Journal of Financial Economic Policy
Issue(s) available: 51 – From Volume: 1 Issue: 1, to Volume: 13 Issue: 3
Category:
Economics
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Volume 1
The GDP, the US treasury yield and the federal funds rate: who follows whom, when and why?
Knut Lehre Seip, Dan ZhangThis study aims to address the fundamental question on how the major players in the economy dynamically interact with each other: among the central bank, the investors in…
Aggregate congressional trading and stock market returns
Serkan Karadas, Minh Tam Tammy Schlosky, Joshua C. HallWhat information do members of Congress (politicians) use when they trade stocks? The purpose of this paper is to attempt to answer this question by investigating the…
Preferences for deferred annuities in the Japanese retirement market
Tomoki Kitamura, Kunio NakashimaDeferred annuities, which offer longevity insurance with relatively low premiums, are a potential payout option in defined contribution (DC) pension plans in Japan. This…
Do Tobin taxes help stop stock price bubbles?
Lucy F. Ackert, Li Qi, Wenbo ZouThis study aims to report on experimental asset markets designed to examine the impact of a levy on trade, as well as the taxation authority’s ability to raise tax revenue…
Tax evasion; public and political corruption and international trade: a global perspective
Ophias Kurauone, Yusheng Kong, Huaping Sun, Takuriramunashe Famba, Simbarashe MuzamhindoThis study aims to examine the significance of public/political corruption; trade tax revenue (import and export) on tax evasion in a group of 140 countries for the period…
Banks’ international assets and sovereign default risk
Filippo GoriThis paper aims to investigate the nexus between banks’ foreign assets and sovereign default risk in a panel of 15 developed economies. The empirical evidence suggests…
Are global gold futures returns volatilities and trading activities threshold cointegrated?
Chien-Hung Chen, Nicholas Lee, Fu-Min Chang, Li-Peng LanThis study aims to examine whether global gold futures returns volatilities and trading activities are threshold cointegrated.
Stock market co-movement in Latin America and the US: evidence from a new approach
Puneet Vatsa, Hem Basnet, Frank MixonThe purpose of this paper is to investigate the interlinkages among four major stock markets in Latin America, i.e., those in Argentina, Brazil, Chile, and Mexico, as well…
Lower reversal limit of the European Central Bank deposit rate and sustainability of traditional banking business model
Mariya GubarevaThe purpose of this paper is to present an empirical analysis of the European Central Bank (ECB) deposit rate dynamics during 2014–2020, attempting to answer how deep…
Displacement and debt – the role of debt in returning to work after displacement
Robert Bednarzik, Andreas Kern, John HisnanickThis paper aims to analyze the question of how household indebtedness impacts households’ incentives to search for and accept work after displacement.
Systemic risk and firm size: is notional amount a good metric?
David Reiffen, Bruce TuckmanMany recently enacted financial regulations exempt smaller entities. While the literature on systemic risk provides efficiency justifications for certain exemptions, the…
Does the degree of debt obligations owed by a state’s pension plan affect a resident household’s utility?
Leobardo Diosdado, Donald LacombeThe objective of this paper is to examine whether the financial satisfaction (FS) of a state’s residents is affected by the funding ratio of the state’s public pension.
Firm innovation and access to finance: firm-level evidence from India
Parneet Kaur, Navneet Kaur, Paras KanojiaBased on 9,281 firm-level survey data on micro, small and medium enterprises (MSMEs) in India, this study aims to investigate how access to different finance sources and…
Price discovery and pairs trading potentials: the case of metals markets
Saji Thazhugal Govindan NairThis study aims to validate the “expectancy theory” of asset pricing and explores the price discovery process in metals futures markets.
Financing costs and barriers to entry in Australia’s electricity market
Alan Rai, Tim NelsonThis paper aims to provide investors’ views on financing costs and barriers to entry into the electricity generation sector, with a focus on investors’ views on potential…
Bank stockholders’ vs bank bondholders’ market discipline during crisis time: an investigation based on supervisory stress test information disclosure
Moustapha Daouda DalaThis paper aims to investigate how stockholders and bondholders react to the information disclosed on the financial markets during crisis periods. This paper considers the…
Revisiting the impact of organized labor on corporate bottom lines
Dmytro Osiichuk, Paweł Mielcarz, Julia KavalenkaRelying on an international panel data set, the purpose of this paper is to quantify the economic impact of labor unionization on corporate financial performance.
Welfare effects of limiting bank loans
Arup Bose, Debashis Pal, David SappingtonThis paper examines the effects of limiting the number of loans a bank can issue, reflecting a policy recently implemented by the US Federal Reserve.
Money stock determination process and money multiplier: case of South Korea
Serdar Ongan, Ismet GocerThis study aims to re-examine the money stock determination process for South Korea under the assumption of the existence of potential asymmetric (non-linear) relations (a…
Covid-19, out-of-pocket medical expenses and consumption
Jonathan E. LeightnerBased upon estimates of the change in consumption due to a change in out-of-pocket-health expenses (dC/dOOPHE) for 43 countries, this paper aims to argue for a…
FDI inflow and financial channels: international evidence before and after crises
Selma Izadi, Mamunur Rashid, Parviz IzadiExtending on the resource-seeking foreign direct investment (FDI) hypothesis, this paper aims to uncover the potential relationship between financial and non-financial…
Competition and financial institutions and markets development: a dynamic panel data analysis
Walid AbdmoulahThis study aims to shed new light on the nexus between market competition and financial development (FD), using the new FD index developed by the IMF, covering financial…
Did Brexit change asset co-movements?
Shrabani Saha, Anindya Sen, Christine Smith-Han, Dennis WesselbaumThis paper aims to examine the impact of the Brexit referendum on the risk structure of financial asset prices. Co-movements are analysed using daily price returns of…
The dark and bright sides of policy uncertainty: do too many cooks spoil the broth?
Khanh Hoang, Long Phi Tran, Van Thuy Vu, Minh Duy VuThis paper aims to investigate the nonlinear relationship between corporate social performance (CSP) and economic policy uncertainty (EPU).
Banking sector openness and entrepreneurship
Amit GhoshUsing an extensive data set of 137 nations spanning the period 2002–2014, this paper aims to examine the effect of banking sector openness on entrepreneurship, as measured…
The transition to a multi-pillar pension system: the inherent socio-economic anomaly
Ishay Wolf, Jose Maria Caridad y OcerinThis paper aims to analytically show that in an over-lapping-generation (OLG) model, low earning cohorts bear unwanted risk and absorb higher economic cost than high…
The relationship between financial development and effectiveness of monetary policy: new evidence from ASEAN-3 countries
Zulkefly Abdul Karim, Danie Eirieswanty Kamal Basa, Bakri Abdul KarimThis paper aims to investigate the relationship between financial development (FD) and monetary policy effectiveness (MPE) on output and inflation in ASEAN-3 countries…
Measuring risk exposure in the banking sectors: evidence from Gulf Cooperation countries
Anwar S. Al-Gasaymeh, Thair A. Kaddumi, Ghazi M. QasaimehUsing capital asset pricing model (CAPM) and the Z-risk index based on weekly data, this study aims to estimate yearly unsystematic, total, three systematic and insolvency…
Analyses of wavelet coherence: financial risk and economic risk in China
Dervis KirikkaleliThis study aims to close a gap in the relevant literature by investigating the causal linkage between financial risk (FR) and economic risk (ER) in China for the period…
Does the US influence ASEAN+3 equity market integration?
Md. Saifur Rahman, Shahari FarihanaThis paper aims to examine whether the US influences the ASEAN + 3 financial market integration.
Chinese banking failure: the case of Baoshang Bank and its implications
Kerry LiuOn May 24, 2019, the People’s Bank of China (China’s central bank) announced that the Baoshang Bank had been taken over because of credit risk. The Baoshang Bank failure…
ISSN:
1757-6385Online date, start – end:
2009Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditors:
- Dr James Barth
- Dr John Jahera
Further Information
