The Quarterly Review of Economics and Finance

1993 - 2025

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

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Volume 96, issue C, 2024

Decomposition of non-performing loans dynamics into a debt-servicing capacity and a risk taking indicators

Santiago Gamba-Santamaria, Luis Melo-Velandia and Camilo Orozco-Vanegas

Financial instability in Lebanon: Do the liquidity creation and performance of banks matter?

George Maroun and Vincent Fromentin

Independent institution or cooperative institution? China’s deposit insurance institution model and the Honey Badger Algorithm

Jacky Yuk-Chow So, Shuai Yao, Sibin Wu and Rongji Zhou

Time-varying expected returns, conditional skewness and Bitcoin return predictability

David Atance and Gregorio Serna

Tail risk connectedness among GCC banks episodes from the Global Financial Crisis to COVID-19 pandemic

Aktham Maghyereh and Hussein Abdoh

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