric effects of uncertainty on investment: Empirical evidence from India

Masudul Hasan Adil and Amrita Roy

Volume 28, issue C, 2023

Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measures

Adil Ahmad Shah, Niyati Bhanja and Arif Dar

Is geopolitical risk interconnected? Evidence from Russian-Ukraine crisis

Shamima Ahmed, Rima Assaf, Molla Ramizur Rahman and Fariha Tabassum

Decomposing wealth inequalities in the wake of the Greek debt crisis

Apostolos Fasianos and Panos Tsoukalis

Whose policy uncertainty matters in the trade between Mexico and the U.S.: Additional evidence from asymmetric analysis

Mohsen Bahmani-Oskooee and Hanafiah Harvey

Macroeconomic effects of fiscal consolidation on economic activity in SSA countries

Gabriel Temesgen Woldu and Izabella Szakálné Kanó

Asymmetry and (in-)stability of Okun’s coefficients in nine European countries

Chiara Mussida and Luca Zanin

Capital flow volatility regimes and monetary policy dilemma: Evidence from New Zealand

Alfan Mansur

Dying together: A convergence analysis of fatalities during COVID-19

Theodore Panagiotidis, Georgios Papapanagiotou and Thanasis Stengos

Does unemployment in sub-Saharan Africa have asymmetric effects on health? A panel quantile approach

Mwoya Byaro, Gemma Mafwolo and Caroline Ngereza

Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure

Stephanos Papadamou, Athanasios Fassas, Dimitris Kenourgios and Dimitrios Dimitriou

Foreign exchange intervention and the Dutch disease under incomplete information

Sijuola Olanubi

Did the Indian stock market sail the Russia-Ukraine storm safely?

Dharen Pandey, Rima Assaf and Varun Kumar Rai

Asymmetries in post-war monetary arrangements in Europe: From Bretton Woods to the Euro Area

George Alogoskoufis, Konstantinos Gravas and Laurent Jacque

How does pre-school attendance affect school performance? An application of Gini-BMA methodology on PISA 2018 dataset

Anastasia Dimiski

Analysing financial stability reports as crisis predictors with the use of text-mining

Łukasz Kurowski and Paweł Smaga

Financial crises and inequality: New evidence from a panel of 17 advanced economies

Jaejoon Woo

Financial development threshold effect on wealth inequality-economic growth nexus: Evidence from MENA economies

Mohamed Ali Chroufa and Nouri Chtourou

Nuclear Energy, Economic Growth, and the Environment: Optimal policies in a model with endogenous technical change and environmental constraints

Nikos Fatouros and Thanasis Stengos

Do petrol prices rise faster than they fall? Evidence from the UK retail and wholesale petrol sectors

Chrysovalantis Amountzias

Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis

Walid Mensi, Mohammad Alomari, Xuan Vinh Vo and Sang Hoon Kang

The price of war: Effect of the Russia-Ukraine war on the global financial market

Rima Assaf, Deeksha Gupta and Rahul Kumar

Country risk and bank returns: Evidence from MENA countries

Mohamed Albaity, Syed Faisal Shah, Hussein A.Hassan Al-Tamimi, Mahfuzur Rahman and Shanmugam Thangavelu

Do exogenous economic crises change investors’ response to earnings announcements?: A detailed review using the data from COVID-19 pandemic

Arati Kale and Devendra Kale

A vaccine for volatility? An empirical analysis of global stock markets and the impact of the COVID-19 vaccine

Niall O'Donnell, Darren Shannon and Barry Sheehan

Ex-post and real-time estimations of the output gap: A new assessment of fiscal procyclicality in the eurozone

Giovanni Carnazza

How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?

Md. Bokhtiar Hasan, M. Kabir Hassan and Asem Alhomaidi

Fiscal asymmetries and debt crises: Evidence from Lebanon using a sign restricted structural VAR model

Simon Neaime, Nasser Badra and Isabelle Gaysset

Public debt, current account, and economic growth in Germany: Evidence from a nonlinear ARDL model

George Zestos, Yixiao Jiang, Alex Hamed and Samuel Raymond

Asymmetric responses of equity returns to changes in exchange rates at different market volatility levels

Michael D. Herley, Lucjan Orlowski and Mark A. Ritter

Investor behavior in the currency option market during the COVID-19 pandemic

Wael Dammak, Nahla Boutouria, Salah Ben Hamad and Christian de Peretti

Oil in crisis: What can we learn

Umar Nawaz Kayani, M. Kabir Hassan, Faten Moussa and Gazi Farid Hossain

Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels

Chiraz Karamti and Ahmed Jeribi

Does income inequality respond asymmetrically to financial development? Evidence from India using asymmetric cointegration and causality tests

Ishfaq Nazir Khanday and Md. Tarique

Volume 27, issue C, 2023

CEO duality and firm performance during the 2020 coronavirus outbreak

M. Kabir Hassan, Reza Houston, M.Sydul Karim and Ahmed Sabit

European market timing

Anis El Ammari, Marta Vidal and Javier Vidal-García

Asymmetric spillover effects of Covid-19 on the performance of the Islamic finance industry: A wave analysis and forecasting

Ghulam Ghouse, Muhammad Bhatti, Aribah Aslam and Nawaz Ahmad

Incorporating financial development indicators into early warning systems

Alexey Ponomarenko and Stas Tatarintsev

Monetary policy transmission, productive activity, and inflation in Brazil: Does uncertainty matter?

Wilson Luiz Rotatori Corrêa and Luckas Sabioni Lopes

Hysteresis, financial frictions and monetary policy

Konstantinos Giakas

Dynamic asymmetric connectedness in technological sectors

Muneer Alshater, Huthaifa Alqaralleh and Rim El Khoury

Trader positions and aggregate portfolio demand

Esen Onur, John S. Roberts and Tugkan Tuzun

Social unrest and corporate behaviour during the Arab Spring period

Saibal Ghosh

Who benefits from international fiscal cooperation? The role of cross-country asymmetries

George Liontos and Apostolis Philippopoulos

Regionalization of Latin America based on asymmetries in the absorptive capacity of countries

Germán Héctor González, Juan David García-González, José Santiago Gómez-Medina and Virginia Inés Corbella

Revisiting Okun's law in South Korea: Asymmetries, crises, and structural changes

Jaejoon Woo

Economic policy uncertainties and institutional ownership in India

Swechha Chada

Interest rates and systemic risk:Evidence from the Vietnamese economy

Hoai Thi Thanh Nguyen, Huong Thi Xuan Tram and Linh Thi Thuy Nguyen

An anatomy of external shocks in the Andean region

Paul Carrillo-Maldonado and Javier Díaz-Cassou

Asymmetric effects of monetary policy and financial accelerator: Evidence from India

Sruti Mundra and Motilal Bicchal

The scope and methodology of economic and financial asymmetries

George Alogoskoufis, Anastasios Malliaris and Thanasis Stengos

Asymmetric impact of economic policy uncertainty on cryptocurrency market: Evidence from NARDL approach

Simran, and Anil Kumar Sharma

Does Indian economy asymmetrically respond to oil price shocks?

Abdhut Deheri and M. Ramachandran

Should models of monetary policy asymmetry include interaction terms?

Thomas Stockwell

Determinants affecting digital financial consumer protection: Evidence from 135 countries

Van Dinh, Dao-Van Le, Duy Duong and Dung Pham

Corporate vulnerability in the US and China during COVID-19: A machine learning approach

Muhammad Asif Khan, Juan E.Trinidad Segovia, Muhammad Bhatti and Asif Kabir

Quantile and asymmetric return connectedness among BRICS stock markets

Kingstone Nyakurukwa and Yudhvir Seetharam

Asymmetric price transmission along the supply chain of perishable agricultural commodities: A nonlinear ARDL approach

P.V.S. Harshana and Shyama Ratnasiri