International Journal of Finance & Economics

2011 - 2025

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 23, issue 4, 2018

Carbon portfolio management pp. 349-361

Alexander Afonin, Don Bredin, Keith Cuthbertson, Cal Muckley and Dirk Nitzsche

Domestic investment responses to changes in the real exchange rate: Asymmetries of appreciation versus depreciation pp. 362-375

Mohsen Bahmani‐Oskooee, Ferda Halicioglu and Rebecca Neumann

Public policy and financial stability: The impact of PCA and TARP on U.S. bank non‐performing loans pp. 376-392

Chunxia Jiang, Angelos Kanas and Philip Molyneux

The role of external debt in the foreign direct investment–growth relationship pp. 393-412

Sailesh Tanna, Chengchun Li and Glauco De Vita

Capital flow management policies in emerging market economies: Are they successful in mitigating drastic changes of capital flows? pp. 413-426

Inbin Hwang, Hyungsoon Park and Sunyoung Park

Global factors and equity market valuations: Do country characteristics matter? pp. 427-441

Jun Ma, Andrew Vivian and Mark Wohar

Consistency of two major data sources for exchange rates in the interwar period and further evidence on the behaviour of exchange rates during hyperinflations pp. 442-455

David Peel and Alina Spiru

Islamic banking, credit, and economic growth: Some empirical evidence pp. 456-477

Guglielmo Maria Caporale and Mohamad Husam Helmi

How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China pp. 478-491

Guglielmo Maria Caporale, Suman Lodh and Monomita Nandy

The effects of intraday news flow on dealers' quotations, market liquidity, and volatility pp. 492-503

Arzé Karam

Bank‐level and country‐level determinants of bank capital structure and funding sources pp. 504-532

Hafiz Hoque and Eilnaz Kashefi Pour

Expected returns and expected dividend growth in Europe: Legal origin, institutional, and financial determinants pp. 533-545

Dooruj Rambaccussing and David Power

Investor sentiment and industry returns pp. 546-570

Alexander Molchanov and Jeffrey Stangl

Does size matter in predicting SMEs failure? pp. 571-605

Jairaj Gupta, Mariachiara Barzotto and Amir Khorasgani

Do mergers and acquisitions announcements create value for acquirer shareholders in Africa pp. 606-627

Godfred Amewu and Imhotep Alagidede

Stock prices' interdependence during the South Sea boom and bust pp. 628-641

Taufiq Choudhry

A machine‐learning analysis of the rationality of aggregate stock market forecasts pp. 642-654

Christian Pierdzioch and Marian Risse

Contagion and interdependence in Eurozone bank and sovereign credit markets pp. 655-674

Theodoros Bratis, Nikiforos Laopodis and Georgios Kouretas

European trading volumes on cross‐market holidays pp. 675-704

Bogdan Batrinca, Christian W. Hesse and Philip C. Treleaven

External sources of political connections: Financial advisors and Chinese acquisitions pp. 705-722

XiaoGang Bi and Danni Wang

Volume 23, issue 3, 2018

Testing for nonlinear unit roots in the presence of a structural break with an application to the qualified PPP during the 1997 Asian financial crisis pp. 221-232

Olivier Habimana, Kristofer Månsson and Pär Sjölander

The euro area bias and the role of financial centres pp. 233-256

Vincent Floreani and Maurizio Michael Habib

Financial constraints and productivity: Evidence from euro area companies pp. 257-282

Annalisa Ferrando and Alessandro Ruggieri

Household debt, expected economic conditions, and income inequality pp. 283-295

Edmond Berisha and John Meszaros

A network visualization approach and global stock market integration pp. 296-314

Chen Tong, Jing Chen and Mike J. Buckle

Enriching the VaR framework to EEMD with an application to the European carbon market pp. 315-328

Bangzhu Zhu, Ping Wang, Julien Chevallier, Yi-Ming Wei and Rui Xie

Standard and optimized carry trades pp. 329-344

Jurij‐Andrei Reichenecker

Volume 23, issue 2, 2018

Does the PPP condition hold for oil†exporting countries? A quantile cointegration regression approach pp. 79-93

Matthew Lyon and Jose Olmo

Interest rate pass†through: Divisia user costs of monetary assets and the federal funds rate pp. 94-110

Victor (Vic) Valcarcel

The growth rate series in Kenya: Evidence of non†linearities and factors behind the slow growth pp. 111-121

Luis A. Gil†Alana and Robert Mudida

Systemic banks, capital composition, and CoCo bonds issuance: The effects on bank risk pp. 122-133

Victor Echevarria†Icaza and Simón Sosvilla†Rivero

Examining drivers of trading volume in European markets pp. 134-154

Bogdan Batrinca, Christian W. Hesse and Philip C. Treleaven

Reassessing the relationship between the financial sector and economic growth: Dynamic panel evidence pp. 155-173

Constantinos Alexiou, Sofoklis Vogiazas and Joseph G. Nellis

The volatility trap: Precautionary saving, investment, and aggregate risk pp. 174-185

Reda Cherif and Fuad Hasanov

Dividend policy and bank opacity pp. 186-204

Dung Tran and Badar Nadeem Ashraf

Do credit ratings affect spread and return? A study of structured finance products pp. 205-217

Fernando Moreira and Sheng Zhao

Volume 23, issue 1, 2018

Bank profitability and risk†taking under low interest rates pp. 3-18

Jacob Bikker and Tobias M. Vervliet

Does credit information sharing affect funding cost of banks? Evidence from African banks pp. 19-28

Baah Kusi and Mary Opoku†Mensah

The efficacy of financial futures as a hedging tool in electricity markets pp. 29-40

Jim Hanly, Lucia Morales and Damien Cassells

Now and always, the relevance of the Taylor rule in Europe pp. 41-46

Rodrigo Caputo and Agustín Díaz

Systemic risk and the optimal seniority structure of banking liabilities pp. 47-54

Spiros Bougheas and Alan Kirman

An alternate approach in exploring the causal link between financial development and economic growth—Evidence from advanced economies pp. 55-76

Vighneswara Swamy and M Dharani

Volume 22, issue 4, 2017

Mutual fund skill in timing market volatility and liquidity pp. 257-273

Jason Foran and Niall O'Sullivan

Determinants of long†versus short†term bank credit in EU countries pp. 274-295

Haelim Park Anderson, Claudia Ruiz†Ortega and Thierry Tressel

On the stock market reactions to fiscal policies pp. 296-303

Pasquale Foresti and Oreste Napolitano

Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market pp. 304-318

Steve Cook and Duncan Watson

The assessment of the United States quantitative easing policy: Evidence from global stock markets pp. 319-340

Jung†Bin Su and Ken Hung

Economics blogs sentiment and asset prices pp. 341-351

Vincenzo Farina, Antonio Parisi and Ugo Pomante

US macroannouncements and international asset pricing pp. 352-367

Ding Du

Corporate governance structure and efficiencies of cooperative banks pp. 368-378

Nobuyoshi Yamori, Kozo Harimaya and Kei Tomimura

On equity risk prediction and tail spillovers pp. 379-393

Panos Pouliasis, Ioannis Kyriakou and Nikos Papapostolou

Central bank swap lines and CIP deviations pp. 394-402

William Allen, Gabriele Galati, Richhild Moessner and William Nelson

The importance of firm level multinationality in the country versus industry debate pp. 403-420

Cormac Mullen and Jenny Berrill

Debt spikes, blind spots, and financial stress pp. 421-437

Laura Jaramillo, Carlos Mulas†Granados and Joao Jalles

Volume 22, issue 3, 2017

How fat are the tails of equity market indices? pp. 181-200

Stoyan Stoyanov, Lixia Loh and Frank Fabozzi

The role of time‐varying return forecasts for improving international diversification benefits pp. 201-215

Maria del Mar Miralles‐Quiros and Jose Luis Miralles‐Quiros

What drives differences of opinion in sovereign ratings? The roles of information disclosure and political risk pp. 216-233

Huong Vu, Rasha Alsakka and Owain Gwilym

Alphas in disguise: A new approach to uncovering them pp. 234-243

Venkata Chinthalapati, Cesario Mateus and Natasa Todorovic

Euro area time‐varying fiscal sustainability pp. 244-254

Antonio Afonso and Joao Jalles

Volume 22, issue 2, 2017

Eurozone cycles: An analysis of phase synchronization pp. 83-114

Brigitte Granville and Sana Hussain

Monetary policy and leverage shocks pp. 115-128

Khandokar Istiak and Apostolos Serletis

Pricing the ECB's forward guidance with the EONIA swap curve pp. 129-138

Matthieu Picault

Is there still a Berlin Wall in the post‐issue operating performance of European IPOs? pp. 139-158

Tiago Pinho Pereira and Miguel Sousa

Equity flows, stock returns and exchange rates pp. 159-168

Angelos Kanas and Sotiris Karkalakos

Multilateral Loans and Interest Rates: Further Evidence on the Seniority Conundrum pp. 169-178

Sven Steinkamp and Frank Westermann

Volume 22, issue 1, 2017

Benchmarking Judgmentally Adjusted Forecasts pp. 3-11

Philip Hans Franses and Bert Bruijn

Corporate Governance, Bank Mergers and Executive Compensation pp. 12-29

Yan Liu, Carol Padgett and Simone Varotto

Euro Effect on Trade in Final, Intermediate and Capital Goods pp. 30-43

Inmaculada Martínez‐Zarzoso and Florian Johannsen

Banking and Currency Crises: Differential Diagnostics for Developed Countries pp. 44-67

Mark Joy, Marek Rusnák, Katerina Smidkova and Bořek Vašíček

Macro News and Commodity Returns pp. 68-80

Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo