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</html>";s:4:"text";s:25172:"The empirical results revealed that PPT had a negative impact on growth that was not significant while PIT displayed a significant negative influence on growth in the short and long run period. 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. Keywords: Tax Revenue, Economic Growth, Nigeria, Bounds Test, Structural Break. Journal of Financial Economics. The paramount importance is to provide a policy mechanism that would help Tanzania raise tax revenue from different sectors of the economy as the requirements for financing service delivery increase and the demand for donors declines in the country. Numerous industries such as Financial Services, Govt/PSU, Infrastructure, and Telecom have collectively ranked Information & Cyber Insecurity as the number one risk. Probability and risk mapping reasoned Data Stealing/Phishing/Hacktivism as the extremely high rampant menacing. Keywords: estimation of performance of products; reduction of product’s cost. Just wondering if it is a crap journal or not? List of issues Latest articles Partial Access; Volume 20 2020 Volume 19 2019 Volume 18 2018 Volume 17 … journal. Keywords: ARFIMA, exchange rate, fractional integration, Long memory, Sri Lanka. 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. The analysis of this performance with the aim of formulating recommendations to reduce its cost. 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. Blätter der DGVFM. Inevitably, the broadening and strengthening of the financial structure havepermitted wider and more fruitful financing to materialize. Quantitative finance is a very broad field which is continually expanding as new mathematical and statistical models are developed for analysing the “big” data sets that are increasingly available in financial markets. 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. Citation search ... News & offers; Editorial policies; Browse the list of issues and latest articles from Quantitative Finance. The overall rank of Review of Quantitative Finance and Accounting is 7444. We use cookies to improve your website experience. We publish the following article types: original research articles, reviews, editorials, letters, and conference reports. 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. British Accounting Review. 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 … 6.79. Applied Financial Economics. It has a price of 2395 €. 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 welcomes original research articles that reflect the dynamism of this area. Quantitative Finance. All Journals Quantitative Finance List of Issues Search in: Top; Journal Quantitative Finance Submit an article Journal homepage. The definition of journal acceptance rate is the percentage of all articles submitted to Quantitative Finance that was accepted for publication. 85-103. The return of the ASPI is defined as rt = [ln(ASPIt) – ln(ASPIt–1)]*100. Inflation targeting has reduced exchange rate pass-through to consumer prices since 1993.Hence, exchange rate pass-through to Australia’s consumer price is partial and relatively small. 2726. Published by Elsevier. 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. Journal of International Financial Markets, … Dr. Kolm is a member of the editorial board of the Journal of Portfolio Management and is a coauthor of Financial Modeling of the Then we give a representation formula of this intrinsic price in view of options, and derive that there is a minimizing intrinsic price of jumps associated with hedging strategies in this incomplete market. ... Journal of Banking & Finance, 83. pp. This study employs fractional integration approach to explain the behavior of stock price return of All Share Price Index (ASPI) in Sri Lanka. The study investigates the impact of tax revenue shocks on sustainable economic growth in Nigeria during the period 1980-2017 making use of annual time series data. Instead of such typical excesses of capitalism, he proposed a structure of prosperity that would provide satisfaction and wealth for all social classes. 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. Keywords: intrinsic price; incomplete market; jump diffusion model; minimizing intrinsic price. Journal of Financial Economics. Economist 6a01. The autocorrelation function of volatility decays hyperbolically for lags 1 through 200. Transmitting accurate and true information to stakeholders is imperative for market efficiency thereby reducing speculation in asset prices. The author is a professor of the practice of statistics along … Conferences: Quant Princeton Conference, Market MicroStructure Confronting Many Viewpoints; an eponym book has been extracted from the 2010 issue of the conference. Journals & Books; Help; Quantitative Finance for Physicists An Introduction A volume in Academic Press Advanced Finance. Accelerating research discovery to shape a better future. Subscribe. ... Quantitative Finance for Physicists provides a short, straightforward introduction for those who already have a background in physics. Have you ever submitted your manuscript to Quantitative Finance?Share with us! Topics include corporate finance, investments, capital and security markets, and quantitative methods of particular relevance to financial researchers. The study coversthe period from January 02, 1985 to September 28, 2018, consisting of 8803 observations. An Introduction to Quantitative Finance. Papers for Quantitative Finance I recommend you: Arxiv, SSRN and Science Direct. List has criticized man´s greed when man comes to power, influence and wealth. 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. 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. 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%. Frequency :- Bi-Annual. Economist a9db. Journal of Multinational Financial Management. 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. The Volatility of ASPI return series are proxied by absolute return, squared return and conditional variance derived from fractionally integrated GARCH(FIGARCH) model. Finance and Stochastics. To learn about our use of cookies and how you can manage your cookie settings, please see our Cookie Policy. by Chung Yu Wu, ChienHsun Chen, Chun Hung Lin and Chao Cheng Mai, Journal of Quantitative Finance and Economics ,2019, 1(2), 85-109 . 5 Howick Place | London | SW1P 1WG. The allocation is proven for those measures of inequalities which satisfy certain criterion. An introduction to many mathematical topics applicable to quantitative finance that teaches how to “think in mathematics” rather than simply do mathematics by rote. International Journal of Finance. His research interests are in quantitative finance, exchange rates, stochastic optimization, scenario generation, and pension finance. 1.491 Quantitative Finance publishes both theoretical and empirical interdisciplinary research on a broad range of specialisms within quantitative methods of finance. It is frequently used as a Metric for the relative importance of a journal within … CIT and CED indicated a significant positive effect on growth in both the short and long run. GDD, PED and FCS all exerted a significant negative effect on growth both in the short and long run period. The Journal of Banking and Finance (JBF) publishes theoretical and empirical research papers spanning all the major research fields in finance and banking. 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. The acceptance rate of Quantitative Finance is still under calculation. The Journal Impact Quartile of Quantitative Finance is Q1. The results show that return series does not have long memory, while the volatility series have long memory. It is published in English. Topics include corporate finance, investments, capital and security markets, and quantitative methods of particular relevance to financial researchers. ISSN 0378-4266. The purpose of the Journal of Quantitative Finance and Economics is to advance knowledge of theoretical and empirical findings in Finance and Economics. International Journal of Financial Studies (ISSN 2227-7072) is an international, peer-reviewed, scholarly open access journal on financial market, instruments, policy, and management research published quarterly online by MDPI.. Open Access —free for readers, with article processing charges (APC) paid by authors or their institutions. Our Special Issue welcomes papers dealing with original and innovative contributions in the following areas: Asset pricing Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. 8 years ago # QUOTE 0 Dolphin 3 Shark! Mr. We publish the following article types: original research articles, reviews, editorials, letters, and conference reports. In the 21st century, the capital market dominates the financial sector in many countries. ISSN (Online): 2573-0134. Quantitative finance. He is chairman of the board of a pension fund and a board member of two fund management companies. Further trade liberalization is likely to reduce total tax revenue because international trade taxes, which constitute a large share of total tax revenue, decline in Tanzania. Featured books see all. 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. Quantitative Finance publishes both theoretical and empirical interdisciplinary research on a broad range of specialisms within quantitative methods of finance. Issues in Accounting Education. European Accounting Review. Quantitative research methodology has been one of the most popular approaches in finance research during the past seven decades (Dewasiri & Weerakoon, 2016).Baker, Singleton, and Veit (2011) noted that empirical studies in finance tend to rely on a large number of financial observations, resulting in robust statistical power and analysis of cross-sectional variation, and identify the fact that … Citation search. This journal supports Open Science Badges, Registered in England & Wales No. The time domain exact maximum likelihood is used to estimate the ARFIMA model. 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. A high degree of volatility in the Indian market has led to more development in the future. Book • 2005. Find out how fractals, scaling, chaos, and other physics concepts are useful in analyzing financial time series. Quantitative Finance is a journal indexed in SJR in Finance and Economics, Econometrics and Finance (miscellaneous) with an H index of 61. 51.03. Learn about key topics in … New content alerts RSS. Keywords: exchange rate pass-through, exchange rates, consumer prices, money supply, crude oil prices. Journal of Corporate Finance Journal of Financial Intermediation Financial Management Review of Finance Journal of Money, Credit, and Banking. Economist 3048. good journal for those who prefer crap 8 years ago # QUOTE 3 Dolphin 0 Shark! Research in Finance. Journal of Quantitative Finance and Economics - Open Access Journal. This text offers an accessible yet rigorous development of many of the fields of mathematics necessary for success in investment and quantitative finance, covering topics applicable to portfolio theory, investment banking, option pricing, … Journal of Quantitative Finance and Economics , Vol: 1, Issue:2 (2019) Open Access Article. 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. For the validity and reliability of the results, the assumptions of homoskedasticity, normality, serial correlations, and model stability were tested. It is impossible to explain List‘s theory in some sentences and to point out its significance today. Second, findings suggest policies to support the development of value added linkages between major sectors of the economy and government expenditures while emphasizing the need to open the potentially large contribution of sectors of the economy with the view to widening the tax base. System revises as the most common threat influencing commerce transactions, suggestive of rising unpredictability among the international investor circle. Keywords: Tax Revenue, Sectoral Growth, Government Expenditure, ARDL. 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. Quantitative Portfolio Management . We find the evidence to the contrary; however, the theoretical foundation for such an analysis remains an open question. 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. Similarly, recurrent and development public expenditures, as well as trade openness, tend to exert positive effects on tax revenue performance in the short run and long run. However, free trade is likely to lower the tax revenue ratio. However, following the financial crisis, market size became essential for improving the banks’ cost efficiency; such a phenomenon was significantly prominent in Inner Mongolia, Hebei, Shanxi, and Gansu, four provinces with the degree of industrial agglomeration higher than their financial industry agglomeration. 11.999 Q1. For the academic side of quantitative finance that bleeds into applied and even pure math, these would be my top four: * Finance and Stochastics * Quantitative Finance * Stochastic Processes and Applications * Annals of Applied Probability There are enough economic studies that divulge that a wellfunctioning financial structure and administration increases profit-making proficiency, financing, and expansion. 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. The effect was particularly significant for Chongqing and nearby western region as well as for Beijing and the nearby Bohai Economic Rim. The Analysis of Banking Efficiency in China: A Spatial Panel Data Approach. 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. Accounting Research Journal. Mathematics and Financial Economics. The Journal Impact of an academic journal is a scientometric Metric that reflects the yearly average number of citations that recent articles published in a given journal received. GCE had a significant negative effect while GRE showed a significant positive influence on economic growth both in the short and long run period. Compared with historical Journal Impact data, the Metric 2019 of Quantitative Finance grew by 21.43 %. The study therefore recommends improved efficiency in tax collection and administration, diversification of revenue base, fiscal policy adjustment that reduces unproductive expenditure and reduction in government deficit financing. It is published by Springer New York LLC. Research in finance, based on traditional return-risk models, the capital asset pricing model, arbitrage pricing, modern portfolio theory, derivatives including examinations of equity, foreign currency, or real estate options, foreign currency and commodity futures, fixed income investments, hybrid investments, corporate finance, financing of corporate expansions, equity versus fixed-income investing, financial institutions including banks, international banking, cross-border payments, and technological advancements in investments and banking, all of which underscore the relationship between rigorous theoretical development, and empirical findings, or quantitative formulations are encouraged. Review of Quantitative Finance and Accounting. It is imperative to perform a systematic review in this field as the behavioral biases have implications for market participants, regulators, and academicians. He has published in leading finance, economics and operations research journals. Long memory of stock price return has not received its due attention from researchers in Sri Lanka. Keywords: Strong Pareto Superior allocation, Fairness, Inequality. Brugière, P. (2020) Format: eBook, Hardcover Quantitative Finance - Books, Journals, Series, Textbooks, Reference Works, Electronic Media from Springer In addition, more money supply, a higher crude oil price, a higher U.S. CPI, and a higher expected price will cause Australia’s CPI to rise. 357. ; High Visibility: Indexed in the Emerging Sources Citation Index (ESCI - … the Quantitative Strategies group at Go ldman Sachs Asset Management, where his responsibilities included research and development of new quantitative investment strategies for the group’s hedge fund. 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. 360. We investigate whether their Strong Pareto Superior (SPS) allocation hold in a special scenario, which moves away from their stated axioms. In this paper we introduced an approach for estimation of optimal performance of products. 148. Review of Quantitative Finance and Accounting is a journal covering the technologies/fields/categories related to Business, Management and Accounting (miscellaneous) (Q1); Accounting (Q2); Finance (Q2). Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The uniqueness of this paper is that first, the paper develops a simple analytical model for tax revenue performance based on key sectors of the economy. 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. European Actuarial Journal. A leading journal selection tool is available free of charge for authors to find the best fit for their manuscript. 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. It would involve a healthy social balance between rich and poor and between nations. 7552. Keywords: China’s uneven regional development; China’s banking industry; Financial industry agglomeration; Spatial econometric analysis; Cost efficiency; Profit efficiency. The structural break dummy variable showed a positive impact on growth that was significant only in the short run. The autoregressive distributed lag (ARDL) bounds testing approach. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. 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. 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. 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). The bounds test results confirmed the existence of long-run relationships among the variables of interest. However, we can categorize his ideas according to five major topics: (1) Et la patrie, et l´humanité – homeland and humanity, (2) Through wealth to freedom, (3) Le monde marche – the changing world, (4) The policy of the future and (5) The union of the European continent. ";s:7:"keyword";s:32:"journals in quantitative finance";s:5:"links";s:1135:"<a href="https://api.geotechnics.coding.al/tugjzs/2a06b5-mb14-saro-reacts">Mb14 Saro Reacts</a>,
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