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International Journal of Finance & Economics

2011 - 2021

Continuation of International Journal of Finance & Economics.

Current editor(s): Mark P. Taylor, Keith Cuthbertson and Michael P. Dooley

From John Wiley & Sons, Ltd.
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Volume 26, issue 2, 2021

Information in daily data volatility measurements pp. 1642-1656 Downloads
Hiroyuki Kawakatsu
An empirical analysis of the impacts of real exchange rate on GDP, manufacturing output and services sector in Mauritius pp. 1657-1669 Downloads
Ashok Babubudjnauth and Boopen Seetanah
The role of financial stress in the economic activity: Fresh evidence from a Granger‐causality in quantiles analysis for the UK and Germany pp. 1670-1680 Downloads
Andisheh Saliminezhad and Pejman Bahramian
Does global value chain participation enhance domestic value‐added in exports? Evidence from emerging market economies pp. 1681-1694 Downloads
Bhushan Praveen Jangam and Badri Narayan Rath
The term structure effects of individual stock investor sentiment on excess returns pp. 1695-1705 Downloads
Jinfang Li
Does financial development spur environmental and energy‐related innovation in Brazil? pp. 1706-1723 Downloads
Khalid Ahmed and Agha Jahanzeb
Monetary policy uncertainty, investor sentiment, and US stock market performance: New evidence from nonlinear cointegration analysis pp. 1724-1738 Downloads
Ecenur Ugurlu‐Yildirim, Baris Kocaarslan and Beyza M. Ordu‐Akkaya
Which measure of systematic risk should we use? An empirical study on systematical risk and Treynor measure using the economic index of riskiness and operational measure of riskiness pp. 1739-1744 Downloads
Richard Lu, Adrian (Wai Kong) Cheung, Vu T. Hoang and Sardar M. N. Islam
Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting pp. 1745-1772 Downloads
José Renato Haas Ornelas and Pablo José Campos de Carvalho
The impact of tunnelling on financial distress and resolution: Evidence from listed firms in China pp. 1773-1792 Downloads
Yu He, Lei Xu and Minhua Yang
The evaluation of efficiency and value addition of IFRS endorsement towards earnings timeliness disclosure pp. 1793-1807 Downloads
Muhammad Mohsin, Mohammad Nurunnabi, Jijian Zhang, Huaping Sun, Nadeem Iqbal, Robina Iram and Qaiser Abbas
Model selection for one‐day‐ahead AUD/USD, AUD/EUR forecasts pp. 1808-1824 Downloads
Tasadduq Imam
Do Chinese listed corporations really tell the truth? Empirical evidence from semi‐parametric analysis pp. 1825-1834 Downloads
Qiao Wang and Li Nie
The democracy income‐growth nexus in the southern African development community revisited pp. 1835-1854 Downloads
Eugene Kouassi, Sandotin Coulibaly, Oluyele Akinkugbe and Mbodja Mougoué
Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices pp. 1855-1870 Downloads
Dejan Živkov, Suzana Balaban and Marko Pećanac
Corporate governance and firms financial performance in the United Kingdom pp. 1871-1885 Downloads
Martin Kyere and Marcel Ausloos
Examining the causal relationship between globalization and energy consumption in MINT countries: Evidence from bootstrap panel granger causality pp. 1886-1896 Downloads
Amin Fahimi, Godwin Olasehinde‐Williams and Seyi Saint Akadiri
The response of precious metal futures markets to unconventional monetary surprises in the presence of uncertainty pp. 1897-1916 Downloads
Tarek Chebbi
Financialization, household debt and income inequality: Empirical evidence pp. 1917-1937 Downloads
Glauco De Vita and Yun Luo
Mapping US presidential terms with S&P500 index: Time series analysis approach pp. 1938-1954 Downloads
Luis A. Gil‐Alana, Robert Mudida, Olaoluwa Yaya, Kazeem A. Osuolale and Ahamuefula Ogbonna
The macroeconomics of gender equality pp. 1955-1977 Downloads
Taniya Ghosh and Sanika S. Ramanayake
Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence from SVAR‐cDCC‐GARCH model pp. 1978-1992 Downloads
İrfan Civcir and Uğur Akkoç
Can a small New Keynesian model of the world economy with risk‐pooling match the facts? pp. 1993-2021 Downloads
Patrick Minford, Zhirong Ou and Zheyi Zhu
Incorporating asset price stability in the European Central Bank's inflation targeting framework pp. 2022-2043 Downloads
Imran H. Shah and Simón Sosvilla‐Rivero
Systemic risk in the Chinese financial system: A copula‐based network approach pp. 2044-2063 Downloads
Zhiwei Zhang, Dayong Zhang, Fei Wu and Qiang Ji
An empirical examination of purchasing power parity: Argentina 1810–2016 pp. 2064-2073 Downloads
Alejandro D. Jacobo and Simón Sosvilla‐Rivero
Large fluctuations of China's commodity prices: Main sources and heterogeneous effects pp. 2074-2089 Downloads
Bin Xu and Boqiang Lin
Do investors herd? An examination of Pakistan stock exchange pp. 2090-2105 Downloads
Muhammad Kashif, Rana Palwishah, Rizwan Raheem Ahmed, Jolita Vveinhardt and Dalia Streimikiene
Debt policy, firm value, and the macroeconomic environment nexus: Evidence from non‐financial sector firms in Ghana pp. 2106-2117 Downloads
Iddrisu Suhaibu and Abdulai Abdul‐Malik
Do staggered board elections affect firms' financing costs? Evidence from China pp. 2118-2133 Downloads
Chen Yugang, Liu Yu, Yasir Shahab and Zhou Yuan
The spillover effects of economic policy uncertainty on the oil, gold, and stock markets: Evidence from China pp. 2134-2141 Downloads
Ruzhao Gao, Yancai Zhao and Bing Zhang
The role of intellectual property rights in a directed technical change model pp. 2142-2176 Downloads
Oscar Afonso and Manuela Magalhães
Asymmetric impact of oil price on trade balance in BRICS countries: Multiplier dynamic analysis pp. 2177-2197 Downloads
Muhammad Ahad and Zaheer Anwer
Structural changes, financial and business regulatory measures, energy and tourism demand: Evidence from group of seven countries pp. 2198-2218 Downloads
Irfan Ullah Munir, Shen Yue, Abdelmohsen A. Nassani, Muhammad Moinuddin Qazi Abro, Shabir Hyder and Khalid Zaman
The dilemma between fund‐style consistency and active management over the economic cycle. Evidence from pension funds pp. 2219-2240 Downloads
Mercedes Alda
The effect of wealth on the choice of household drinking water sources in West Africa pp. 2241-2250 Downloads
Tibi Didier Zoungrana
Market discipline in South Asia: Evidence from commercial banking sector pp. 2251-2262 Downloads
Ayesha Afzal, Nawazish Mirza and Fatima Arshad
Asymmetric cointegration, Non‐linear ARDL, and the J‐curve: A bilateral analysis of Pakistan and its trading partners pp. 2263-2278 Downloads
Javed Iqbal, Misbah Nosheen, Gauhar Rehman Panezai and Salahuddin
The effect of tax preparers on corporate tax aggressiveness: Evidence form the UK context pp. 2279-2288 Downloads
Soufiene Assidi and Khaled Hussainey
Nonlinear impacts of board independence on debt financing: Contingent on the shareholdings of the largest shareholder pp. 2289-2306 Downloads
Qian Long Kweh, Irene Wei Kiong Ting, Hanh Thi My Le and Mohammad Nourani
The role of information and communication technology (internet penetration) on Asian stock market efficiency: Evidence from quantile‐on‐quantile cointegration and causality approach pp. 2307-2324 Downloads
Sahar Afshan, Arshian Sharif, Abdelmohsen A. Nassani, Muhammad M. Q. Abro, Rubeena Batool and Khalid Zaman
Leaning against the wind policy and animal spirits in a general equilibrium model pp. 2325-2334 Downloads
Jukka Ilomäki and Hannu Laurila
Not everyone is a follower: The behaviour of interest rate and equity markets within major economies relative to the United States pp. 2335-2350 Downloads
Diana Tunaru and Frank J. Fabozzi
Oil and currency volatilities: Co‐movements and hedging opportunities pp. 2351-2374 Downloads
Aleksander Olstad, George Filis and Stavros Degiannakis
Determinants of the Portuguese government bond yields pp. 2375-2395 Downloads
André Pinho and Ricardo Barradas
The interaction of risk management tools: Financial hedging, corporate diversification and liquidity pp. 2396-2413 Downloads
Jiaqi Jiang and Yun Feng
Exploring the dynamic price discovery, risk transfer and spillover among INE, WTI and Brent crude oil futures markets: Evidence from the high‐frequency data pp. 2414-2435 Downloads
Yue‐Jun Zhang and Shu‐Jiao Ma
Asymmetric interdependence between currency markets' volatilities across frequencies and time scales pp. 2436-2457 Downloads
Syed Jawad Hussain Shahzad, Jose Arreola‐Hernandez, Md Lutfur Rahman, Gazi Salah Uddin and Muhammad Yahya
Analysing spillover between returns and volatility series of oil across major stock markets pp. 2458-2490 Downloads
Aviral Kumar Tiwari, Samia Nasreen, Subhan Ullah and Muhammad Shahbaz
Culture from overseas and corporate transparency: Evidence from China pp. 2491-2516 Downloads
Ying Hao, Danni Han, Chong Ning and Jianhui Liao
Corporate governance and performance in sports organisations: The case of UK premier leagues pp. 2517-2537 Downloads
John K. Malagila, Alaa M. Zalata, Collins G. Ntim and Ahmed A. Elamer
On time‐varying amplitude HGARCH model pp. 2538-2547 Downloads
Toktam Valizadeh, Saeid Rezakhah and Ferdous Mohammadi Basatini
Influence of financial literacy on retail investors' decisions in relation to return, risk and market analysis pp. 2548-2559 Downloads
Swati Prasad, Ravi Kiran and Rakesh Kumar Sharma
Aspects of financial development and manufacturing and services growth: Which matter? pp. 2560-2580 Downloads
Sarah Lynne Salvador Daway‐Ducanes and Maria Socorro Gochoco‐Bautista
Implied and realized volatility: A study of distributions and the distribution of difference pp. 2581-2594 Downloads
M. Dashti Moghaddam, Jiong Liu and R. A. Serota
To EMU or not to EMU: Can TFP “provoke” the capital structure puzzle of SMEs? pp. 2595-2611 Downloads
Georgios Savvakis, Dimitris Kenourgios and Theofanis Papageorgiou
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates pp. 2612-2636 Downloads
Bing‐Yue Liu, Qiang Ji, Duc Khuong Nguyen and Ying Fan
Dynamic relation between macroeconomic variable, stock market returns and stock market development in Ghana pp. 2637-2646 Downloads
Richard Kofi Asravor and Prince Dieu‐Donne Fonu
Order aggressiveness and flash crashes pp. 2647-2673 Downloads
Khaladdin Rzayev and Gbenga Ibikunle
Uncertain SBM data envelopment analysis model: A case study in Iranian banks pp. 2674-2689 Downloads
Mohammad Jamshidi, Masoud Sanei, Ali Mahmoodirad, Farhad Hoseinzadeh Lotfi and Ghasem Tohidi
Information content of insider filings after stock repurchase and seasoned equity issue announcements pp. 2690-2712 Downloads
Han‐Ching Huang and Pei‐Shan Tung
Realized volatility forecasting and volatility spillovers: Evidence from Chinese non‐ferrous metals futures pp. 2713-2731 Downloads
Donghua Wang, Yang Xin, Xiaohui Chang and Xingze Su
Inequality and financial development: Evidence from selected MENA region countries pp. 2732-2747 Downloads
Passant M. B. Selim and Hasan Güngör
Relationship between investor sentiment and earnings news in high‐ and low‐sentiment periods pp. 2748-2765 Downloads
Zhuo Li, Meiyu Tian, Guangda Ouyang and Fenghua Wen
Meditation for level of institutional quality to combat income inequality through financial development pp. 2766-2775 Downloads
Ghulam Rasool Madni and Awais Anwar
Economic growth in China and its impact on international commodity prices pp. 2776-2789 Downloads
Atanu Ghoshray and Madhavi Pundit
A value‐at‐risk computation based on heavy‐tailed distribution for dynamic conditional score models pp. 2790-2799 Downloads
Mohamed El Ghourabi, Asma Nani and Imed Gammoudi
Firm financial performance during the financial crisis: A French case study pp. 2800-2812 Downloads
Sami Ben Jabeur, Rabi Belhaj Hassine and Salma Mefteh‐Wali
Modelling demand and supply of Islamic banking deposits pp. 2813-2831 Downloads
Noman Arshed and Rukhsana Kalim
Regime switching dynamics in mutual fund cash holdings, risk, and size threshold effect pp. 2832-2845 Downloads
Joe‐Ming Lee
Environmental Kuznets curve hypothesis in the case of tourism island states: The moderating role of globalization pp. 2846-2858 Downloads
Seyi Saint Akadiri, Gizem Uzuner, Ada Chigozie Akadiri and Taiwo Temitope Lasisi
Examining saving habits and discriminating on the basis of demographic factors: A descriptive study of retail investors' pp. 2859-2870 Downloads
Swati Prasad, Ravi Kiran and Rakesh Kumar Sharma
Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co‐movement between the Mainland Chinese, Hong Kong, and U.S. stock markets? pp. 2871-2890 Downloads
Shuangqi Li and Qi‐an Chen
South Asia: Multilateral trade agreements and untapped regional trade integration pp. 2891-2903 Downloads
Rakesh Kumar
Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach pp. 2904-2926 Downloads
Khamis Hamed Al‐Yahyaee, Syed Jawad Hussain Shahzad, Walid Mensi and Seong‐Min Yoon
The implications of cash flows for future earnings and stock returns within profit and loss firms pp. 2927-2945 Downloads
Vassilios‐Christos Naoum and Georgios A. Papanastasopoulos
Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices pp. 2946-2975 Downloads
Afees Salisu, Raymond Swaray and Hadiza Sa'id
Constructing a financial conditions index for the United Kingdom: A comparative analysis pp. 2976-2989 Downloads
Sheng Zhu, Ella Kavanagh and Niall O'Sullivan
The relationship between foreign direct investment and economic growth: A multivariate causality approach from Namibia pp. 2990-2997 Downloads
Erasmus L. Owusu
Are the effects of exchange‐rate volatility on commodity trade between the U.S. and Mexico symmetric or asymmetric? pp. 2998-3027 Downloads
Mohsen Bahmani‐Oskooee and Hanafiah Harvey
Is human‐capital investment necessary to modernization? The effect of rural polytechnic training in dual agriculture pp. 3028-3039 Downloads
Yunyun Wu and Xiaochun Li
Are household consumption decisions affected by past due unsecured debt? Theory and evidence pp. 3040-3053 Downloads
Alexandros Bechlioulis and Sophocles Brissimis
Why are credit booms sometimes sweet and sometimes sour? pp. 3054-3074 Downloads
Vítor Castro and Rodrigo Martins
Board gender composition and debt financing pp. 3075-3092 Downloads
Ammad Ahmed and Muhammad Atif
A network analysis of electricity demand and the cryptocurrency markets pp. 3093-3108 Downloads
David I. Okorie
Price discovery in two‐tier markets pp. 3109-3133 Downloads
Geir H. Bjønnes, Carol L. Osler and Dagfinn Rime
Sell‐side analysts' recommendations a value or noise pp. 3134-3151 Downloads
Darko B. Vukovic, Vladislav Ugolnikov and Moinak Maiti
Commodity prices and the Brazilian real exchange rate pp. 3152-3172 Downloads
Rodrigo da Silva Souza, Leonardo B. de Mattos and João E. de Lima
Nexus between corporate social responsibility and firm’s performance: A panel data approach pp. 3173-3188 Downloads
Yasir Hayat Mughal, Mahad Jehangir, Muzzamil Khan and Mehran Saeed
Interest rate as the last link of chain during crisis pp. 3189-3203 Downloads
Alibey Kudar

Volume 26, issue 1, 2021

The triple (T3) dimension of systemic risk: Identifying systemically important banks pp. 7-26 Downloads
Matteo Foglia and Eliana Angelini
Can sustainable withdrawal rates be enhanced by trend following? pp. 27-41 Downloads
Andrew D. Clare, James Seaton, Peter Smith and Stephen H. Thomas
Financial inclusion and human development in frontier countries pp. 42-59 Downloads
Josephine Ofosu‐Mensah Ababio, Edward Attah‐Botchwey, Eric Osei‐Assibey and Charles Barnor
Credit information sharing and the shift in bank lending towards households pp. 60-72 Downloads
Berrak Bahadir and Neven Valev
Promoting financial literacy through a digital platform: A pilot study in Luxembourg pp. 73-87 Downloads
Jian Li and Alexis Meyer‐Cirkel
Executive compensation and firm performance: Evidence from cross‐listed AH‐share firms pp. 88-102 Downloads
Xuegang Cui, Lei Xu, Huili Zhang and Yuxiao Zhang
Determinants of financial crises—An early warning system based on panel logit regression pp. 103-117 Downloads
Mirjana Jemović and Srđan Marinković
Does volume really matter? A risk management perspective using cross‐country evidence pp. 118-135 Downloads
Saswat Patra and Malay Bhattacharyya
Central bank's money market operations and daily stock returns pp. 136-152 Downloads
Radeef Chundakkadan and Subash Sasidharan
Dynamic return and volatility spillovers among S&P 500, crude oil, and gold pp. 153-170 Downloads
Mehmet Balcilar, Zeynel Ozdemir and Huseyin Ozdemir
Nonlinear adjustment of exchange rate and exchange rate policy: Lessons from Singapore pp. 171-184 Downloads
Fangli Yan and Sau Leung Yip
Read between the lines: Board gender diversity, family ownership, and risk‐taking in Indian high‐tech firms pp. 185-207 Downloads
Abubakr Saeed, Syed Shafqat Mukarram and Yacine Belghitar
On the impact of exchange rate uncertainty on private investment in Ghana pp. 208-217 Downloads
Emmanuel Kwasi Mensah, Lawrence Adu Asamoah and Johnson Ahiadorme
Testing and comparing conditional risk‐return relationship with a new approach in the cross‐sectional framework pp. 218-240 Downloads
Petros Messis, Antonis Alexandridis and Achilleas Zapranis
Inflation‐growth nexus in developing economies: New empirical evidence from a disaggregated approach pp. 241-257 Downloads
Muhammad Ayyoub and Julia Wörz
Managerial entrenchment, financial constraints, and investment choice in unlisted firms pp. 258-270 Downloads
Dinithi Ranasinghe
Sources of the small firm financing premium: Evidence from euro area banks pp. 271-289 Downloads
Sarah Holton and Fergal McCann
The impact of institutional investors on firms' performance in the context of financialization pp. 290-309 Downloads
Constantinos Alexiou, Abdulkadir Mohamed and Joe Nellis
Regime switches and permanent changes in impacts of housing risk factors on MSA‐level housing returns pp. 310-342 Downloads
MeiChi Huang
A semianalytical formula for European options under a hybrid Heston–Cox–Ingersoll–Ross model with regime switching pp. 343-352 Downloads
Xin‐Jiang He and Wenting Chen
The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa pp. 353-374 Downloads
Abidin Alhassan, Leon Li, Krishna Reddy and Geeta Duppati
Democracy, dictatorship, and economic freedom signals in stock market pp. 375-390 Downloads
David A. Burnie
Motivations for capital controls and their effectiveness pp. 391-415 Downloads
Radhika Pandey, Gurnain K. Pasricha, Ila Patnaik and Ajay Shah
The determinants of performance in the Eurozone banking sector: Core versus periphery Eurozone economies pp. 416-429 Downloads
Maria‐Eleni K. Agoraki, Georgios Kouretas and Anastassios Tsamis
Harvesting Islamic risk premium with long–short strategies: A time scale decomposition using the wavelet theory pp. 430-444 Downloads
Rida Ahroum and Boujemâa Achchab
The term structure of sovereign credit default swap and the cross‐section of exchange rate predictability pp. 445-458 Downloads
Giovanni Calice and Ming Zeng
The intertwining of credit and banking fragility pp. 459-475 Downloads
Jerome Creel, Paul Hubert and Fabien Labondance
Are competitive microfinance services worth regulating? Evidence from microfinance institutions in Sub‐Saharan Africa pp. 476-492 Downloads
Amin Karimu, Samuel Salia, Javed G. Hussain and Ishmael Tingbani
Spillovers and financial integration in emerging markets: Analysis of BRICS economies within a VAR‐BEKK framework pp. 493-514 Downloads
Saswat Patra and Pradiptarathi Panda
Threshold Effects of Financial Sector Development on International Trade in Africa pp. 515-541 Downloads
Yakubu Awudu Sare
Structure and dynamics of global capital and international trade: Analysis of the relationship between exports and foreign direct investment (FDI) from 2001 to 2006 pp. 542-559 Downloads
Tingting Xiong and Hao Sun
Determinants of stock market development and price volatility in ASEAN plus three countries: The role of institutional quality pp. 560-572 Downloads
Yongming Shi, Khalid Ahmed and Sudharshan Reddy Paramati
Stochastic hybrid decision‐making based on interval type 2 fuzzy sets for measuring the innovation capacities of financial institutions pp. 573-593 Downloads
Qi Jun, Hasan Dinçer and Serhat Yüksel
Network‐based early warning system to predict financial crisis pp. 594-616 Downloads
Hossein Dastkhan
Heterogeneous investment horizons, risk regimes, and realized jumps pp. 617-643 Downloads
Deniz Erdemlioglu and Nikola Gradojevic
Dynamic relationship between corporate board structure and firm performance: Evidence from Malaysia pp. 644-661 Downloads
Muhammad T. Khan, Qadri M. Al‐Jabri and Naveed Saif
Investigation of fractal market hypothesis and forecasting time series stock returns for Tehran Stock Exchange and London Stock Exchange pp. 662-678 Downloads
Mahdi Moradi, Mehdi Jabbari Nooghabi and Mohammad Mahdi Rounaghi
Political tension and stock markets in the Arabian Peninsula pp. 679-683 Downloads
Alanoud Al‐Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Connecting the dots: Market reactions to forecasts of policy rates and forward guidance provided by the Fed pp. 684-706 Downloads
Michelle Bongard, Gabriele Galati, Richhild Moessner and William Nelson
Optimal investment and endogenous payout strategy with time inconsistency pp. 707-723 Downloads
Yehong Yang and Guohua Cao
Minimising the inflationary impact of fiscal deficits in Africa: The role of monetary, financial and political institutions pp. 724-740 Downloads
Abel M. Agoba
Macroeconomic and financial implications of multi‐dimensional interdependencies between OECD countries pp. 741-776 Downloads
Deniz Sevinc and Edgar Mata Flores
Momentum profits: Fundamentals or time varying unsystematic risk pp. 777-789 Downloads
Houda BenMabrouk and Ismahen Souayeh
Do the macroeconomic factors influence the firm's investment decisions? A generalized method of moments (GMM) approach pp. 790-801 Downloads
Umar Farooq, Jaleel Ahmed and Shamshair Khan
Dynamics between disaggregates of governance and stock market performance in selected South Asia countries pp. 802-813 Downloads
Khalid Ahmed, Bareerah Khan and Ilhan Ozturk
Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX‐DCC‐MEGARCH model pp. 814-833 Downloads
Khurram Shehzad, Xiaoxing Liu, Aviral Tiwari, Muhammad Arif and Abdul Rauf
Time‐dependent intrinsic correlation analysis of crude oil and the US dollar based on CEEMDAN pp. 834-848 Downloads
Qing Peng, Fenghua Wen and Xu Gong
Does economic uncertainty matter in international commodity futures markets? pp. 849-869 Downloads
Sun Young Kim and Kyung Yoon Kwon
OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market pp. 870-888 Downloads
Dina Gabbori, Basel Awartani, Aktham Maghyereh and Nader Virk
Modelling the volatility of crude oil returns: Jumps and volatility forecasts pp. 889-897 Downloads
Anupam Dutta, Elie Bouri and David Roubaud
Intertemporal price discovery between stock index futures and spot markets: New evidence from high‐frequency data pp. 898-913 Downloads
Imtiaz Mohammad Sifat, Azhar Mohamad and Kevin Reinaldo Amin
Cross‐shareholding networks and stock price synchronicity: Evidence from China pp. 914-948 Downloads
Fenghua Wen, Yujie Yuan and Wei‐Xing Zhou
Banking sector stability and economic growth in post‐transition European Union countries pp. 949-961 Downloads
Yilmaz Bayar, Djula Borozan and Marius Dan Gavriletea
Are crises sentimental? pp. 962-985 Downloads
Tao Chen, Erin P. K. So and Isabel K. M. Yan
Military expenditure, financial development and environmental degradation in Turkey: A comparison of CO2 emissions and ecological footprint pp. 986-997 Downloads
Korhan Gokmenoglu, Nigar Taspinar and Mohammad Mafizur Rahman
Finance and growth: Particular role of Zakat to levitate development in transition economies pp. 998-1017 Downloads
Badiea Shaukat and Qigui Zhu
Evaluating active investing with generic trading reactions pp. 1018-1036 Downloads
Adrian Zoicas‐Ienciu
The determinants of systematic risk: A firm lifecycle perspective pp. 1037-1049 Downloads
Jimmy Saravia, Carlos S. García and Paula M. Almonacid
Financial development and health expenditure nexus: A global perspective pp. 1050-1063 Downloads
Rezwanul Hasan Rana, Khorshed Alam and Jeff Gow
Earnings informativeness and trading frequency: Evidence from African markets pp. 1064-1086 Downloads
Edward A. E. Jones, Anthony K. Kyiu and Hao Li
Cointegration tests at the quantiles pp. 1087-1100 Downloads
Marilena Furno
Extrapolative expectations and macroeconomic dynamics: Evidence from an estimated DSGE model pp. 1101-1111 Downloads
Mikael Bask and Joao Madeira
An Agent‐Based model for Limit Order Book: Estimation and simulation pp. 1112-1121 Downloads
Mohammad Zare, Omid Naghshineh Arjmand, Erfan Salavati and Adel Mohammadpour
Socially responsible investing portfolio: An almost stochastic dominance approach pp. 1122-1132 Downloads
Trung K. Do
Nowcasting the Greek (semi‐) deposit run: Hidden uncertainty about the future currency in a Google search pp. 1133-1150 Downloads
Dimitrios Anastasiou and Konstantinos Drakos
The relationship between FDI inflows and private investment in Vietnam: Does institutional environment matter? pp. 1151-1162 Downloads
Nguyen Van Bon
The impact of terrorism on formal and informal economy in African countries pp. 1163-1180 Downloads
Habib Sekrafi, Mehdi Abid and Soufiene Assidi
Towards an immunization perfect model? pp. 1181-1196 Downloads
Joseba Iñaki De La Peña, Iván Iturricastillo, Rafael Moreno, Francisco Román and Eduardo Trigo
Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach pp. 1197-1205 Downloads
Olushina O Awe, Robert Mudida and Luis A. Gil‐Alana
An application of frequency domain approach to the causal nexus between information, communication and technology infrastructure and financial development in selected countries in Africa pp. 1206-1235 Downloads
Muazu Ibrahim, Yakubu Awudu Sare and Ibrahim Osman Adam
Viability of liberal professions' economic effectiveness in the context of the new fiscal changes in Romania pp. 1236-1255 Downloads
Valentin M. Antohi, Monica L. Zlati, Riana I. Radu, Cristina G. Cosmulese and Marian Socoliuc
Economic impact of monetary policy: Focus on real estate sector in Italy pp. 1256-1269 Downloads
Irfan Ahmed, Claudio Socci, Ali Medabesh, Francesca Severini and Jacopo Zotti
Are bank risk disclosures informative? Evidence from debt markets pp. 1270-1298 Downloads
Ahmed A. Elamer, Collins G. Ntim, Hussein A. Abdou, Andrews Owusu, Mohamed Elmagrhi and Awad Elsayed Awad Ibrahim
Interest rate pass‐through and exogenous factors: Evidence from Vietnam pp. 1299-1317 Downloads
Thi Hang Ngo, Akira Ariyoshi and Thi Xuan Anh Tran
Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration pp. 1318-1335 Downloads
Olaoluwa Yaya, Ahamuefula Ogbonna, Robert Mudida and Nuruddeen Abu
Forecasting the volatility of Chinese stock market: An international volatility index pp. 1336-1350 Downloads
Likun Lei, Yaojie Zhang, Yu Wei and Yi Zhang
Determinants of FDI in France: Role of transport infrastructure, education, financial development and energy consumption pp. 1351-1374 Downloads
Muhammad Shahbaz, Miroslav Mateev, Salah Abosedra, Muhammad Ali Nasir and Zhilun Jiao
The impact of Euro through time: Exchange rate dynamics under different regimes pp. 1375-1408 Downloads
Nikolaos Antonakakis, Ioannis Chatziantoniou and David Gabauer
Go‐for‐green policies: The role of finance and trade for sustainable development pp. 1409-1423 Downloads
Abdelmohsen A. Nassani, Muhammad Moinuddin Qazi Abro, Rubeena Batool, Syed Haider Ali Shah, Shabir Hyder and Khalid Zaman
The investment behaviour of pension funds in alternative assets: Interest rates and portfolio diversification pp. 1424-1434 Downloads
Laurens Defau and Lieven De Moor
Development of Vietnamese stock market: Influence of domestic macroeconomic environment and regional markets pp. 1435-1458 Downloads
Muhammad Ali Nasir, Muhammad Shahbaz, Trinh Thi Mai and Moade Shubita
A kernel fuzzy twin SVM model for early warning systems of extreme financial risks pp. 1459-1468 Downloads
Xun Huang and Fanyong Guo
Tail dependence between oil prices and China's A‐shares: Evidence from firm‐level data pp. 1469-1487 Downloads
Sheng Fang and Paul Egan
Asset‐Liability Management and bank profitability: Statistical cost accounting analysis from an emerging market pp. 1488-1502 Downloads
Freeman Brobbey Owusu and Abdul Latif Alhassan
ECB'S non‐standard monetary policy and asset price volatility: Evidence from EU‐6 economies pp. 1503-1530 Downloads
Alessio Ciarlone and Andrea Colabella
What drives the duration of credit booms? pp. 1531-1549 Downloads
Vítor Castro and Rodrigo Martins
Economic fitness: How equity market returns reflect the realization of economic growth potential pp. 1550-1562 Downloads
Ted H. Chu, Marshall L. Stocker and Brandon J. Tan
Depreciate to save the economy? An empirical evidence worldwide pp. 1563-1585 Downloads
Chen Ku‐Hsieh
Brexit impact on European Union's destructuration and its contribution to a new economic crisis: A new modelling approach pp. 1586-1610 Downloads
Romeo‐Victor Ionescu, Monica Laura Zlati and Valentin Marian Antohi
Time‐varying responses of stock returns to market illiquidity: Stress scenario with regime‐switching framework pp. 1611-1622 Downloads
Héla Ben Soltane and Kamel Naoui
Who drives the dance? Further insights from a time‐frequency wavelet analysis of the interrelationship between stock markets and uncertainty pp. 1623-1636 Downloads
Amine Ben Amar and Jean‐Étienne Carlotti
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