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2019 Volume 3, Issue 1

Research article
Yield curve rotations, monetary shocks, and Greenspan’s Conundrum
Victor J. Valcarcel
2019, Volume 3, Issue 1: 1-21. doi: 10.3934/QFE.2019.1.1
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Research article
A survey of dynamic Nelson-Siegel models, diffusion indexes, and big data methods for predicting interest rates
Hal Pedersen,  Norman R. Swanson
2019, Volume 3, Issue 1: 22-45. doi: 10.3934/QFE.2019.1.22
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Correction
Correction: The effects of oil prices on confidence and stock return in China, India and Russia
Melike E. Bildirici,  Mesut M. Badur
2019, Volume 3, Issue 1: 46-52. doi: 10.3934/QFE.2019.1.46
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Research article
How does soft information about small business lending affect bank efficiency under capital regulation?
Jyh-Horng Lin,  Shi Chen,  Jeng-Yan Tsai
2019, Volume 3, Issue 1: 53-74. doi: 10.3934/QFE.2019.1.53
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Research article
Re-considering the Fisher equation for South Korea in the application of nonlinear and linear ARDL models
Ongan Serdar,  Gocer Ismet
2019, Volume 3, Issue 1: 75-87. doi: 10.3934/QFE.2019.1.75
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Research article
Do financial inclusion, stock market development attract foreign capital flows in developing economy: a panel data investigation
Md Qamruzzaman,  Jianguo Wei
2019, Volume 3, Issue 1: 88-108. doi: 10.3934/QFE.2019.1.88
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Research article
Supply-side perspective for carbon pricing
Takashi Kanamura
2019, Volume 3, Issue 1: 109-123. doi: 10.3934/QFE.2019.1.109
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Research article
Performance evaluation of modified adaptive Kalman filters, least means square and recursive least square methods for market risk beta and VaR estimation
Atanu Das
2019, Volume 3, Issue 1: 124-144. doi: 10.3934/QFE.2019.1.124
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Research article
Was the U.S. life insurance industry in danger of systemic risk by using derivative hedging prior to the 2008 financial crisis?
Etti G. Baranoff,  Patrick Brockett,  Thomas W. Sager,  Bo Shi
2019, Volume 3, Issue 1: 145-164. doi: 10.3934/QFE.2019.1.145
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Research article
Wild multiplicative bootstrap for M and GMM estimators in time series
Francesco Audrino,  Lorenzo Camponovo,  Constantin Roth
2019, Volume 3, Issue 1: 165-186. doi: 10.3934/QFE.2019.1.165
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Research article
Global recessions and booms: what do Probit models tell us?
Ursel Baumann,  Ramón Gómez Salvador,  Franz Seitz
2019, Volume 3, Issue 1: 187-200. doi: 10.3934/QFE.2019.1.187
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Quantitative Finance and Economics
2.5 2.0
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