The North American Journal of Economics and Finance
Latest Publications

TOTAL DOCUMENTS

1660

(FIVE YEARS 200)

H-INDEX

(FIVE YEARS 1)

Published By Elsevier

1062-9408

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2021.101629 ◽

2022 ◽

pp. 101629

Author(s):

Scott M.R. Mahadeo ◽

Reinhold Heinlein ◽

Gabriella D. Legrenzi

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Pricing vulnerable options with stochastic liquidity risk

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2021.101637 ◽

2022 ◽

pp. 101637

Author(s):

Xingchun Wang

Keyword(s):

Liquidity Risk ◽

Vulnerable Options

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Optimal insurance under moral hazard in loss reduction

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2021.101627 ◽

2022 ◽

pp. 101627

Author(s):

Hangsuck Lee ◽

Minha Lee ◽

Jimin Hong

Keyword(s):

Moral Hazard ◽

Loss Reduction ◽

Optimal Insurance

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Exchange Rate Misalignments, Capital Flows and Volatility

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2022.101640 ◽

2022 ◽

pp. 101640

Author(s):

Axel Grossmann ◽

Alexei G. Orlov

Keyword(s):

Exchange Rate ◽

Capital Flows

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The Risk–Return Relation In The Corporate Loan Market

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2022.101643 ◽

2022 ◽

pp. 101643

Author(s):

Miguel A. Duran

Keyword(s):

Loan Market ◽

Risk Return ◽

Corporate Loan

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Group penalized logistic regressions predict up and down trends for stock prices

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2021.101564 ◽

2022 ◽

Vol 59 ◽

pp. 101564

Author(s):

Yanlin Yang ◽

Xuemei Hu ◽

Huifeng Jiang

Keyword(s):

Stock Prices ◽

Logistic Regressions

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Pricing of vulnerable exchange options with early counterparty credit risk

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2021.101624 ◽

2022 ◽

pp. 101624

Author(s):

Donghyun Kim ◽

Geonwoo Kim ◽

Ji-Hun Yoon

Keyword(s):

Credit Risk ◽

Counterparty Credit Risk ◽

Exchange Options

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Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2021.101632 ◽

2021 ◽

pp. 101632

Author(s):

Zhihong Jian ◽

Xupei Li ◽

Zhican Zhu

Keyword(s):

Stock Index ◽

Spot Markets ◽

Stock Index Futures ◽

Index Futures ◽

Transmission Channels ◽

Extreme Risk

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Belief-driven growth slowdowns and zero-bounded risk-free rate

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2021.101600 ◽

2021 ◽

pp. 101600

Author(s):

Xiaoge Zhang

Keyword(s):

Bounded Risk ◽

Risk Free Rate ◽

Free Rate

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Two new mean–variance enhanced index tracking models based on uncertainty theory

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2021.101622 ◽

2021 ◽

pp. 101622

Author(s):

Tingting Yang ◽

Xiaoxia Huang

Keyword(s):

Uncertainty Theory ◽

Index Tracking ◽

Mean Variance

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The North American Journal of Economics and FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Elsevier

Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios

Pricing vulnerable options with stochastic liquidity risk

Optimal insurance under moral hazard in loss reduction

Exchange Rate Misalignments, Capital Flows and Volatility

The Risk–Return Relation In The Corporate Loan Market

Group penalized logistic regressions predict up and down trends for stock prices

Pricing of vulnerable exchange options with early counterparty credit risk

Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China

Belief-driven growth slowdowns and zero-bounded risk-free rate

Two new mean–variance enhanced index tracking models based on uncertainty theory

The North American Journal of Economics and Finance
Latest Publications