Search Results - isPartOf:"Journal of Economics and Finance"

Inflation in the G7 countries : persistence and structural breaks

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: Journal of economics and finance : JEF 46 (2022) 3, pp. 493-506

Persistent link: https://www.econbiz.de/10013442202

The role of domestic and foreign economic uncertainties in determining the foreign exchange rates : an extended monetary approach

Murad, S. M. Woahid - In: Journal of economics and finance : JEF 46 (2022) 4, pp. 666-677

Persistent link: https://www.econbiz.de/10013442221

Persistence in ESG and conventional stock market indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economics and finance : JEF 46 (2022) 4, pp. 678-703

Persistent link: https://www.econbiz.de/10013442222

Pricing exchange options under stochastic correlation

Villamor, Enrique; Olivares, Pablo - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014580764

Addressing the financial impact of natural disasters in the era of climate change

Bufalo, Michele; Ceci, Claudia; Orlando, Giuseppe - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-25

The objective of our study is to predict the financial losses that may result from natural disasters, along with their level of volatility, over a period of 1 to 15 years. Volatility can lead to significant fluctuations in Profit and Loss (P&L) for companies that are affected by unexpected...

Persistent link: https://www.econbiz.de/10014580765

Non-zero-sum investment-reinsurance game with delay and ambiguity aversion

He, Yong; Luouyang, Xueqi; He, Lin; Chen, Haiyan; Li, Sheng - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014580776

Tail risk transmission from the United States to emerging stock Markets : empirical evidence from multivariate quantile analysis

Zhang, Yi; Zhou, Long; Wu, Baoxiu; Liu, Fang - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014580778

Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative

Chai, Li; Wang, Yuqi; Qi, Xiaohong - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014580780

Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China

Huang, Xinya; Wang, Yufeng; Li, Houjian - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014580781

Reassessing the inversion of the Treasury yield curve as a sign of U.S. recessions : insights from the housing and credit markets

Chatterjee, Ujjal K.; Zirgulis, Aras; Hüttinger, Maik; … - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014580825