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Elsevier Journal of International Financial Markets, Institutions and Money Contact information of
Elsevier: http://www.elsevier.com/locate/intfin
Download restrictions: Full text for ScienceDirect subscribers only Editor: I. Mathur Editor:
For technical questions regarding this series, please contact
(Heidi Boesdal) Series handle: repec:eee:intfin
More pages of listings: 0 |1
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)]
223-237 A model for determining mispricing of sovereign risk loans by Sanders, Thomas B. & Barrett, W. Brian & Palmer, Michael [Downloadable! (restricted)]
239-240 Erratum to "The effect of interventions on realignment probabilities": [Journal of International Financial Markets, Institutions and Money 10 (2000) 323-347] by Gabriela Mundaca, B. [Downloadable! (restricted)]
2001, Volume 11, Issue 1 1-28 Global equity styles and industry effects: the pre-eminence of value relative to size by Kuo, Weiyu & E. Satchell, Stephen [Downloadable! (restricted)]
29-52 The spot-forward relationship revisited: an ERM perspective by MacDonald, Ronald & Moore, Michael J. [Downloadable! (restricted)]
53-63 Foreign bank penetration of newly opened markets in the Nordic countries by Engwall, Lars & Marquardt, Rolf & Pedersen, Torben & Tschoegl, Adrian E. [Downloadable! (restricted)]
65-73 Market changes and spread components, implications for international markets by McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A. [Downloadable! (restricted)]
75-96 Inflation and rates of return on stocks: evidence from high inflation countries by Choudhry, Taufiq [Downloadable! (restricted)]
97-113 Diversification gains from American depositary receipts and foreign equities: evidence from Australian stocks by Alaganar, V. T. & Bhar, Ramaprasad [Downloadable! (restricted)]
2000, Volume 10, Issue 3-4 225-228 Central bank intervention by Baillie, Richard T. [Downloadable! (restricted)]
229-247 Foreign reserve and money dynamics with asset portfolio adjustment: international evidence by Glick, Reuven & Hutchison, Michael M. [Downloadable! (restricted)]
249-262 Stochastic intramarginal interventions in target zones by Torres, Jose L. [Downloadable! (restricted)]
263-274 Bundesbank intervention effects through interest rate policy by Booth, G. Geoffrey & Kaen, Fred R. & Koutmos, Gregory & Sherman, Heidemarie C. [Downloadable! (restricted)]
275-286 Time-varying foreign-exchange risk and central bank intervention: estimating profits from intervention and speculation by Sjoo, Boo & Sweeney, Richard J. [Downloadable! (restricted)]
287-302 The United States as an informed foreign-exchange speculator by Humpage, Owen F. [Downloadable! (restricted)]
303-322 Central bank intervention and exchange rates: the case of Sweden by Aguilar, Javiera & Nydahl, Stefan [Downloadable! (restricted)]
323-347 The effect of interventions on realignment probabilities by Gabriela Mundaca, B. [Downloadable! (restricted)]
349-362 Central bank interventions and exchange rates: an analysis with high frequency data by Morana, Claudio & Beltratti, Andrea [Downloadable! (restricted)]
363-379 Deviations from daily uncovered interest rate parity and the role of intervention by Baillie, Richard T. & Osterberg, William P. [Downloadable! (restricted)]
381-405 Central bank intervention and exchange rate volatility -- Australian evidence by Kim, Suk-Joong & Kortian, Tro & Sheen, Jeffrey [Downloadable! (restricted)]
407-421 Intervention from an information perspective by Baillie, Richard T. & Humpage, Owen F. & Osterberg, William P. [Downloadable! (restricted)]
2000, Volume 10, Issue 2 107-130 Intraday and interday volatility in the Japanese stock market by Andersen, Torben G. & Bollerslev, Tim & Cai, Jun [Downloadable! (restricted)]
131-150 Cross-sectional variations in the degree of global integration: the case of Russian equities by Fedorov, Pavel & Sarkissian, Sergei [Downloadable! (restricted)]
151-161 Limiting differences between forward and futures prices in a Lucas consumption model by Wiener, Zvi & Benninga, Simon & Protopapadakis, Aris [Downloadable! (restricted)]
163-180 The fractal structure of exchange rates: measurement and forecasting by Richards, Gordon R. [Downloadable! (restricted)]
181-197 Devaluation-risk-related peso problems in stock returns by Penttinen, Aku [Downloadable! (restricted)]
199-212 Further evidence on alternative continuous time models of the short-term interest rate by Episcopos, Athanasios [Downloadable! (restricted)]
213-223 A structural time series test of the monetary model of exchange rates under the German hyperinflation by Moosa, Imad A. [Downloadable! (restricted)]
2000, Volume 10, Issue 1 1-8 Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models by Wolff, Christian C. P. [Downloadable! (restricted)]
9-30 Analysis of systemic risk in multilateral net settlement systems by Chakravorti, Sujit [Downloadable! (restricted)]
31-42 Competition from the limit order book and NYSE spreads by Phillips Kugele, Lynn & McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A. [Downloadable! (restricted)]
43-67 Return behavior and pricing of American depositary receipts by Kumar Patro, Dilip [Downloadable! (restricted)]
69-82 Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM by Ma, Yue & Kanas, Angelos [Downloadable! (restricted)]
83-106 An examination of causality and predictability between Australian domestic and offshore interest rates by Tan Hock Ann, Albert & Alles, Lakshman [Downloadable! (restricted)]
1999, Volume 9, Issue 4 335-357 Characteristics of the order flow through an electronic open limit order book by Brown, Philip & Thomson, Nathanial & Walsh, David [Downloadable! (restricted)]
359-376 Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? by Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa [Downloadable! (restricted)]
377-391 Assessing competitive conditions in the Greek banking system by Hondroyiannis, George & Lolos, Sarantis & Papapetrou, Evangelia [Downloadable! (restricted)]
393-405 Cointegration analysis of the intensity of the ERM currencies under the European Monetary System by Woo, Kai-Yin [Downloadable! (restricted)]
407-422 Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates by Hu, Michael Y. & Tsoukalas, Christos [Downloadable! (restricted)]
1999, Volume 9, Issue 3 223-246 Banks recapitalization policies in Japan and their impact on the market by Daigo, Satoshi & Yonetani, Tatsuya & Marumo, Kouhei [Downloadable! (restricted)]
267-283 A multivariate analysis of the determinants of Moody's bank financial strength ratings by Poon, Winnie P. H. & Firth, Michael & Fung, Hung-Gay [Downloadable! (restricted)]
285-301 The x-efficiency and allocative efficiency effects of credit union mergers by Garden, Kaylee A. & Ralston, Deborah E. [Downloadable! (restricted)]
303-320 Malmquist indices of productivity change in Australian financial services by Worthington, Andrew C. [Downloadable! (restricted)]
321-333 A preliminary look at gains from asset securitization by Thomas, Hugh [Downloadable! (restricted)]
1999, Volume 9, Issue 2 115-128 Asymmetric information and the bid-ask spread: an empirical comparison between automated order execution and open outcry auction by Wang, Jianxin [Downloadable! (restricted)]
129-147 Local and global price memory of international stock markets by Knif, Johan & Pynnonen, Seppo [Downloadable! (restricted)]
149-161 The information in the Mexican term structure of interest rates: capital market implications by Gonzalez, Jorge & Spencer, Roger & Walz, Daniel [Downloadable! (restricted)]
163-182 Factor price misspecification in bank cost function estimation by Mountain, Dean C. & Thomas, Hugh [Downloadable! (restricted)]
183-193 A test of purchasing power parity for emerging economies by Salehizadeh, Mehdi & Taylor, Robert [Downloadable! (restricted)]
1999, Volume 9, Issue 1 1-18 Modeling asset market volatility in a small market:: Accounting for non-synchronous trading effects by Lange, Stephen [Downloadable! (restricted)]
19-31 A monetary policy feedback rule in Korea's fast-growing economy by Dueker, Michael & Kim, Gyuhan [Downloadable! (restricted)]
33-59 The dynamic relationship of volatility, volume, and market depth in currency futures markets by Fung, Hung-Gay & Patterson, Gary A. [Downloadable! (restricted)]
61-74 Causal relations among stock returns and macroeconomic variables in a small, open economy by Gjerde, Oystein & Saettem, Frode [Downloadable! (restricted)]
1998, Volume 8, Issue 3-4 219-223 Introduction to the international market microstructure issue by Lyons, Richard K. [Downloadable! (restricted)]
225-241 The liquidity of automated exchanges: new evidence from German Bund futures by Frino, Alex & McInish, Thomas H. & Toner, Martin [Downloadable! (restricted)]
243-260 Price discovery in high and low volatility periods: open outcry versus electronic trading by Martens, Martin [Downloadable! (restricted)]
261-276 A change in market microstructure: the switch to electronic screen trading on the New Zealand stock exchange by Blennerhassett, Michael & Bowman, Robert G. [Downloadable! (restricted)]
277-298 Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong by Brockman, Paul & Chung, Dennis Y. [Downloadable! (restricted)]
299-324 Two months in the life of several gilt-edged market makers on the London Stock Exchange by Vitale, Paolo [Downloadable! (restricted)]
325-356 Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares by Chakravarty, Sugato & Sarkar, Asani & Wu, Lifan [Downloadable! (restricted)]
357-376 Put-call parity revisited: intradaily tests in the foreign currency options market by El-Mekkaoui, Mazen & Flood, Mark D. [Downloadable! (restricted)]
377-391 Price clustering and bid-ask spreads in international bond futures by ap Gwilym, Owain & Clare, Andrew & Thomas, Stephen [Downloadable! (restricted)]
393-412 Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings by Foerster, Stephen R. & Karolyi, G. Andrew [Downloadable! (restricted)]
413-432 Does international trading of stocks decrease pricing errors? Evidence from Japan by Yamori, Nobuyoshi [Downloadable! (restricted)]
1998, Volume 8, Issue 2 101-116 Information flows and open outcry: evidence of imitation trading by Griffiths, Mark D. & Smith, Brian F. & Turnbull, D. Alasdair S. & White, Robert W. [Downloadable! (restricted)]
117-153 What determines real exchange rates?: The long and the short of it by MacDonald, Ronald [Downloadable! (restricted)]
155-173 An empirical examination of linkages between Pacific-Basin stock markets by Janakiramanan, Sundaram & Lamba, Asjeet S. [Downloadable! (restricted)]
175-188 A test of the intertemporal CAPM in the Australian equity market by Faff, Robert & Chan, Howard [Downloadable! (restricted)]
205-218 The spillover effects of the trading suspension of the treasury bond futures market in China by Poon, Winnie P. H. & Firth, Michael & Fung, Hung-Gay [Downloadable! (restricted)]
1998, Volume 8, Issue 1 1997, Volume 7, Issue 4 289-301 A multi-country test of the Fisher model for stock returns by Solnik, Bruno & Solnik, Vincent [Downloadable! (restricted)]
303-327 International portfolio diversification: a synthesis and an update by Shawky, Hany A. & Kuenzel, Rolf & Mikhail, Azmi D. [Downloadable! (restricted)]
329-349 International business: determinants of interbank activities by Moshirian, Fariborz & Bishop, Robert [Downloadable! (restricted)]
351-367 Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular by Hu, John Wei-Shan & Chen, Mei-Yuan & Fok, Robert C. W. & Huang, Bwo-Nung [Downloadable! (restricted)]
369-382 Do Japanese banks lead or follow international business? An empirical investigation by Yamori, Nobuyoshi [Downloadable! (restricted)]
1997, Volume 7, Issue 3 185-200 New equity offerings in Japan: an examination of theory and practice by Ferris, Stephen P. & Noronha, Gregory & McInish, Thomas [Downloadable! (restricted)]
201-220 Time series dynamics of short-term interest rates: evidence from Eurocurrency markets by Chiang, Thomas C. [Downloadable! (restricted)]
221-234 Do emerging and developed stock markets behave alike? Evidence from six pacific basin stock markets by Koutmos, Gregory [Downloadable! (restricted)]
235-253 The European exchange rates before and after the establishment of the European Monetary System by Hu, Michael Y. & Jiang, Christine X. & Tsoukalas, Christos [Downloadable! (restricted)]
255-275 An examination of the effects of major political change on stock market volatility: the South African experience by Brooks, Robert D. & Davidson, Sinclair & Faff, Robert W. [Downloadable! (restricted)]
277-287 Integration of international capital markets: further evidence from EMS and non-EMS membership by Alexakis, Panayotis & Apergis, Nicholas & Xanthakis, Emmanuel [Downloadable! (restricted)]
1997, Volume 7, Issue 2 1997, Volume 7, Issue 1 1-20 Inflation differentials and excess returns in the European Monetary System by Vlaar, P. J. G. & Palm, F. C. [Downloadable! (restricted)]
21-42 International equity investment with selective hedging strategies by Eun, Cheol S. & Resnick, Bruce G. [Downloadable! (restricted)]
43-60 Are banks market timers or market makers? Explaining foreign exchange trading profits by Ammer, John & Brunner, Allan D. [Downloadable! (restricted)]
61-72 Automated trade execution and trading activity: The case of the Vancouver stock exchange by Ferris, Stephen P. & McInish, Thomas H. & Wood, Robert A. [Downloadable! (restricted)]
73-87 The impact of exchange rate volatility on German-US trade flows by McKenzie, Michael D. & Brooks, Robert D. [Downloadable! (restricted)]
89-91 The directory of Banking and Financial Institutions in Russia 1996 : Paris, France, Intercontinental Press, 1996 by Gleason, Kimberly C. & Singh, Manohar [Downloadable! (restricted)]
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This page was last updated on 2008-11-27.
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