It has a price of 2395 €. The structural break dummy variable showed a positive impact on growth that was significant only in the short run. ... Journal of Banking & Finance, 83. pp. The purpose of the Journal of Quantitative Finance and Economics is to advance knowledge of theoretical and empirical findings in Finance and Economics. European Actuarial Journal. Numerous industries such as Financial Services, Govt/PSU, Infrastructure, and Telecom have collectively ranked Information & Cyber Insecurity as the number one risk. This study employs fractional integration approach to explain the behavior of stock price return of All Share Price Index (ASPI) in Sri Lanka. This paper analyses the effects of the sectoral growth and public expenditure on Tanzania’s tax revenue performance both in the short run and long run. Quantitative Finance - Books, Journals, Series, Textbooks, Reference Works, Electronic Media from Springer Compared with historical Journal Impact data, the Metric 2019 of Quantitative Finance grew by 21.43 %. 1.491 Quantitative Finance publishes both theoretical and empirical interdisciplinary research on a broad range of specialisms within quantitative methods of finance. Keywords: Strong Pareto Superior allocation, Fairness, Inequality. The bounds test results confirmed the existence of long-run relationships among the variables of interest. 51.03. The analysis of this performance with the aim of formulating recommendations to reduce its cost. by Chung Yu Wu, ChienHsun Chen, Chun Hung Lin and Chao Cheng Mai, Journal of Quantitative Finance and Economics ,2019, 1(2), 85-109 . Dr. Kolm is a member of the editorial board of the Journal of Portfolio Management and is a coauthor of Financial Modeling of the The autoregressive distributed lag (ARDL) bounds testing approach. journal. Smith was the protagonist of capitalism and free trade- policy, Friedrich List the pre-thinker or mentor of social market economy and temporary protectionism and Karl Marx the intellectual prophet of socialism and state economy. Subscribe. Book • 2005. This journal supports Open Science Badges, Registered in England & Wales No. Quantitative Finance. Journal of Multinational Financial Management. Transmitting accurate and true information to stakeholders is imperative for market efficiency thereby reducing speculation in asset prices. Our Special Issue welcomes papers dealing with original and innovative contributions in the following areas: Asset pricing The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. Quantitative Finance and Economics (QFE) is an international Open Access journal devoted to publishing peer-reviewed, high quality, original papers in the field of finance and economics. Quantitative finance. (Marjit & Sarkar, 2017) have proved the existence of a unique inequalitypreserving redistribution allocation in the contract curve. An Introduction to Quantitative Finance. 2726. He states that no nation has ever achieved success as an industrial power without also enjoying a high degree of political freedom, the respect for human rights, an independent justice system and an effective infrastructure with a high levelled education system. Have you ever submitted your manuscript to Quantitative Finance?Share with us! Issues in Accounting Education. The Autoregressive Fractionally Integrated Moving Average model(ARFIMA) is used to examine the presence of fractional integration in the return series. Financial systems play a crucial role in the economic development of a country. Featured books see all. The results show that return series does not have long memory, while the volatility series have long memory. It would involve a healthy social balance between rich and poor and between nations. List of issues Latest articles Partial Access; Volume 20 2020 Volume 19 2019 Volume 18 2018 Volume 17 … The Analysis of Banking Efficiency in China: A Spatial Panel Data Approach. The Journal welcomes contributions that present findings based upon a thorough grounding in economic theory, as expressed in traditional macroeconomic theory, microeconomic theory, the theory of customs unions, economic growth models, economic development models, the analysis of current and historical macroeconomic events, such as the Great Depression in the United States, or the consequences of the Brexit referendum. 85-103. The time domain exact maximum likelihood is used to estimate the ARFIMA model. The autocorrelation function of volatility decays hyperbolically for lags 1 through 200. He has published in leading finance, economics and operations research journals. Keywords: ARFIMA, exchange rate, fractional integration, Long memory, Sri Lanka. Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. We investigate whether their Strong Pareto Superior (SPS) allocation hold in a special scenario, which moves away from their stated axioms. There are enough economic studies that divulge that a wellfunctioning financial structure and administration increases profit-making proficiency, financing, and expansion. Journals & Books; Help; Quantitative Finance for Physicists An Introduction A volume in Academic Press Advanced Finance. ISSN (Online): 2573-0134. An introduction to many mathematical topics applicable to quantitative finance that teaches how to “think in mathematics” rather than simply do mathematics by rote. Journal of Quantitative Finance and Economics , Vol: 1, Issue:2 (2019) Open Access Article. Journal of Quantitative Finance and Economics , Spatial Effects of Uneven Regional Development on the Efficiency of the Banking Industry in China, Testing for Long Memory in Stock Market Returns: Evidence from Sri Lanka: A Fractional Integration Approach, A Simultaneous-Equation Model of Estimating Exchange Rate Pass-Through to Consumer Prices in Australia, On Optimization of the Performance of Equipment Accounting of Cost of Production of the Enterprise, The Impact of Tax Revenue Shocks on Economic Growth in Nigeria, Behavioral Aspects and the Perception of Risk in the Financial Markets: Indian Scenario, Tax Revenue Effect of Sectoral Growth and Public Expenditure in Tanzania: An application of Autoregressive Distributed Lag Model, The Intrinsic Price of Jumps Associated with Hedging Strategies, The Policy of the Future”- The Geopolitical Visions of the German Economist Friedrich List (1789-1846), Journal of Quantitative Finance and Economics, Publication Ethics and Publication Malpractice Statement, Chung-Yu Wu, Chien-Hsun Chen, Chun-Hung Lin and Chao-Cheng Mai. 357. Topics include corporate finance, investments, capital and security markets, and quantitative methods of particular relevance to financial researchers. The Journal of Financial and Quantitative Analysis (JFQA) publishes theoretical and empirical research in financial economics. The conventional and structural breakpoint unit root tests indicated that the study variables are fractionally integrated.The study employs the ARDL bounds testing approach to examine the long and short run relationship between the variables of interest. The purpose of the Journal of Quantitative Finance and Economics is to advance knowledge of theoretical and empirical findings in Finance and Economics. This study would provide broad guidelines to investors to understand and grasp the nitty-gritty of the market in their pursuit to maximize profit by minimizing risks. International Journal of Finance. B + (better B journals, look OK on CV but do not help much with tenure) ... Review of Quantitative Finance and Accounting Finally, I've seen some people who like the Journal of Financial Services Research and the Journal of Financial Stability. Frequency :- Bi-Annual. Keywords: exchange rate pass-through, exchange rates, consumer prices, money supply, crude oil prices. Quantitative Finance is a journal indexed in SJR in Finance and Economics, Econometrics and Finance (miscellaneous) with an H index of 61. 5 Howick Place | London | SW1P 1WG. Inevitably, the broadening and strengthening of the financial structure havepermitted wider and more fruitful financing to materialize. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. Keywords: China’s uneven regional development; China’s banking industry; Financial industry agglomeration; Spatial econometric analysis; Cost efficiency; Profit efficiency. Economist a9db. Quantitative Finance publishes both theoretical and empirical interdisciplinary research on a broad range of specialisms within quantitative methods of finance. Research in Finance. Topics include corporate finance, investments, capital and security markets, and quantitative methods of particular relevance to financial researchers. Featured journals see all. To learn about our use of cookies and how you can manage your cookie settings, please see our Cookie Policy. Regarding the banks’ profit efficiency, before the financial crisis, regions with frequent economic and trade activities (e.g., Sichuan and Chongqing in west region and the eastern coastal region) had a higher financial industry agglomeration that resulted in superior profit efficiency. Not a finance guy, but came across a recently published paper in Quantitative Finance that uses a similar method as I do in one of my papers. It is published in English. Journal of Corporate Finance Journal of Financial Intermediation Financial Management Review of Finance Journal of Money, Credit, and Banking. ISSN :- 2582-1237 CIT and CED indicated a significant positive effect on growth in both the short and long run. Empirical results indicate that there is a strong positive relationship between tax revenue and main sectors of the economy namely, agriculture, industrial, and services sectors in both short-run and the long run. 148. Keywords: Tax Revenue, Sectoral Growth, Government Expenditure, ARDL. In the 21st century, the capital market dominates the financial sector in many countries. The allocation is proven for those measures of inequalities which satisfy certain criterion. good journal for those who prefer crap 8 years ago # QUOTE 3 Dolphin 0 Shark! For the validity and reliability of the results, the assumptions of homoskedasticity, normality, serial correlations, and model stability were tested. In this paper we introduced an approach for estimation of optimal performance of products. ; High Visibility: Indexed in the Emerging Sources Citation Index (ESCI - … The semi parametric geographically weighted regression (GWR) analysis showed that before the financial crisis, a higher degree of financial industry agglomeration enabled banks to benefit more from agglomeration economies, which led to the banks’ improved cost efficiency. We propose a problem of intrinsic price of jumps associated with hedging strategies in an incomplete market where the stock price follows Merton jump diffusion model. It has an SJR impact factor of 0.769 and it has a best quartile of Q1. A top-tier journal which accepts empirical … Professor Wu has published over 50 articles, many of them in top finance journals such as the Journal of Finance, the Journal of Financial Economics, Review of Financial Studies, the Journal of Financial and Quantitative Analysis, Management Science, and Journal of Monetary Economics. Long memory of stock price return has not received its due attention from researchers in Sri Lanka. Learn about key topics in … Journal of Financial Economics. The Volatility of ASPI return series are proxied by absolute return, squared return and conditional variance derived from fractionally integrated GARCH(FIGARCH) model. It is frequently used as a Metric for the relative importance of a journal within … It is impossible to explain List‘s theory in some sentences and to point out its significance today. 360. Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The study coversthe period from January 02, 1985 to September 28, 2018, consisting of 8803 observations. The overall rank of Review of Quantitative Finance and Accounting is 7444. Register a free Taylor & Francis Online account today to boost your research and gain these benefits: Register to receive personalised research and resources by email, Modeling and solving portfolio selection problems based on PVaR, Bond flotation with exotic commodity collateral, The impact of US macroeconomic news announcements on Chinese commodity futures, Identifying the influential factors of commodity futures prices through a new text mining approach, Index volatility and the put-call ratio: a tale of three markets, Hedging housing price risks: some empirical evidence from the US, The impact of options introduction on the volatility of the underlying equities: evidence from the Chinese stock markets, Volatility information difference between CDS, options, and the cross section of options returns, Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree, Chinese write-down bonds: issuance and bank capital structure, Price discovery and spillover dynamics in the Chinese stock index futures market: a natural experiment on trading volume restriction, Digital economy era: the role of the telecommunications sector in frequency-dependent default risk connectedness, Neural network-based automatic factor construction. The study divulges that the Indian investment/financial sector has experienced wide-ranging changes since the nineties as an outcome of the financial sector makeover. Quantitative Finance and Economics (QFE) is an international Open Access journal devoted to publishing peer-reviewed, high quality, original papers in the field of finance and economics. Published by Elsevier. We publish the following article types: original research articles, reviews, editorials, letters, and conference reports. We publish the following article types: original research articles, reviews, editorials, letters, and conference reports. The author is a professor of the practice of statistics along … ... Quantitative Finance for Physicists provides a short, straightforward introduction for those who already have a background in physics. This Special Issue of the International Journal of Financial Studies is devoted to Quantitative Finance reflecting the imperative necessity to incorporate advanced quantitative and computational techniques in Finance. Finance and Stochastics. The findings indicate that stock market in Sri Lanka is not efficientand, the results provide information to the investors, regulators, practitioners, derivative market participants, traders and government policy makers to incorporate some risk in their strategies. Applying an extended IS-LM-AS model, this paper finds that a 1% depreciation of the Australian dollar causes the CPI to rise by 0.0537%. 6.79. In the 18th and 19th century there were three great economists who created their own economic systems; the Scott Adam Smith (1723-1790) and the Germans Friedrich List (1789-1846) and Karl Marx (1818-1883). Presents a multitude of topics relevant to the quantitative finance community by combining the best of the theory with the usefulness of applications Written by accomplished teachers and researchers in the field, this book presents quantitative finance theory through applications to specific practical problems and comes with accompanying coding techniques in R and MATLAB, and some generic pseudo … Scientific Journal Selector (2018-2019), we collect latest information of SCI journals, include ISSN, h-index, CiteScore, online submission URL, research area, subject area, submission experience, etc. A high degree of volatility in the Indian market has led to more development in the future. We find the evidence to the contrary; however, the theoretical foundation for such an analysis remains an open question. Not sure I know … ISSN 0378-4266. Accelerating research discovery to shape a better future. 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