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Vol. 1 No. 1 (2023): Modern Finance
DOI:
https://doi.org/10.61351/mf.v1i1
Published:
2023-08-05
Articles
Article
Forecasting the equity premium: Do deep neural network models work?
Xianzheng Zhou, Hui Zhou, Huaigang Long
1-11
Abstract Views : 1731
Download :487
10.61351/mf.v1i1.2
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Short Communication
What drives the dependence between the Chinese and global stock markets?
Lingling Qian, Yuexiang Jiang, Huaigang Long
12-16
Abstract Views : 398
Download :165
10.61351/mf.v1i1.5
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Article
Is tail risk priced in the cross-section of international stock index returns?
Aleksander Mercik
17-29
Abstract Views : 468
Download :114
10.61351/mf.v1i1.7
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Short Communication
Extreme risk spillovers between China and major international stock markets
Lingling Qian, Yuexiang Jiang, Huaigang Long
30-34
Abstract Views : 446
Download :132
10.61351/mf.v1i1.6
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Article
Properties of returns and variance and the implications for time series modelling: Evidence from South Africa
Jan Jakub Szczygielski , Chimwemwe Chipeta
35-55
Abstract Views : 781
Download :187
10.61351/mf.v1i1.8
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Article
Determinants of non-performing loans in conventional and Islamic banks: Emerging market evidence
Md. Feroz Khan, Md. Sumon Ali, Md. Naiem Hossain, Mithun Bairagi
56-69
Abstract Views : 622
Download :214
10.61351/mf.v1i1.27
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Article
Sustainable Development Goals and bank profitability: International evidence
Peterson K. Ozili
70-92
Abstract Views : 726
Download :217
10.61351/mf.v1i1.44
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Short Communication
ChatGPT: Unlocking the future of NLP in finance
Adam Zaremba, Ender Demir
93-98
Abstract Views : 611
Download :413
10.61351/mf.v1i1.43
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Article
Unconditional federal transfers and state government spending: The flypaper effect in Nigeria and South Africa
Abdurrahman Isik, Peter D. Golit, Paul Terhemba Iorember
99-115
Abstract Views : 274
Download :135
10.61351/mf.v1i1.46
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Article
What will ChatGPT revolutionize in the financial industry?
Hassnian Ali, Ahmet Faruk Aysan
116-129
Abstract Views : 1244
Download :394
10.61351/mf.v1i1.67
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