International Review of Economics & Finance
2016, Volume 45, Issue C
- 1-15 Managerial compensation, product market competition and fraud
by Andergassen, Rainer
- 16-32 Determinacy and learnability of equilibrium in a small-open economy with sticky wages and prices
by Araújo, Eurilton
- 33-45 Size matters! Who is bashing whom in trade war?
by Miyagiwa, Kaz & Song, Huasheng & Vandenbussche, Hylke
- 46-67 Optimal allocation of government bond funds through the business cycle. Is money smart?
by Laborda, Ricardo & Muñoz, Fernando
- 68-81 Pricing strategy of emerging market exporters in alternate currency regimes: The role of comparative advantage
by Mallick, Sushanta & Marques, Helena
- 82-95 The trade effects of counter-cyclical fiscal policies
by Huang, Ho-Chuan & Lin, Pei-Chien
- 96-105 An examination of convergence hypothesis for EU-15 countries
by Ceylan, Reşat & Abiyev, Vasif
- 106-128 Exchange rate regimes and fiscal discipline: The role of trade openness
by Chowdhury, Mohammad Tarequl Hasan & Bhattacharya, Prasad Sankar & Mallick, Debdulal & Ulubaşoğlu, Mehmet Ali
- 129-143 Does corporate governance mitigate bank diversification discount?
by Liang, Hsin-Yu & Chen, I-Ju & Chen, Sheng-Syan
- 144-159 The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates
by Ahmad, Ahmad Hassan & Aworinde, Olalekan Bashir
- 160-176 Government protection, political connection and management turnover in China
by Cheng, Louis T.W. & Leung, T.Y.
- 177-196 Bilateral vertical specialization between the U.S. and its trade partners — before and after the free trade agreements
by Leung, Jennifer Y.
- 197-214 Intra- and extra-bank determinants of Latin American Banks' profitability
by Saona, Paolo
- 215-229 Optimal licensing of uncertain patents in a differentiated Stackelberg duopolistic competition market
by Zhang, Huaige & Wang, Xuejun & Qing, Ping & Hong, Xianpei
- 230-246 Do stock returns provide a good hedge against inflation? An empirical assessment using Turkish data during periods of structural change
by Aktürk, Halit
- 247-262 Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework
by Cifarelli, Giulio & Paladino, Giovanna
- 263-272 How does statutory redemption affect a buyer's decision at the foreclosure sale?
by Jou, Jyh-Bang & Lee, Tan (Charlene)
- 273-285 Impacts of future compensation on the incentive effects of existing executive stock options
by Tang, Chun-Hua
- 286-297 Directors' and officers' liability insurance and the sensitivity of directors' compensation to firm performance
by Wang, Yuwei & Chen, Chia-wei
- 298-315 A representative agent asset pricing model with heterogeneous beliefs and recursive utility
by Suzuki, Masataka
- 316-332 Macroeconomic factors and the cross-section of commodity futures returns
by Shang, Hua & Yuan, Ping & Huang, Lin
- 333-342 The uncovered interest rate parity anomaly and trading activity by non-dealer financial firms
by Boschen, John F. & Smith, Kimberly J.
- 343-357 The licensing of eco-technology under emission taxation: Fixed fee vs. auction
by Kim, Seung-Leul & Lee, Sang-Ho
- 358-375 What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads
by Cui, Jin & In, Francis & Maharaj, Elizabeth Ann
- 376-383 Co-movements of non-Euro EU currencies with the Euro
by Orlowski, Lucjan T.
- 384-399 Trade, growth and growth volatility: New panel evidence
by Kim, Dong-Hyeon & Lin, Shu-Chin & Suen, Yu-Bo
- 400-416 Technology, trade and ‘urban poor’ in a general equilibrium model with segmented domestic factor markets
by Mukherjee, Soumyatanu
- 417-437 Exploring the sources of Spanish macroeconomic fluctuations: An estimation of a small open economy DSGE model
by Martín-Moreno, José M. & Pérez, Rafaela & Ruiz, Jesús
- 438-452 Price discovery in the S&P 500 index derivatives markets
by Chen, Wei-Peng & Chung, Huimin & Lien, Donald
- 453-469 Option-implied probability distributions: How reliable? How jagged?
by Taboga, Marco
- 470-484 Does inflation cause growth in the reform-era China? Theory and evidence
by He, Qichun & Zou, Heng-fu
- 485-503 Trade of goods and services and risk sharing ability in international equity markets: Are these substitutes or complements?
by Narayan, Seema & Doytch, Nadia & Nguyen, Tri Tung & Kluegel, Karl
- 504-517 The meltdown of the Chinese equity market in the summer of 2015
by Liu, Dehong & Gu, Hongmei & Xing, Tiancai
- 518-539 The overconfident trading behavior of individual versus institutional investors
by Liu, Hsiang-Hsi & Chuang, Wen-I & Huang, Jih-Jeng & Chen, Yu-Hao
- 540-552 Geography of cross-border portfolio investments and ICT diffusion
by Lee, Soyean
- 553-558 Creative capital in production, inefficiency, and inequality: A theoretical analysis
by Batabyal, Amitrajeet A. & Nijkamp, Peter
- 559-571 Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching
by Nasr, Adnen Ben & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan
- 572-583 Productivity, firm size and trade liberalization in a partner country: Evidence from Korean firm-level data
by Kapri, Kul
2016, Volume 44, Issue C
- 1-12 Interest rate changes and stock returns: A European multi-country study with wavelets
by Ferrer, Román & Bolós, Vicente J. & Benítez, Rafael
- 13-18 Trade openness and the Phillips curve: The neglected heterogeneity and robustness of empirical evidence
by Eijffinger, Sylvester C.W. & Qian, Zongxin
- 19-39 Bank competition and monetary policy transmission through the bank lending channel: Evidence from ASEAN
by Khan, Habib Hussain & Ahmad, Rubi Binti & Gee, Chan Sok
- 40-53 The dynamic linkage between insurance activities and banking credit: Some new evidence from global countries
by Liu, Guanchun & Zhang, Chengsi
- 54-67 Swiss franc's one-sided target zone during 2011–2015
by Hui, Cho-Hoi & Lo, Chi-Fai & Fong, Tom Pak-Wing
- 68-90 A macro-finance term structure model with multivariate stochastic volatility
by Laurini, Márcio P. & Caldeira, João F.
- 91-102 How continuing exporters set the price? Theory and empirical evidence from China
by Tan, Yong & Lin, Faqin & Hu, Cui
- 103-117 In search of the determinants of European asset market comovements
by Gomes, Pedro & Taamouti, Abderrahim
- 118-141 Private equity firm heterogeneity and cross-border acquisitions
by Holloway, Isaac & Lee, Hoan Soo & Shen, Tao
- 142-153 Pay for accounting performance and R&D investment: Evidence from China
by Chen, Shenglan & Lin, Bingxuan & Lu, Rui & Ma, Hui
- 154-168 Constant versus variable markups: Implications for the law of one price
by Yilmazkuday, Hakan
- 169-186 Is the refining margin stationary?
by Población, Javier & Serna, Gregorio
- 187-203 Product market competition and earnings management around open-market repurchase announcements
by Liao, Tsai-Ling & Lin, Wen-Chun
- 204-218 Gambling in the Hong Kong stock market
by Chan, Yue-Cheong & Chui, Andy C.W.
- 219-231 Does control-ownership disparity matter to foreign investors in Korea?
by Lee, Youkyoung & Cho, Myeonghyeon
- 232-252 Do analysts cater to investor beliefs via target prices
by Chen, An-Sing & Chang, Chong-Chuo & Cheng, Lee-Young & Tu, Hsing-Yu
- 253-265 Testing an alternative price-setting behavior in the new Keynesian Phillips curve: Extrapolative price-setting mechanism
by Choi, Yoonseok & Kim, Sunghyun
- 266-276 International Review of Economics and Finance (1992–2015): The past 24years and beyond
by Cao, Chunfang & Zhang, Tingting & Chang, Chih-Hsiang & Chan, Kam C.
- 277-280 Product market cooperation, entry and consumer welfare
by Liu, Chih-Chen & Mukherjee, Arijit & Wang, Leonard F.S.
- 281-290 Strategic outsourcing with technology transfer under price competition
by Kabiraj, Tarun & Sinha, Uday Bhanu
- 291-304 Do venture capitalists improve the operating performance of IPOs?
by Chen, Hung-Kun & Liang, Woan-lih
- 305-322 Labor protection and the privatization or partial privatization method
by Belkhir, Mohamed & Ben-Nasr, Hamdi
- 323-348 Does geography matter in a geographically small and culturally homogeneous country? Firm location and corporate credit risk
by Chen, Tsung-Kang
- 349-358 Purchasing power parity and real exchange rate in Central Eastern European countries
by Jiang, Chun & Jian, Na & Liu, Tie-Ying & Su, Chi-Wei
- 359-380 Vertical separation versus vertical integration in an endogenously growing economy
by Chang, Shu-hua & Lai, Ching-chong
- 381-394 Welfare effects of tourism-driven Dutch disease: The roles of international borrowings and factor intensity
by Chen, Ping-ho & Lai, Ching-chong & Chu, Hsun
- 395-411 Trade duration, informed trading, and option moneyness
by Chung, Kee H. & Park, Seongkyu “Gilbert” & Ryu, Doojin
2016, Volume 43, Issue C
- 1-2 Empirical finance of financial institutions and market behavior
by Chiang, Thomas C. & Yu, Min-Teh
- 3-18 Effect of country governance on bank privatization performance
by Ho, Po-Hsin & Lin, Chih-Yung & Tsai, Wei-Che
- 19-34 Changes in ownership structure and bank efficiency in Asian developing countries: The role of financial freedom
by Lin, Kun-Li & Doan, Anh Tuan & Doong, Shuh-Chyi
- 35-58 The effect of leverage and liquidity on earnings and capital management: Evidence from U.S. commercial banks
by Gombola, Michael J. & Ho, Amy Yueh-Fang & Huang, Chin-Chuan
- 59-71 Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space
by Lin, Fu-Lai & Chen, Yu-Fen & Yang, Sheng-Yung
- 72-87 Systematic risk and volatility skew
by Tzang, Shyh-Weir & Wang, Chou-Wen & Yu, Min-Teh
- 88-106 Using VIX futures to hedge forward implied volatility risk
by Lin, Yueh-Neng & Lin, Anchor Y.
- 107-120 Stock returns and economic fundamentals in an emerging market: An empirical investigation of domestic and global market forces
by Chiang, Thomas C. & Chen, Xiaoyu
- 121-138 The 52-week high and momentum in the Taiwan stock market: Anchoring or recency biases?
by Hao, Ying & Chu, Hsiang-Hui & Ho, Keng-Yu & Ko, Kuan-Cheng
- 139-150 Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500
by Yang, Jen-Wei & Tsai, Shu-Yu & Shyu, So-De & Chang, Chia-Chien
- 151-159 Compensation and performance in Major League Baseball: Evidence from salary dispersion and team performance
by Tao, Yu-Li & Chuang, Hwei-Lin & Lin, Eric S.
- 160-169 Firm's motives behind SEOs, earnings management, and performance
by Yang, Tung-Hsiao & Hsu, Junming & Yang, Wen-Ben
- 170-199 The role of leverage in cross-border mergers and acquisitions
by Hu, May & Yang, Jingjing
- 200-209 State-owned enterprises, competition and product quality
by Nabin, Munirul H. & Sgro, Pasquale M. & Nguyen, Xuan & Chao, Chi Chur
- 210-221 The global EKCs
by Dong, Baomin & Wang, Fei & Guo, Yibei
- 222-233 International outsourcing, terms of trade and non-immiserization
by Choi, Jai-Young
- 234-240 Tariffs, technology licensing and adoption
by Chen, Hsiu-Li & Hwang, Hong & Mukherjee, Arijit & Shih, Pei-Cyuan
- 241-256 Under-consumption, trade surplus, and income inequality in China
by Chan, Kenneth S. & Dang, Vinh Q.T. & Li, Tingting & So, Jacky Y.C.
- 257-274 FDI technology spillovers, geography, and spatial diffusion
by Lin, Mi & Kwan, Yum K.
- 275-283 Economic integration, product cycles and regime effects
by Liu, Ying & Wang, Zhe & Yin, Xiaopeng
- 284-298 Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach
by Reboredo, Juan C. & Uddin, Gazi Salah
- 299-319 The nexus between insurance activity and economic growth: A bootstrap rolling window approach
by Liu, Guan-Chun & Lee, Chien-Chiang & Lee, Chi-Chuan
- 320-333 Share issuance and equity returns in Borsa Istanbul
by Atilgan, Yigit & Demirtas, K. Ozgur & Erdogan, Alper
- 334-343 Systematic risk, government policy intervention, and dynamic contrarian investments
by Liu, Jiapeng & Tao, Qizhi & Hou, Wenxuan & Zhang, Ting
- 344-353 Do shareholders appreciate capital investment policies of corporations?
by Lu, Jin-Ray & Hwang, Chih-Chiang & Lin, Chien-Yi
- 354-362 Do industrial and trade policy lead to excess entry and social inefficiency?
by Wang, Leonard F.S.
- 363-377 Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations
by Dewandaru, Ginanjar & Masih, Rumi & Masih, A. Mansur M.
- 378-403 The new Keynesian Phillips curve: An update on recent empirical advances
by Abbas, Syed K. & Bhattacharya, Prasad Sankar & Sgro, Pasquale
- 404-414 Ambiguity and the multinational firm
by Wong, Kit Pong
- 415-428 Do quantitative monetary targets matter?
by Lin, Hsin-Yi
- 429-442 Strategic managerial delegation and industrial policy competition in vertically-related markets
by Chang, Winston W. & Chen, Fang-yueh
- 443-456 Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting
by Lahiani, Amine & Hammoudeh, Shawkat & Gupta, Rangan
- 457-467 The importance of stock liquidity on option pricing
by Feng, Shih-Ping & Hung, Mao-Wei & Wang, Yaw-Huei
- 468-481 Impact of bank competition on the bank lending channel of monetary transmission: Evidence from China
by Yang, Jun & Shao, Hanhua
- 482-498 Global environmental standards with heterogeneous polluters
by Levy, Ting & Dinopoulos, Elias
- 499-508 Actual intervention and verbal intervention in the Chinese RMB exchange rate
by Hu, May & Li, Yunfeng & Yang, Jingjing & Chao, Chi-Chur
- 509-524 Stock market dynamics, leveraged network-based financial accelerator and monetary policy
by Riccetti, Luca & Russo, Alberto & Gallegati, Mauro
- 525-541 Trade liberalization, labor market regulations and labor demand in Cameroon
by Njikam, Ousmanou
- 542-551 Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets
by Apostolakis, George
2016, Volume 42, Issue C
- 1-12 The effects of global liquidity on global imbalances
by DJIGBENOU-KRE, Marie-Louise & Park, Hail
- 13-22 Host market competition, foreign FDI and domestic welfare
by Tsai, Yingyi & Mukherjee, Arijit & Chen, Jong-Rong
- 23-35 Floating exchange rates and macroeconomic independence
by An, Lian & Kim, Yoonbai & You, Yu
- 36-53 New Zealand's trade with Asia and the role of good governance
by Gani, Azmat & Scrimgeour, Frank
- 54-71 Facts or fates of investors' losses during crises? Evidence from REIT-stock volatility and tail dependence structures
by Huang, MeiChi & Wu, Chih-Chiang & Liu, Shih-Min & Wu, Chang-Che
- 72-87 Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
by Chang, Kuang-Liang
- 88-102 Derivative markets in emerging economies: A survey
by Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D.
- 103-115 The impacts of capital market distortion on wage inequality, urban unemployment, and welfare in developing countries
by Pi, Jiancai & Chen, Xuyang
- 116-133 The foreign direct investment–economic growth nexus
by Iamsiraroj, Sasi
- 134-152 Another explanation of the mutual fund fee puzzle
by Hu, May & Chao, Chi-Chur & Lim, Jin Hao
- 153-166 Political connection, government policy, and investor trading: Evidence from an emerging market
by Lin, Chih-Yung & Ho, Po-Hsin & Shen, Chung-Hua & Wang, Yu-Chun
- 167-185 Stock and currency market linkages: New evidence from realized spillovers in higher moments
by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza
- 186-201 Gold, oil, and stocks: Dynamic correlations
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš
- 202-219 Analyzing an elder’s desire for a reverse mortgage using an economic model that considers house bequest motivation, random death time and stochastic house price
by Chiang, Shu Ling & Tsai, Ming Shann
- 220-236 Money and output causality: A structural approach
by Caraiani, Petre
- 237-256 Continuous wavelet transform and rolling correlation of European stock markets
by Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu
- 257-276 Global financial crisis and spillover effects among the U.S. and BRICS stock markets
by Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Kang, Sang Hoon
- 277-290 Financial openness, the financial accelerator and sectoral dynamics
by Hur, Joonyoung & Lartey, Emmanuel K.K.
- 291-312 Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach
by Shi, Yanlin & Ho, Kin-Yip & Liu, Wai-Man
- 313-324 Fiscal stabilization rule and overlapping generations
by Hiraga, Kazuki
- 327-338 Land supply and money growth in China
by Liu, Taoxiong & Huang, Mengdan
- 339-348 The Global Slack Hypothesis: New Evidence from China
by Zhang, Chengsi & Zhou, You
- 349-367 Does housing boom lead to credit boom or is it the other way around? The case of China
by Shen, Chung-Hua & Lee, Yen Hsien & Wu, Meng-Wen & Guo, Na
- 368-384 Does “small bank advantage” really exist? Evidence from China
by Zhang, Xiao-mei & Song, Zhuo-lin & Zhong, Zhen
- 385-403 The bank–firm relationship: Helping or grabbing?
by Chen, Zhiyuan & Li, Yong & Zhang, Jie
- 404-411 Relations between the professional backgrounds of independent directors in state-owned enterprises and corporate performance
by Wang, Yong & Jin, Pengjian & Yang, Chongsheng
- 412-422 Human capital, political capital, and off-farm occupational choices in rural China
by Wang, Wen & Li, Qiang & Lien, Donald
- 423-429 Absorptive capacity and benefits from FDI: Evidence from Chinese manufactured exports
by Tang, Yingkai & Zhang, Kevin H.
- 430-441 Environmental migration and capital mobility
by Chao, Chi-Chur & Ee, Mong Shan & Laffargue, Jean-Pierre & Yu, Eden S.H.
- 442-458 The geographic distribution of international currencies and RMB internationalization
by He, Qing & Korhonen, Iikka & Guo, Junjie & Liu, Fangge
- 459-461 The political economy of development in a globalizing world
by Mitra, Devashish & Ulubasoglu, Mehmet A.
- 462-473 State capacity, redistributive compensation and the political economy of economic policy reform
by Jain, Sanjay & Majumdar, Sumon
- 474-483 Wage inequality and welfare in developing countries: Privatization and reforms in the short and long run
by Chao, Chi-Chur & Nabin, Munirul & Nguyen, Xuan & Sgro, Pasquale M.
- 484-498 Property rights and the first great divergence: Europe 1500–1800
by Karayalcin, Cem
- 499-517 Democracy and policy stability
by Dutt, Pushan & Mobarak, Ahmed Mushfiq
- 518-535 Tax evasion through trade intermediation: Evidence from Chinese exporters
by Liu, Xuepeng & Shi, Huimin & Ferrantino, Michael
- 536-548 The role of middle class in democratic diffusion
by Chun, Natalie & Hasan, Rana & Rahman, Muhammad Habibur & Ulubaşoğlu, Mehmet A.
2016, Volume 41, Issue C
- 1-10 Asymmetric tax competition and fiscal equalization in a repeated game setting
by Ogawa, Hikaru & Wang, Wenming
- 11-22 Ex day effects of the 2003 dividend tax cut
by Bali, Rakesh & Francis, Jack Clark
- 23-39 Financial structure, firm size and industry growth
by Kim, Dong-Hyeon & Lin, Shu-Chin & Chen, Ting-Cih
- 40-52 Dynamic Laffer curves, population growth and public debt overhangs
by Tsuchiya, Yoichi
- 53-64 Anti-dumping protection, price undertaking and product innovation
by Kao, Kuo-Feng & Peng, Cheng-Hau
- 65-78 Nontariff protection without an outside good
by Takatsuka, Hajime & Zeng, Dao-Zhi
- 79-97 Incremental information of stock indicators
by Vortelinos, Dimitrios I.
- 98-109 Shadow-banking entrusted loan management, deposit insurance premium, and capital regulation
by Li, Xuelian & Lin, Jyh-Horng
- 110-121 Great ratios and international openness
by Chang, Juin-Jen & Lin, Chang-Ching & Lin, Hsieh-Yu
- 122-143 Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors
by Sousa, Ricardo M. & Vivian, Andrew & Wohar, Mark E.
- 144-154 Inflation, credit, and indexed unit of account
by Choi, Hyung Sun & Kwon, Ohik & Lee, Manjong
- 155-171 Explaining asymmetries in bilateral FDI flows
by Garrett, Jinzhuo Z.
- 172-188 Can commodity returns forecast Canadian sector stock returns?
by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.
- 189-201 Directional analysis of fiscal sustainability: Revisiting Domar's debt sustainability condition
by Tsuchiya, Yoichi
- 202-219 Does the US current account show a symmetric behavior over the business cycle?
by Duncan, Roberto
- 220-237 Does the trade gravity model depend on trading partners? Some evidence from Vietnam and her 54 trading partners
by Narayan, Seema & Nguyen, Tri Tung
- 238-252 Long-run relationship between inequality and growth in post-reform China: New evidence from dynamic panel model
by Li, Tingting & Lai, Jennifer T. & Wang, Yong & Zhao, Dingtao
- 253-261 Unemployment and optimal currency intervention in an open economy
by Jin, Hailong & Choi, Yoonho & Kwan Choi, E.
- 262-273 The impact of short sale restrictions on informed trading in the stock and options markets
by Le, Van & Zurbruegg, Ralf
- 274-286 Bank ownership and connected lending
by Dheera-aumpon, Siwapong
- 287-294 Stock prices and macroeconomic factors: Some European evidence
by Peiró, Amado
- 295-308 Regime-dependent exchange-rate pass-through to import prices
by Kiliç, Rehim
- 309-334 Are U.S. investors blindly chasing returns in foreign countries?
by Guo, Liang
- 335-346 Endogenous product differentiation and international R&D policy
by Hoefele, Andreas
- 347-370 Portfolio choice with stochastic interest rates and learning about stock return predictability
by Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey
- 371-390 Global risk spillover and the predictability of sovereign CDS spread: International evidence
by Srivastava, Sasha & Lin, Hai & Premachandra, Inguruwatte M. & Roberts, Helen
- 391-410 Extreme bounds of sovereign defaults: Evidence from the MENA region
by Zeaiter, Hussein & El-Khalil, Raed
2015, Volume 40, Issue C
- 1-7 Advances in financial risk management and economic policy uncertainty: An overview
by Hammoudeh, Shawkat & McAleer, Michael
- 8-28 The power of print: Uncertainty shocks, markets, and the economy
by Alexopoulos, Michelle & Cohen, Jon
- 29-39 Determinants of the banking spread in the Brazilian economy: The role of micro and macroeconomic factors
by Almeida, Fernanda Dantas & Divino, José Angelo
- 40-50 Forecasting Value-at-Risk using block structure multivariate stochastic volatility models
by Asai, Manabu & Caporin, Massimiliano & McAleer, Michael
- 51-71 The time-varying causality between spot and futures crude oil prices: A regime switching approach
by Balcilar, Mehmet & Gungor, Hasan & Hammoudeh, Shawkat
- 72-89 A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates
by Balcilar, Mehmet & Hammoudeh, Shawkat & Asaba, Nwin-Anefo Fru
- 90-97 A practical approach to constructing price-based funding liquidity factors
by Bouwman, Kees & Buis, Boyd & Pieterse-Bloem, Mary & Tham, Wing Wah
- 98-112 Realized range volatility forecasting: Dynamic features and predictive variables
by Caporin, Massimiliano & Velo, Gabriel G.
- 113-126 Modelling a latent daily Tourism Financial Conditions Index
by Chang, Chia-Lin
- 127-140 Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR
by Drakos, Anastassios A. & Kouretas, Georgios P.
- 141-159 Model-free volatility indexes in the financial literature: A review
by Gonzalez-Perez, Maria T.
- 160-173 Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options
by Han, Chuan-Hsiang & Chang, Chien-Hung & Kuo, Chii-Shyan & Yu, Shih-Ti
- 174-190 Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013
by Hui, Cho-Hoi & Fong, Tom Pak-Wing
- 191-203 Should zombie lending always be prevented?
by Jaskowski, Marcin
- 204-216 Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
by Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung
- 217-230 Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression
by Li, Johnny Siu-Hang & Ng, Andrew C.Y. & Chan, Wai-Sum
- 231-245 Managing systemic risk in The Netherlands
by Liao, Shuyu & Sojli, Elvira & Tham, Wing Wah
- 246-264 Mean-variance portfolio methods for energy policy risk management
by Marrero, Gustavo A. & Puch, Luis A. & Ramos-Real, Francisco J.
- 265-281 On robust properties of the SIML estimation of volatility under micro-market noise and random sampling
by Misaki, Hiroumi & Kunitomo, Naoto
- 282-297 ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails
by Paolella, Marc S. & Polak, Paweł
- 298-311 The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong
by Sin, Chor-yiu (CY)
- 312-323 Prediction and simulation using simple models characterized by nonstationarity and seasonality
by Swanson, Norman R. & Urbach, Richard
- 324-337 Volatility forecast of stock indices by model averaging using high-frequency data
by Wang, Chengyang & Nishiyama, Yoshihiko
- 338-352 Investor response to public news, sentiment and institutional trading in emerging markets: A review
by Brzeszczyński, Janusz & Gajdka, Jerzy & Kutan, Ali M.
2015, Volume 39, Issue C
- 1-18 Capital inflows and the interest premium problem: The effects of monetary sterilisation in selected Asian economies
by Cavoli, Tony & Rajan, Ramkishen S.
- 19-35 Anticipation of takeovers in stock and options markets
by Liu, Dehong & Lung, Pei Peter & Lallemand, Justin
- 36-46 The feasibility of privatization and foreign penetration
by Wang, Leonard F.S. & Tomaru, Yoshihiro
- 47-56 Environment, growth, and FDI revisited
by Neequaye, Nii Amon & Oladi, Reza
- 57-75 Diversification and determinants of international credit portfolios: Evidence from German banks
by Böninghausen, Benjamin & Köhler, Matthias
- 76-89 Funding liquidity constraints and the forward premium anomaly in a DSGE model
by Chu, Shiou-Yen
- 90-106 Commonality in liquidity in emerging markets: Another supply-side explanation
by Bai, Min & Qin, Yafeng
- 107-120 Do strong corporate governance firms still require political connection, and vice versa?
by Shen, Chung-Hua & Lin, Chih-Yung & Wang, Yu-Chun