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Content
2015, Volume 31, Issue C
- 174-192 The nature and impact of the market forecasting errors in the Federal funds futures market
by Dunbar, Kwamie & Amin, Abu S.
- 193-205 Bubbles in health care: Evidence from the U.S., U.K., and German stock markets
by Chen, Mei-Ping & Lin, Yu-Hui & Tseng, Chun-Yao & Chen, Wen-Yi
- 206-221 Tackling the over-dispersion of operational risk: Implications on capital adequacy requirements
by Feria-Domínguez, José Manuel & Jiménez-Rodríguez, Enrique & Sholarin, Ola
- 222-248 Predictability dynamics of Islamic and conventional equity markets
by Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk
- 249-263 Banks’ pooling of corporate debt: An application of the restated diversification theorem
by Lundtofte, Frederik
- 264-291 To sigmoid-based functional description of the volatility smile
by Itkin, Andrey
- 292-310 International long-term yields and monetary policy in a small open economy: The case of Canada
by Lange, Ronald H.
- 311-329 Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
by Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela ben
2014, Volume 30, Issue C
- 1-39 Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates
by Su, Jung-Bin
- 40-55 The real effects of inflation in a developing economy with external debt and sovereign risk
by Assibey-Yeboah, Mark & Mohsin, Mohammed
- 56-71 Optimal corporate hedging using options with basis and production risk
by Bajo, Emanuele & Barbi, Massimiliano & Romagnoli, Silvia
- 72-89 US dollar exchange rate and food price dependence: Implications for portfolio risk management
by Reboredo, Juan C. & Ugando, Mikel
- 90-105 Unlevered betas and the cost of equity capital: An empirical approach
by Sarmiento-Sabogal, Julio & Sadeghi, Mehdi
- 106-121 The potential effect of US baby-boom retirees on stock returns
by Kedar-Levy, Haim
- 122-132 The conditional dependence structure of insurance sector credit default swap indices
by Tamakoshi, Go & Hamori, Shigeyuki
- 133-153 An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
by Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Ramos-Herrera, María del Carmen
- 154-170 Smart money or dumb money? A study on the selection ability of mutual fund investors in China
by Feng, Xunan & Zhou, Mingshan & Chan, Kam C.
- 171-182 The term structure of sentiment effect in stock index futures market
by Yang, Chunpeng & Gao, Bin
- 183-202 Non-linear volatility dynamics and risk management of precious metals
by Demiralay, Sercan & Ulusoy, Veysel
- 203-233 Do institutional investors monitor management? Evidence from the relationship between institutional ownership and capital structure
by Chung, Chune Young & Wang, Kainan
2014, Volume 29, Issue C
- 1-21 The small open macroeconomy and the yield curve: A state-space representation
by Lange, Ronald H.
- 22-35 Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions
by Álvarez-Díaz, Marcos & Hammoudeh, Shawkat & Gupta, Rangan
- 36-58 Country and industry convergence of equity markets: International evidence from club convergence and clustering
by Apergis, Nicholas & Christou, Christina & Miller, Stephen M.
- 59-83 Adjusting MV-efficient portfolio frontier bias for skewed and non-mesokurtic returns
by Huang, Hung-Hsi & Lin, Shin-Hung & Wang, Ching-Ping & Chiu, Chia-Yung
- 84-103 Frontier stock market integration and the global financial crisis
by Chen, Mei-Ping & Chen, Pei-Fen & Lee, Chien-Chiang
- 104-123 How important can bank lending shocks be for economic fluctuations?
by Halvorsen, Jørn I. & Jacobsen, Dag Henning
- 124-145 Do stock markets discipline US Bank Holding Companies: Just monitoring, or also influencing?
by Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi
- 146-155 The asymmetric predictability of high-yield bonds
by Zhang, Tai-Wei & Wu, Wei-Hwa
- 156-184 Probability of multiple crossings and pricing of double barrier options
by Choe, Geon Ho & Koo, Ki Hwan
- 185-199 Risk management in life insurance companies: Evidence from Taiwan
by Hu, Jin-Li & Yu, Hsueh-E
- 200-217 The Cox, Ross and Rubinstein tree model which includes counterparty credit risk and funding costs
by Hunzinger, Chadd B. & Labuschagne, Coenraad C.A.
- 218-238 Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market
by Herrera, Rodrigo & Schipp, Bernhard
- 239-265 The linkage between insurance activity and banking credit: Some evidence from dynamic analysis
by Liu, Guanchun & He, Lei & Yue, Yiding & Wang, Jiying
- 266-284 The symmetrical and positive relationship between crude oil and nominal exchange rate returns
by Chang, Kuang-Liang
- 285-300 Public and private sector jobs, unreported income and consumption gap in India: Evidence from micro-data
by Saha, Sarani & Roy, Poulomi & Kar, Saibal
- 306-321 Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone
by Belke, Ansgar & Rees, Andreas
- 322-335 Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework
by Boubaker, Sabri & Jouini, Jamel
- 336-348 Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets
by Bekiros, Stelios
- 349-380 Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter?
by Aloui, Chaker & Hamida, Hela ben
- 381-401 The impact of China on stock returns and volatility in the Taiwan tourism industry
by Chang, Chia-Lin & Hsu, Hui-Kuang & McAleer, Michael
- 402-417 The deterministic shift extension and the affine dynamic Nelson–Siegel model
by Dang-Nguyen, Stéphane & Le Caillec, Jean-Marc & Hillion, Alain
- 418-440 What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors
by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat
- 441-451 Trends in international commodity prices: Panel unit root analysis
by Nazlioglu, Saban
- 452-470 Islamic equity market integration and volatility spillover between emerging and US stock markets
by Majdoub, Jihed & Mansour, Walid
2014, Volume 28, Issue C
- 1-16 Monetary policy, global liquidity and commodity price dynamics
by Belke, Ansgar H. & Bordon, Ingo G. & Hendricks, Torben W.
- 17-32 Real-time estimation of the equilibrium real interest rate: Evidence from Japan
by Umino, Shingo
- 33-58 Banks’ capital, regulation and the financial crisis
by Teixeira, João C.A. & Silva, Francisco J.F. & Fernandes, Ana V. & Alves, Ana C.G.
- 59-76 Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes
by Iorio, Francesca Di & Fachin, Stefano
- 77-89 Variance-constrained canonical least-squares Monte Carlo: An accurate method for pricing American options
by Liu, Qiang & Guo, Shuxin
- 90-108 Impact of leveraged ETF trading on the market quality of component stocks
by Li, Mingsheng & Zhao, Xin
- 109-118 On the impossibility of insider trade in rational expectations equilibria
by Zimper, Alexander
- 119-129 Term structure estimation in the presence of autocorrelation
by Juneja, Januj
- 130-137 Central banks’ interest rate projections and forecast coordination
by Pierdzioch, Christian & Rülke, Jan-Christoph
- 138-148 Forecast combination for U.S. recessions with real-time data
by Pauwels, Laurent & Vasnev, Andrey
- 149-169 Institutional changes of Specified Purpose Acquisition Companies (SPACs)
by Lakicevic, Milan & Shachmurove, Yochanan & Vulanovic, Milos
- 170-189 Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty
by Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D.
- 190-205 Is gold investment a hedge against inflation in Pakistan? A co-integration and causality analysis in the presence of structural breaks
by Shahbaz, Muhammad & Tahir, Mohammad Iqbal & Ali, Imran & Rehman, Ijaz Ur
- 206-220 Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?
by Donadelli, Michael & Paradiso, Antonio
- 221-238 An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry
by Simpson, Marc W. & Grossmann, Axel
- 242-264 Interest rate risk propagation: Evidence from the credit crunch
by Yang, Hsin-Feng & Liu, Chih-Liang & Chou, Ray Yeutien
- 265-272 Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets
by Lien, Donald & Yang, Li & Zhou, Chunyang & Lee, Geul
- 273-286 Distribution of stock ratings and analyst recommendation revision
by Chan, Chia-Ying & Lo, Huai-Chun & Su, Yi-Ru
- 287-312 Local institutional shareholders and corporate hedging policies
by Tai, Vivian W. & Lai, Yi-Hsun & Lin, Lin
- 313-326 Obstacle factors of corporate social responsibility implementation: Empirical evidence from listed companies in Taiwan
by Yeh, Shu-Ling & Chen, Yu-Shan & Kao, Yi-Hui & Wu, Sou-Shan
- 327-346 The role of lending-relationship banks in the underwriting of seasoned equity offerings: Conflict of interest or certification?
by Chen, Hsuan-Chi & Chou, De-Wai & Lai, Christine W. & Yeh, Yi-Ting
- 347-357 Is there an inverse U-shaped relationship between pay and performance?
by Kuo, Hsien-Chang & Lin, Dan & Lien, Donald & Wang, Lie-Huey & Yeh, Li-Jen
- 358-374 Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan
by Chen, Zhijuan & Lin, William T. & Ma, Changfeng & Tsai, Shih-Chuan
2014, Volume 27, Issue C
- 1-16 Excess volatility and the cross-section of stock returns
by Wang, Yuming & Ma, Jinpeng
- 17-33 Formulating hypothetical scenarios in correlation stress testing via a Bayesian framework
by Yu, Philip L.H. & Li, W.K. & Ng, F.C.
- 34-47 Can preemptive bidding in takeover auctions be socially optimal? Yes it can
by Dodonova, Anna & Khoroshilov, Yuri
- 48-67 Non-interest income, profitability, and risk in banking industry: A cross-country analysis
by Lee, Chien-Chiang & Yang, Shih-Jui & Chang, Chi-Hung
- 68-87 Multilateral adjustment, regime switching and real exchange rate dynamics
by Bailliu, Jeannine & Dib, Ali & Kano, Takashi & Schembri, Lawrence
- 88-103 Transmission of US financial and trade shocks to Asian economies: Implications for spillover of the 2007–2009 US financial crisis
by Yamamoto, Shugo
- 104-113 Spillovers among CDS indexes in the US financial sector
by Tamakoshi, Go & Hamori, Shigeyuki
- 114-144 Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation
by Moura, Marcelo L. & Gaião, Rafael L.
2013, Volume 26, Issue C
- 1-27 Credit vs. demand constraints: The determinants of US firm-level investment over the business cycles from 1977 to 2011
by Schoder, Christian
- 28-52 The dynamic interactions among the stock, bond and insurance markets
by Lee, Chien-Chiang & Huang, Wei-Ling & Yin, Chun-Hao
- 53-71 The cross market effects of short sale restrictions
by Dungey, Mardi & McKenzie, Michael D. & Yalama, Abdullah
- 72-91 Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market
by Liao, Li-Chuan & Chou, Ray Yeutien & Chiu, Banghan
- 92-105 Expected worsening or improving financial instability and the 2008 financial crisis
by Agarwal, Manmohan & Walsh, Sean & Wang, Jing & Whalley, John & Yan, Chen
- 106-118 Decomposing U.S. Stock Market Comovement into spillovers and common factors
by Weber, Enzo
- 119-144 Dynamic relationships between industry returns and stock market returns
by Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung
- 145-176 International diversification: Households versus institutional investors
by Giofré, Maela
- 177-196 Portfolio selection and portfolio frontier with background risk
by Huang, Hung-Hsi & Wang, Ching-Ping
- 197-216 Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns
by Lee, Hsiu-Chuan & Chang, Shu-Lien
- 217-226 Recent developments in financial economics and econometrics: An overview
by Chia-Lin Chang & Allen, David & McAleer, Michael
- 227-235 Dynamic price integration in the global gold market
by Chang, Chia-Lin & Della Chang, Jui-Chuan & Huang, Yi-Wei
- 236-249 A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
by Caporin, Massimiliano & Lisi, Francesco
- 250-265 Has the Basel Accord improved risk management during the global financial crisis?
by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio
- 266-281 The role of banking regulation in an economy under credit risk and liquidity shock
by da Silva, Marcos Soares & Divino, Jose Angelo
- 282-309 Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise
by Kunitomo, Naoto & Sato, Seisho
- 310-322 Stress testing correlation matrices for risk management
by So, Mike K.P. & Wong, Jerry & Asai, Manabu
- 323-338 Does bank relationship matter for corporate risk-taking? Evidence from listed firms in Taiwan
by Chan, Chia-Chung & Lin, Bing-Huei & Chang, Yung-Ho & Liao, Wei-Chen
- 339-354 Pricing options on stocks denominated in different currencies: Theory and illustrations
by Ng, Andrew C.Y. & Li, Johnny Siu-Hang & Chan, Wai-Sum
- 355-369 EVT and tail-risk modelling: Evidence from market indices and volatility series
by Allen, David E. & Singh, Abhay K. & Powell, Robert J.
- 370-379 The economics of data: Using simple model-free volatility in a high-frequency world
by Garvey, John & Gallagher, Liam A.
- 380-399 Arbitrage-free implied volatility surfaces for options on single stock futures
by Kotzé, Antonie & Labuschagne, Coenraad C.A. & Nair, Merell L. & Padayachi, Nadine
- 400-415 The non-uniform pricing effect of employee stock options using quantile regression
by Kuo, Chii-Shyan & Yu, Shih-Ti
- 416-435 Nonlinear dynamics and recurrence plots for detecting financial crisis
by Addo, Peter Martey & Billio, Monica & Guégan, Dominique
- 436-456 How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches
by Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong
- 457-486 Quantitative evaluation of contingent capital and its applications
by Gupta, Anshul & Akuzawa, Toshinao & Nishiyama, Yoshihiko
- 487-496 High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables
by Araújo Santos, Paulo & Fraga Alves, Isabel & Hammoudeh, Shawkat
- 497-518 Evaluating inflation targeting based on the distribution of inflation and inflation volatility
by Ginindza, Mzwandile & Maasoumi, Esfandiar
- 519-534 Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism
by Chang, Chia-Lin & Hsu, Hui-Kuang & McAleer, Michael
- 535-551 Forecasting volatility with the realized range in the presence of noise and non-trading
by Bannouh, Karim & Martens, Martin & van Dijk, Dick
- 552-564 Using CARRX models to study factors affecting the volatilities of Asian equity markets
by Sin, Chor-Yiu (CY)
- 565-585 Deciphering the Libor and Euribor Spreads during the subprime crisis
by Pelizzon, Loriana & Sartore, Domenico
- 586-601 Information transmission between sovereign debt CDS and other financial factors – The case of Latin America
by Wang, Alan T. & Yang, Sheng-Yung & Yang, Nien-Tzu
- 602-623 Time-varying mixture GARCH models and asymmetric volatility
by Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C.
- 624-639 Diagnostic checking for non-stationary ARMA models with an application to financial data
by Ling, Shiqing & Zhu, Ke & Yee, Chong Ching
- 643-662 Reexamining the time-varying volatility spillover effects: A Markov switching causality approach
by Zheng, Tingguo & Zuo, Haomiao
- 663-676 Asset price, risk transfer and economic activities: Firm-level evidence from China
by Huang, Ying Sophie & Wang, Yizhong
- 677-688 Stock prices and the location of trade: Evidence from China-backed ADRs
by Wang, Xue & Yao, Lee J. & Fang, Victor
- 689-704 Identifying permanent and transitory risks in the Chinese property insurance market
by Guo, Feng & Huang, Ying Sophie
- 705-724 Does financial regulation affect the profit efficiency and risk of banks? Evidence from China's commercial banks
by Lee, Tung-Hao & Chih, Shu-Hwa
- 725-738 Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?
by Zhang, Bing & Li, Xindan & Yu, Honghai
2013, Volume 25, Issue C
- 1-21 Vertical FDI versus outsourcing: The role of technology transfer costs
by Goswami, Arti Grover
- 22-39 What did Frederick the great know about financial engineering? A survey of recent covered bond market developments and research
by Larsson, Carl F.
- 40-59 Impact of China's currency valuation and labour cost on the US in a trade and exchange rate model
by Bhattarai, Keshab & Mallick, Sushanta
- 60-69 Multivariate GARCH analysis of Fannie Mae, Freddie Mac, and American International Group: Did the short-selling ban reduce systemic return-risk?
by Ulibarri, Carlos A.
- 70-93 The effects of exchange-rate volatility on commodity trade between the U.S. and Brazil
by Bahmani-Oskooee, Mohsen & Harvey, Hanafiah & Hegerty, Scott W.
- 94-108 The impact of NAFTA on North American stock market linkages
by Lahrech, Abdelmounaim & Sylwester, Kevin
- 109-115 Risk management and financial derivatives: An overview
by Hammoudeh, Shawkat & McAleer, Michael
- 116-138 Conditional correlations and volatility spillovers between crude oil and stock index returns
by Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai
- 139-150 Pricing exotic options using the Wang transform
by Labuschagne, Coenraad C.A. & Offwood, Theresa M.
- 151-167 The rise and fall of S&P500 variance futures
by Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Amaral, Teodosio Perez
- 168-187 Predicting volatility using the Markov-switching multifractal model: Evidence from S&P 100 index and equity options
by Chuang, Wen-I & Huang, Teng-Ching & Lin, Bing-Huei
- 188-201 The performance of commodity trading advisors: A mean-variance-ratio test approach
by Bai, Zhidong & Phoon, Kok Fai & Wang, Keyan & Wong, Wing-Keung
- 202-213 Forecasting volatility via stock return, range, trading volume and spillover effects: The case of Brazil
by Asai, Manabu & Brugal, Ivan
- 214-225 Estimating and simulating Weibull models of risk or price durations: An application to ACD models
by Allen, David & Ng, K.H. & Peiris, Shelton
- 226-242 Valuation of double trigger catastrophe options with counterparty risk
by Jiang, I-Ming & Yang, Sheng-Yung & Liu, Yu-Hong & Wang, Alan T.
- 243-260 Day-of-the-week effect on the VIX. A parsimonious representation
by Gonzalez-Perez, Maria T. & Guerrero, David E.
- 261-275 Equity and CDS sector indices: Dynamic models and risk hedging
by Caporin, Massimiliano
- 276-292 Probability of default in collateralized credit operations
by Divino, Jose Angelo & Rocha, Líneke Clementino Sleegers
- 293-305 Risk premia in multi-national enterprises
by Lutz, Stefan
- 306-317 Solving replication problems in a complete market by orthogonal series expansion
by Dong, Chaohua & Gao, Jiti
- 318-334 Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
by Hammoudeh, Shawkat & Araújo Santos, Paulo & Al-Hassan, Abdullah
- 335-357 Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options
by Akuzawa, Toshinao & Nishiyama, Yoshihiko
2013, Volume 24, Issue C
- 1-24 The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study
by Henzel, Steffen R. & Mayr, Johannes
- 25-44 Firm value, the Sarbanes-Oxley Act and cross-listing in the U.S., Germany and Hong Kong destinations
by Bianconi, Marcelo & Chen, Richard & Yoshino, Joe A.
- 45-62 Fear of floating or monetary policy as usual? A structural analysis of Mexico's monetary policy
by Best, Gabriela
- 63-73 Tariff-tax reform and exchange rate dynamics in a monetary economy
by Chao, Chi-Chur & Hu, Shih-Wen & Lai, Ching-Chong & Tai, Meng-Yi & Wang, Vey
- 74-86 Regional foreclosures and Mexican remittances: Evidence from the housing market crisis
by Díaz, Violeta & Soydemir, Gökçe
- 87-100 Financial effects of the Confucius Institute on Chinese language acquisition: Isn’t it delightful that friends come from afar to teach you Hanyu?
by Lien, Donald
- 101-112 Crucial exchange rate parity. Evidence for Mexico
by Loría, Eduardo & Salas, Emmanuel
- 113-124 Was the 2007 crisis really a global banking crisis?
by Shehzad, Choudhry Tanveer & De Haan, Jakob
- 125-138 Intra-industry trade, fragmentation and export margins: An empirical examination of sub-regional international trade
by Yoshida, Yushi
- 139-152 Long run peso/dollar exchange rates and extreme value behavior: Value at Risk modeling
by de Jesús, Raúl & Ortiz, Edgar & Cabello, Alejandra
- 153-158 New evidence on the link between exchange rates and asset-seeking acquisition FDI
by Lee, Donghyun
- 159-175 Financial fragility, uninsured deposits, and the cost of debt
by Quijano, Margot
- 176-190 Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices
by Beckmann, Joscha
- 191-207 The impact of the global business cycle on small open economies: A FAVAR approach for Canada
by Vasishtha, Garima & Maier, Philipp
- 208-222 Gold as an inflation hedge in a time-varying coefficient framework
by Beckmann, Joscha & Czudaj, Robert
- 223-242 Optimal monetary policy rules in a two-country economy with a zero bound on nominal interest rates
by Ida, Daisuke
- 243-259 Determinants of bank credit default swap spreads: The role of the housing sector
by Benbouzid, Nadia & Mallick, Sushanta
- 260-267 Financial advantage, outsourcing and FDI under wage uncertainty
by Choi, E. Kwan & Choi, Jai-Young
- 268-278 Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada
by Kempa, Bernd & Riedel, Jana
- 279-297 Determinants of credit spreads: The role of ambiguity and information uncertainty
by Guo, Liang
- 298-305 Emigration, unemployment and welfare – The role of non-traded sector
by Marjit, Sugata & Kar, Saibal & Hazari, Bharat R.
2012, Volume 23, Issue 3
- 265-268 Overview of the special issue on international finance in the aftermath of the 2008 global crisis
by Aizenman, Joshua & Noy, Ilan
- 269-285 Trilemma policy convergence patterns and output volatility
by Aizenman, Joshua & Ito, Hiro
- 286-309 Recent trends in measures to manage capital flows in emerging economies
by Pasricha, Gurnain Kaur
- 310-324 Order flow in the South: Anatomy of the Brazilian FX market
by Wu, Thomas
- 325-344 The effect of episodes of large capital inflows on domestic credit
by Furceri, Davide & Guichard, Stéphanie & Rusticelli, Elena
- 345-364 Bilateral M&A activity from the Global South
by Dailami, Mansoor & Kurlat, Sergio & Lim, Jamus Jerome
- 365-385 Development threshold, capital flows, and financial turbulence
by Ding, Ding & Jinjarak, Yothin
2012, Volume 23, Issue 2
- 145-164 Monetary policy announcements and stock reactions: An international comparison
by Wang, Shen & Mayes, David G.
- 165-184 Sources of volatility persistence: A case study of the U.K. pound/U.S. dollar exchange rate returns
by Beg, A.B.M. Rabiul Alam & Anwar, Sajid
- 185-202 The macro-financial factors behind the crisis: Global liquidity glut or global savings glut?
by Bracke, Thierry & Fidora, Michael
- 203-219 Debts on debts
by Faria, João Ricardo & Wang, Le & Wu, Zhongmin
- 220-227 Credit rationing when banks are funding constrained
by Agur, Itai
- 228-245 Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data
by Mandler, Martin
- 246-264 Regional integration and dynamic adjustments: Evidence from gross national product functions for Canada and the United States
by Chapda Nana, Guy & Larue, Bruno & Gervais, Jean-Philippe
2012, Volume 23, Issue 1
- 1-19 The relative size of exchange rate and interest rate responses to news: An empirical investigation
by Coleman, Andrew & Karagedikli, Özer
- 20-37 Uncovering uncovered interest parity during the classical gold standard era, 1888–1905
by Coleman, Andrew
- 38-53 Cross-section dependence and the monetary exchange rate model – A panel analysis
by Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke
- 54-69 Monetary transmission right from the start: On the information content of the Eurosystem's main refinancing operations
by Abbassi, Puriya & Nautz, Dieter
- 70-85 Music and the market: Song and stock volatility
by Maymin, Philip
- 86-114 What drives equity market non-participation?
by Hsu, Jason C.
- 115-122 Project financing, entrepreneurial activity, and investment in the presence of asymmetric information
by Batabyal, Amitrajeet A.
- 123-143 An assessment of the Bank of Canada's term PRA facility
by Enenajor, Emanuella & Sebastian, Alex & Witmer, Jonathan
2011, Volume 22, Issue 3
- 221-236 U.S. fiscal indicators, inflation and output
by Aksoy, Yunus & Melina, Giovanni
- 237-256 About the soundness of the US-cay indicator for predicting international banking crises
by Nitschka, Thomas
- 257-276 Financial CDS, stock market and interest rates: Which drives which?
by Hammoudeh, Shawkat & Sari, Ramazan
- 277-297 Asymmetric convergence and risk shift in the TED spreads
by Hammoudeh, Shawkat & Chen, Li-Hsueh & Yuan, Yuan
- 298-319 Inflation expectations: Does the market beat econometric forecasts?
by El-Shagi, Makram
- 320-343 Back to fundamentals: The role of expected cash flows in equity valuation
by Foerster, Stephen R. & Sapp, Stephen G.
- 344-364 Estimating Taylor rules in a credit channel environment
by Yagihashi, Takeshi
August 2011, Volume 22, Issue 2
- 89-101 Industry trade between Canada and Mexico: Will a weakening peso help Mexican manufacturing in the long run?
by Bahmani-Oskooee, Mohsen & Bolhassani, Marzieh & Hegerty, Scott W.
- 102-117 Monetary policy and asset prices in an open economy
by Ida, Daisuke
- 118-130 Emerging market mutual fund performance: Evidence for Poland
by Bialkowski, Jedrzej & Otten, Roger
- 131-148 Monetary institutions, imperfect competition and employment outcomes
by Chouliarakis, George & Correa-López, Mónica
- 149-163 Asymmetric Taylor reaction functions of the ECB: An approach depending on the state of the economy
by Klose, Jens
- 164-196 Technology and endowments as determinants of comparative advantage: Evidence from Mexico
by Amoroso, Nicolás & Chiquiar, Daniel & Ramos-Francia, Manuel
- 197-220 The exchange rate and macroeconomic determinants: Time-varying transitional dynamics
by Yuan, Chunming
January 2011, Volume 22, Issue 1
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