Journal of International Financial Markets, Institutions and Money
2011, Volume 21, Issue 5
- 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
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
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
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
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
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.
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.
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.
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
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
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.
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
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
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
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.
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.
- 449-465 Volatility forecasting: Intra-day versus inter-day models
by Angelidis, Timotheos & Degiannakis, Stavros
- 466-482 Who benefits more from international diversification?
by Chiou, Wan-Jiun Paul
- 483-497 Cost efficiency of the banking industry in the South Eastern European region
by Staikouras, Christos & Mamatzakis, Emmanuel & Koutsomanoli-Filippaki, Anastasia
- 498-512 A common factor analysis for the US and the German stock markets during overlapping trading hours
by Flad, Michael & Jung, Robert C.
- 513-526 Banks' procyclical behavior: Does provisioning matter?
by Bouvatier, Vincent & Lepetit, Laetitia
- 527-544 Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets
by Lim, Kian-Ping & Brooks, Robert D. & Hinich, Melvin J.
- 545-556 Market timing: A global endeavor
by Rodriguez, Javier
- 557-565 Bank runs, foreign exchange reserves and credibility: When size does not matter
by Miller, Victoria
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
- 313-325 Market structure and dealers' quoting behavior in the foreign exchange market
by Ding, Liang
- 326-343 Robust outlier detection for Asia-Pacific stock index returns
by Ané, Thierry & Ureche-Rangau, Loredana & Gambet, Jean-Benoît & Bouverot, Julien
- 344-357 Foreign exchange intervention and equilibrium real exchange rates
by Sideris, Dimitrios A.
- 358-373 Testing the forward rate unbiasedness hypothesis during the 1920s
by Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P.
- 374-387 Chinese institutional investors' sentiment
by Kling, Gerhard & Gao, Lei
- 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.
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
- 216-235 Does trading volume really explain stock returns volatility?
by Ané, Thierry & Ureche-Rangau, Loredana
- 236-244 The long swings in the spot exchange rates and the complex unit roots hypothesis
by Al-Zoubi, Haitham A.
- 245-258 Market segmentation and equity valuation: Comparing Canada and the United States
by King, Michael R. & Segal, Dan
- 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
- 272-289 Evidence of non-stationary bias in scaling by square root of time: Implications for Value-at-Risk
by Saadi, Samir & Rahman, Abdul
- 290-303 Too-big-to-fail: Bank failure and banking policy in Jamaica
by Daley, J. & Matthews, K. & Whitfield, K.
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
- 121-136 Bank-specific, industry-specific and macroeconomic determinants of bank profitability
by Athanasoglou, Panayiotis P. & Brissimis, Sophocles N. & Delis, Matthaios D.
- 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
- 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.
- 161-175 Convergence in the activities of European banks
by Dahl, Drew & Shrieves, Ronald E. & Spivey, Michael F.
- 176-190 Investor demand for IPOs and aftermarket performance: Evidence from the Hong Kong stock market
by Agarwal, Sumit & Liu, Chunlin & Rhee, S. Ghon
- 191-206 Understanding international portfolio diversification and turnover rates
by Amadi, Amir A. & Bergin, Paul R.
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
- 16-30 Contrarian and momentum returns on Iran's Tehran Stock Exchange
by Foster, Kevin R. & Kharazi, Ali
- 31-45 Comovements in international stock markets
by Morana, Claudio & Beltratti, Andrea
- 46-63 Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression
by Marcucci, Juri & Quagliariello, Mario
- 64-78 Sovereign default risk, the IMF and creditor moral hazard
by Noy, Ilan
- 79-93 Swap curve dynamics across markets: Case of US dollar versus HK dollar
by Huang, Ying & Neftci, Salih N. & Guo, Feng
- 94-105 Efficiency in emerging markets--Evidence from the MENA region
by Lagoarde-Segot, Thomas & Lucey, Brian M.
2007, Volume 17, Issue 5
- 403-419 Global monetary policy shocks in the G5: A SVAR approach
by Sousa, Joao Miguel & Zaghini, Andrea
- 420-436 Characteristics and behavior of newly listed firms: Evidence from the Asia-Pacific region
by Ferris, Stephen P. & Jayaraman, Narayanan & Sabherwal, Sanjiv
- 437-451 Exchange rate fluctuations, financing constraints, hedging, and exports: Evidence from firm level data
by Dekle, Robert & Ryoo, Heajin H.
- 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
2007, Volume 17, Issue 4
- 307-325 Macroeconomic news and exchange rates
by Pearce, Douglas K. & Solakoglu, M. Nihat
- 326-340 Is there market discipline for New Zealand non-bank financial institutions?
by Hess, Kurt & Feng, Gary
- 341-360 Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan
by Kim, Suk-Joong
- 361-371 ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation?
by Grossmann, Axel & Ozuna, Teofilo & Simpson, Marc W.
- 372-386 Uncertainty and international debt maturity
by Valev, Neven T.
- 387-402 Explaining when developing countries liberalize their financial equity markets
by Kim, Bonghoon & Kenny, Lawrence W.
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
- 231-245 Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries
by Hammoudeh, Shawkat & Choi, Kyongwook
- 246-260 Are foreign issuers complying with Regulation Fair Disclosure?
by Mathew, Prem G. & Michayluk, David & Kofman, Paul
- 261-276 Fiscal policy events and interest rate swap spreads: Evidence from the EU
by Afonso, Antonio & Strauch, Rolf
- 277-290 Are the China-related stock markets segmented with both world and regional stock markets?
by Wang, Yuenan & Iorio, Amalia Di
- 291-306 Why do central banks intervene secretly?: Preliminary evidence from the BoJ
by Beine, Michel & Bernal, Oscar
2007, Volume 17, Issue 2
- 125-139 A re-examination of international inflation convergence over the modern float
by Crowder, William J. & Phengpis, Chanwit
- 140-151 Relations between mutual fund flows and stock market returns in Korea
by Oh, Natalie Y. & Parwada, Jerry T.
- 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
- 167-179 On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis
by Kim, Sangbae & In, Francis
- 180-197 Currency futures-spot basis and risk premium
by Inci, Ahmet Can & Lu, Biao
- 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
2007, Volume 17, Issue 1
- 1-24 Intraday stock price effects of ad hoc disclosures: the German case
by Muntermann, Jan & Guettler, Andre
- 25-41 Volatility and correlation in international stock markets and the role of exchange rate fluctuations
by Mun, Kyung-Chun
- 42-57 Currency regimes and currency crises: What about cocoa money?
by LeClair, Mark S.