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 33, issue C, 2015

Forecasting copper prices with dynamic averaging and selection models pp. 1-38

Daniel Buncic and Carlo Moretto

Accruals, growth, accounting distortions and stock returns: The case of FRS3 in the UK pp. 39-54

Georgios A. Papanastasopoulos

Temporal causality between house prices and output in the US: A bootstrap rolling-window approach pp. 55-73

Wendy Nyakabawo, Stephen Miller, Mehmet Balcilar, Sonali Das and Rangan Gupta

Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas pp. 74-93

Rania Jammazi, Aviral Tiwari, Román Ferrer and Pablo Moya

Organization of innovation and capital markets pp. 94-114

Cuneyt Orman

State-dependent jump risks for American gold futures option pricing pp. 115-133

Yu-Min Lian, Szu-Lang Liao and Jun-Home Chen

Momentum strategies with stock index exchange-traded funds pp. 134-148

Yiuman Tse

Does the bank risk concentration freeze the interbank system? pp. 149-166

Marcella Lucchetta

Capital control and exchange rate volatility pp. 167-177

Shikuan Chen and Ming-Jen Chang

Multiple directorships and the performance of mergers & acquisitions pp. 178-198

Li-Yu Chen, Jung-Ho Lai and Carl R. Chen

An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets pp. 199-216

Fearghal Kearney, Finbarr Murphy and Mark Cummins

Reactions of US government bond yields to explicit FOMC forward guidance pp. 217-233

Richhild Moessner

The effect of managerial overconfidence on the market timing ability and post-buyback performance of open market repurchases pp. 234-251

Anlin Chen and Cheng-Shou Lu

The impact of corporate governance on state-owned and non-state-owned firms efficiency in China pp. 252-277

Yan He, Yung-Ho Chiu and Bin Zhang

A new measure for heated negotiation in the IPO syndicate pp. 278-304

Jin Q. Jeon and Cheolwoo Lee

The network effects of publishing in finance pp. 305-316

Kam C. Chan, Chih-Hsiang Chang and Yuanchen Chang

Static hedging of chained-type barrier options pp. 317-327

Doobae Jun and Hyejin Ku

Volatility spillover dynamics and relationship across G7 financial markets pp. 328-365

Kim Liow

Reciprocal brokered deposits, bank risk, and recent deposit insurance policy pp. 366-384

Guo Li and Sherrill Shaffer

Volume 32, issue C, 2015

A retrospective evaluation of The North American Journal of Economics and Finance (1990–2014) pp. 1-11

Mingshan Zhou, Chih-Hsiang Chang and Kam C. Chan

Securitization and credit risk: Empirical evidence from an emerging economy pp. 12-28

Helder de Mendonça and Vívian Íris Barcelos

The internationalisation of financial crises: Banking and currency crises 1883–2008 pp. 29-47

Mardi Dungey, Jan Jacobs and Lestano Lestano

Property rights and the stock market-growth nexus pp. 48-63

Adam Ng, Ginanjar Dewandaru and Mansor Ibrahim

Improving international diversification benefits for US investors pp. 64-76

José Luis Miralles-Marcelo, María del Mar Miralles-Quirós and José Luis Miralles-Quirós

Option pricing under truncated Gram–Charlier expansion pp. 77-97

Shin-Hung Lin, Hung-Hsi Huang and Sheng-Han Li

A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector pp. 98-123

Juan Reboredo and Andrea Ugolini

Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis pp. 124-138

Lu Yang and Shigeyuki Hamori

The impact of liquidity on inflation-linked bonds: A hypothetical indexed bonds approach pp. 139-154

Julia Auckenthaler, Alexander Kupfer and Rupert Sendlhofer

Pollution, health and economic growth pp. 155-161

Meng-Yi Tai, Chi-Chur Chao and Shih Wen Hu

Volume 31, issue C, 2015

Implied volatility and the risk-free rate of return in options markets pp. 1-26

Marcelo Bianconi, Scott MacLachlan and Marco Sammon

Improved beta modeling and forecasting: An unobserved component approach with conditional heteroscedastic disturbances pp. 27-51

E. Ortas, M. Salvador and Jose Moneva

Policy interest rate, loan portfolio management and bank liquidity pp. 52-74

Gianfranco Giulioni

Offshoring, globalization, and welfare pp. 75-93

Yiming Zhou and Dao-Zhi Zeng

Firm leverage decisions: Does industry matter? pp. 94-107

Silvia Z. Islam and Sarod Khandaker

Option pricing under GARCH models with Hansen's skewed-t distributed innovations pp. 108-125

Yanxin Liu, Johnny Siu-Hang Li and Andrew Cheuk-Yin Ng

Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model pp. 126-154

Reiner Franke, Tae-Seok Jang and Stephen Sacht

Pricing American options: RNMs-constrained entropic least-squares approach pp. 155-173

Xisheng Yu and Xiaoke Xie

The nature and impact of the market forecasting errors in the Federal funds futures market pp. 174-192

Kwamie Dunbar and Abu S. Amin

Bubbles in health care: Evidence from the U.S., U.K., and German stock markets pp. 193-205

Mei-Ping Chen, Yu-Hui Lin, Chun-Yao Tseng and Wen-Yi Chen

Tackling the over-dispersion of operational risk: Implications on capital adequacy requirements pp. 206-221

José Manuel Feria-Domínguez, Enrique Jiménez-Rodríguez and Ola Sholarin

Predictability dynamics of Islamic and conventional equity markets pp. 222-248

Ahmet Sensoy, Guler Aras and Erk Hacihasanoglu

Banks’ pooling of corporate debt: An application of the restated diversification theorem pp. 249-263

Frederik Lundtofte

To sigmoid-based functional description of the volatility smile pp. 264-291

Andrey Itkin

International long-term yields and monetary policy in a small open economy: The case of Canada pp. 292-310

Ronald H. Lange

Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries pp. 311-329

Chaker Aloui, Shawkat Hammoudeh and Hela ben Hamida

Volume 30, issue C, 2014

Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates pp. 1-39

Jung-Bin Su

The real effects of inflation in a developing economy with external debt and sovereign risk pp. 40-55

Mark Assibey-Yeboah and Mohammed Mohsin

Optimal corporate hedging using options with basis and production risk pp. 56-71

Emanuele Bajo, Massimiliano Barbi and Silvia Romagnoli

US dollar exchange rate and food price dependence: Implications for portfolio risk management pp. 72-89

Juan Reboredo and Mikel Ugando

Unlevered betas and the cost of equity capital: An empirical approach pp. 90-105

Julio Sarmiento-Sabogal and Mehdi Sadeghi

The potential effect of US baby-boom retirees on stock returns pp. 106-121

Haim Kedar-Levy

The conditional dependence structure of insurance sector credit default swap indices pp. 122-132

Go Tamakoshi and Shigeyuki Hamori

An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis pp. 133-153

Marta Gómez-Puig, Simon Sosvilla-Rivero and María del Carmen Ramos-Herrera

Smart money or dumb money? A study on the selection ability of mutual fund investors in China pp. 154-170

Xunan Feng, Mingshan Zhou and Kam C. Chan

The term structure of sentiment effect in stock index futures market pp. 171-182

Chunpeng Yang and Bin Gao

Non-linear volatility dynamics and risk management of precious metals pp. 183-202

Sercan Demiralay and Veysel Ulusoy

Do institutional investors monitor management? Evidence from the relationship between institutional ownership and capital structure pp. 203-233

Chune Young Chung and Kainan Wang