Monthly Archives: March 2020

Call for Papers : COVID19 and the nonlinear dynamics of financial markets – Special Issue of Finance Research Letters

UPDATE: We have confirmation that papers published in this Special Issue will be free to access for at least 6 months, as part of Elsevier’s response to COVID.

The financial market’s response to COVID19 has demonstrated very pronounced nonlinear behaviour, phase transitions and sharp changes. Traditional finance models and approaches typically struggle to model such phenomena, despite there being a welter of statistical, epidemiological and mathematical models that suit these phenomena. In this context, the editors of Finance Research Letters invite short focused papers that apply such models to the financial market reactions to COVID19. 

Note that papers submitted for this SI will have submission fees waived. Submit here from 30 March, selecting the article type COVID19 , https://www.evise.com/profile/#/FRL/login , before 21/June 2020


We are especially interested in papers that explore the issues below in the context of the pandemic

  • applications of catastrophe theory 
  • nonlinear dynamics of the response 
  • applications of dynamic systems 
  • modelling phase transitions
  • models of self organizing criticality 
  • non-perturbative models of fat tails
  • Fractal models of crashes and contagion
  • Nonlinear spatial econometrics 

Please however feel free to contact the special issue editors   blucey at tcd dot ie or maurice dot peat at sydney. edu dot au should you wish to run an idea past us. Please note that papers will have to adhere to the journal space and style requirements. 

Stay safe, wear a mask, wash your hands!

Call for Papers : COVID-19 and the Real-Financial Economy link : A special issue in International Review of Economics and Finance

UPDATE: We have confirmation that papers published in this Special Issue will be free to access for at least 6 months, as part of Elsevier’s response to COVID.

COVID19 has thrown a very stark harsh light on the globally interconnected economy.  When this crisis passes there will be an opportunity for reflection on the financial and economic interconnectedness we have grown, its strengths and weaknesses. Economic and Finance academics can and should address this, from a basis of evidence and analysis, hence this call for papers. 
This special issue of International Review of Economics and Finance seeks papers that address this challenge, in particular the following issues, but please also contact us as Editors-in-Chief if you have another paper or idea and wish to check its suitability. Note that papers submitted for this SI will have submission fees waived. Submit here , from 29 March, selecting the article type COVID19:  https://www.editorialmanager.com/iref/default.aspx , before 21/June 2020

We are especially interested in papers that explore

  • Contagion loops between the real and the financial economy in the pandemic
  • Government-bank relationships in the pandemic 
  • The spatial dimensions and financial geography of banking and finance in a pandemic
  • The economic and financial geography of the pandemic 
  • Emergent paradigms in monetary economics, corporate funding and international trade
  • Resilience and strength in global trade and trade financing
  • Financing along the supply chain – strengths and weaknesses and its future
  • Economic and financial lessons from history for the post-pandemic world

Please however feel free to contact us at blucey at tcd dot ie or chen at udayton dot edu should you wish to run an idea past us . Please note: in line with the aims and objectives of the journal all papers should explicitly take an international perspective

Brian Lucey and Carl Chen, Editors in Chief, International Review of Economics and Finance

Call for Papers : Covid-19 and International Finance: a Special Issue of International Review of Financial Analysis

UPDATE: We have confirmation that papers published in this Special Issue will be free to access for at least 6 months, as part of Elsevier’s response to COVID.

While we all grapple with the immediate crisis caused by the Covid-19 panic, at some stage the world will emerge from this. That new world will require a functioning, albeit perhaps different, international economic and financial system. As finance academics we can aid in this, analysing what went wrong, what right, what we need to build up and what to sideline in finance, post pandemic.

This special issue of International Review of Financial Analysis seeks papers that address this challenge, in particular the following issues, but please also contact me as Editor-in-Chief if you have another paper or idea and wish to check its suitability. Note that papers submitted for this SI will have submission fees waived. Submit here , selecting the article type COVID19 , https://www.editorialmanager.com/FINANA/default.aspx , before 21/June 2020

We are especially interested in papers that explore

  • The performance, interlinkages and spillovers of financial and financialised assets during the pandemic
  • The role, or lack of same, of safe havens, hedges and other assets in the pandemic
  • The spatial dimensions and financial geography of banking and finance in a pandemic
  • Alternative investments and new financial assets in the pandemic
  • Emergent paradigms towards new forms of insurance, portfolio protection and downside risk protection
  • Where might corporate financing evolve post pandemic?
  • Financial market incentives, financialisation and medicine.
  • Financing along the supply chain – strengths and weaknesses and its future
  • Financial lessons from history for the post pandemic world

Please however feel free to contact me at blucey at tcd dot ie should you wish to run an idea past me . Please note: in line with the aims and objecives of the journal all papers should explicitly take an international perspective.