Quarterly Review of Economics and Finance

Papers
(The TQCC of Quarterly Review of Economics and Finance is 7. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-11-01 to 2024-11-01.)
ArticleCitations
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness136
Geopolitical risk and volatility spillovers in oil and stock markets125
Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold120
Impact of Covid-19 on corporate solvency and possible policy responses in the EU92
Panel vector autoregression in R with the package panelvar76
Access to finance – Mind the gender gap65
Financial inclusion, bank market structure, and financial stability: International evidence55
The COVID-19 pandemic and stock liquidity: Evidence from S&P 50053
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin52
Volatility and return spillovers between stock markets and cryptocurrencies51
Long and short-term impacts of regulation in the cryptocurrency market46
When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis45
Implied volatility indices – A review45
Loan loss provisions and audit quality: Evidence from MENA Islamic and conventional banks43
Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty43
Asymmetric volatility structure of equity returns: Evidence from an emerging market40
COVID-19 pandemic and the safe haven property of Bitcoin39
Economic policy uncertainty and industry innovation: Cross country evidence38
Crude oil and stock markets in the COVID-19 crisis: Evidence from oil exporters and importers36
Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty36
Constructing a composite financial inclusion index for developing economies35
Correlations and volatility spillovers between China and Southeast Asian stock markets34
On the dynamic equicorrelations in cryptocurrency market33
Does Corporate Social Responsibility reporting improve financial performance? The moderating role of board diversity and gender composition33
On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis32
Covid-19 and monetary–fiscal policy interactions in Canada30
The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-1929
Are Cryptocurrencies and African stock markets integrated?28
Dynamic integration and transmission channels among interest rates and oil price shocks27
Bank liquidity creation: Does ownership structure matter?27
Tail dependence risk and spillovers between oil and food prices26
Time-frequency dependencies of financial and economic risks in South American countries26
Capital requirements and banks performance under Basel-III: A comparative analysis of Australian and British banks24
The financial literacy gender gap and the role of culture24
Exploring asymmetries in the effects of El Niño-Southern Oscillation on U.S. food and agricultural stock prices23
Exchange rate pass-through: A comparative analysis of inflation targeting & non-targeting ASEAN-5 countries23
Fed’s unconventional monetary policy and risk spillover in the US financial markets22
Do oil and gas prices influence economic policy uncertainty differently: Multi-country evidence using time-frequency approach22
How do market power and industry competition influence the effect of corporate governance on earnings management?22
Trade credit, cash holdings, and product market competition21
Top management inside debt and corporate social responsibility? Evidence from the US21
Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective21
Do co-opted directors influence corporate risk-taking and credit ratings?20
What’s holding back blockchain finance? On the possibility of decentralized autonomous finance20
Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China20
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach20
Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach19
Microfinance institutions, banking, growth and transmission channel: A GMM panel data analysis from developing countries19
ECB language and stock returns – A textual analysis of ECB press conferences19
Do labor remittance outflows retard economic growth in Qatar? Evidence from nonlinear cointegration19
Bank profitability and economic growth18
Drivers of Turkish inflation18
Volatility spillover between exchange rate and stock returns under volatility shifts18
The Fama-French five-factor model and emerging market equity returns18
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing17
Do asymmetric information and leverage affect investment decisions?17
Economic convergence among the world’s top-income economies17
How does carbon regulatory policy affect debt financing costs? Empirical evidence from China17
Does infrastructure stimulate total factor productivity? A dynamic heterogeneous panel analysis for Indian manufacturing industries17
Do markets value ESG risks in sovereign credit curves?16
Cryptocurrency in context of fiat money functions16
Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets16
Energy based estimation of the shadow economy: The role of governance quality16
Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock16
Competition, cost efficiency and stability of banks in the MENA region16
Insurance and geopolitical risk: Fresh empirical evidence15
Another look at calendar anomalies15
Do conventional currencies hedge cryptocurrencies?15
Conditional correlation between exchange rates and stock prices15
Investors' sentiments and the dynamic connectedness between cryptocurrency and precious metals markets15
Is the shadow economy procyclical or countercyclical over the business cycle? International evidence15
Family control, external governance mechanisms, and dividend payouts14
Bank profitability under uncertainty14
Effect of poverty on financial development: Does trade openness matter?14
US quantitative easing and firm’s default risk: The role of Corporate Social Responsibility (CSR)14
In search of hedges and safe havens during the COVID─19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty14
Cash, crime, and cryptocurrencies14
Self-attribution bias and overconfidence among nonprofessional traders14
Competition, securitization, and efficiency in US banks13
Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty13
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields13
Financial stability and monetary policy reaction: Evidence from the GCC countries13
Does the yield curve signal recessions? New evidence from an international panel data analysis13
The trade credit channel and monetary policy transmission: Empirical evidence from U.S. panel data13
Interest rate and the social performance of microfinance institutions12
Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK12
Cross hedging with stock index futures12
Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries12
Quantile causality between banking stock and real estate securities returns in the US12
Inflation persistence in Turkey: A TVP-estimation approach11
Revisiting the accuracy of standard VaR methods for risk assessment: Using the Copula–EVT multidimensional approach for stock markets in the MENA region11
Momentum, asymmetric volatility and idiosyncratic risk-momentum relation: Does technology-sector matter?11
The sum of all SCARES COVID-19 sentiment and asset return11
Global and local banking crises and risk-adjusted efficiency of Indian banks: Are the impacts really perspective-dependent?11
Political risk and financial flexibility in BRICS countries10
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme10
The clinical and economic value of a successful shutdown during the SARS-CoV-2 pandemic in Germany10
Impact of internet use on value and diversity of risky financial asset portfolios10
Why did inflation targeting fail in Argentina?10
Autoregressive Distributed Lag (ARDL) analysis of U.S.-China commodity trade dynamics10
The asymmetric impact of oil price shocks on China stock market: Evidence from quantile-on-quantile regression10
Oil price dynamics and fiscal policy cyclicality in Saudi Arabia: New evidence from partial and multiple wavelet coherences10
Prospect theory and narrow framing bias: Evidence from emerging markets10
On the link between the shadow economy and stock market development: An asymmetry analysis10
The study of the shadow economy in modern conditions: Theory, methodology, practice10
Culture, intellectual property rights, and technology adoption10
Households' investments in socially responsible mutual funds10
Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?9
Do foreign investors deter corporate fraud? Evidence from China9
The price and cost of bitcoin9
“Theoretical Model on CEO Overconfidence Impact on Corporate Investments”9
Gender diversity on corporate boards: Evaluating the effectiveness of shareholder activism9
The drivers of the financial integration of microfinance Institutions: Do financial development, agency costs and microfinance performance matter?9
Bullish and Bearish Engulfing Japanese Candlestick patterns: A statistical analysis on the S&P 500 index9
Easing economic vulnerability: Multidimensional evidence of financial development9
Do natural resources determine energy consumption in Pakistan? The importance of quantile asymmetries9
Capital expenditures, corporate hedging and firm value9
When and why do stock and bond markets predict US economic growth?9
Political connections, investment inefficiency, and the Indian banking crisis9
How does central bank transparency affect systemic risk? Evidence from developed and developing countries9
Analyzing the risks of an illiquid and global asset: The case of fine wine9
The role of investor behavior in emerging stock markets: Evidence from Vietnam9
Heterogeneous effects of foreign exchange appreciation on industrial output: Evidence from disaggregated manufacturing data9
Further evidence on long-run abnormal returns after corporate events9
An empirical comparison between a regression framework and the Synthetic Control Method9
Geopolitical risks and tourism stocks: New evidence from causality-in-quantile approach8
Causal nexus between crude oil and US corporate bonds8
Capacity utilization in emerging economy firms: Some new insights related to the role of infrastructure and institutions8
Armageddon and the stock market: US, Canadian and Mexican market responses to the 1962 Cuban Missile Crisis8
Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets8
Segmentation, business environment and global informational efficiency of emerging financial markets8
Impacts of the sovereign risk perception on financial stability: Evidence from Brazil8
Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models8
Oil shocks and investor attention8
Features of overreactions in the cryptocurrency market8
Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models8
Drivers of genuine FDI inflows in advanced economies8
Nominal GDP targeting, real economic activity and inflation stabilization in a new Keynesian framework8
Structural vector error correction modelling of Bitcoin price8
Measuring enterprise risk management implementation: A multifaceted approach for the banking sector8
Discretionary fiscal policy, fiscal credibility and inflation risk premium8
Can high trading volume and volatility switch boost momentum to show greater inefficiency and avoid crashes in emerging markets? The economic relationship in factor investing in emerging markets8
Do words affect expectations? The effect of central banks communication on consumer inflation expectations8
Trading leveraged Exchange-Traded products is hazardous to your wealth8
Revisiting the nexus between house pricing and money demand: Power spectrum and wavelet coherence based approach8
Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach8
Natural gas price, market fundamentals and hedging effectiveness7
Frequency connectedness between DeFi and cryptocurrency markets7
Framing and the disposition effect in a scopic regime7
Detecting periodically collapsing bubbles in the S&P 5007
Global policy uncertainty and cross-border acquisitions7
The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index7
Capital regulation, market power and bank risk-taking in the MENA region: New evidence for Islamic and conventional banks7
The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidence7
Political risk and financial development in Nigeria: Can credit buy social peace?7
Housing price dynamics: The impact of stock market sentiment and the spillover effect7
Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information7
Financial contagion in the futures markets amidst global geo-economic events7
Bank response to policy-related changes in capital requirements7
Risk allocation through securitization: Evidence from non-performing loans7
Okun's law: Copula-based evidence from G7 countries7
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach7
The impact of employee relations on the reputation of the board of directors and CEO7
A pairs trading strategy based on mixed copulas7
Bank stocks inform higher growth—A System GMM analysis of ten emerging markets in Asia7
Are impact and financial returns mutually exclusive? Evidence from publicly-listed impact investments7
An empirical nexus between exchange rate and China's outward foreign direct investment: Implications for Pakistan under the China Pakistan economic corridor project7
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