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Elsevier Journal of International Financial Markets, Institutions and Money Contact information of
Elsevier: http://www.elsevier.com/locate/intfin
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More pages of listings: 0 |1 2008, Volume 18, Issue 4
305-312 Long memory in the volatility of an emerging equity market: The case of Turkey by DiSario, Robert & Saraoglu, Hakan & McCarthy, Joseph & Li, Hsi [Downloadable! (restricted)]
313-325 Market structure and dealers' quoting behavior in the foreign exchange market by Ding, Liang [Downloadable! (restricted)]
326-343 Robust outlier detection for Asia-Pacific stock index returns by Ané, Thierry & Ureche-Rangau, Loredana & Gambet, Jean-Benoît & Bouverot, Julien [Downloadable! (restricted)]
344-357 Foreign exchange intervention and equilibrium real exchange rates by Sideris, Dimitrios A. [Downloadable! (restricted)]
358-373 Testing the forward rate unbiasedness hypothesis during the 1920s by Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P. [Downloadable! (restricted)]
374-387 Chinese institutional investors' sentiment by Kling, Gerhard & Gao, Lei [Downloadable! (restricted)]
388-397 The stability-concentration relationship in the Brazilian banking system by Chang, E.J. & Guerra, S.M. & Lima, E.J.A. & Tabak, B.M. [Downloadable! (restricted)]
2008, Volume 18, Issue 3 207-215 Explaining the European exchange rates deviations: Long memory or non-linear adjustment? by Dufrénot, Gilles & Lardic, Sandrine & Mathieu, Laurent & Mignon, Valérie & Péguin-Feissolle, Anne [Downloadable! (restricted)]
216-235 Does trading volume really explain stock returns volatility? by Ané, Thierry & Ureche-Rangau, Loredana [Downloadable! (restricted)]
236-244 The long swings in the spot exchange rates and the complex unit roots hypothesis by Al-Zoubi, Haitham A. [Downloadable! (restricted)]
245-258 Market segmentation and equity valuation: Comparing Canada and the United States by King, Michael R. & Segal, Dan [Downloadable! (restricted)]
259-271 Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan by Chen, Yi-Hsuan & Tu, Anthony H. & Wang, Kehluh [Downloadable! (restricted)]
272-289 Evidence of non-stationary bias in scaling by square root of time: Implications for Value-at-Risk by Saadi, Samir & Rahman, Abdul [Downloadable! (restricted)]
290-303 Too-big-to-fail: Bank failure and banking policy in Jamaica by Daley, J. & Matthews, K. & Whitfield, K. [Downloadable! (restricted)]
2008, Volume 18, Issue 2 107-120 Expiration day effects of Taiwan index futures: The case of the Singapore and Taiwan Futures Exchanges by Chung, Huimin & Hseu, Mei-Maun [Downloadable! (restricted)]
121-136 Bank-specific, industry-specific and macroeconomic determinants of bank profitability by Athanasoglou, Panayiotis P. & Brissimis, Sophocles N. & Delis, Matthaios D. [Downloadable! (restricted)]
137-146 The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks by Narayan, Paresh Kumar [Downloadable! (restricted)]
147-160 Impact of IMF-related news on capital markets: Further evidence from bond spreads in Indonesia and Korea by Evrensel, Ayse Y. & Kutan, Ali M. [Downloadable! (restricted)]
161-175 Convergence in the activities of European banks by Dahl, Drew & Shrieves, Ronald E. & Spivey, Michael F. [Downloadable! (restricted)]
176-190 Investor demand for IPOs and aftermarket performance: Evidence from the Hong Kong stock market by Agarwal, Sumit & Liu, Chunlin & Rhee, S. Ghon [Downloadable! (restricted)]
191-206 Understanding international portfolio diversification and turnover rates by Amadi, Amir A. & Bergin, Paul R. [Downloadable! (restricted)]
2008, Volume 18, Issue 1 1-15 Asymmetric variance and spillover effects: Regime shifts in the Spanish stock market by Miralles Marcelo, Jose Luis & Quiros, Jose Luis Miralles & Quiros, Maria del Mar Miralles [Downloadable! (restricted)]
16-30 Contrarian and momentum returns on Iran's Tehran Stock Exchange by Foster, Kevin R. & Kharazi, Ali [Downloadable! (restricted)]
31-45 Comovements in international stock markets by Morana, Claudio & Beltratti, Andrea [Downloadable! (restricted)]
46-63 Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression by Marcucci, Juri & Quagliariello, Mario [Downloadable! (restricted)]
64-78 Sovereign default risk, the IMF and creditor moral hazard by Noy, Ilan [Downloadable! (restricted)]
79-93 Swap curve dynamics across markets: Case of US dollar versus HK dollar by Huang, Ying & Neftci, Salih N. & Guo, Feng [Downloadable! (restricted)]
94-105 Efficiency in emerging markets--Evidence from the MENA region by Lagoarde-Segot, Thomas & Lucey, Brian M. [Downloadable! (restricted)]
2007, Volume 17, Issue 5 403-419 Global monetary policy shocks in the G5: A SVAR approach by Sousa, Joao Miguel & Zaghini, Andrea [Downloadable! (restricted)]
420-436 Characteristics and behavior of newly listed firms: Evidence from the Asia-Pacific region by Ferris, Stephen P. & Jayaraman, Narayanan & Sabherwal, Sanjiv [Downloadable! (restricted)]
437-451 Exchange rate fluctuations, financing constraints, hedging, and exports: Evidence from firm level data by Dekle, Robert & Ryoo, Heajin H. [Downloadable! (restricted)]
452-464 Are international stock returns predictable?: An examination of linear and non-linear predictability using generalized spectral tests by McPherson, Matthew Q. & Palardy, Joseph [Downloadable! (restricted)]
2007, Volume 17, Issue 4 307-325 Macroeconomic news and exchange rates by Pearce, Douglas K. & Solakoglu, M. Nihat [Downloadable! (restricted)]
326-340 Is there market discipline for New Zealand non-bank financial institutions? by Hess, Kurt & Feng, Gary [Downloadable! (restricted)]
341-360 Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan by Kim, Suk-Joong [Downloadable! (restricted)]
361-371 ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation? by Grossmann, Axel & Ozuna, Teofilo & Simpson, Marc W. [Downloadable! (restricted)]
372-386 Uncertainty and international debt maturity by Valev, Neven T. [Downloadable! (restricted)]
387-402 Explaining when developing countries liberalize their financial equity markets by Kim, Bonghoon & Kenny, Lawrence W. [Downloadable! (restricted)]
2007, Volume 17, Issue 3 213-230 Deconstructing the Nasdaq bubble: A look at contagion across international stock markets by Hon, Mark T. & Strauss, Jack K. & Yong, Soo-Keong [Downloadable! (restricted)]
231-245 Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries by Hammoudeh, Shawkat & Choi, Kyongwook [Downloadable! (restricted)]
246-260 Are foreign issuers complying with Regulation Fair Disclosure? by Mathew, Prem G. & Michayluk, David & Kofman, Paul [Downloadable! (restricted)]
261-276 Fiscal policy events and interest rate swap spreads: Evidence from the EU by Afonso, Antonio & Strauch, Rolf [Downloadable! (restricted)]
277-290 Are the China-related stock markets segmented with both world and regional stock markets? by Wang, Yuenan & Iorio, Amalia Di [Downloadable! (restricted)]
291-306 Why do central banks intervene secretly?: Preliminary evidence from the BoJ by Beine, Michel & Bernal, Oscar [Downloadable! (restricted)]
2007, Volume 17, Issue 2 125-139 A re-examination of international inflation convergence over the modern float by Crowder, William J. & Phengpis, Chanwit [Downloadable! (restricted)]
140-151 Relations between mutual fund flows and stock market returns in Korea by Oh, Natalie Y. & Parwada, Jerry T. [Downloadable! (restricted)]
152-166 Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests by Narayan, Paresh Kumar & Smyth, Russell [Downloadable! (restricted)]
167-179 On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis by Kim, Sangbae & In, Francis [Downloadable! (restricted)]
180-197 Currency futures-spot basis and risk premium by Inci, Ahmet Can & Lu, Biao [Downloadable! (restricted)]
198-211 The innovations of e-mini contracts and futures price volatility components: The empirical investigation of S&P 500 stock index futures by Tu, Anthony H. & Wang, Ming-Chun [Downloadable! (restricted)]
2007, Volume 17, Issue 1 2006, Volume 16, Issue 5 397-410 Home bias among European investors from a Bayesian perspective by Asgharian, Hossein & Hansson, Bjorn [Downloadable! (restricted)]
411-424 Dynamic volatility and external security related shocks: The case of the Athens Stock Exchange by Athanassiou, Emmanuel & Kollias, Christos & Syriopoulos, Theodore [Downloadable! (restricted)]
425-445 Consolidation, scale economies and technological change in Japanese banking by Tadesse, Solomon [Downloadable! (restricted)]
446-467 Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986-2003 by Kim, Suk-Joong & Pham, Cyril Minh Dao [Downloadable! (restricted)]
468-479 An empirical study to identify shift contagion during the Asian crisis by Marais, E. & Bates, S. [Downloadable! (restricted)]
2006, Volume 16, Issue 4 301-317 Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis by Gebka, Bartosz & Serwa, Dobromil [Downloadable! (restricted)]
318-344 Clustering and psychological barriers in exchange rates by Mitchell, Jason & Izan, H.Y. [Downloadable! (restricted)]
345-354 Getting out from between a rock and a hard place: Can china use its foreign exchange reserves to save its banks? by miller, Victoria [Downloadable! (restricted)]
355-369 Multivariate market association and its extremes by Baur, Dirk [Downloadable! (restricted)]
370-383 Do institutional investors destabilize stock prices? evidence from an emerging market by Bohl, Martin T. & Brzeszczynski, Janusz [Downloadable! (restricted)]
384-396 Are international real interest rate linkages characterized by asymmetric adjustments? by Holmes, Mark J. & Maghrebi, Nabil [Downloadable! (restricted)]
2006, Volume 16, Issue 3 199-214 On the conditional pricing effects of beta, size, and book-to-market equity in the Hong Kong market by Ho, Ron Yiu-wah & Strange, Roger & Piesse, Jenifer [Downloadable! (restricted)]
215-230 Bidder behavior in central bank repo auctions: Evidence from the Bundesbank by Linzert, Tobias & Nautz, Dieter & Breitung, Jorg [Downloadable! (restricted)]
231-245 Relative performance of bid-ask spread estimators: Futures market evidence by Anand, Amber & Karagozoglu, Ahmet K. [Downloadable! (restricted)]
246-269 The impacts of index rebalancing and their implications: Some new evidence from Japan by Liu, Shinhua [Downloadable! (restricted)]
270-282 Market timing wealth effects of American Depository Receipts: The cases of emerging and developed market issues by Schaub, Mark & Highfield, Michael J. [Downloadable! (restricted)]
283-299 Risk and return implications from investing in emerging European stock markets by Syriopoulos, Theodore [Downloadable! (restricted)]
2006, Volume 16, Issue 2 87-103 Implied volatility linkages among major European currencies by Nikkinen, Jussi & Sahlstrom, Petri & Vahamaa, Sami [Downloadable! (restricted)]
104-122 Performance comparison between exchange-traded funds and closed-end country funds by Harper, Joel T. & Madura, Jeff & Schnusenberg, Oliver [Downloadable! (restricted)]
123-142 Does herding behavior exist in Chinese stock markets? by Demirer, RIza & Kutan, Ali M. [Downloadable! (restricted)]
143-154 Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan by Sideris, Dimitrios [Downloadable! (restricted)]
155-179 The equity premium and market integration: Evidence from international data by Shackman, Joshua D. [Downloadable! (restricted)]
180-197 Empirical analysis of GARCH models in value at risk estimation by So, Mike K.P. & Yu, Philip L.H. [Downloadable! (restricted)]
2006, Volume 16, Issue 1 1-3 Measuring and assessing the effects and extent of international bond market integration by Lucey, Brian M. & Steeley, James [Downloadable! (restricted)]
4-22 The performance and diversification benefits of funds of hedge funds by Denvir, Emily & Hutson, Elaine [Downloadable! (restricted)]
23-40 Volatility spillovers and dynamic correlation in European bond markets by Skintzi, Vasiliki D. & Refenes, Apostolos N. [Downloadable! (restricted)]
41-56 Dynamics of bond market integration between established and accession European Union countries by Kim, Suk-Joong & Lucey, Brian M. & Wu, Eliza [Downloadable! (restricted)]
57-70 Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region by Batten, Jonathan A. & Fetherston, Thomas A. & Hoontrakul, Pongsak [Downloadable! (restricted)]
71-86 Volatility transmission between stock and bond markets by Steeley, James M. [Downloadable! (restricted)]
2005, Volume 15, Issue 5 391-406 Long-memory dynamics in a SETAR model - applications to stock markets by Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne [Downloadable! (restricted)]
407-424 Intradaily volatility and adjustment by Theobald, Michael & Yallup, Peter [Downloadable! (restricted)]
425-436 Cournot model of brokered FX trading by Ulibarri, Carlos A. & Anselmo, Peter C. & Trabatti, Mauro X. [Downloadable! (restricted)]
437-453 Corporate bankruptcies and official bail-outs: A cost-benefit analysis by Kenc, Turalay & Ozkan, Aydin & Ozkan, F. Gulcin [Downloadable! (restricted)]
455-468 An empirical examination of the benefits of international diversification by Fletcher, Jonathan & Marshall, Andrew [Downloadable! (restricted)]
469-480 Arbitrage opportunities in the depositary receipts market: Myth or reality? by Suarez, E. Dante [Downloadable! (restricted)]
2005, Volume 15, Issue 4 2005, Volume 15, Issue 3 189-207 Currency risk in excess equity returns: a multi time-varying beta approach by Lim, G.C. [Downloadable! (restricted)]
209-228 Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance by Bekiros, Stelios D. & Georgoutsos, Dimitris A. [Downloadable! (restricted)]
229-254 An error correction factor model of term structure slopes in international swap markets by Abad, Pilar & Novales, Alfonso [Downloadable! (restricted)]
255-270 Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore by Baharumshah, Ahmad Zubaidi & Masih, A. Mansur M. [Downloadable! (restricted)]
271-284 Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects by Arago, Vicent & Nieto, Luisa [Downloadable! (restricted)]
2005, Volume 15, Issue 2 91-106 Stock market linkages in emerging markets: implications for international portfolio diversification by Phylaktis, Kate & Ravazzolo, Fabiola [Downloadable! (restricted)]
107-124 Cross-market linkages between U.S. and Japanese precious metals futures trading by Xu, Xiaoqing Eleanor & Fung, Hung-Gay [Downloadable! (restricted)]
125-140 A note on common methods used to estimate foreign exchange exposure by Martin, Anna D. & Mauer, Laurence J. [Downloadable! (restricted)]
141-157 Bank provisioning behaviour and procyclicality by Bikker, J.A. & Metzemakers, P.A.J. [Downloadable! (restricted)]
159-171 Endogenous liquidity in emerging markets by Redding, Lee [Downloadable! (restricted)]
173-188 Financial markets and economic growth in Greece, 1986-1999 by Hondroyiannis, George & Lolos, Sarantis & Papapetrou, Evangelia [Downloadable! (restricted)]
2005, Volume 15, Issue 1 1-20 Valuation of financial versus non-financial firms: a global perspective by Foerster, Stephen R. & Sapp, Stephen G. [Downloadable! (restricted)]
21-38 Real or monetary? The US/UK real exchange rate, 1921-2002 by Kanas, Angelos [Downloadable! (restricted)]
39-54 International bond market linkages: a structural VAR analysis by Yang, Jian [Downloadable! (restricted)]
55-72 Cost efficiency in the Latin American and Caribbean banking systems by Carvallo, Oscar & Kasman, Adnan [Downloadable! (restricted)]
73-87 Are emerging equity markets responsive to cross-country macroeconomic movements?: Evidence from Latin America by Verma, Rahul & Ozuna, Teofilo [Downloadable! (restricted)]
89-89 Erratum to "Return and risk interactions in Chinese stock markets" [J. Int. Financial Markets Inst. Money 14 (2004) 367-384] by Wang, Ping & Liu, Aying & Wang, Peijie [Downloadable! (restricted)]
2004, Volume 14, Issue 5 401-418 Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates by Baillie, Richard T. & Cecen, Aydin A. & Erkal, Cahit & Han, Young-Wook [Downloadable! (restricted)]
419-438 The market's view on the probability of banking sector failure: cross-country comparisons by Bystrom, Hans N. E. [Downloadable! (restricted)]
439-454 External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR by Tillmann, Peter [Downloadable! (restricted)]
455-471 Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market by Hess, Martin K. [Downloadable! (restricted)]
473-490 Alternative settlement methods and Australian individual share futures contracts by Lien, Donald & Yang, Li [Downloadable! (restricted)]
491-505 Daily volatility behavior in Chinese futures markets by Chan, Kam C. & Fung, Hung-Gay & Leung, Wai K. [Downloadable! (restricted)]
2004, Volume 14, Issue 4 295-311 Bolsa or NYSE: price discovery for Mexican shares by von Furstenberg, George M. & Tabora, Carlos B. [Downloadable! (restricted)]
313-328 Evidence to support the four-factor pricing model from the Canadian stock market by L'Her, Jean-Francois & Masmoudi, Tarek & Suret, Jean-Marc [Downloadable! (restricted)]
329-349 League table: a study of the competition to underwrite floating rate debt by Ang, James S. & Zhang, Shaojun [Downloadable! (restricted)]
351-365 International financial services: determinants of banks' foreign assets held by non-banks by Moshirian, Fariborz & Sadeh, Ilan & Zein, Jason [Downloadable! (restricted)]
367-383 Return and risk interactions in Chinese stock markets by Wang, Ping & Liu, Aying & Wang, Peijie [Downloadable! (restricted)]
385-400 Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market by Poshakwale, Sunil & Theobald, Michael [Downloadable! (restricted)]
2004, Volume 14, Issue 3 203-219 Banking competition and macroeconomic conditions: a disaggregate analysis by Coccorese, Paolo [Downloadable! (restricted)]
221-233 The future of cash: falling legal use and implications for government policy by Humphrey, David & Kaloudis, Aris & Owre, Grete [Downloadable! (restricted)]
235-254 Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world by Wang, Steven Shuye & Firth, Michael [Downloadable! (restricted)]
255-266 Who owns the major US subsidiaries of foreign banks?: A note by Tschoegl, Adrian E. [Downloadable! (restricted)]
267-280 Do you really want to ask an underwriter how much money you should leave on the table? by Dimovski, William & Brooks, Robert [Downloadable! (restricted)]
281-294 Do birds of the same feather flock together?: The case of the Chinese states equity markets by Hatemi-J, Abdulnasser & Roca, Eduardo D. [Downloadable! (restricted)]
2004, Volume 14, Issue 2 105-115 A note on the time-series relationship between market industry concentration and market volatility by Xing, Xuejing [Downloadable! (restricted)]
117-134 Structural breaks and their trace in the memory: Inflation rate series in the long-run by Gadea, Maria Dolores & Sabate, Marcela & Serrano, Jose Maria [Downloadable! (restricted)]
135-164 Monetary policy implications of comovements among long-term interest rates by Laopodis, Nikiforos T. [Downloadable! (restricted)]
165-183 Growth, financial development, societal norms and legal institutions by Garretsen, Harry & Lensink, Robert & Sterken, Elmer [Downloadable! (restricted)]
185-201 How important are fundamentals?--Evidence from a structural VAR model for the stock markets in the US, Japan and Europe by Binswanger, Mathias [Downloadable! (restricted)]
2004, Volume 14, Issue 1 1-24 FOREX risk premia and policy uncertainty: a recursive utility analysis by Evans, Lynne & Kenc, Turalay [Downloadable! (restricted)]
25-36 The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg [Downloadable! (restricted)]
37-54 Leverage, insider ownership, and the underpricing of IPOs in China by Su, Dongwei [Downloadable! (restricted)]
55-73 International equity flows and developing markets: the asian financial market crisis revisited by Lin, Anchor Y. & Swanson, Peggy E. [Downloadable! (restricted)]
75-86 Selectively hedging the US dollar with foreign exchange futures contracts by Simpson, Marc W. [Downloadable! (restricted)]
87-98 In search of overshooting and bandwagons in exchange rates by Pippenger, John [Downloadable! (restricted)]
99-104 Bandwagon effects and run patterns in exchange rates once more by Rotheli, Tobias F. [Downloadable! (restricted)]
2003, Volume 13, Issue 5 419-427 Central bank intervention and feedback traders by Westerhoff, Frank H. [Downloadable! (restricted)]
429-449 Bank deregulation is better than mergers by Valverde, S. Carbo & Humphrey, David B. & Fernandez, F. Rodriguez [Downloadable! (restricted)]
451-479 Analyzing firms' strategic investment decisions in a real options' framework by Botteron, Pascal & Chesney, Marc & Gibson-Asner, Rajna [Downloadable! (restricted)]
481-502 Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon by Nam, Kiseok & Pyun, Chong Soo & Kim, Sei-Wan [Downloadable! (restricted)]
503-524 Coexistence of disposition investors and momentum traders in stock markets: experimental evidence by Oehler, Andreas & Heilmann, Klaus & Lager, Volker & Oberlander, Michael [Downloadable! (restricted)]
525-537 Hysteresis and cyclical adjustment in the stock markets: the macroeconomic effects of technological progress by Gazioglu, Saziye & McCausland, W. David [Downloadable! (restricted)]
2003, Volume 13, Issue 4 291-311 Can currency risk be a source of risk premium in explaining forward premium puzzle?: Evidence from Asia-Pacific forward exchange markets by Tai, Chu-Sheng [Downloadable! (restricted)]
313-323 Target zones, reserve crises, and inverted S-curves by Cornell, Christopher M. [Downloadable! (restricted)]
325-353 The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market by Asgharian, Hossein & Hansson, Bjorn [Downloadable! (restricted)]
355-381 Taiwan stock market and four-moment asset pricing model by Chiao, Chaoshin & Hung, Ken & Srivastava, Suresh C. [Downloadable! (restricted)]
383-399 Spillovers of stock return volatility to Asian equity markets from Japan and the US by Miyakoshi, Tatsuyoshi [Downloadable! (restricted)]
401-417 The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International by Chelley-Steeley, Patricia [Downloadable! (restricted)]
2003, Volume 13, Issue 3 187-209 The Barings crises of 1890 and 1995: causes, courses, consequences and the danger of domino effects by Kornert, Jan [Downloadable! (restricted)]
211-236 Risk premia in the term structure of interest rates: a panel data approach by Bams, Dennis & Wolff, Christian C. P. [Downloadable! (restricted)]
237-254 Integration and interdependence of stock and foreign exchange markets: an Australian perspective by Shamsuddin, Abul F. M. & Kim, Jae H. [Downloadable! (restricted)]
255-269 Exchange rate exposure and valuation effects of cross-border acquisitions by Akhigbe, Aigbe & Martin, Anna D. & Newman, Melinda [Downloadable! (restricted)]
271-289 Gold factor exposures in international asset pricing by Davidson, Sinclair & Faff, Robert & Hillier, David [Downloadable! (restricted)]
2003, Volume 13, Issue 2 85-112 Information arrivals and intraday exchange rate volatility by Chang, Yuanchen & Taylor, Stephen J. [Downloadable! (restricted)]
113-136 Models of exchange rate expectations: how much heterogeneity? by Benassy-Quere, Agnes & Larribeau, Sophie & MacDonald, Ronald [Downloadable! (restricted)]
137-156 Modeling foreign exchange intervention: stock versus stock adjustment by Pippenger, John [Downloadable! (restricted)]
157-170 Determinants of short-term debt: a note by Buch, Claudia M. & Lusinyan, Lusine [Downloadable! (restricted)]
171-186 Contagion and causality: an empirical investigation of four Asian crisis episodes by Sander, Harald & Kleimeier, Stefanie [Downloadable! (restricted)]
2003, Volume 13, Issue 1 1-18 Beta and returns revisited: Evidence from the German stock market by Elsas, Ralf & El-Shaer, Mahmoud & Theissen, Erik [Downloadable! (restricted)]
19-37 The post-privatization financial performance of former state-owned enterprises by Comstock, Arthur & Kish, Richard J. & Vasconcellos, Geraldo M. [Downloadable! (restricted)]
39-55 Stress testing using VaR approach--a case for Asian currencies by Tan, Kok-Hui & Chan, Inn-Leng [Downloadable! (restricted)]
57-67 The term structure of deviations from the interest parity by Drakos, Konstantinos [Downloadable! (restricted)]
69-84 A performance analysis of Australian international equity trusts by Benson, Karen L. & Faff, Robert W. [Downloadable! (restricted)]
2002, Volume 12, Issue 4-5 291-297 Introduction to the special issue by Tschoegl, Adrian E. [Downloadable! (restricted)]
299-320 Openness, profit opportunities and foreign banking by Dopico, Luis G. & Wilcox, James A. [Downloadable! (restricted)]
321-340 Banks and the emergence of Hong Kong as an international financial center by Schenk, Catherine R. [Downloadable! (restricted)]
341-357 Factors influencing the performance of foreign-owned banks in New Zealand by Minh To, Huong & Tripe, David [Downloadable! (restricted)]
359-375 The impact of competition on the operations of foreign banks in Australia in the post-deregulation period by Wright, April [Downloadable! (restricted)]
377-397 The internationalization of Australian banks by Merrett, D. T. [Downloadable! (restricted)]
399-417 A decade of internationalization: the experience of an Australian retail bank by Fung, Justin G. & Bain, Elisa A. & Onto, John G. & Harper, Ian R. [Downloadable! (restricted)]
419-440 The stock market reaction to cross-border acquisitions of financial services firms: an analysis of Canadian banks by Bessler, Wolfgang & Murtagh, James P. [Downloadable! (restricted)]
2002, Volume 12, Issue 3 183-200 On measuring volatility and the GARCH forecasting performance by Barucci, Emilio & Reno, Roberto [Downloadable! (restricted)]
201-215 Price discovery and the international flow of information by Howe, John S. & Ragan, Kent P. [Downloadable! (restricted)]
216-230 Using simulated currency rainbow options to evaluate covariance matrix forecasts by Bystrom, Hans N. E. [Downloadable! (restricted)]
231-252 Corporate focus versus diversification: the role of growth opportunities and cashflow by Ferris, Stephen P. & Sen, Nilanjan & Lim, Chee Yeow & Yeo, Gillian H. H. [Downloadable! (restricted)]
253-278 Components of execution costs: evidence of asymmetric information at the Mexican Stock Exchange by Silva, Ana Cristina & Chavez, Gonzalo [Downloadable! (restricted)]
279-289 On the linkage of real interest rates between the US and Canada: some additional empirical evidence by Yamada, Hiroshi [Downloadable! (restricted)]
2002, Volume 12, Issue 2 2002, Volume 12, Issue 1 1-17 Structural changes in Australian bank risk by Dennis, Steven A. & Jeffrey, Andrew [Downloadable! (restricted)]
19-31 Do time deposits prevent bank runs? by Niinimaki, Juha-Pekka [Downloadable! (restricted)]
33-58 Cost and profit efficiency in European banks by Maudos, Joaquin & Pastor, Jose M. & Perez, Francisco & Quesada, Javier [Downloadable! (restricted)]
59-80 Risk profiles: how do they change when stock markets collapse? by Rendu de Lint, Christel [Downloadable! (restricted)]
81-99 An empirical comparison of quoted and implied bid-ask spreads on futures contracts by ap Gwilym, Owain & Thomas, Stephen [Downloadable! (restricted)]
2001, Volume 11, Issue 2 115-136 Quote revision and information flow among foreign exchange dealers by Wang, Jian-Xin [Downloadable! (restricted)]
137-146 Liquidity and the turn-of-the-month effect: evidence from Finland by Booth, G. Geoffrey & Kallunki, Juha-Pekka & Martikainen, Teppo [Downloadable! (restricted)]
147-165 A test of the accuracy of the Lee/Ready trade classification algorithm by Theissen, Erik [Downloadable! (restricted)]
167-197 Estimation for factor models of term structure of interest rates with jumps: the case of the Taiwanese government bond market by Lin, Bing-Huei & Yeh, Shih-Kuo [Downloadable! (restricted)]
199-214 On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules by Lee, Chun I. & Pan, Ming-Shiun & Liu, Y. Angela [Downloadable! (restricted)]
215-222 GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume by Brooks, Robert D. & Faff, Robert W. & Fry, Tim R. L. [Downloadable! (restricted)]
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