The North American Journal of Economics and Finance

1992 - 2024

Continuation of North American Review of Economics and Finance.

Current editor(s): Hamid Beladi

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 49, issue C, 2019

The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis pp. 1-26

Marta Gómez-Puig, Manish Singh and Simon Sosvilla-Rivero

Gold price and exchange rates: A panel smooth transition regression model for the G7 countries pp. 27-46

Nikolaos Giannellis and Minoas Koukouritakis

Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches pp. 47-56

Khamis Hamed Al-Yahyaee, Mobeen Ur Rehman, Walid Mensi and Idries Mohammad Wanas Al-Jarrah

Interest rate convergence across maturities: Evidence from bank data in an emerging market economy pp. 57-70

Mark Holmes, Ana Iregui and Jesus Otero

Has the Grexit news affected euro area financial markets? pp. 71-84

Wildmer Daniel Gregori and Agnese Sacchi

How does listing status affect bank risk? The effects of crisis, market discipline and regulatory pressure on listed and unlisted BHCs pp. 85-103

Dung Tran, M. Kabir Hassan and Reza Houston

Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal pp. 104-120

Khamis Hamed Al-Yahyaee, Walid Mensi, Idries Mohammad Wanas Al-Jarrah, Atef Hamdi and Sang Hoon Kang

Bank’s risk measures and monetary policy: Evidence from a large emerging economy pp. 121-132

Claudio de Moraes and Helder de Mendonça

Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets pp. 133-151

Gaoxiu Qiao, Yuxin Teng, Weiping Li and Wenwen Liu

The impact of housing price on non-housing consumption of the Chinese households: A general equilibrium analysis pp. 152-164

Lu Liu, Qiuyun Wang and Anquan Zhang

Foreigners at the gate? Foreign investor trading and the disposition effect of domestic individual investors pp. 165-180

Keun Woo Park, Seong Hoon Jeong and Ji Yeol Jimmy Oh

Rise and fall of calendar anomalies over a century pp. 181-205

Alex Plastun, Xolani Sibande, Rangan Gupta and Mark Wohar

Expected currency returns and volatility risk premia pp. 206-234

Jose Ornelas

Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study pp. 235-251

Ling Wang

The role of sentiment and stock characteristics in the translation of analysts’ forecasts into recommendations pp. 252-272

Pilar Corredor, Elena Ferrer and Rafael Santamaria

Dating currency crises in emerging market economies pp. 273-286

Tjeerd Boonman

Determinants of foreign and domestic investment bias in global bond markets: Some empirical evidence pp. 287-303

Donghyun Park, Kiyoshi Taniguchi and Shu Tian

Driving factors of equity bubbles pp. 304-317

Shengquan Wang and Langnan Chen

The timing and intensity of investment under ambiguity pp. 318-330

Jinrun Ma and Yingjie Niu

Re-examining the time-varying nature and determinants of exchange rate pass-through into import prices pp. 331-351

K.W. Chou

A hybrid profit and loss sharing model using interest free-debt and equity financing: An application of game theory as a decision tool pp. 352-360

Adil EL Fakir, Richard Fairchild and Mohamed Tkiouat

Effects of market timing on primary share issues in the Brazilian capital market pp. 361-377

Matheus da Costa Gomes, Vinícius Medeiros Magnani, Tatiana Albanez and Mauricio Ribeiro do Valle

How far away is the MENA banking system? Efficiency comparisons with international banks pp. 378-395

Mohamed Chaffai and Paolo Coccorese

Valuing step barrier options and their icicled variations pp. 396-411

Hangsuck Lee, Bangwon Ko and Seongjoo Song

Volume 48, issue C, 2019

Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? pp. 1-19

Debojyoti Das, M. Kannadhasan and Malay Bhattacharyya

Oil price shocks, economic policy uncertainty and China’s trade: A quantitative structural analysis pp. 20-31

Yanfeng Wei

Nonlinear dependence in cryptocurrency markets pp. 32-47

Pedro Chaim and Márcio Laurini

Market sentiment and herding in analysts’ stock recommendations pp. 48-64

Ming-Ti Chiang and Mei-Chen Lin

Will macroprudential policy counteract monetary policy’s effects on financial stability? pp. 65-75

Itai Agur and Maria Demertzis

Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model pp. 76-89

Filipe Stona and João F. Caldeira

The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach pp. 90-110

Nguyen Ba Trung

Reasonable evaluation of VIX options for the Taiwan stock index pp. 111-130

Hung-Hsi Huang, Shin-Hung Lin and Chiu-Ping Wang

The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data pp. 131-148

Xiangcai Meng and Chia-Hsing Huang

Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility pp. 149-169

See-Woo Kim and Jeong-Hoon Kim

Do stock markets lead or lag macroeconomic variables? Evidence from select European countries pp. 170-186

Silvio Camilleri, Nicolanne Scicluna and Ye Bai

Financial contagion across major stock markets: A study during crisis episodes pp. 187-201

Imen BenMim and Ahmed BenSaïda

External financial liabilities and real exchange rate jumps pp. 202-220

Jiaqing Zhu

Firm-specific investor sentiment and the stock market response to earnings news pp. 221-240

Sang Ik Seok, Hoon Cho and Doojin Ryu

Effects of Japanese quantitative easing policy on the economies of Japan and Korea pp. 241-252

Jai Won Ryou, Saang Joon Baak and Won Joong Kim

Oil prices and real exchange rates in the NAFTA region pp. 253-264

Hamid Baghestani and Hugo Toledo

Cournot vs. Bertrand in mixed markets with R&D pp. 265-271

Debasmita Basak and Leonard F.S. Wang

CVA for Cliquet options under Heston model pp. 272-282

Yaqin Feng, Min Wang and Yuanqing Zhang

Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications pp. 283-294

Walid Mensi, Mobeen Ur Rehman, Khamis Hamed Al-Yahyaee, Idries Mohammad Wanas Al-Jarrah and Sang Hoon Kang

Financial development and income inequality in China – A spatial data analysis pp. 295-320

Samuel Moon Jung and Chu-Ping C. Vijverberg

Chilean pension fund managers and corporate governance: The impact on corporate debt pp. 321-337

Mauricio Jara Bertin, Félix López-Iturriaga, Pablo San Martin, Paolo Saona and Giannina Tenderini

Upstream privatization in mixed markets with retailer's efforts pp. 338-345

Qian Liu, Leonard F.S. Wang and Charlie L. Chen

Stock market impact of cross-border acquisitions in emerging markets pp. 346-363

Pehr-Johan Norbäck and Lars Persson

Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon pp. 364-384

Carlos Heitor Campani and René Garcia

Dynamic price–volume causality in the American housing market: A signal of market conditions pp. 385-400

I-Chun Tsai

The causality direction of the corporate social responsibility – Corporate financial performance Nexus: Application of Panel Vector Autoregression approach pp. 401-418

Woon Lin, Siong Hook Law, Jo Ann Ho and Murali Sambasivan

Bank technical, allocative and cost efficiencies in Africa: The influence of intellectual capital pp. 419-433

Kolade Sunday Adesina

Are overconfident executives alike? overconfident executives and compensation structure: Evidence from China pp. 434-449

Ying Sophie Huang and Mengyu Li

Financial structure, bank competition and income inequality pp. 450-466

Joyce Hsieh, Ting-Cih Chen and Shu-Chin Lin

Valuation effects and risk sharing during the era of financial globalization pp. 467-480

Marcel Schröder

Credit card delinquency: How much is the Internet to blame? pp. 481-497

Ficawoyi Donou-Adonsou and Hem C. Basnet

Assessment of asymmetric effects on exchange market pressure: Empirical evidence from emerging countries pp. 498-513

Oguzhan Ozcelebi

Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators pp. 514-528

Yensen Ni, Paoyu Huang and Yuhsin Chen

The stabilizing effects of price limits: New evidence from jump contributed price variations pp. 529-539

Shan-Ying Chu, Lin Kun Chan and Jin-Huei Yeh

Asymmetric volatility in equity markets around the world pp. 540-554

Jone B. Horpestad, Štefan Lyócsa, Peter Molnár and Torbjørn B. Olsen

Role of market timing and market conditions: Evidence from seasoned equity offerings pp. 555-566

Kavita Wadhwa and Sudhakara Reddy Syamala

Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership pp. 567-581

Wang Chen, Shigeyuki Hamori and Takuji Kinkyo

Understanding stock market volatility: What is the role of U.S. uncertainty? pp. 582-590

Zhi Su, Tong Fang and Libo Yin

On the informative content of sanctions pp. 591-612

Chiara Guerello, Pina Murè, Natasha Rovo and Marco Spallone

Income convergence and the catch-up index pp. 613-627

Chander Kant

Can skewness predict currency excess returns? pp. 628-641

Xue Jiang, Liyan Han and Libo Yin

Screening rules and portfolio performance pp. 642-662

Angel León, Lluís Navarro and Belén Nieto

Financing strategically: The moderation effect of marketing activities on the bifurcated relationship between debt level and firm valuation of small and medium enterprises pp. 663-681

Sang-Joon Kim, John Bae and Hannah Oh

Explaining the appearance of open-mouth operations in the 1990s U.S pp. 682-701

Christopher Hanes

Uncertainty and currency performance: A quantile-on-quantile approach pp. 702-729

Liyan Han, Yang Liu and Libo Yin

Term structure dynamics in a monetary economy with learning pp. 730-745

Sadayuki Ono

Investment-cash flow sensitivity and the Bankruptcy Reform Act of 1978 pp. 746-756

Emmanuel Alanis and Margot Quijano

What drives merger outcomes? pp. 757-775

Stephen N. Jurich and M. Mark Walker

Optimal proportion decision-making for two stages investment pp. 776-785

Yu-Hong Liu and I-Ming Jiang

Can investors attention on oil markets predict stock returns? pp. 786-800

Libo Yin and Jiabao Feng

Network connectedness and net spillover between financial and commodity markets pp. 801-818

Seong-Min Yoon, Md Al Mamun, Gazi Uddin and Sang Hoon Kang

Arbitrage-free conditions for implied volatility surface by Delta pp. 819-834

Ximei Wang, Yanlong Zhao and Ying Bao

Financial crises, globalization, and insurer performance: Some international evidence pp. 835-856

Pei-Fen Chen, Chun-Wei Lin and Chien-Chiang Lee

Improving the predictability of stock returns with Bitcoin prices pp. 857-867

Afees Salisu, Kazeem Isah and Lateef Akanni