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

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

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

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

Idin Noorani and Farshid Mehrdoust

Volume 19, issue 03, 2024

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

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

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

Generalized Stochastic Integration and Financial Modeling pp. 1-14

Christos Floros, Konstantinos Gkillas and Christos Kountzakis

Volume 19, issue 02, 2024

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

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

Volume 19, issue 01, 2024

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

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

Emmanuel Uche, Torcia-Chanelle Banengai Koyama and Nicholas Ngepah

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

Sebastian Rey

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

Volume 18, issue 04, 2023

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

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

Volume 18, issue 03, 2023

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

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

Ricardo Lalloo

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

Sabreen Khan and Dil Pazir

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

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

Volume 18, issue 02, 2023

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

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

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

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

Mustafa Sayim and Nguyen Quang My

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

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

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

Hang Keun Ryu and Daniel Slottje

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

David Allen, Moawia Alghalith and Wing-Keung Wong

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

David Yeung and Wing-Keung Wong

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

Marc S. Paolella and Paweł Polak

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

David Allen and Michael McAleer

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

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