Journal of Financial Economic Policy: Volume 13 Issue 5

Are global gold futures returns volatilities and trading activities threshold cointegrated?

Chien-Hung Chen, Nicholas Lee, Fu-Min Chang, Li-Peng Lan

This study aims to examine whether global gold futures returns volatilities and trading activities are threshold cointegrated.

Competition and financial institutions and markets development: a dynamic panel data analysis

Walid Abdmoulah

This 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…

Price discovery and pairs trading potentials: the case of metals markets

Saji Thazhugal Govindan Nair

This study aims to validate the “expectancy theory” of asset pricing and explores the price discovery process in metals futures markets.

Analyses of wavelet coherence: financial risk and economic risk in China

Dervis Kirikkaleli

This 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…

Displacement and debt – the role of debt in returning to work after displacement

Robert Bednarzik, Andreas Kern, John Hisnanick

This 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 Tuckman

Many recently enacted financial regulations exempt smaller entities. While the literature on systemic risk provides efficiency justifications for certain exemptions, the…