The Quarterly Review of Economics and Finance

1993 - 2023

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

From Elsevier
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Volume 88, issue C, 2023

Geopolitical risks and tourism stocks: New evidence from causality-in-quantile approach pp. 1-7

Ibrahim D. Raheem and Sara le Roux

Recessions and flattening of the yield curve (1960–2021): A two-way road under a regime switching approach pp. 8-20

José Luis Cendejas Bueno

Effects of credit and labor constraints on microenterprises and the unintended impact of changes in household endowments: Use of threshold estimation to detect heterogeneity pp. 21-38

Bidisha Lahiri and Richard Daramola

Looking for asymmetries between credit and output in the BRICS countries pp. 39-52

Flávio Vilela Vieira and Cleomar Gomes da Silva

Robust reward-risk performance measures with weakly second-order stochastic dominance constraints pp. 53-62

Noureddine Kouaissah

Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach pp. 63-80

Rabeh Khalfaoui, Umer Shahzad, Mahdi Ghaemi Asl and Sami Ben Jabeur

The impact of financial development on innovation-based exports: Do all firms benefit equally? pp. 81-100

ByeongHwa Choi

How does central bank transparency affect systemic risk? Evidence from developed and developing countries pp. 101-115

Xiaoming Zhang, Qian Liang and Chien-Chiang Lee

Macroprudential policy, capital flow management and monetary policy independence pp. 116-132

Yu You, Fangzheng Liu and Da Yang

An intraday analysis of block orders on the Taiwan Stock Exchange pp. 133-147

Donald Lien, Pi-Hsia Hung and Yi-Hsien Wu

Bridging the gap from the current deposit insurance fund to a fund target pp. 148-157

Charles Kusaya, O’Keefe, John P. and Alexander B. Ufier

Optimal inflation rate and fair wage pp. 158-167

Shogo Miura

Tax clientele and share repurchase execution pp. 168-176

Jin-Ying Wang

Firm location quality, founding family firms, and management team expertise pp. 177-189

Tsung-Kang Chen, Yijie Tseng and Yu-Ting Hsieh

Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective pp. 190-202

Shigang Wen, Jianping Li, Chuangxia Huang and Xiaoqian Zhu

A method for predicting VaR by aggregating generalized distributions driven by the dynamic conditional score pp. 203-214

Shijia Song and Handong Li

Real exchange rate misalignments and economic growth in Tunisia: New evidence from a threshold analysis of asymmetric adjustments pp. 215-227

Thouraya Hadj Amor, Ridha Nouira, Christophe Rault and Anamaria Diana Sova

The geography and determinants of ADR holdings pp. 228-243

Anis Samet, Wissam Abdallah and Abed AL-Nasser Abdallah

Performance effects of sell-offs and the role of sell-off experience pp. 244-257

Ludwig Erl, Florian Kiesel, Markus Koenigsmarck and Dirk Schiereck

Duration of membership in the world trade organization and investment-oriented remittances inflows pp. 258-277

Sèna Kimm Gnangnon

Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D pp. 278-294

Dakshina G. De Silva, Timothy P. Hubbard, Anita R. Schiller and Mike G. Tsionas

Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic pp. 295-302

Riza Demirer, Rangan Gupta, Afees Salisu and Reneé van Eyden

Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach pp. 303-314

Afees Salisu, Rangan Gupta and Elie Bouri

Mortgage risk and bank runs pp. 315-343

Nurlan Turdaliev and Yahong Zhang

Impact of customer loyalty and differing firm costs on price discrimination in an infinite horizon setting pp. 344-377

Theja Tulabandhula, Aris M. Ouksel and Son The Nguyen

Volume 87, issue C, 2023

Collaborative integration, workplace flexibility and scholarly productivity: Evidence from the COVID-19 outbreak pp. 1-15

Ying Fan

A pairs trading strategy based on mixed copulas pp. 16-34

Fernando A.B. Sabino da Silva, Flavio A. Ziegelmann and João F. Caldeira

Exchange rate driven balance sheet effect and capital flows to emerging market economies pp. 35-45

Can Kadırgan

Households' investments in socially responsible mutual funds pp. 46-67

Charlotte Christiansen, Thomas Jansson, Malene Kallestrup-Lamb and Vicke Noren

Oil shocks and investor attention pp. 68-81

Georgios Bampinas, Theodore Panagiotidis and Georgios Papapanagiotou

Regime switching and the responsiveness of prices to supply: The case of the Irish housing market pp. 82-94

Paul Egan and Kieran McQuinn

COVID-19 related TV news and stock returns: Evidence from major US TV stations pp. 95-109

Rouven Möller and Doron Reichmann

Price bubbles in commodity market – A single time series and panel data analysis pp. 110-117

Marcin Potrykus

Aid and social cohesion pp. 118-131

M. Danquah and B. Ouattara

Credit constraints and spillover effects of financial market liberalization: Case of Colombia pp. 132-141

Arielle Knudsen and Nikita Lopatin

Paradox of stationarity? A policy target dilemma for policymakers pp. 142-145

Muhammad Ali Nasir and Jamie Morgan

Capital requirements and banks performance under Basel-III: A comparative analysis of Australian and British banks pp. 146-157

Thi Ngoc Lan Le, Muhammad Ali Nasir and Toan Luu Duc Huynh

Exchange rate pass-through: A comparative analysis of inflation targeting & non-targeting ASEAN-5 countries pp. 158-167

Thu Anh Thi Pham, Thong Trung Nguyen, Muhammad Ali Nasir and Toan Luu Duc Huynh

The performance of bidding companies in merger and acquisition deals: An empirical study of domestic acquisitions in Hong Kong and Mainland China pp. 168-180

Rizwan Ahmed, Yawen Chen, Chonlakan Benjasak, Andros Gregoriou, Nusiebeh Nahar Falah Alrwashdeh and Ei Thuzar Than

Impact of Covid-19 on corporate solvency and possible policy responses in the EU pp. 181-190

Nawazish Mirza, Birjees Rahat, Bushra Naqvi and Syed Kumail Abbas Rizvi

Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty pp. 191-199

Toan Luu Duc Huynh, Muhammad Ali Nasir and Duc Khuong Nguyen

Do natural resources determine energy consumption in Pakistan? The importance of quantile asymmetries pp. 200-211

Kishwar Nawaz, Amine Lahiani and David Roubaud

The role of debt financing in the relationship between capital structure, firm’s value, and macroeconomic factors: To throw caution to the wind pp. 212-223

Misbah Sadiq, Sheikh Usman Yousaf, Muhammad Khalid Anser, Haroon ur Rashid Khan, Sriyanto Sriyanto, Khalid Zaman, Duong Van Tu and Siti Nisrin Mohd Anis

An empirical nexus between exchange rate and China's outward foreign direct investment: Implications for Pakistan under the China Pakistan economic corridor project pp. 224-234

Prof. Ma Degong, Farid Ullah, Raza Ullah and Muhammad Arif

The implications of liquidity ratios: Evidence from Pakistan stock exchange limited pp. 235-243

Rizwan Ahmed, Subhan Ullah, Robert Hudson and Andros Gregoriou

Measuring enterprise risk management implementation: A multifaceted approach for the banking sector pp. 244-256

Mukhtar Adam, Alaa. M. Soliman and Nehal Mahtab

Constructing a composite financial inclusion index for developing economies pp. 257-265

Thi Xuan Huong Tram, Tien Dinh Lai and Thi Truc Huong Nguyen

Revisiting the nexus between house pricing and money demand: Power spectrum and wavelet coherence based approach pp. 266-274

Qiang Ma, Zeeshan Khan, Fuzhong Chen, Muntasir Murshed, Yang Siqun and Dervis Kirikkaleli

US foreign investments: Technology transfer, relative backwardness, and the productivity growth of host countries pp. 275-295

Samia Benzaim, Zied Ftiti, Anis Khedhaouria and Rebai Djermane

Dynamic integration and transmission channels among interest rates and oil price shocks pp. 296-317

Christian Urom, Khaled Guesmi, Ilyes Abid and Leila Dagher

Investigating financial decision-making when facing skewed distributions of return: A survey study in Vietnam pp. 318-329

Truc Phan, Philippe Bertrand, Xuan Vinh Vo and Kirsten Jones

Asymmetric volatility structure of equity returns: Evidence from an emerging market pp. 330-336

Muhammad Umar, Nawazish Mirza, Syed Kumail Abbas Rizvi and Mehreen Furqan

Do asymmetric information and leverage affect investment decisions? pp. 337-345

Muhammad Munir Ahmad, Ahmed Imran Hunjra and Dilvin Taskin

Do Muslim economies need insurance to grow? Answer from rigorous empirical evidence pp. 346-359

Bilal Mehmood, Muhammad Shahbaz and Zhilun Jiao

Capital expenditures, corporate hedging and firm value pp. 360-366

Subhan Ullah, Muhammad Irfan, Ja Ryong Kim and Farid Ullah

The role of investor behavior in emerging stock markets: Evidence from Vietnam pp. 367-376

Truc Phan, Philippe Bertrand, Hong Hai Phan and Xuan Vinh Vo

Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China pp. 377-387

Tianle Yang, Fangxing Zhou, Min Du, Qunyang Du and Shirong Zhou

Roling-window bounds testing approach to analyze the relationship between oil prices and metal prices pp. 388-395

Muhammad Shahbaz, Asad ul Islam Khan and Muhammad Shujaat Mubarak

Financial stability and monetary policy reaction: Evidence from the GCC countries pp. 396-405

Ahmed Elsayed, Nader Naifar and Samia Nasreen