Quarterly Review of Economics and Finance最新文献

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The anatomy of fiscal dynamics in a model with financial frictions

IF 2.9 3区经济学 Q1 ECONOMICS

Quarterly Review of Economics and Finance

Pub Date : 2025-04-11 DOI: 10.1016/j.qref.2025.102003

Yoonseok Choi

This paper studies the role of financial frictions in generating different model dynamics in response to fiscal policy. I build financial-friction edifices on a canonical business-cycle model to quantitatively assess dynamics of macroeconomic aggregates and fiscal variables following various fiscal shocks. Models that are fit to U.S. data reveal that the presence of financial frictions is the linchpin of delivering markedly different outcomes. The model with financial frictions yields higher output multipliers and better fiscal health than the model without financial frictions for most fiscal instruments. Welfare analyses also show that welfare gains in the model with financial frictions are larger than the frictionless model. Various counterfactual analyses suggest that different financial frictions produce substantially different results. These analyses highlight the importance of accounting for financial frictions to better understand the impact of fiscal policy.

引用次数: 0

Market Downturns and Asymmetric Tail Risk Transmission Speed in the US: Evaluating Macroeconomic Policy Effectiveness during and after the COVID-19 Pandemic

IF 2.9 3区经济学 Q1 ECONOMICS

Quarterly Review of Economics and Finance

Pub Date : 2025-04-03 DOI: 10.1016/j.qref.2025.101993

Zinan Hu, Sumuya Borjigin

This study examines how US market downturns affect the asymmetry in tail risk information transmission speed. It also evaluates how monetary and fiscal policies help mitigate this asymmetry during and after the COVID-19 pandemic. Using model-free measures of bad (disaster risk) and good (swift recovery) tail risk derived from daily options data, we obtain forward-looking tail risk information. Based on the TENET model, we construct daily networks for bad and good tail risk spillovers. Empirical results show that market downturns increase the asymmetry in bad and good tail risk transmission speed. Rising market illiquidity in downturns causes negative tail risk information to transmit faster than positive signals, amplifying the asymmetry. Although fiscal and monetary policies show average mitigation effects across the sample, event analysis shows they consistently reduce this asymmetry during the early COVID-19 phase. This suggests that unconventional macroeconomic interventions during extreme downturns more effectively mitigate asymmetric information transmission.

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引用次数: 0

Investigation of the intentional and spurious herding effects in the cryptocurrency market with global events 利用全球事件调查加密货币市场的有意和虚假羊群效应

IF 2.9 3区经济学 Q1 ECONOMICS

Quarterly Review of Economics and Finance

Pub Date : 2025-03-31 DOI: 10.1016/j.qref.2025.101992

Natalia Alves Tavares , Paulo Vitor Jordão da Gama Silva , Marcelo Cabus Klotzle

The study aims to investigate the intentional and spurious herd effects in the cryptocurrency market, considering the most popular events globally, according to Google Trends, from 2018 to 2022. Although the study of herd behavior is explored in the cryptocurrency market, there has not yet been a distinction between these factors' typology and real-world events. We use 100 cryptocurrencies to analyze the Absolute Transversal Deviation (CSAD). As an innovative way, we estimated the regressions considering both Premium CSAD and CRIX CSAD for the herd periods and with events using the Zivot-Andrew test. We observe the occurrence of herd behavior, spurious (rational) and intentional (irrational), in the period of total analysis and the events, with a higher prevalence of the intentional effect. We noted that the CSAD Spurious Premium model was more significant for events before and after the structural break than the CSAD models using the CRIX index.

本研究旨在研究加密货币市场中有意的和虚假的羊群效应，考虑到根据谷歌趋势，从 2018 年到 2022 年全球最流行的事件。虽然在加密货币市场中探索了羊群行为的研究，但尚未区分这些因素的类型和现实世界中的事件。我们使用 100 种加密货币来分析绝对横向偏差（CSAD）。作为一种创新方法，我们使用 Zivot-Andrew 检验对羊群行为时期的 Premium CSAD 和 CRIX CSAD 以及事件进行了回归估计。我们观察到，在总体分析期间和事件中，出现了虚假（理性）和故意（非理性）的牛群行为，其中故意效应更为普遍。我们注意到，与使用 CRIX 指数的 CSAD 模型相比，CSAD 虚假溢价模型在结构断裂前后的事件中更为显著。

引用次数: 0

Market reactions to the Basel reforms: Implications for shareholders, creditors, and taxpayers

IF 2.9 3区经济学 Q1 ECONOMICS

Quarterly Review of Economics and Finance

Pub Date : 2025-03-17 DOI: 10.1016/j.qref.2025.101990

Jonas Krettek

This paper evaluates the impact of postcrisis financial risk regulation introduced through Basel II.5, Basel III, and Basel IV on European Union (EU) and United States (U.S.) bank shareholders and creditors. Specifically, an event study is used to analyze 15 market events, 26 credit events, and 13 liquidity events. This approach allows for an assessment of the impact on profitability and risk, providing a basis for deriving the effectiveness of these regulations in reducing risks for the public sector and taxpayers. Significant negative stock market reactions by EU banks in response to market and credit risk regulations are observed. In contrast, U.S. banks exhibit no clear significant stock market reactions, largely due to the Dodd-Frank Act and especially more lenient regulatory implementation. EU creditors responded to credit risk regulation with significantly rising credit default swap (CDS) spreads, signaling higher risks due to diminished bailout expectations. The cross-sectional analysis highlights the importance of bank- and country-specific factors in explaining heterogeneous reactions. The results suggest that the Basel reforms have successfully shifted risks from taxpayers back to shareholders and reduced moral hazard among creditors. However, the significant differences between the EU and U.S. market reactions raise concerns about the establishment of a level playing field, underscoring the need for more consistent implementation across jurisdictions.

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引用次数: 0

Dynamics of asymmetric connectedness among magnificent seven technology giants: Insights from QVAR analysis

IF 2.9 3区经济学 Q1 ECONOMICS

Quarterly Review of Economics and Finance

Pub Date : 2025-03-12 DOI: 10.1016/j.qref.2025.101977

Zaghum Umar , Elroi Hadad , Andrew Phiri , Tamara Teplova

This paper studies the return and volatility spillover among the seven largest technology companies (including Apple, Microsoft, Amazon, Alphabet (Google), Meta Platforms (formerly Facebook), Tesla, and Nvidia) referred to as Magnificent seven. We employ a quantile connected approach to study spillover and connectedness under different market conditions. We observe a high degree of interconnectedness in the returns of these firms, with equities transitioning between roles as net receivers and transmitters across various market conditions. Notably, the influence of market size is apparent, with larger-cap firms predominantly acting as net transmitters, while smaller-cap counterparts serve as net receivers. We also identify asymmetry between quantiles, particularly evident in left tails, underscoring the significance of idiosyncratic shocks. Our findings have important implications for policy makers, investors and regulators.

本文研究了七家最大的科技公司（包括苹果、微软、亚马逊、Alphabet（谷歌）、Meta Platforms（前身为 Facebook）、特斯拉和 Nvidia）之间的回报和波动溢出效应。我们采用量子关联方法来研究不同市场条件下的溢出效应和关联性。我们观察到这些公司的回报具有高度的相互关联性，在不同的市场条件下，股票在净接收者和传播者的角色之间转换。值得注意的是，市场规模的影响显而易见，市值较大的公司主要充当净发送者，而市值较小的公司则充当净接收者。我们还发现了数量级之间的不对称性，在左侧尾部尤为明显，这凸显了特异性冲击的重要性。我们的研究结果对政策制定者、投资者和监管者具有重要意义。

引用次数: 0

On the time-varying responses of Fintech stock returns to geopolitical, financial and market sentiment shocks

IF 2.9 3区经济学 Q1 ECONOMICS

Quarterly Review of Economics and Finance

Pub Date : 2025-03-12 DOI: 10.1016/j.qref.2024.101951

Talel Boufateh , Zied Saadaoui , Zhilun Jiao

Growing uncertainties in the global economy are spurring unprecedented stress on commodity markets, financial systems, and investors’ risk aversion. The fast-growing Fintech sector is not exempt from vulnerability to such shocks. However, previous studies failed to assess the fragility of Fintech stock returns to simultaneous shocks driven by multi-dimensional uncertainty. The present paper is the first to estimate the time-varying responses of Fintech stock returns (FSR) to simultaneous shocks coming from three uncertainty dimensions: geopolitical uncertainty, systemic financial stress and market sentiment. Daily frequency is used to estimate the dynamic under consideration by constructing a TVP-SVAR-SV and conducting several robustness checks. The results reveal that Fintech stock returns respond positively to geopolitical uncertainty except during major uncertainty events and to credit market uncertainty shocks even during the Covid-pandemic and the Russia-Ukraine war. Market sentiment shocks exert a heterogenous effect on FSR. The SWIFT bans triggered negative impacts of the multi-dimensional uncertainty on FSR.

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引用次数: 0

Systemic importance of Chinese financial institutions based on the QC-ISAM-ARMA temporal network with coupling

IF 2.9 3区经济学 Q1 ECONOMICS

Quarterly Review of Economics and Finance

Pub Date : 2025-03-08 DOI: 10.1016/j.qref.2025.101979

Xia Zhao , Xiao Sun , Jiefei Huang , Qingchun Meng

In this paper, we propose a novel QC-ISAM-ARMA temporal network with coupling² to investigate the systemic importance of 30 listed Chinese financial institutions under different market cycles and conditions. This network can better capture the complex correlation including non-linearity, periodicity, and time variability among financial institutions and facilitate to find the optimal model by an adjustment parameter. The empirical study concludes that the newly constructed network demonstrates superior performance in identifying systemic importance. Furthermore, the systemic importance of Chinese financial institutions varies across market cycles and conditions. Banks consistently hold higher systemic importance, while insurance institutions show increased sensitivity to economic cycles and the systemic importance of securities firms increases significantly under stable market. Specially, further comparative study about banks means that the character of “too connected to fail" cannot be ignored and dynamic supervision is indeed necessary. This research offers new perspectives and constructive insights for analyzing the systemic importance of financial institutions. Additionally, the proposed new network model can be applied to assess interdependence in other domains beyond the financial sector.

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引用次数: 0

Social injustice and corporate innovation

IF 2.9 3区经济学 Q1 ECONOMICS

Quarterly Review of Economics and Finance

Pub Date : 2025-03-01 DOI: 10.1016/j.qref.2025.101981

Aslihan Gizem Korkmaz , Erdem Ucar

We investigate the role of local social injustice, measured by racial prejudice and sexism, in corporate innovation. In a sample of U.S. firms, we find that local racial prejudice and sexism negatively affect corporate innovation. The results remain robust after the inclusion of other unobserved local factors. Furthermore, we find that the firms located in states with higher sexism levels continue to have lower corporate innovation outputs in the leading two and three years. The empirical findings imply that social injustice does not only have a social cost but also has economic consequences for firms.

引用次数: 0

Testing monetary neutrality with respect to relative price of oil using divisia M4 利用 divisia M4 测试石油相对价格的货币中性问题

IF 2.9 3区经济学 Q1 ECONOMICS

Quarterly Review of Economics and Finance

Pub Date : 2025-02-28 DOI: 10.1016/j.qref.2025.101978

Jungho Baek , James Lee Caton Jr , Dragan Miljkovic

In classical macroeconomic thought, monetary neutrality represents the theoretical baseline. The framework asserts that, in the long-run, nominal factors do not impact real factors. However, classical macroeconomics has little to say about the composition of productive capital. This has been of less concern to modern economists, but it was of particular concern to pre-Keynesian macroeconomists. Irving Fisher recognized that monetary factors may lead to short-run distortions of relative prices. Despite this recognition, the traditional macroeconomic framework allows for no consideration of persistent relative price distortions. We investigate presentations of macroeconomic theory where such distortions are considered or are at least possible. We leverage the fact that monetary equilibrium does not imply general equilibrium and that transaction costs make reassertion of the initial capital allocation unlikely. We empirically detect persistent distortions in the relative price of oil that suggest that monetary factors generate persistent distortions in capital structure.

引用次数: 0

Does the green finance policy motivate firms to greenwash? A quasi-natural experiment based on the "Green finance reform innovation pilot zones"

IF 2.9 3区经济学 Q1 ECONOMICS

Quarterly Review of Economics and Finance

Pub Date : 2025-02-27 DOI: 10.1016/j.qref.2025.101980

Xiaowu Huang, Renzhi Li, Xingyu Chen

To foster the growth of the green economy and support sustainable development, green finance reform innovation pilot zones (GFRIPZ) have been established since 2017 in China. This paper aims to comprehensively investigate how the green finance reform innovation policy affects corporate greenwashing behavior with data from Chinese listed companies from 2014 to 2020. First, the empirical results obtained using the staggered difference-in-differences model indicate that the implementation of the GFRIPZ policy significantly motivates firms to engage in greenwashing behavior. Second, we find that firms under non-state-owned enterprises (non-SOEs) ownership, in non-green industries, and in eastern areas are more likely to engage in greenwashing. Third, our mechanism analysis shows that the GFRIPZ policy stimulates firms’ greenwashing behavior by exacerbating management myopia and promoting public environmental awareness. Our conclusions provide essential guiding implications for green finance policy design and implementation, while offering significant reference value for evaluating policy effectiveness and its unintended consequences.

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