AIMS AND SCOPE

Financial econometrics is a rapidly evolving field of econometric research, while Asia has become an increasingly important and dynamic region in global finance. The Asian Journal of Applied Financial Econometrics (AJAFE) advances research in this field, with particular emphasis on Asia and emerging financial markets. AJAFE aims to provide a leading scholarly platform for innovative and substantive research that strengthens the link between econometric methods and financial applications while addressing challenges related to global sustainability.

The AJAFE publishes rigorous theoretical and empirical contributions that develop, evaluate, and apply econometric methods to address complex problems in modern financial and economic systems. Particular emphasis is given to research involving estimation, inference, prediction, and calibration in dynamic and high-dimensional settings. Contributions addressing experimental and behavioural finance through advanced econometric techniques, particularly in the context of sustainable finance, are strongly encouraged. Submissions are expected to demonstrate clear contributions to empirical knowledge, methodological innovation, or both.

AJAFE is supported by an international editorial team comprising distinguished scholars from Asia and other regions worldwide. This broad international representation facilitates access to highly qualified reviewers and helps uphold the journal’s rigorous academic standards. The editorial team is committed to ensuring that all submissions are evaluated fairly, independently, and promptly.

Open Access

AJAFE operates under a Diamond Open Access model, fully funded by Ho Chi Minh University of Banking (HUB), under which authors are not required to pay any submission, article processing, or publication fees.