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Series handle: RePEc:eee:intfin
ISSN: 1042-4431
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Content
July 2008, Volume 18, Issue 3
April 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.
February 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.
December 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
October 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.
July 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
April 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
February 2007, Volume 17, Issue 1
December 2006, Volume 16, Issue 5
- 397-410 Home bias among European investors from a Bayesian perspective
by Asgharian, Hossein & Hansson, Bjorn
- 411-424 Dynamic volatility and external security related shocks: The case of the Athens Stock Exchange
by Athanassiou, Emmanuel & Kollias, Christos & Syriopoulos, Theodore
- 425-445 Consolidation, scale economies and technological change in Japanese banking
by Tadesse, Solomon
- 446-467 Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986-2003
by Kim, Suk-Joong & Pham, Cyril Minh Dao
- 468-479 An empirical study to identify shift contagion during the Asian crisis
by Marais, E. & Bates, S.
October 2006, Volume 16, Issue 4
- 301-317 Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis
by Gebka, Bartosz & Serwa, Dobromil
- 318-344 Clustering and psychological barriers in exchange rates
by Mitchell, Jason & Izan, H.Y.
- 345-354 Getting out from between a rock and a hard place: Can china use its foreign exchange reserves to save its banks?
by miller, Victoria
- 355-369 Multivariate market association and its extremes
by Baur, Dirk
- 370-383 Do institutional investors destabilize stock prices? evidence from an emerging market
by Bohl, Martin T. & Brzeszczynski, Janusz
- 384-396 Are international real interest rate linkages characterized by asymmetric adjustments?
by Holmes, Mark J. & Maghrebi, Nabil
July 2006, Volume 16, Issue 3
- 199-214 On the conditional pricing effects of beta, size, and book-to-market equity in the Hong Kong market
by Ho, Ron Yiu-wah & Strange, Roger & Piesse, Jenifer
- 215-230 Bidder behavior in central bank repo auctions: Evidence from the Bundesbank
by Linzert, Tobias & Nautz, Dieter & Breitung, Jorg
- 231-245 Relative performance of bid-ask spread estimators: Futures market evidence
by Anand, Amber & Karagozoglu, Ahmet K.
- 246-269 The impacts of index rebalancing and their implications: Some new evidence from Japan
by Liu, Shinhua
- 270-282 Market timing wealth effects of American Depository Receipts: The cases of emerging and developed market issues
by Schaub, Mark & Highfield, Michael J.
- 283-299 Risk and return implications from investing in emerging European stock markets
by Syriopoulos, Theodore
April 2006, Volume 16, Issue 2
- 87-103 Implied volatility linkages among major European currencies
by Nikkinen, Jussi & Sahlstrom, Petri & Vahamaa, Sami
- 104-122 Performance comparison between exchange-traded funds and closed-end country funds
by Harper, Joel T. & Madura, Jeff & Schnusenberg, Oliver
- 123-142 Does herding behavior exist in Chinese stock markets?
by Demirer, RIza & Kutan, Ali M.
- 143-154 Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan
by Sideris, Dimitrios
- 155-179 The equity premium and market integration: Evidence from international data
by Shackman, Joshua D.
- 180-197 Empirical analysis of GARCH models in value at risk estimation
by So, Mike K.P. & Yu, Philip L.H.
February 2006, Volume 16, Issue 1
- 1-3 Measuring and assessing the effects and extent of international bond market integration
by Lucey, Brian M. & Steeley, James
- 4-22 The performance and diversification benefits of funds of hedge funds
by Denvir, Emily & Hutson, Elaine
- 23-40 Volatility spillovers and dynamic correlation in European bond markets
by Skintzi, Vasiliki D. & Refenes, Apostolos N.
- 41-56 Dynamics of bond market integration between established and accession European Union countries
by Kim, Suk-Joong & Lucey, Brian M. & Wu, Eliza
- 57-70 Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region
by Batten, Jonathan A. & Fetherston, Thomas A. & Hoontrakul, Pongsak
- 71-86 Volatility transmission between stock and bond markets
by Steeley, James M.
December 2005, Volume 15, Issue 5
- 391-406 Long-memory dynamics in a SETAR model - applications to stock markets
by Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne
- 407-424 Intradaily volatility and adjustment
by Theobald, Michael & Yallup, Peter
- 425-436 Cournot model of brokered FX trading
by Ulibarri, Carlos A. & Anselmo, Peter C. & Trabatti, Mauro X.
- 437-453 Corporate bankruptcies and official bail-outs: A cost-benefit analysis
by Kenc, Turalay & Ozkan, Aydin & Ozkan, F. Gulcin
- 455-468 An empirical examination of the benefits of international diversification
by Fletcher, Jonathan & Marshall, Andrew
- 469-480 Arbitrage opportunities in the depositary receipts market: Myth or reality?
by Suarez, E. Dante
October 2005, Volume 15, Issue 4
July 2005, Volume 15, Issue 3
- 189-207 Currency risk in excess equity returns: a multi time-varying beta approach
by Lim, G.C.
- 209-228 Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance
by Bekiros, Stelios D. & Georgoutsos, Dimitris A.
- 229-254 An error correction factor model of term structure slopes in international swap markets
by Abad, Pilar & Novales, Alfonso
- 255-270 Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore
by Baharumshah, Ahmad Zubaidi & Masih, A. Mansur M.
- 271-284 Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects
by Arago, Vicent & Nieto, Luisa
April 2005, Volume 15, Issue 2
- 91-106 Stock market linkages in emerging markets: implications for international portfolio diversification
by Phylaktis, Kate & Ravazzolo, Fabiola
- 107-124 Cross-market linkages between U.S. and Japanese precious metals futures trading
by Xu, Xiaoqing Eleanor & Fung, Hung-Gay
- 125-140 A note on common methods used to estimate foreign exchange exposure
by Martin, Anna D. & Mauer, Laurence J.
- 141-157 Bank provisioning behaviour and procyclicality
by Bikker, J.A. & Metzemakers, P.A.J.
- 159-171 Endogenous liquidity in emerging markets
by Redding, Lee
- 173-188 Financial markets and economic growth in Greece, 1986-1999
by Hondroyiannis, George & Lolos, Sarantis & Papapetrou, Evangelia
January 2005, Volume 15, Issue 1
- 1-20 Valuation of financial versus non-financial firms: a global perspective
by Foerster, Stephen R. & Sapp, Stephen G.
- 21-38 Real or monetary? The US/UK real exchange rate, 1921-2002
by Kanas, Angelos
- 39-54 International bond market linkages: a structural VAR analysis
by Yang, Jian
- 55-72 Cost efficiency in the Latin American and Caribbean banking systems
by Carvallo, Oscar & Kasman, Adnan
- 73-87 Are emerging equity markets responsive to cross-country macroeconomic movements?: Evidence from Latin America
by Verma, Rahul & Ozuna, Teofilo
- 89-89 Erratum to "Return and risk interactions in Chinese stock markets" [J. Int. Financial Markets Inst. Money 14 (2004) 367-384]
by Wang, Ping & Liu, Aying & Wang, Peijie
December 2004, Volume 14, Issue 5
- 401-418 Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
by Baillie, Richard T. & Cecen, Aydin A. & Erkal, Cahit & Han, Young-Wook
- 419-438 The market's view on the probability of banking sector failure: cross-country comparisons
by Bystrom, Hans N. E.
- 439-454 External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR
by Tillmann, Peter
- 455-471 Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market
by Hess, Martin K.
- 473-490 Alternative settlement methods and Australian individual share futures contracts
by Lien, Donald & Yang, Li
- 491-505 Daily volatility behavior in Chinese futures markets
by Chan, Kam C. & Fung, Hung-Gay & Leung, Wai K.
October 2004, Volume 14, Issue 4
- 295-311 Bolsa or NYSE: price discovery for Mexican shares
by von Furstenberg, George M. & Tabora, Carlos B.
- 313-328 Evidence to support the four-factor pricing model from the Canadian stock market
by L'Her, Jean-Francois & Masmoudi, Tarek & Suret, Jean-Marc
- 329-349 League table: a study of the competition to underwrite floating rate debt
by Ang, James S. & Zhang, Shaojun
- 351-365 International financial services: determinants of banks' foreign assets held by non-banks
by Moshirian, Fariborz & Sadeh, Ilan & Zein, Jason
- 367-383 Return and risk interactions in Chinese stock markets
by Wang, Ping & Liu, Aying & Wang, Peijie
- 385-400 Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market
by Poshakwale, Sunil & Theobald, Michael
July 2004, Volume 14, Issue 3
- 203-219 Banking competition and macroeconomic conditions: a disaggregate analysis
by Coccorese, Paolo
- 221-233 The future of cash: falling legal use and implications for government policy
by Humphrey, David & Kaloudis, Aris & Owre, Grete
- 235-254 Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world
by Wang, Steven Shuye & Firth, Michael
- 255-266 Who owns the major US subsidiaries of foreign banks?: A note
by Tschoegl, Adrian E.
- 267-280 Do you really want to ask an underwriter how much money you should leave on the table?
by Dimovski, William & Brooks, Robert
- 281-294 Do birds of the same feather flock together?: The case of the Chinese states equity markets
by Hatemi-J, Abdulnasser & Roca, Eduardo D.
April 2004, Volume 14, Issue 2
- 105-115 A note on the time-series relationship between market industry concentration and market volatility
by Xing, Xuejing
- 117-134 Structural breaks and their trace in the memory: Inflation rate series in the long-run
by Gadea, Maria Dolores & Sabate, Marcela & Serrano, Jose Maria
- 135-164 Monetary policy implications of comovements among long-term interest rates
by Laopodis, Nikiforos T.
- 165-183 Growth, financial development, societal norms and legal institutions
by Garretsen, Harry & Lensink, Robert & Sterken, Elmer
- 185-201 How important are fundamentals?--Evidence from a structural VAR model for the stock markets in the US, Japan and Europe
by Binswanger, Mathias
February 2004, Volume 14, Issue 1
- 1-24 FOREX risk premia and policy uncertainty: a recursive utility analysis
by Evans, Lynne & Kenc, Turalay
- 25-36 The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan
by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg
- 37-54 Leverage, insider ownership, and the underpricing of IPOs in China
by Su, Dongwei
- 55-73 International equity flows and developing markets: the asian financial market crisis revisited
by Lin, Anchor Y. & Swanson, Peggy E.
- 75-86 Selectively hedging the US dollar with foreign exchange futures contracts
by Simpson, Marc W.
- 87-98 In search of overshooting and bandwagons in exchange rates
by Pippenger, John
- 99-104 Bandwagon effects and run patterns in exchange rates once more
by Rotheli, Tobias F.
December 2003, Volume 13, Issue 5
- 419-427 Central bank intervention and feedback traders
by Westerhoff, Frank H.
- 429-449 Bank deregulation is better than mergers
by Valverde, S. Carbo & Humphrey, David B. & Fernandez, F. Rodriguez
- 451-479 Analyzing firms' strategic investment decisions in a real options' framework
by Botteron, Pascal & Chesney, Marc & Gibson-Asner, Rajna
- 481-502 Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon
by Nam, Kiseok & Pyun, Chong Soo & Kim, Sei-Wan
- 503-524 Coexistence of disposition investors and momentum traders in stock markets: experimental evidence
by Oehler, Andreas & Heilmann, Klaus & Lager, Volker & Oberlander, Michael
- 525-537 Hysteresis and cyclical adjustment in the stock markets: the macroeconomic effects of technological progress
by Gazioglu, Saziye & McCausland, W. David
October 2003, Volume 13, Issue 4
- 291-311 Can currency risk be a source of risk premium in explaining forward premium puzzle?: Evidence from Asia-Pacific forward exchange markets
by Tai, Chu-Sheng
- 313-323 Target zones, reserve crises, and inverted S-curves
by Cornell, Christopher M.
- 325-353 The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market
by Asgharian, Hossein & Hansson, Bjorn
- 355-381 Taiwan stock market and four-moment asset pricing model
by Chiao, Chaoshin & Hung, Ken & Srivastava, Suresh C.
- 383-399 Spillovers of stock return volatility to Asian equity markets from Japan and the US
by Miyakoshi, Tatsuyoshi
- 401-417 The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International
by Chelley-Steeley, Patricia
July 2003, Volume 13, Issue 3
- 187-209 The Barings crises of 1890 and 1995: causes, courses, consequences and the danger of domino effects
by Kornert, Jan
- 211-236 Risk premia in the term structure of interest rates: a panel data approach
by Bams, Dennis & Wolff, Christian C. P.
- 237-254 Integration and interdependence of stock and foreign exchange markets: an Australian perspective
by Shamsuddin, Abul F. M. & Kim, Jae H.
- 255-269 Exchange rate exposure and valuation effects of cross-border acquisitions
by Akhigbe, Aigbe & Martin, Anna D. & Newman, Melinda
- 271-289 Gold factor exposures in international asset pricing
by Davidson, Sinclair & Faff, Robert & Hillier, David
April 2003, Volume 13, Issue 2
- 85-112 Information arrivals and intraday exchange rate volatility
by Chang, Yuanchen & Taylor, Stephen J.
- 113-136 Models of exchange rate expectations: how much heterogeneity?
by Benassy-Quere, Agnes & Larribeau, Sophie & MacDonald, Ronald
- 137-156 Modeling foreign exchange intervention: stock versus stock adjustment
by Pippenger, John
- 157-170 Determinants of short-term debt: a note
by Buch, Claudia M. & Lusinyan, Lusine
- 171-186 Contagion and causality: an empirical investigation of four Asian crisis episodes
by Sander, Harald & Kleimeier, Stefanie
February 2003, Volume 13, Issue 1
- 1-18 Beta and returns revisited: Evidence from the German stock market
by Elsas, Ralf & El-Shaer, Mahmoud & Theissen, Erik
- 19-37 The post-privatization financial performance of former state-owned enterprises
by Comstock, Arthur & Kish, Richard J. & Vasconcellos, Geraldo M.
- 39-55 Stress testing using VaR approach--a case for Asian currencies
by Tan, Kok-Hui & Chan, Inn-Leng
- 57-67 The term structure of deviations from the interest parity
by Drakos, Konstantinos
- 69-84 A performance analysis of Australian international equity trusts
by Benson, Karen L. & Faff, Robert W.
2002, Volume 12, Issue 4-5
- 291-297 Introduction to the special issue
by Tschoegl, Adrian E.
- 299-320 Openness, profit opportunities and foreign banking
by Dopico, Luis G. & Wilcox, James A.
- 321-340 Banks and the emergence of Hong Kong as an international financial center
by Schenk, Catherine R.
- 341-357 Factors influencing the performance of foreign-owned banks in New Zealand
by Minh To, Huong & Tripe, David
- 359-375 The impact of competition on the operations of foreign banks in Australia in the post-deregulation period
by Wright, April
- 377-397 The internationalization of Australian banks
by Merrett, D. T.
- 399-417 A decade of internationalization: the experience of an Australian retail bank
by Fung, Justin G. & Bain, Elisa A. & Onto, John G. & Harper, Ian R.
- 419-440 The stock market reaction to cross-border acquisitions of financial services firms: an analysis of Canadian banks
by Bessler, Wolfgang & Murtagh, James P.
July 2002, Volume 12, Issue 3
- 183-200 On measuring volatility and the GARCH forecasting performance
by Barucci, Emilio & Reno, Roberto
- 201-215 Price discovery and the international flow of information
by Howe, John S. & Ragan, Kent P.
- 216-230 Using simulated currency rainbow options to evaluate covariance matrix forecasts
by Bystrom, Hans N. E.
- 231-252 Corporate focus versus diversification: the role of growth opportunities and cashflow
by Ferris, Stephen P. & Sen, Nilanjan & Lim, Chee Yeow & Yeo, Gillian H. H.
- 253-278 Components of execution costs: evidence of asymmetric information at the Mexican Stock Exchange
by Silva, Ana Cristina & Chavez, Gonzalo
- 279-289 On the linkage of real interest rates between the US and Canada: some additional empirical evidence
by Yamada, Hiroshi
April 2002, Volume 12, Issue 2
February 2002, Volume 12, Issue 1
- 1-17 Structural changes in Australian bank risk
by Dennis, Steven A. & Jeffrey, Andrew
- 19-31 Do time deposits prevent bank runs?
by Niinimaki, Juha-Pekka
- 33-58 Cost and profit efficiency in European banks
by Maudos, Joaquin & Pastor, Jose M. & Perez, Francisco & Quesada, Javier
- 59-80 Risk profiles: how do they change when stock markets collapse?
by Rendu de Lint, Christel
- 81-99 An empirical comparison of quoted and implied bid-ask spreads on futures contracts
by ap Gwilym, Owain & Thomas, Stephen
June 2001, Volume 11, Issue 2
- 115-136 Quote revision and information flow among foreign exchange dealers
by Wang, Jian-Xin
- 137-146 Liquidity and the turn-of-the-month effect: evidence from Finland
by Booth, G. Geoffrey & Kallunki, Juha-Pekka & Martikainen, Teppo
- 147-165 A test of the accuracy of the Lee/Ready trade classification algorithm
by Theissen, Erik
- 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
- 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
- 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.
- 223-237 A model for determining mispricing of sovereign risk loans
by Sanders, Thomas B. & Barrett, W. Brian & Palmer, Michael
- 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.
March 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
- 29-52 The spot-forward relationship revisited: an ERM perspective
by MacDonald, Ronald & Moore, Michael J.
- 53-63 Foreign bank penetration of newly opened markets in the Nordic countries
by Engwall, Lars & Marquardt, Rolf & Pedersen, Torben & Tschoegl, Adrian E.
- 65-73 Market changes and spread components, implications for international markets
by McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A.
- 75-96 Inflation and rates of return on stocks: evidence from high inflation countries
by Choudhry, Taufiq
- 97-113 Diversification gains from American depositary receipts and foreign equities: evidence from Australian stocks
by Alaganar, V. T. & Bhar, Ramaprasad
December 2000, Volume 10, Issue 3-4
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