Annals of Financial Economics (AFE)

2005 - 2024

Current editor(s): Michael McAleer

From World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().

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Volume 19, issue 04, 2024

Risk Avoidance, Macroeconomic Indicators and Bank Performances in Developing Economies pp. 1-30

Ooi Kok Loang

Symmetric and Asymmetric Nexus Between FDI, Trade and Economic Growth: Evidence from ASEAN Countries pp. 1-30

Kailash Pradhan, Sonali M. Mohapatra, Md. Umar Farooque and Lipsa Mohanty

Forecasting Bitcoin Price by a Hybrid Structure Based on ARIMA, SVM and LSSVM Models pp. 1-22

Idin Noorani and Farshid Mehrdoust

Comparing the Financial Performance Effect of International and Local ESG Ratings: A Two-stage DEA Approach pp. 1-21

Louis T. W. Cheng, Chun Kei Tsang and Shu Kam Lee

Investment and Economic Growth in India: Is Foreign Investment Conducive? pp. 1-27

Biswajit Maitra and Sentu Shil

Bubbles Identification in an Emerging Economy and Within Stock Markets of its Trading Partners: Evidence from a GSADF Approach pp. 1-27

Mumtaz Ahmed, Liviu Marian Matac, Naureen Maqbool, Asma Salman, Muthanna G. Abdul Razzaq, Lara Al-Haddad and Codruta Daniela Pavel

Volume 19, issue 03, 2024

Generalized Stochastic Integration and Financial Modeling pp. 1-14

Christos Floros, Konstantinos Gkillas and Christos Kountzakis

Could Regressing a Stationary Series on a Non-Stationary Series Obtain Meaningful Outcomes? pp. 1-16

Wing-Keung Wong and Mu Yue

Deposit Insurance Modeling Based on Standard Power Option Payoff Using Picard–Lindelöf Iteration pp. 1-16

S. O. Edeki and V. E. Azu-Nwosu

Does Bitcoin Add Any Value To The Investment Portfolios In Emerging Markets? A Case From Tehran Stock Exchange pp. 1-23

Hossein Dastkhan and Hossein Saber

Market Fear and Emerging Market Returns: Analyzing the Impacts of VIX and Dollar Index pp. 1-22

Abbas Valadkhani and Barry O’Mahony

A Quantile Dependence among Exchange Rate, Stock Prices and Oil Prices: An Empirical Evidence from India pp. 1-21

Salem Hamad Aldawsari, Wei Shuen Tan, Tarek Abbas Elsherazy, Bisharat Hussain Chang, Haitham M. Alzoubi and Ivana Ognjanović

Volume 19, issue 02, 2024

Epidemiological and Health Insurance Models for a Communicable Disease pp. 1-46

C. I. Nkeki and E. H. Iroh

Greenhouse Gas Emissions and the Rising Effects of Renewable Energy Consumption and Climate Risk Development Finance: Evidence from BRICS Countries pp. 1-34

Bisharat Hussain Chang, P. A. Mary Auxilia, Akash Kalra, Wing-Keung Wong and Mohammed Ahmar Uddin

Realized Stock Market Volatility of the United States: The Role of Employee Sentiment pp. 1-21

Rangan Gupta, Savanah Hall and Christian Pierdzioch

Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix pp. 1-50

Hugo Hissinaga and Márcio Laurini

CAPM in Real World: Risk-Friendly Investments pp. 1-11

Christos Floros, Christos Kountzakis and Moawia Alghalith

Modeling Chilean Long-Term Swap Yields Based on the Short-Term Interest Rate: A Garch Approach pp. 1-25

Tanweer Akram and Khawaja Mamun

Volume 19, issue 01, 2024

Globalization — Inequality Nexus in the US and UK: A Multi-Dimensional Perspective pp. 1-24

Emmanuel Uche, Torcia-Chanelle Banengai Koyama and Nicholas Ngepah

Factors Affecting the Crude Oil Prices Volatility: A Case Study of the USA, China, Japan, Germany and India pp. 1-26

Alia Ajmal, Chaudhry Abdullah Imran Sahi, Wing-Keung -Wong, Ramzan Ali and Abid Rasheed

The Nexus Between Energy Demand and Currency Valuation: Evidence from Selected OECD Countries pp. 1-23

Bisharat Hussain Chang, Haitham M. Alzoubi, Asma Salman, Ali Gohar Chang, Mohammed Ahmar Uddin and Jameel Ahmed Khan

Pandemic Fallout: Analyzing the Impact of COVID-19 on Taiwan’s Hotel Stocks pp. 1-29

Ahmad Fraz, Arshad Hassan, Shoaib Ali and Vincent Shin-Hung Pan

Unconditional Volatility Framework: Theoretical and Empirical Insights pp. 1-30

Sebastian Rey

Volume 18, issue 04, 2023

The Emerging Stock Markets and Their Asymmetric Response to Infectious Disease Equity Market Volatility (ID-EMV) Index pp. 1-22

Asma Salman, Bisharat Hussain Chang, Muthanna G. Abdul Razzaq, Wing-Keung Wong and Mohammed Ahmar Uddin

Exploring the Complementary and Nonlinear Effects of Financial Development and ICT on Inclusive Growth in South Asia pp. 1-22

Laila Khalid, Farhat Rasul and Nabila Asghar

How Do Remittance Inflows Cause the Dutch Disease in the Financial Sector? The Role of Financial Risk and Human Capital pp. 1-28

Zeeshan Khan, Syed Muhammad Faraz Raza, Kangyin Dong and Ilham Haouas

The Co-Movement between Emerging Stock Markets Using DCC-GARCH Model: Evidence from GCC and Amman Stock Exchange pp. 1-35

Ali Matar

How Justice Is Our Energy Future? Assessing the Impact of Green Finance on Energy Justice in China pp. 1-29

Senmiao Yang, Jianda Wang, Kangyin Dong and Farhad Taghizadeh-Hesary

The Impact of an Increase in Bank Competition on Export Product Quality: Evidence from China pp. 1-29

Chengcheng Tu and Xiaohui Xu

Volume 18, issue 03, 2023

From Humble Beginnings to a Global Economic Powerhouse: A Comprehensive Study of India’s Economic Development Through the Lens of Selected Macroeconomic Indicators (1990–2020) pp. 1-42

Rachana Jaiswal

Potential Welfare Gains from Optimal Macro Hedging for Oil Exporters pp. 1-22

Ricardo Lalloo

Does Trade Openness Affect Global Entrepreneurship Development? Evidence from BRICS Countries pp. 1-33

Md. Mominur Rahman, Bishawjit Chandra Deb, Muhammad Shajib Rahman, M. M. Mofiz Uddin, Muhammad Ramzan, Mohammad Jubair Hossain and Gias Uddin

Dynamics of a Newly Established Agricultural Commodities Market: Financialization, Hedging and Portfolio Diversification in Turkey pp. 1-33

Turker Acikgoz, Ozge Sezgin Alp and Nazlan Belemir Alkan

Market Capitalized Scale and Corporate Capital Structure — Evidence from CSI300’s Listed Firms pp. 1-23

Huu Manh Nguyen, Wing Keung Wong and Thi Huong Giang Vuong

Innovation, Economic Growth, and Inequalities: A Panel Dynamic Threshold Analysis for Dynamic Economies pp. 1-29

Sabreen Khan and Dil Pazir

Volume 18, issue 02, 2023

The Asymmetric Effect of the Extreme Changes in the Economic Policy Uncertainty on the Exchange Rates: Evidence from Emerging Seven Countries pp. 1-24

Alina Maydybura, Raheel Gohar, Asma Salman, Wing-Keung Wong and Bisharat Hussain Chang

Spillover Effects in the Presence of Structural Breaks, Persistence and Conditioned Heteroscedasticity pp. 1-51

Francisca Mendonça Souza, Claudia Aline de Souza Ramser, Adriano Mendonça Souza and Claudimar Pereira da Veiga

The Impact of Macroeconomic Indicators on the Balance of Payments: Empirical Evidence from Afghanistan pp. 1-29

Abdul Hadi Sultani and U. Faisal

Does US Infectious Disease Equity Market Volatility Index Predict G7 Stock Returns? Evidence Beyond Symmetry pp. 1-16

Raheel Gohar, Asma Salman, Emmanuel Uche, Omer Faruk Derindag and Bisharat Hussain Chang

Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility pp. 1-14

Sisa Shiba, Juncal Cunado, Rangan Gupta and Samrat Goswami

An Analysis of the U.S. Individual Investor Sentiment Influence on Cryptocurrency Returns and Volatility pp. 1-20

Mustafa Sayim and Nguyen Quang My

Volume 18, issue 01, 2023

Financial Development and Income Inequality: Evidence From Advanced, Emerging and Developing Economies pp. 1-27

Carolyn Chisadza and Mduduzi Biyase

An Informational Theory of the Dynamic Value of the Firm pp. 1-22

David Yeung and Wing-Keung Wong

Nonlinear Causal Relationship Between Economic Policy Uncertainty and Macroeconomic Variables in Selected Emerging Market Economies pp. 1-34

Abigail Naa Korkor Adjei, George Tweneboah and Peterson Owusu Junior

Ten Ways to Specify a Gini Coefficient Using Entropy pp. 1-19

Hang Keun Ryu and Daniel Slottje

Drawbacks in the 3-Factor Approach of Fama and French (2018) pp. 1-26

David Allen and Michael McAleer

Density and Risk Prediction with Non-Gaussian COMFORT Models pp. 1-37

Marc S. Paolella and Paweł Polak

Editorial: Statement for the Special Issue in Honor of Michael McAleer pp. 1-8

David Allen, Moawia Alghalith and Wing-Keung Wong

On the Predictive Value of the (Shadow) Real Interest Rate for the Realized Volatility of Gold-Price Returns pp. 1-16

Christian Pierdzioch, Sebastian Rohloff and Roland Von Campe

The Mean-Variance Rule for Investors with Reverse S-Shaped Utility pp. 1-16

Wing-Keung Wong, David Yeung and Richard Lu