The Quarterly Review of Economics and Finance

1993 - 2025

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

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Volume 95, issue C, 2024

Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants pp. 1-17

Walid Mensi, Salem Adel Ziadat, Abdel Razzaq Al Rababa'a, Xuan Vinh Vo and Sang Hoon Kang

How does credit information sharing shape bank loans? pp. 18-32

Celia Álvarez-Botas and Víctor M. González

Do economic uncertainty and persistence in housing prices matter on mortgage insurance? pp. 33-44

Chih-Yuan Yang and Chia-Chien Chang

Spillover effects, lead and lag relationships, and stable coins time series pp. 45-60

Seongcheol Paeng, Dave Senteney and Taewon Yang

Do more harm than good? The optional reverse charge mechanism against cross-border tax fraud pp. 61-84

Wojciech Stiller and Marwin Heinemann

Estimating financial integration in Europe: How to separate structural trends from cyclical fluctuations pp. 85-97

Laurent Maurin, Enrico Minnella and Alfred Lake

Financial literacy and financial advice seeking: Does product specificity matter? pp. 98-110

Camilla Mazzoli, Riccardo Ferretti and Umberto Filotto

Dynamic connectedness of inflation around the world: A time-varying approach from G7 and E7 countries pp. 111-125

Yanhui Jiang, Bo Qu, Yun Hong and Xiyue Xiao

NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict pp. 126-151

David Okorie, Elie Bouri and Mieszko Mazur

Does soft shareholder activism hold hard consequences? pp. 152-159

Linda Kallis and Shaen Corbet

The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain pp. 160-179

Volker Seiler

Information shock, market reaction, and stock message board information diffusion pp. 180-192

Xiuqi Huang and Yongqiang Meng

Does ESG disclosure really influence the firm performance? Evidence from India pp. 193-202

V Veeravel, Vijaya Prabhagar Murugesan and Vijayakumar Narayanamurthy

The forward premium anomaly and the currency carry trade hypothesis pp. 203-218

Nikolaos Elias, Dimitris Smyrnakis and Elias Tzavalis

Social pension insurance and household risky asset investment: Evidence from China pp. 219-233

Jingrong Li, Xinyu Mi, Chenlei Zhang and Yanran Qin

Tug of war with noise traders? Evidence from the G7 stock markets pp. 234-243

Aghamehman Hajiyev, Karl Ludwig Keiber and Adalbert Luczak

The determinants of debt renegotiation: Evidence from Brazil pp. 244-255

João Paulo Augusto Eça, Tatiana Albanez, Rafael Felipe Schiozer and Mauricio Ribeiro do Valle

Do ESG disclosures mitigate investors’ reaction on mining disasters? Evidence from Brazil pp. 256-267

Inés Merino Fdez-Galiano and José Manuel Feria-Dominguez

Customer concentration, managerial risk aversion, and hostile takeover threats pp. 268-279

Pattanaporn Chatjuthamard, Pornsit Jiraporn, Sang Mook Lee and Pattarake Sarajoti

Energy-related uncertainty and international stock market volatility pp. 280-293

Afees Salisu, Ahamuefula Ogbonna, Rangan Gupta and Elie Bouri

Hacks and the price synchronicity of bitcoin and ether pp. 294-299

Jying-Nan Wang, Samuel A. Vigne, Hung-Chun Liu and Yuan-Teng Hsu

Dual effects of investor sentiment and uncertainty in financial markets pp. 300-315

Sangik Seok, Hoon Cho and Doojin Ryu

The new bond on the block — Designing a carbon-linked bond for sustainable investment projects pp. 316-325

Niklas Dahlen, Rieke Fehrenkötter and Maximilian Schreiter

Stability and economic performances in the banking industry: The case of China pp. 326-345

Yong Tan and Barnabé Walheer

The longer-term impact of TARP on banks’ default risk pp. 346-357

Jieqiong Gao and Chinmoy Ghosh

Volume 94, issue C, 2024

The role of international currency spillovers in shaping exchange rate dynamics in Latin America pp. 1-10

Nikolaos Kyriazis and Shaen Corbet

Centralization of trade agreements network and global value chain participation pp. 11-24

Zhaobin Fan, Ying Zhou and Sajid Anwar

Systemic risk and financial networks pp. 25-36

Bingqing Li and Xiaoyuan Zhang

Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio pp. 37-57

Mahdi Ghaemi Asl, Muhammad Mahdi Rashidi, Hamid Raza Tavakkoli and Hichem Rezgui

The dynamics of bonds, commodities and bitcoin based on NARDL approach pp. 58-70

Ahmed Bouteska, M. Kabir Hassan, Mamunur Rashid and Mehmet Bilgin

Pricing and mispricing of accounting fundamentals: Global evidence pp. 71-87

Siegfried Köstlmeier

Sukuk liquidity and creditworthiness during COVID-19 pp. 88-92

Mariya Gubareva, Tatiana Sokolova, Zaghum Umar and Xuan Vinh Vo

Economic policy uncertainty as an indicator of abrupt movements in the US stock market pp. 93-103

Paraskevi Tzika and Theologos Pantelidis

The transmission of targeted monetary policy to bank credit supply pp. 104-112

Matjaž Volk

Investment network and stock’s systemic risk contribution: Evidence from China pp. 113-132

Youtao Xiang and Sumuya Borjigin

Do environmental courts break collusion in environmental governance? Evidence from corporate green innovation in China pp. 133-149

Weiyan Gao, Yuzhang Wang, Fengrong Wang and William Mbanyele

Family ties and firm performance empirical evidence from East Asia pp. 150-166

Christophe Godlewski and Hong Nhung Le

A method to measure bank output while excluding credit risk and retaining liquidity effects pp. 167-179

Raphaël Chiappini, Bertrand Groslambert and Olivier Bruno

State-contingent debt with lender risk aversion pp. 180-189

Goncalo Pina

Reexamining information asymmetry related to corporate spin-offs pp. 190-205

Han-Sheng Chen, Ying-Chou Lin and Yu-Chen Lin

The sustainability factor in asset pricing: Empirical evidence from the Indian market pp. 206-213

S. Mohanasundaram and R. Kasilingam

Prospect theory and asset allocation pp. 214-240

Ines Fortin and Jaroslava Hlouskova

Managing portfolio risk during crisis times: A dynamic conditional correlation perspective pp. 241-251

Hanyu Zhang and Alfonso Dufour

Political stability and financial development: An empirical investigation pp. 252-266

Michael Chletsos and Andreas Sintos

The relationship between investment determinants and environmental sustainability: Evidence through meta-analysis pp. 267-280

Ravita Kharb, Vivek Suneja, Shalini Aggarwal, Pragati Singh, Umer Shahzad, Neha Saini and Dinesh Kumar

Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19 pp. 281-293

Muhammad Usman, Zaghum Umar, Sun-Yong Choi and Tamara Teplova

Assessing Country Risk in the Stock Market and Economic Growth Nexus: Fresh Insights from Bootstrap Panel Causality pp. 294-302

Sami Ur Rahman, Faisal Faisal, Adnan Ali, Nur Naha Abu Mansor, Zahoor Ul Haq, Hamid Ghazi H Sulimany and Suresh Ramakrishnan

Media sentiment and stock returns pp. 303-311

Mikael Bask, Lars Forsberg and Andreas Östling

Volume 93, issue C, 2024

The effect of the housing provident fund on housing affordability in Urban China: A quantitative analysis pp. 1-11

Mengkai Chen, Tong Liu and Xianzhu Wang

Frequency connectedness between DeFi and cryptocurrency markets pp. 12-27

Walid Mensi, Mariya Gubareva and Sang Hoon Kang

Optimal chonsei to monthly rent conversion choice given borrowing constraints pp. 28-42

Seryoong Ahn and Doojin Ryu

Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability pp. 43-70

Brahim Gaies, Najeh Chaâbane and Nesrine Bouzouita

Quantile time-frequency connectedness among G7 stock markets and clean energy markets pp. 71-90

Rim El Khoury, Muneer Alshater, Yanshuang Li and Xiong Xiong

Asymmetric nexus between economic policy uncertainty and the Indian stock market: Evidence using NARDL approach pp. 91-101

Simran, and Anil Kumar Sharma

Economic policy uncertainty and bank stability: Size, capital, and liquidity matter pp. 102-118

Gamze Ozturk Danisman and Amine Tarazi

Venture capital and corporate financialization: Evidence from China pp. 119-136

Hongji Xie, Cunzhi Tian and Fangying Pang

Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons? pp. 137-154

Elie Bouri, Remzi Gök, Eray Gemi̇ci̇ and Erkan Kara

Dissecting value-growth strategies conditioned on expectation errors pp. 155-163

Halil I. Memis and Ulrich Wessels

Heterogeneity and time-varying efficiency in the Ecuadorian banking sector. An output distance stochastic frontier approach pp. 164-175

J. Salvador Cortés-García and Jorge V. Pérez-Rodríguez

Is the zero-leverage policy value-enhancing? pp. 176-189

Wenwen Jiang, Jangkoo Kang and Hwa-Sung Kim

How credit unions affect the profitability of Brazilian commercial banks? pp. 190-209

Alexandre Schwinden Garcia and André Lucas Moreira Gonzaga

Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks pp. 210-228

Mohammed Alomari, Refk Selmi, Walid Mensi, Hee-Un Ko and Sang Hoon Kang

Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach pp. 229-246

Amal Abricha, Amine Ben Amar and Makram Bellalah

Robust investment for insurers with correlation ambiguity pp. 247-257

Bingqian Cheng, Hao Wang and Lihong Zhang