Elsevier
Journal of International Financial Markets, Institutions and Money
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ISSN: 1042-4431
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2012, Volume 22, Issue 4
- 758-773 Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam
by Nguyen, Cuong C. & Bhatti, M. Ishaq - 774-795 The impact of laws, regulations, and culture on cross-border joint ventures
by Georgieva, Dobrina & Jandik, Tomas & Lee, Wayne Y. - 796-813 A variable impact neural network analysis of dividend policies and share prices of transportation and related companies
by Abdou, Hussein A. & Pointon, John & El-Masry, Ahmed & Olugbode, Moji & Lister, Roger J. - 814-833 Political connections and the long-term stock performance of Chinese IPOs
by Liu, Jianlei & Uchida, Konari & Gao, Ruidong - 834-854 Recent trends in relative performance of global equity markets
by Galagedera, Don U.A. - 855-878 Information disclosure and depositor discipline in the Chinese banking sector
by Wu, Yuliang & Bowe, Michael - 879-896 Ownership, diversification and cost advantages: Evidence from the Italian leasing industry
by Degl’Innocenti, Marta & Girardone, Claudia - 897-912 Market power, revenue diversification and bank stability: Evidence from selected South Asian countries
by Nguyen, My & Skully, Michael & Perera, Shrimal - 913-935 Asymmetric information among lending syndicate members and the value of repeat lending
by Gadanecz, Blaise & Kara, Alper & Molyneux, Philip - 936-957 Migrant remittances, financial sector development and the government ownership of banks: Evidence from a group of non-OECD economies
by Cooray, Arusha - 958-972 Purchasing power parity and structural instability in the US/UK exchange rate
by Karoglou, Michail & Morley, Bruce - 973-989 Book-to-market equity, operating risk, and asset correlations: Implications for Basel capital requirement
by Lee, Shih-Cheng & Lin, Chien-Ting - 990-1005 Revisiting bank profitability: A semi-parametric approach
by Kanas, Angelos & Vasiliou, Dimitrios & Eriotis, Nikolaos - 1006-1023 30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements
by Smales, Lee A. - 1024-1053 The listing and delisting of German firms on NYSE and NASDAQ: Were there any benefits?
by Bessler, Wolfgang & Kaen, Fred R. & Kurmann, Philipp & Zimmermann, Jan - 1054-1069 Information efficiency changes following FTSE 100 index revisions
by Daya, Wael & Mazouz, Khelifa & Freeman, Mark - 1070-1089 Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?
by Christopher, Rachel & Kim, Suk-Joong & Wu, Eliza
2012, Volume 22, Issue 3
- 423-450 The options market response to accounting earnings announcements
by Truong, Cameron & Corrado, Charles & Chen, Yangyang - 451-472 The relationship between aggregate managed fund flows and share market returns in Australia
by Watson, John & Wickramanayake, J. - 473-486 International tax arbitrage, currency options and put-call parity conditions
by Strobel, Frank - 487-507 The impact of monetary policy decisions on stock returns: Evidence from Thailand
by Vithessonthi, Chaiporn & Techarongrojwong, Yaowaluk - 508-520 Substitution or complementary effects between banking and stock markets: Evidence from financial openness in Taiwan
by Cheng, Su-Yin - 521-537 Do momentum-based trading strategies work in emerging currency markets?
by Tajaddini, Reza & Crack, Timothy Falcon - 538-554 Idiosyncratic risk and expected returns in frontier markets: Evidence from GCC
by Bley, Jorg & Saad, Mohsen - 555-574 The role of data limitations, seasonality and frequency in asset pricing models
by Murtazashvili, Irina & Vozlyublennaia, Nadia - 575-588 An agency theory explanation of SEO underperformance: Evidence from dual-class firms
by Chaudhuri, Ranadeb & Seo, Hoontaek - 589-608 The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks
by Badreddine, Sina & Galariotis, Emilios C. & Holmes, Phil - 609-621 The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach
by Tsai, I-Chun - 622-646 Diversification evidence from international equity markets using extreme values and stochastic copulas
by Bhatti, M. Ishaq & Nguyen, Cuong C.
2012, Volume 22, Issue 2
- 233-252 When bank loans are bad news: Evidence from market reactions to loan announcements under the risk of expropriation
by Huang, Weihua & Schwienbacher, Armin & Zhao, Shan - 253-263 Zone-quadratic preference, asymmetry and international reserve accretion in India: An empirical investigation
by Srinivasan, Naveen & Kumar, Sudhanshu - 264-277 Does uncertainty matter for loan charge-offs?
by Lepetit, Laetitia & Strobel, Frank & Dickinson, David G. - 278-304 The determinants of sovereign credit spread changes in the Euro-zone
by Oliveira, Luís & Curto, José Dias & Nunes, João Pedro - 305-328 The efficiency of the buy-write strategy: Evidence from Australia
by Mugwagwa, Tafadzwa & Ramiah, Vikash & Naughton, Tony & Moosa, Imad - 329-342 Multiple equilibria in the dynamics of financial globalization: The role of institutions
by Van Campenhout, Bjorn & Cassimon, Danny - 343-358 Modelling the dynamics, structural breaks and the determinants of the real exchange rate of Australia
by Chowdhury, Khorshed - 359-380 Monetary policy and inferential expectations of exchange rates
by Menzies, Gordon D. & Zizzo, Daniel John - 381-394 Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market
by Toyoshima, Yuki & Tamakoshi, Go & Hamori, Shigeyuki - 395-422 Commodity volatility breaks
by Vivian, Andrew & Wohar, Mark E.
2012, Volume 22, Issue 1
- 1-15 The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis
by Wang, Ping & Moore, Tomoe - 16-34 The impact of capital account liberalization measures
by Vithessonthi, Chaiporn & Tongurai, Jittima - 35-54 Bank size, market concentration, and bank earnings volatility in the US
by De Haan, Jakob & Poghosyan, Tigran - 55-86 Joint dynamics of foreign exchange and stock markets in emerging Europe
by Ülkü, Numan & Demirci, Ebru - 87-102 Financial globalization and stock market risk
by Esqueda, Omar A. & Assefa, Tibebe A. & Mollick, André Varella - 103-119 Are bank loans important for output growth?
by Rondorf, Ulrike - 120-136 Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009
by Antell, Jan & Vaihekoski, Mika - 137-150 Exchange rate risk in the US stock market
by Du, Ding & Hu, Ou - 151-170 A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate
by You, Kefei & Sarantis, Nicholas - 171-193 Asymmetric benchmarking in bank credit rating
by Shen, Chung-Hua & Huang, Yu-Li & Hasan, Iftekhar - 194-208 Changing integration of EMU public property markets
by Yunus, Nafeesa & Swanson, Peggy E. - 209-231 Forecast rationality and monetary policy frameworks: Evidence from UK interest rate forecasts
by Chortareas, Georgios & Jitmaneeroj, Boonlert & Wood, Andrew
2011, Volume 21, Issue 5
- 637-661 Post-earnings announcement abnormal return in the Chinese equity market
by Truong, Cameron - 662-685 The effect of financial liberalization on stock-return volatility in GCC markets
by Bley, Jorg & Saad, Mohsen - 686-706 Global markets exposure and price efficiency: An empirical analysis of order flow dynamics of NYSE-listed Indian firms
by Kumar, Kiran & Mamidi, Varsha & Marisetty, Vijaya - 707-723 Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets
by Syllignakis, Manolis N. & Kouretas, Georgios P. - 724-742 Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets
by Samarakoon, Lalith P. - 743-759 Financial development, technology, growth and performance: Evidence from the accession to the EU
by Zagorchev, Andrey & Vasconcellos, Geraldo & Bae, Youngsoo - 760-791 The impact of underwriter reputation on initial returns and long-run performance of Chinese IPOs
by Su, Chen & Bangassa, Kenbata - 792-810 Relationship between macroeconomic variables and net asset values (NAV) of equity funds: Cointegration evidence and vector error correction model of the Hong Kong Mandatory Provident Funds (MPFs)
by Chu, Patrick Kuok-Kun - 811-831 Interest rate sensitivity of the European stock markets before and after the euro introduction
by Korkeamäki, Timo - 832-850 Is trading on earnings surprises a profitable strategy? Canadian evidence
by Chudek, Mark & Truong, Cameron & Veeraraghavan, Madhu - 851-866 Distributional asymmetry of loadings on market co-moments
by Högholm, Kenneth & Knif, Johan & Koutmos, Gregory & Pynnönen, Seppo - 867-873 Pippenger's CIP-based solution to the forward-bias puzzle: A rejoinder
by King, Alan
October 2011, Volume 21, Issue 4
- 461-495 Quantitative easing works: Lessons from the unique experience in Japan 2001â2006
by Girardin, Eric & Moussa, Zakaria - 496-512 Is the dollar peg suitable for the largest economies of the Gulf Cooperation Council?
by Jay, Squalli - 513-534 Modeling default probabilities: The case of Brazil
by Tabak, Benjamin M. & Luduvice, André Victor D. & Cajueiro, Daniel O. - 535-549 Intertemporal risk-return trade-off in foreign exchange rates
by Charlotte, Christiansen - 550-559 On the relationship between exchange rates and equity returns: A new approach
by Georgios, Katechos - 560-584 Short-term under/overreaction, anticipation or uncertainty avoidance? Evidence from India
by Maher, Daniela & Parikh, Anokhi - 585-604 The subprime asset-backed securities market and the equity prices of large complex financial institutions
by Giovanni, Calice - 605-610 The forward-bias puzzle: Still unsolved
by Christian, Müller - 611-616 On the (in)feasibility of covered interest parity as a solution to the forward bias puzzle
by Sanders S., Chang - 617-622 Possible solutions to the forward bias paradox
by Richard T., Baillie - 623-628 A comment on: "The solution to the forward-bias puzzleâ
by Alan, King - 629-636 The solution to the forward-bias puzzle: Reply
by John, Pippenger
July 2011, Volume 21, Issue 3
- 307-327 Determinants of bank profitability before and during the crisis: Evidence from Switzerland
by Dietrich, Andreas & Wanzenried, Gabrielle - 328-346 Why do people risk exposure to Ponzi schemes? Econometric evidence from Jamaica
by Tennant, David - 347-368 Long-term return reversals--Value and growth or tax? UK evidence
by Wu, Yuliang & Li, Youwei - 369-387 Sovereign CDS and bond pricing dynamics in emerging markets: Does the cheapest-to-deliver option matter?
by Ammer, John & Cai, Fang - 388-418 Modeling intraday volatility: A new consideration
by Chu, Carlin C.F. & Lam, K.P. - 419-442 Speculative trading, price pressure and overvaluation
by Ding, Rong & Cheng, Peng - 443-460 Cross-country effects in herding behaviour: Evidence from four south European markets
by Economou, Fotini & Kostakis, Alexandros & Philippas, Nikolaos
April 2011, Volume 21, Issue 2
- 157-175 The fast and the furious--Stock returns and CDS of financial institutions under stress
by Trutwein, Patrick & Schiereck, Dirk - 176-206 Do technical trading profits remain in the foreign exchange market? Evidence from 14 currencies
by Cialenco, Igor & Protopapadakis, Aris - 207-228 Assessing McCallum and Taylor rules in a cross-section of emerging market economies
by Mehrotra, Aaron & Sánchez-Fung, José R. - 229-246 Greek market efficiency and its international integration
by Dicle, Mehmet F. & Levendis, John - 247-276 Equity prices and macroeconomic fundamentals: International evidence
by Laopodis, Nikiforos T. - 277-295 Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses
by Andersen, Peter & Kim, Suk-Joong - 296-304 The solution to the forward-bias puzzle
by Pippenger, John - 305-305 Corrigendum to "The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads" [J. Int. Financ. Markets Inst. Money 20 (2010) 575-589]
by Ji, Philip Inyeob & In, Francis
February 2011, Volume 21, Issue 1
- 1-13 Joint conditionality in testing the beta-return relationship: Evidence based on the UK stock market
by Morelli, David - 14-27 The relationship between the 52-week high of an individual stock and stock market index level: Evidence from Taiwan
by Chang, Chiao-Yi - 28-48 The choice between bookbuilding and fixed-price offering: Evidence from SEOs in Taiwan
by Chen, Hsuan-Chi & Shu, Pei-Gi & Chiang, Sue-Jane - 49-74 Effects of the open policy on the dependence between the Chinese 'A' stock market and other equity markets: An industry sector perspective
by Luo, Weiwei & Brooks, Robert D. & Silvapulle, Param - 75-91 Efficiency of Turkish banking: Two-stage network system. Variable returns to scale model
by Fukuyama, Hirofumi & Matousek, Roman - 92-106 Financial crises and stock market contagion in a multivariate time-varying asymmetric framework
by Kenourgios, Dimitris & Samitas, Aristeidis & Paltalidis, Nikos - 107-126 Exchange rate response to macronews: Through the lens of microstructure
by Savaser, Tanseli - 127-143 Italian IPOs: Allocations and claw back clauses
by Boreiko, Dmitri & Lombardo, Stefano - 144-155 Cointegration in Central and East European markets in light of EU accession
by Demian, Calin-Vlad
December 2010, Volume 20, Issue 5
- 451-474 Diversification benefits of commodity futures
by Cheung, C. Sherman & Miu, Peter - 475-489 The effects of reputation and relationships on lead banks' certification roles
by Do, Viet & Vu, Tram - 490-508 The valuation of contingent claims using alternative numerical methods
by Chang, Chuang-Chang & Lin, Jun-Biao - 509-518 Efficiency and the trading system: The case of SETSmm
by Chelley-Steeley, Patricia L. & Skvortsov, Leonid - 519-532 An analysis of inflation and stock returns for the UK
by Li, Lifang & Narayan, Paresh Kumar & Zheng, Xinwei - 533-555 The role of trading volume in volatility forecasting
by Le, Van & Zurbruegg, Ralf - 556-574 Currency crisis and the forward discount bias: Evidence from emerging economies under breaks
by Bai, Shuming & Mollick, Andre Varella - 575-589 The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads
by Ji, Philip Inyeob & In, Francis - 590-605 Time-shift asymmetric correlation analysis of global stock markets
by Aityan, Sergey K. & Ivanov-Schitz, Alexey K. & Izotov, Sergey S.
October 2010, Volume 20, Issue 4
- 323-345 The electronic trading systems and bid-ask spreads in the foreign exchange market
by Ding, Liang & Hiltrop, Jonas - 346-362 Performance persistence in hedge funds: Australian evidence
by Do, Viet & Faff, Robert & Veeraraghavan, Madhu - 363-375 European capital market integration: An empirical study based on a European asset pricing model
by Morelli, David - 376-388 Double signals or single signal? An investigation of insider trading around share repurchases
by Firth, Michael & Leung, T.Y. & Rui, Oliver M. - 389-403 Long-run relations among equity indices under different market conditions: Implications on the implementation of statistical arbitrage strategies
by Alexakis, Christos - 404-422 The role of country, regional and global market risks in the dynamics of Latin American yield spreads
by Audzeyeva, Alena & Schenk-Hoppé, Klaus Reiner - 423-435 International comparison of returns from conventional, industrial and 52-week high momentum strategies
by Gupta, Kartick & Locke, Stuart & Scrimgeour, Frank - 436-450 Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium
by Grossmann, Axel & McMillan, David G.
July 2010, Volume 20, Issue 3
- 213-237 Order aggressiveness and quantity: How are they determined in a limit order market?
by Lo, Ingrid & Sapp, Stephen G. - 238-258 Dynamic news effects in high frequency Euro exchange rates
by Evans, Kevin P. & Speight, Alan E.H. - 259-266 Efficiency evaluation of the Portuguese pension funds management companies
by Garcia, Maria Teresa Medeiros - 267-274 Stock liquidity and investment opportunities: New evidence from FTSE 100 index deletions
by Gregoriou, Andros & Nguyen, Ngoc Dung - 275-283 Investigating the determinants of banking coexceedances in Europe in the summer of 2008
by Lucey, Brian & Sevic, Aleksandar - 284-309 What determines differences in foreign bank efficiency? Australian evidence
by Sturm, Jan-Egbert & Williams, Barry - 310-321 Fundamentals of corporate currency exposure
by O'Brien, Thomas J.
April 2010, Volume 20, Issue 2
- 109-134 Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005
by Coudert, Virginie & Gex, Mathieu - 135-148 Hedging with futures: Efficacy of GARCH correlation models to European electricity markets
by Zanotti, Giovanna & Gabbi, Giampaolo & Geranio, Manuela - 149-165 Assessing co-ordinated Asian exchange rate regimes: Proposal for a possible move towards a common currency
by Aggarwal, Raj & Muckley, Cal B. - 166-176 The long-run relationship between stock prices and goods prices: New evidence from panel cointegration
by Gregoriou, Andros & Kontonikas, Alexandros - 177-196 Migration and its contribution to the size and value premiums: Australian evidence
by Gharghori, Philip & Hamzah, Yusuf & Veeraraghavan, Madhu - 197-211 Management team structure and mutual fund performance
by Karagiannidis, Iordanis
February 2010, Volume 20, Issue 1
- 1-12 Financial firm bankruptcy and systemic risk
by Helwege, Jean - 13-35 An alternative approach to evaluating the agreement between financial markets
by Nam, Seung Oh & Kim, Hyun Kyung & Kim, Byung Chun - 36-50 Do foreign institutional investors destabilize China's A-share markets?
by Schuppli, Michael & Bohl, Martin T. - 51-67 Pricing assets with higher moments: Evidence from the Australian and us stock markets
by Doan, Phuong & Lin, Chien-Ting & Zurbruegg, Ralf - 68-90 Evaluating the state of competition of the Greek banking industry
by Rezitis, Anthony N. - 91-108 Exchange rate regimes, capital controls, and currency crises: Does the bipolar view hold?
by Esaka, Taro
December 2009, Volume 19, Issue 5
- 729-741 Trading location and equity returns: Evidence from US trading of British cross-listed firms
by Chen, Jun & Tse, Yiuman & Williams, Michael - 742-758 A cospectral analysis of exchange rate comovements during Asian financial crisis
by Orlov, Alexei G. - 759-776 European stock market integration: Fact or fiction?
by Bley, Jorg - 777-791 Price synchronicity: The closing call auction and the London stock market
by Chelley-Steeley, Patricia - 792-802 Market discipline and bank efficiency
by Uchida, Hirofumi & Satake, Mitsuhiko - 803-817 Year-end and quarter-end effects in the term structure of sterling repo and Eurepo rates
by Griffiths, Mark D. & Kotomin, Vladimir & Winters, Drew B. - 818-833 Convergence in banking efficiency across European countries
by Weill, Laurent - 834-849 Emerging market hedge funds: Do they perform like regular hedge funds?
by Abugri, Benjamin A. & Dutta, Sandip - 850-861 The relation between trades of domestic and foreign investors and stock returns in Sri Lanka
by Samarakoon, Lalith P. - 862-894 International equity flows and country funds
by Tsai, Pei-Jung - 895-923 Cross-listing and the long-term performance of ADRs: Revisiting European evidence
by Bancel, Franck & Kalimipalli, Madhu & Mittoo, Usha R. - 924-936 Productivity growth and biased technological change: Credit banks in Japan
by Barros, Carlos Pestana & Managi, Shunsuke & Matousek, Roman - 937-949 Offering methods and issuer-oriented underpricing costs: Evidence from the Hong Kong IPO market
by Mazouz, Khelifa & Saadouni, Brahim & Yin, Shuxing - 950-968 Capturing the time dynamics of central bank intervention
by Douglas, Christopher C. & Kolar, Marek - 969-986 Do foreign purchases of U.S. stocks help the U.S. stock market?
by Lizardo, Radhamés A. & Mollick, André V.
October 2009, Volume 19, Issue 4
- 565-587 Dynamic correlations and volatility effects in the Balkan equity markets
by Syriopoulos, Theodore & Roumpis, Efthimios - 588-596 Two currencies, one model? Evidence from the Wall Street Journal forecast poll
by Frenkel, Michael & Rülke, Jan-Christoph & Stadtmann, Georg - 597-615 Asymmetric volatility in the foreign exchange markets
by Wang, Jianxin & Yang, Minxian - 616-632 Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets
by Baba, Naohiko & Inada, Masakazu - 633-644 Expansion and consolidation of bancassurance in the 21st century
by Chen, Zhian & Li, Donghui & Liao, Li & Moshirian, Fariborz & Szablocs, Csaba - 645-661 International stock markets interactions and conditional correlations
by Savva, Christos S. - 662-674 Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off
by Granville, Brigitte & Mallick, Sushanta - 675-691 An event study analysis of international ventures between banks and insurance firms
by Staikouras, Sotiris K. - 692-711 The confusing time-series behaviour of real exchange rates: Are asymmetries important?
by McMillan, David G. - 712-727 Speculative trading and stock returns: A stochastic dominance analysis of the Chinese A-share market
by Fong, Wai Mun
July 2009, Volume 19, Issue 3
- 415-431 The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets
by Kim, Suk-Joong & Nguyen, Do Quoc Tho - 432-446 Foreign-exchange intervention strategies and market expectations: insights from Japan
by Gnabo, Jean-Yves & Teiletche, Jérôme - 447-460 Do real interest rates converge? Evidence from the European union
by Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros - 461-476 Stock market liberalization and international risk sharing
by Iwata, Shigeru & Wu, Shu - 477-489 Exchange rate regimes and prices: The cases of Italy, Spain and the United Kingdom (1874-1998)
by Gadea, María Dolores & Kaabia, Monia Ben & Sabaté, Marcela - 490-505 Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility
by Hillebrand, Eric & Schnabl, Gunther & Ulu, Yasemin - 506-519 Financial market stability--A test
by Baur, Dirk G. & Schulze, Niels - 520-533 Explaining the equity premium in Hong Kong with C-CAPM: The use of emigration growth as an instrument
by Tam, Henry & Lai, Liona - 534-549 The UK equity market around the ex-split date
by Kalotychou, Elena & Staikouras, Sotiris K. & Zagonov, Maxim - 550-564 Liquidity minimization and cross-listing choice: Evidence based on Canadian shares cross-listed on U.S. venues
by Kryzanowski, Lawrence & Lazrak, Skander
April 2009, Volume 19, Issue 2
- 207-221 Further on nonlinearity, persistence, and integration properties of real exchange rates
by Kiliç, Rehim - 222-239 Emerging markets' spreads and global financial conditions
by Ciarlone, Alessio & Piselli, Paolo & Trebeschi, Giorgio - 240-257 Banking regulation and the output cost of banking crises
by Angkinand, Apanard P. - 258-273 Forward interest rate premium and asymmetric adjustment: Evidence from 16 countries
by McMillan, David G. - 274-288 European bank equity risk: 1995-2006
by Haq, Mamiza & Heaney, Richard - 289-305 Changes in the international comovement of stock returns and asymmetric macroeconomic shocks
by Kizys, Renatas & Pierdzioch, Christian - 306-320 Foreign exchange exposure: Evidence from the U.S. insurance industry
by Li, Donghui & Moshirian, Fariborz & Wee, Timothy & Wu, Eliza - 321-335 Identification of a loan supply function: A cross-country test for the existence of a bank lending channel
by Brissimis, Sophocles N. & Delis, Manthos D. - 336-350 RIP and the shift toward a monetary union: Looking for a "euro effect" by a structural break analysis with panel data
by Maveyraud-Tricoire, Samuel & Rous, Philippe - 351-370 Banking industry volatility and banking crises
by Moshirian, Fariborz & Wu, Qiongbing - 371-386 External commitment mechanisms, institutions, and FDI in GCC countries
by Mina, Wasseem - 387-401 The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market
by McGroarty, Frank & ap Gwilym, Owain & Thomas, Stephen - 402-413 Sectoral analysis of foreign direct investment and growth in the developed countries
by Vu, Tam Bang & Noy, Ilan
February 2009, Volume 19, Issue 1
- 1-15 Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector
by Drake, Leigh & Hall, Maximilian J.B. & Simper, Richard - 16-32 Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures
by Au Yong, Hue Hwa & Faff, Robert & Chalmers, Keryn - 33-46 Sudden changes in volatility: The case of five central European stock markets
by Wang, Ping & Moore, Tomoe - 47-62 Policy coordination and risk premium in foreign exchange markets for major EU currencies
by Phengpis, Chanwit & Nguyen, Vanthuan - 63-76 Corporate control rights and the long-run equity risk premium
by Salomons, Roelof & Sterken, Elmer - 77-93 Price discovery in Taiwan's foreign exchange market
by Wan, Jer-Yuh & Kao, Chung-Wei - 94-111 Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan
by Gnabo, Jean-Yves & Laurent, Sébastien & Lecourt, Christelle - 112-127 Central bank FOREX interventions assessed using realized moments
by Beine, Michel & Laurent, Sébastien & Palm, Franz C. - 128-139 Financial structure change and banking income: A Canada-U.S. comparison
by Calmès, Christian & Liu, Ying - 140-156 On the robustness of international portfolio diversification benefits to regime-switching volatility
by Flavin, Thomas J. & Panopoulou, Ekaterini - 157-170 Rate of return parity and currency crises in experimental asset markets
by Childs, Jason - 171-187 Stock prices and demand for money in China: New evidence
by Baharumshah, Ahmad Zubaidi & Mohd, Siti Hamizah & Yol, Marial Awou - 188-205 Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter?
by Neely, Christopher J.
December 2008, Volume 18, Issue 5
- 399-412 Interest rate futures and forwards: Evidence from the sterling futures and FRA markets
by Poskitt, Russell - 413-424 Long-run PPP in a system context: No favorable evidence after all for the U.S., Germany, and Japan
by Cushman, David O. - 425-437 Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
by Qiao, Zhuo & Chiang, Thomas C. & Wong, Wing-Keung - 438-448 Further evidence on the rationality of interest rate expectations
by Jongen, Ron & Verschoor, Willem F.C.