The North American Journal of Economics and Finance
Latest Publications

TOTAL DOCUMENTS

1660

(FIVE YEARS 711)

H-INDEX

38

(FIVE YEARS 11)

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 ◽

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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 ◽

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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 ◽

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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 ◽

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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 ◽

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