Studies in Economics and Finance: Volume 40 Issue 3

Behavioral economics and finance: a selective review of models, methods and tools

Orlando Gomes

This paper aims to survey literature on behavioral economics and finance, with particular emphasis on a selection of models, methods and tools that this strand of thought uses to…

Long memory in Bitcoin and ether returns and volatility and Covid-19 pandemic

Miriam Sosa, Edgar Ortiz, Alejandra Cabello-Rosales

The purpose of this research is to analyze the Bitcoin (BTC) and Ether (ETH) long memory and conditional volatility.

The interconnectedness across risk appetite of distinct investor types in Borsa Istanbul

Zeliha Can Ergün, Efe Caglar Cagli, M. Banu Durukan Salı

This study aims to investigate the interconnectedness across the risk appetite of distinct investor types in Borsa Istanbul. This study also examines the causal impact of global…

Corporate social responsibility and financial reporting quality: evidence from US firms

Dmitriy Chulkov, Xiaoqiong Wang

This study aims to examine the relationship between corporate social responsibility (CSR) and measures of financial reporting quality.

On the interdependencies between mortgage, credit card and auto loans delinquency rates: evidence from the US states plus the District of Columbia

José Alberto Fuinhas, Nuno Silva, Joshua Duarte

This study aims to explain how delinquency shocks in one type of debt contaminate the others. That is, the authors aim to shed light on the time pattern of delinquencies in…

House energy efficiency retrofits and loan maturity

Kyriakos Drivas, Prodromos Vlamis

The purpose of this study is to examine how households opt for their loan’s duration when it comes to energy efficiency retrofits (EERs). The primary focus is on the time horizon…

Time and frequency uncertainty spillover among macro uncertainty, financial stress and asset markets

Ujjawal Sawarn, Pradyumna Dash

This study aims to examine the uncertainty spillover among eight important asset classes (cryptocurrencies, US stocks, US bonds, US dollar, agriculture, metal, oil and gold) using…

Religiosity and bank lending: evidence surrounding the pandemic in the USA

Babu G. Baradwaj, Michaël Dewally, Liu Hong, Yingying Shao

The purpose of this study is to investigate the impact of religiosity on banks’ lending behavior during the COVID-19 pandemic in the USA.

Consequences of the Russia-Ukraine war: evidence from DAX, ATX, and FTSEMIB

Florin Aliu, Isa Mulaj, Simona Hašková

The Russian invasion of Ukraine generated unprecedented panic in the European financial system. As expected, the European Union (EU) felt most of the negative effects of the war…

Can COVID-19 deaths and confirmed cases predict the uncertainty indexes? A multiscale analysis

Walid Mensi, Vinh Xuan Vo, Sang Hoon Kang

This study aims to examine the multiscale predictability power of COVID-19 deaths and confirmed cases on the S&P 500 index (USA), CAC30 index (France), BSE index (India), two…