The Quarterly Review of Economics and Finance

1993 - 2025

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

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Volume 89, issue C, 2023

Asymmetric effects of oil price shocks on the demand for money in Algeria pp. 1-11

Amirouche Chelghoum, Fayçal Boumimez and Mouyad Alsamara

Monetary policy with non-Ricardian households pp. 12-26

Aryaman Bhatnagar

The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index pp. 27-35

Nicholas Apergis, Ghulam Mustafa and Shafaq Malik

Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty pp. 36-62

Buhari Doğan, Nader Trabelsi, Aviral Tiwari and Sudeshna Ghosh

A new measure of fund window dressing and its application to Chinese mutual fund market pp. 63-72

Xiaojian Yu, Jianlin Liu and Donald Lien

COVID-19 and information flow between cryptocurrencies, and conventional financial assets pp. 73-81

Ata Assaf, Khaled Mokni and Manel Youssef

Spillover effects of the unconventional monetary policy of the European Central Bank pp. 82-104

Lukasz Goczek and Bartosz Witkowski

The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis pp. 105-119

Liu Jiajia, Guo Kun, Tang Fangcheng, Wang Yahan and Wang Shouyang

The asymmetric impact of oil price shocks on China stock market: Evidence from quantile-on-quantile regression pp. 120-125

Zhenyu Ge

From trauma to resilience: The effect of stress on the labor market outcome of refugees pp. 126-134

Kuo-Ting Hua

Outliers and momentum in the corporate bond market pp. 135-148

Valentina Galvani and Lifang Li

Stock price informativeness of risk disclosure: Does time orientation matter? pp. 149-162

Tamer Elshandidy and Yousry Ahmed

Satiation, habit formation, and other temporal anomalies: Extending the choice theory to multiple neighborhoods of time pp. 163-173

Hany Fahmy

Can the market identify prosperous activist engagements? Evidence from announcement and long-term buy-and-hold returns pp. 174-187

Jochen Hartmann, Matthias Pelster and Soenke Sievers

Impact of internet use on value and diversity of risky financial asset portfolios pp. 188-193

Xiaoshi Zhou, Puneet Vatsa and Wanglin Ma

The effects of countercyclical leverage buffers on macroeconomic and financial stability pp. 194-217

Jorge Pozo

Optimal fiscal policy in incomplete market business cycle economies pp. 218-226

Luis G. Bettoni and Marcelo Santos

Cui bono? Large-scale evidence on the impact of COVID-19 policy measures on listed firms pp. 228-243

Michael Haimann, Christoph Kaserer and Kristian Ljubicic

FoMO in the Bitcoin market: Revisiting and factors pp. 244-253

Jying-Nan Wang, Hung-Chun Liu, Yen-Hsien Lee and Yuan-Teng Hsu

Predicting SMEs’ default risk: Evidence from bank-firm relationship data pp. 254-268

Michele Modina, Filomena Pietrovito, Carmen Gallucci and Vincenzo Formisano

A performance evaluation of portfolio insurance under the Black and Scholes framework: An application of the economic index of riskiness pp. 269-276

Richard Lu, Tzyy-Leng Horng, Min-Sun Horng and Amy Z.-H. Wang

Does import competition from China discipline overconfident CEOs in U.S. firms? pp. 277-297

Sheng-Syan Chen, Shu-Cing Peng and Chia-Wei Yeh

Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis pp. 298-306

Rihem Braham, Christian de Peretti and Lotfi Belkacem

The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19 pp. 307-317

Nikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes and Shaen Corbet

Does e-procurement matter for economic growth? Subnational evidence from Australia pp. 318-334

Thomas Emery, Lela Mélon and Rok Spruk

Education and financial literacy: Evidence from compulsory schooling law in China pp. 335-346

Yang Zhou, Manfang Yang and Xu Gan

Persistence and long run co-movements across stock market prices pp. 347-357

Luis Gil-Alana, Juan Infante and Miguel Angel Martín-Valmayor

Customer concentration, managerial risk aversion, and independent directors: A quasi-natural experiment pp. 358-368

Pattanaporn Chatjuthamard, Ploypailin Kijkasiwat, Pornsit Jiraporn and Sang Mook Lee

Cross border flows, financial intermediation and interactions of policy rules in a small open economy pp. 369-393

Ashima Goyal and Akhilesh Verma

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 De Silva, Timothy Hubbard, Anita 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 Renee 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