The Quarterly Review of Economics and Finance
1993 - 2025
Current editor(s): R. J. Arnould and J. E. Finnerty From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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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
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