Search Advanced

2018 Volume 2, Issue 2

Research article
Topic generation for Chinese stocks: a cognitively motivated topic modelingmethod using social media data
Wenhao Chen,  Kinkeung Lai,  Yi Cai
2018, Volume 2, Issue 2: 279-293. doi: 10.3934/QFE.2018.2.279
Abstract HTML PDF Cited (3) Viewed (4618)
Research article
A comparison of methodologies in the stress testing of credit risk – alternative scenario and dependency constructs
Michael Jacobs Jr.,  Frank J. Sensenbrenner
2018, Volume 2, Issue 2: 294-324. doi: 10.3934/QFE.2018.2.294
Abstract HTML PDF Cited (3) Viewed (5934)
Research article
A new variant of estimation approach to asymmetric stochastic volatilitymodel
Zhongxian Men,  Tony S. Wirjanto
2018, Volume 2, Issue 2: 325-347. doi: 10.3934/QFE.2018.2.325
Abstract HTML PDF Cited (2) Viewed (4253)
Research article
Volatility analysis of returns and risk: Family versus nonfamily firms
Mara Madaleno,  Elisabete Vieira
2018, Volume 2, Issue 2: 348-372. doi: 10.3934/QFE.2018.2.348
Abstract HTML PDF Cited (4) Viewed (4365)
Research article
A nonlinear optimal control approach to stabilization of a macroeconomic development model
Gerasimos Rigatos,  Pierluigi Siano,  Taniya Ghosh,  Deborah Sarno
2018, Volume 2, Issue 2: 373-387. doi: 10.3934/QFE.2018.2.373
Abstract HTML PDF Cited (5) Viewed (4447)
Research article
Forecasting turbulence in the Asian and European stock market using regime-switching models
Janina Engel,  Markus Wahl,  Rudi Zagst
2018, Volume 2, Issue 2: 388-406. doi: 10.3934/QFE.2018.2.388
Abstract HTML PDF Cited (17) Viewed (5466)
Research article
The impact of federal income tax rate cuts on the municipal bond market in the U.S.: A brief exploratory empirical note
Richard J. Cebula,  Don Capener
2018, Volume 2, Issue 2: 407-412. doi: 10.3934/QFE.2018.2.407
Abstract HTML PDF Cited (4) Viewed (4152)
Research article
Applications of random-matrix theory and nonparametric change-point analysis to three notable systemic crises
David Melkuev,  Danqiao Guo,  Tony S. Wirjanto
2018, Volume 2, Issue 2: 413-467. doi: 10.3934/QFE.2018.2.413
Abstract HTML PDF Viewed (4669)
Research article
Systemic centrality and systemic communities in financial networks
Jorge A. Chan-Lau
2018, Volume 2, Issue 2: 468-496. doi: 10.3934/QFE.2018.2.468
Abstract HTML PDF Cited (14) Viewed (4874)
Research article
Banking structure and the bank lending channel of monetary policy transmission: Evidence from panel data methods
Patrick Mumbi Chileshe
2018, Volume 2, Issue 2: 497-524. doi: 10.3934/QFE.2018.2.497
Abstract HTML PDF Cited (5) Viewed (5675)
Quantitative Finance and Economics
3.2 0.3
Copyright © AIMS Press