The Quarterly Review of Economics and Finance

1993 - 2025

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

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Volume 77, issue C, 2020

Cross-border spillovers of macroprudential policy in the Euro area pp. 1-13

Cristina Badarau, Marcos Carias and Jean-Marc Figuet

Quantitative easing in the Euro Area – An event study approach pp. 14-36

Florian Urbschat and Sebastian Watzka

The empirical properties of euro area M3, 1980-2017 pp. 37-49

Alexander Jung and Hector Carcel

Persistence, non-linearities and structural breaks in European stock market indices pp. 50-61

Guglielmo Maria Caporale, Luis Gil-Alana and Carlos Poza

Macroeconomic variables and stock market indices: Asymmetric dynamics in the US and Canada pp. 62-74

Erfan M. Bhuiyan and Murshed Chowdhury

Financial institutions, asymmetric information and capital structure adjustments pp. 75-83

Alexandre Ripamonti

Financial vulnerability, fiscal procyclicality and inflation targeting in developing commodity exporting economies pp. 84-97

Ahmad Reza Jalali-Naini and Mohammad Amin Naderian

Deficits and crowding out through private loan spreads pp. 98-107

Jang Ping Thia

Avoiding the crowding-out of prosocial motivation in microfinance pp. 108-117

Julie De Pril and Cécile Godfroid

Does sub-Saharan Africa overinvest? Evidence from a panel of non-financial firms pp. 118-130

Wafa Khémiri and Hédi Noubbigh

Remittances, real exchange rate and the Dutch disease in Asian developing countries pp. 131-143

Nguyen Phuc Hien, Cao Thi Hong Vinh, Vu Thi Phuong Mai and Le Thi Kim Xuyen

Is bitcoin money? And what that means pp. 144-149

Peter K. Hazlett and William Luther

Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets pp. 150-155

Roman Matkovskyy, Akanksha Jalan and Michael Dowling

Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis pp. 156-164

Elie Bouri, Syed Jawad Hussain Shahzad, David Roubaud, Ladislav Krištoufek and Brian Lucey

Time-varying linkages among gold, stocks, bonds and real estate pp. 165-185

Nafeesa Yunus

The determinants of capital ratios in Islamic banking pp. 186-194

Houcem Smaoui, Ines Ben Salah and Boubacar Diallo

Earnings management around Islamic bonds issuance pp. 195-205

Zairihan Abdul Halim, Suichen Xu and Norakma Abdul Majid

Liquidity risk in the Saudi banking system: Is there any Islamic banking specificity? pp. 206-219

Jamel Boukhatem and Mouldi Djelassi

Industrial banks: Challenging the traditional separation of commerce and banking pp. 220-249

James Barth and Yanfei Sun

The sources of pricing factors underlying the cross-section of currency returns pp. 250-265

Chih-Nan Chen and Chien-Hsiu Lin

Pure announcement and time effects in the dividend-discount model pp. 266-270

Mikael Bask

Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis pp. 271-285

Faisal Nazir Zargar and Dilip Kumar

The origin, ownership and use of cash flows in leveraged buyouts pp. 286-295

Brian Ayash

Reliable factors of Capital structure: Stability selection approach pp. 296-310

Narges Sohrabi and Hadi Movaghari

Bank diversification and systemic risk pp. 311-326

Hsin-Feng Yang, Chih-Liang Liu and Ray Yeutien Chou

Are NPL-backed securities an investment opportunity? pp. 327-339

Enrica Bolognesi, Patrizia Stucchi and Stefano Miani

Does the CEO elite education affect firm hedging policies? pp. 340-354

Sabri Boubaker, Ephraim Clark and Salma Mefteh-Wali

Impact of US policy uncertainty on Mexico: Evidence from linear and nonlinear tests pp. 355-366

Md Rafayet Alam and Khandokar Istiak

Volume 76, issue C, 2020

Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence pp. 1-11

Massimo Guidolin and Andrea Ricci

The value premium puzzle, behavior versus risk: New evidence from China pp. 12-21

Ephraim Clark and Zhuo Qiao

How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence pp. 22-37

Skander Slim, Meriam Dahmene and Adel Boughrara

Fiscal credibility, target revisions and disagreement in expectations about fiscal results pp. 38-58

Gabriel Montes and Tatiana Acar

Foreign aid, institutional quality and government fiscal behavior in emerging economies: An empirical investigation pp. 59-67

Ilker Kaya and Ozgur Kaya

Privatization and state ownership of natural advantage industries pp. 68-83

Jean-Claude Cosset, Art Durnev and Igor Oliveira dos Santos

Financial development curse in resource-rich countries: The role of commodity price shocks pp. 84-96

Montfort Mlachila and Rasmane Ouedraogo

Do external quality certifications improve firms’ conduct? International evidence from manufacturing and service industries pp. 97-104

Rajeev Goel and Michael Nelson

Stay-out adjustments and multi-year regulatory rate plans pp. 105-114

Ryan Davies and Kathleen T. Hevert

Stress testing household balance sheets in Luxembourg pp. 115-138

Gastón Giordana and Michael Ziegelmeyer

Earnings management under different ownership and corporate governance structure: A natural experiment with master limited partnerships pp. 139-156

Haiwei Chen, Surendranath Jory and Thanh Ngo

Evaluating a consumption function with precautionary savings and habit formation under a general income process pp. 157-166

Fábio Gomes

Dynamics of the global fine art market prices pp. 167-180

Eric Le Fur

Feedback trading strategies and long-term volatility pp. 181-189

Maria I. Kyriakou, Vassilios Babalos, Apostolos Kiohos and Athanasios Koulakiotis

Are U.S. lung cancer mortality rates converging? pp. 190-197

Sediq Sameem

The asymmetric relationship between the oil price and the US-Canada exchange rate pp. 198-206

Young Cheol Jung, Anupam Das and Adian McFarlane

Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas pp. 207-217

Semih Çekin, Ashis Pradhan, Aviral Tiwari and Rangan Gupta

The drivers of Bitcoin trading volume in selected emerging countries pp. 218-229

Taoufik Bouraoui

Is too much liquidity harmful to economic growth? pp. 230-242

Lan Khanh Chu and Hung Viet Chu

Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty pp. 243-248

Christina Christou and Rangan Gupta

An evaluation of Chinese securities investment fund performance pp. 249-259

Jun Gao, O’Sullivan, Niall and Meadhbh Sherman

Extreme returns and the investor’s expectation for future volatility: Evidence from the Finnish stock market pp. 260-269

Syed Riaz Mahmood Ali, Shaker Ahmed and Ralf Östermark

Does short selling affect the clustering of stock prices? pp. 270-277

Ahmed S. Baig and Nasim Sabah

Price stabilization, short selling, and IPO secondary market liquidity pp. 278-291

Thomas J. Boulton and Marcus V. Braga-Alves

Exploring economic anomalies in the S&P500 index pp. 292-309

Dror Parnes

Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple pp. 310-324

Valerio Celeste, Shaen Corbet and Constantin Gurdgiev

Corruption, agency costs and dividend policy: International evidence pp. 325-334

Quoc Trung Tran

Size-threshold effect in debt-firm performance nexus in the sub-Saharan region: A Panel Smooth Transition Regression approach pp. 335-344

Wafa Khémiri and Hédi Noubbigh

The valuation of deposit insurance allowing for the interest rate spread and early-bankruptcy risk pp. 345-356

Shu Ling Chiang and Ming Shann Tsai

Disentangling bubbles in equity REITs pp. 357-367

Daniel Huerta-Sanchez, Mohammad Jafarinejad, Dongshin Kim and Kenneth W. Soyeh

Share repurchases and wealth transfer among shareholders pp. 368-378

Jared DeLisle, Justin D. Morscheck and John R. Nofsinger

The impact of corporate strategy on capital structure: evidence from Italian listed firms pp. 379-385

Francesco Cappa, Giorgio Cetrini and Raffaele Oriani

Investors and dividend yields pp. 386-395

H. Kent Baker, Adri De Ridder and Jonas Råsbrant

Do Bitcoin and other cryptocurrencies jump together? pp. 396-409

Elie Bouri, David Roubaud and Syed Jawad Hussain Shahzad

The name game: The importance of resourcefulness, ruses, and recall in stock ticker symbols pp. 410-413

Naomi Baer, Erica Barry and Gary Smith

Analysis of the five-factor asset pricing model with wavelet multiscaling approach pp. 414-423

Anil Kumar Bera, Umut Uyar and Sinem Guler Kangalli Uyar