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The Quarterly Review of Economics and Finance

1993 - 2018

Current editor(s): R. J. Arnould and J. E. Finnerty

From Elsevier
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Volume 69, issue C, 2018

Endogenous fluctuations in an endogenous growth model: An analysis of inflation targeting as a policy pp. 1-8 Downloads
Rangan Gupta and Lardo Stander
Does McCallum’s rule outperform Taylor’s rule during the financial crisis? pp. 9-21 Downloads
Alexander Jung
Going beyond monetary constitutions: The congruence of money and finance pp. 22-28 Downloads
Joshua Hendrickson and Alexander W. Salter
Price puzzle in a small open New Keynesian model pp. 29-42 Downloads
Syed Zahid Ali and Sajid Anwar
Determinants of sovereign defaults pp. 43-55 Downloads
Yaseen Ghulam and Julian Derber
Extreme co-movements and dependencies among major international exchange rates: A copula approach pp. 56-69 Downloads
Claudiu Albulescu, Christian Aubin, Daniel Goyeau and Aviral Tiwari
Do high-speed railways lead to urban economic growth in China? A panel data study of China’s cities pp. 70-89 Downloads
Hongchang Li, Jack Strauss, Hu Shunxiang and Lu Lui
Power Laws in Real Estate Prices? Some Evidence pp. 90-98 Downloads
Calvin Blackwell
The benefits of international diversification with weight constraints: A cross-country examination pp. 99-109 Downloads
Shaun McDowell
CEO gender and corporate board structures pp. 110-124 Downloads
Melissa B. Frye and Duong T. Pham
Odd-lot trading in U.S. equities pp. 125-133 Downloads
Brian S. Roseman, Bonnie F. Van Ness and Robert A. Van Ness
Do multiple foreign listings create value for firms? pp. 134-143 Downloads
Leyuan You, Janet D. Payne and Steve Wen-Jen Lin
R&D investment and patent renewal decisions pp. 144-154 Downloads
Jyh-Bang Jou
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns pp. 155-173 Downloads
Patricia Lengua Lafosse and Gabriel Rodríguez
Labor unions and information asymmetry among investors pp. 174-187 Downloads
Xuejing Xing and Shan Yan
Does US cross-listing come with incremental benefit for already UK cross-listed firms pp. 188-204 Downloads
Imen Ghadhab and M’rad, Mouna
Microfinance expansion and its effects on cost efficiency pp. 205-216 Downloads
Jules Yimga
Performance of fixed-income mutual funds with regime-switching models pp. 217-231 Downloads
Mohamed A. Ayadi, Skander Lazrak, Yusui Liao and Robert Welch
Political risk and the equity trading costs of cross-listed firms pp. 232-244 Downloads
Marcus V. Braga-Alves
Comparing the forecasting ability of financial conditions indices: The case of South Africa pp. 245-259 Downloads
Mehmet Balcilar, Rangan Gupta, Reneé van Eyden, Kirsten Thompson and Anandamayee Majumdar
A holistic approach to merger models with an emphasis on heterogeneity pp. 260-273 Downloads
Caleb S. Fuller and Nicholas R. Pusateri
The impact of industrial districts on the pricing of IPOs pp. 274-285 Downloads
Oneil Harris
Quantile dependence between the stock, bond and foreign exchange markets – Evidence from the UK pp. 286-296 Downloads
Hamid Raza and Weiou Wu
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles pp. 297-307 Downloads
Elie Bouri, Rangan Gupta, Chi Keung Marco Lau, David Roubaud and Shixuan Wang
Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes pp. 308-321 Downloads
Thorsten Riedle

Volume 68, issue C, 2018

Oil shocks and stock return volatility pp. 1-9 Downloads
Lance Bachmeier and Soheil R. Nadimi
A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries pp. 10-22 Downloads
Ivelina Pavlova, Maria E. de Boyrie and Ali M. Parhizgari
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? pp. 23-30 Downloads
Xiaoqian Wen, Elie Bouri and David Roubaud
Measuring contagion effects between crude oil and Chinese stock market sectors pp. 31-38 Downloads
Sheng Fang and Paul Egan
Price and income elasticity of Indian exports—The role of supply-side bottlenecks pp. 39-45 Downloads
Mehdi Raissi and Volodymyr Tulin
Exporting, access of foreign technology, and firms’ performance: Searching the link in Indian manufacturing pp. 46-62 Downloads
Chandan Sharma
Price and trade size clustering: Evidence from the national stock exchange of India pp. 63-72 Downloads
Ajay Kumar Mishra and Trilochan Tripathy
The determinants of co-movement dynamics between sukuk and conventional bonds pp. 73-84 Downloads
M. Kabir Hassan, Andrea Paltrinieri, Alberto Dreassi, Stefano Miani and Alex Sclip
Microcredit repayment in a European context: evidence from Portugal pp. 85-96 Downloads
José Bilau and Josée St-Pierre
Collateral in credit rationing in markets with asymmetric information pp. 97-102 Downloads
Juha-Pekka Niinimäki
Temporary price trends in the stock market with rational agents pp. 103-117 Downloads
Yuri Ichkitidze
Long-term stock market volatility and the influence of terrorist attacks in Europe pp. 118-131 Downloads
Shaen Corbet, Constantin Gurdgiev and Andrew Meegan
Stock return predictability and model instability: Evidence from mainland China and Hong Kong pp. 132-142 Downloads
Hui Hong, Naiwei Chen, O’Brien, Fergal and James Ryan
Equivalent volume and comovement pp. 143-157 Downloads
Arsenio Staer and Pedro Sottile
Does the board of directors as Fat Cats exert more earnings management? Evidence from Benford’s law pp. 158-170 Downloads
Fengyi Lin, Li-Jung Lin, Chin-Chen Yeh and Teng-Shih Wang
Managerial ability and acquirer returns pp. 171-182 Downloads
Sheng-Syan Chen and Chih-Yen Lin
Positional concerns and framing effects in financial preferences pp. 183-189 Downloads
Latifa Barbara, Gilles Grolleau, Assia Houfaf Khoufaf, Youcef Meriane and Naoufel Mzoughi
Interest rate volatility and risk management: Evidence from CBOE Treasury options pp. 190-202 Downloads
Raphael N. Markellos and Dimitris Psychoyios
Who benefits from insider regulation? pp. 203-210 Downloads
Florian Hauser and Klaus Schredelseker
Measurement matters—A meta-study of the determinants of corporate capital structure pp. 211-225 Downloads
Markus Hang, Jerome Geyer-Klingeberg, Andreas W. Rathgeber and Stefan Stöckl
Faster learning in troubled times: How market conditions affect the disposition effect pp. 226-236 Downloads
Stefan Muhl and Tõnn Talpsepp
Many a little makes a mickle: Stress testing small and medium-sized German banks pp. 237-253 Downloads
Ramona Busch, Philipp Koziol and Marc Mitrovic
Are remittances helping lower poverty and inequality levels in Latin America? pp. 254-265 Downloads
Diego E. Vacaflores
Exchange rate changes and income distribution in 41 countries: Asymmetry analysis pp. 266-282 Downloads
Mohsen Bahmani-Oskooee and Motavallizadeh-Ardakani, Amid

Volume 67, issue C, 2018

Technological gap and heterogeneous oligopoly pp. 1-7 Downloads
Weihong Huang and Yang Zhang
Monopoly power with a short selling constraint pp. 8-13 Downloads
Robert Baumann, Bryan Engelhardt and David L. Fuller
Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time? pp. 14-27 Downloads
Wasim Ahmad, Shirin Rais and Abdul Rahman Shaik
Estimating the beta-return relationship by considering the sign and the magnitude of daily returns pp. 28-35 Downloads
Bernard Ben Sita
Uncovering equity market contagion among BRICS countries: An application of the multivariate GARCH model pp. 36-44 Downloads
Lumengo Bonga-Bonga
Do ultimate owners follow the pecking order theory? pp. 45-50 Downloads
Rodrigo Zeidan, Koresh Galil and Offer Moshe Shapir
An extension from network DEA to copula-based network SFA: Evidence from the U.S. commercial banks in 2009 pp. 51-62 Downloads
Tai-Hsin Huang, Kuan-Chen Chen and Chung-I Lin
Do golden parachutes matter? Evidence from firms that ultimately filed for bankruptcy pp. 63-78 Downloads
Pankaj K. Maskara and Laura S. Miller
Do enterprise–bank relationships improve market quality? Evidence from Taiwan pp. 79-91 Downloads
Ming-Chang Wang, Yu-Jia Ding and Hsin-Chieh Chiang
A generalized Brennan–Rubinstein approach for valuing options with stochastic interest rates pp. 92-99 Downloads
Chuang-Chang Chang, Min-Hung Tsay and Jun-Biao Lin
Residual state ownership and stock market integration: Evidence from Chinese partly-privatised firms pp. 100-112 Downloads
Hong Li
A re-examination of firm, industry and market volatilities pp. 113-120 Downloads
Alex Lebedinsky and Nicholas Wilmes
Impact of sponsorship on fixed-income fund performance pp. 121-137 Downloads
Mohamed A. Ayadi, Lawrence Kryzanowski and Mahmood Mohebshahedin
Corporate governance and cost of debt financing: Empirical evidence from Canada pp. 138-148 Downloads
Hatem Ghouma, Hamdi Ben-Nasr and Ruiqian Yan
On the interdependence of natural gas and stock markets under structural breaks pp. 149-161 Downloads
Walid Ahmed
Piketty’s Capital in the 21st Century and modern finance: The other [r−g] relationship pp. 162-174 Downloads
Manuel Tarrazo
Long-run and short-run relationships between oil prices, producer prices, and consumer prices: What can we learn from a permanent-transitory decomposition? pp. 175-190 Downloads
Robert J. Myers, Stanley R. Johnson, Michael Helmar and Harry Baumes
Real effects of working capital shocks: Theory and evidence from micro data pp. 191-218 Downloads
Amineh Mahmoudzadeh, Masoud Nili and Farhad Nili
The signaling effects of incremental information: Evidence from stacked US Food and Drug Administration designations pp. 219-226 Downloads
Kathleen L. Miller, Clark Nardinelli, George Pink and Kristin Reiter
Nominal GDP stabilization: Chasing a mirage pp. 227-236 Downloads
Vipin P. Veetil and Richard E. Wagner
Which types of microfinance institutions decentralize the loan approval process? pp. 237-244 Downloads
Hubert Tchakoute Tchuigoua
Can ‘delitigation’ transform an industry? pp. 245-254 Downloads
Gayle DeLong
Litigation risk, financial distress, and the use of subsidiaries pp. 255-272 Downloads
James A. Ligon and James Malm
Seasonality in the Saudi stock market: The Hajj effect pp. 273-281 Downloads
Shaista Wasiuzzaman
A simple rule to determine the usefulness of the paygo system on diversification grounds pp. 282-284 Downloads
Katarzyna Romaniuk
Big Data versus a survey pp. 285-296 Downloads
Stephan Whitaker
The relative pricing of cross-listed securities: The case of Chinese A- and H-share pp. 297-310 Downloads
Yao Zheng, Eric Osmer and Liancun Zheng
Is the impact of development aid on government revenue sustainable? An empirical assessment pp. 311-325 Downloads
Sèna Kimm Gnangnon and Jean-François Brun
Inequality and unionization within the United States pp. 326-333 Downloads
John Meszaros
CEO entrenchment and loan syndication pp. 334-346 Downloads
Elyas Elyasiani and Ling Zhang
The long-term financial drivers of fine wine prices: The role of emerging markets pp. 347-361 Downloads
Jean-Marie Cardebat and Linda Jiao
Competition, efficiency, and innovation in Taiwan’s banking industry — An application of copula methods pp. 362-375 Downloads
Tai-Hsin Huang, Chu-Nan Hu and Bao-Guang Chang
Page updated 2018-12-16