Quantitative Finance and Economics

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Research article

• Investor reaction to economic sanctions: the case of Russian Global Depositary Receipts

  Oksana Kim

  2019, 3 (3): 425-439. doi: 10.3934/QFE.2019.3.425

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• A recursive pricing method for autocallables under multivariate subordination

  Kevin Z. Tong

  2019, 3 (3): 440-455. doi: 10.3934/QFE.2019.3.440

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• The import tariff changes and sectoral production in Turkey: a computable general equilibrium (CGE) modeling approach

  Hüseyin T. Eğen, Hale Akbulut

  2019, 3 (3): 456-472. doi: 10.3934/QFE.2019.3.456

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• Multivariate analyses of social-behavioral factors with health insurance coverage among Asian Americans in California

  Nianshuo Wang, Ifeoma Ozodiegwu, Shaoqing Gong, Kesheng Wang, Xin Xie

  2019, 3 (3): 473-489. doi: 10.3934/QFE.2019.3.473

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• Quantum option pricing and data analysis

  Wenyan Hao, Claude Lefèvre, Muhsin Tamturk, Sergey Utev

  2019, 3 (3): 490-507. doi: 10.3934/QFE.2019.3.490

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• Does measure of financial development matter for economic growth in India?

  Naliniprava Tripathy

  2019, 3 (3): 508-525. doi: 10.3934/QFE.2019.3.508

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• The relationship between herding behavior and firm size before and after the elimination of short-sale price restrictions

  Chiao Yi Chang, Fu Shuen Shie, Shu Ling Yang

  2019, 3 (3): 526-549. doi: 10.3934/QFE.2019.3.526

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• Reconstruction and dynamic dependence analysis of global economic policy uncertainty

  Yue Liu, Yuhang Zheng, Benjamin M Drakeford

  2019, 3 (3): 550-561. doi: 10.3934/QFE.2019.3.550

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• Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model: Empirical evidence from ASEAN stock indexes

  Sang Phu Nguyen, Toan Luu Duc Huynh

  2019, 3 (3): 562-585. doi: 10.3934/QFE.2019.3.562

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• The SMEs perception of financial risks in the context of cluster cooperation

  Katarína Havierniková, Marcel Kordoš

  2019, 3 (3): 586-607. doi: 10.3934/QFE.2019.3.586

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