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Journal of Quantitative Finance and Economics is Double-blind peer-review Journal to advance knowledge of theoretical and empirical findings in Finance and Economics. 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. 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. 

The Journal strives to maintain conceptual and methodological rigor. The use of advanced econometrics, Bayesian statistics, or general econometrics, with extensive robustness testing is expected. Originality of thought and expression are encouraged, with the caveat that, novel ideas be grounded in the body of scientific literature in the field. Qualitative research, including policy papers, will not be considered.