Content
2013, Volume 6, Issue 4
- 302-308 A Euro area stock market model with betas dependent on the financial markets cycle
by José Soares Da Fonseca - 309-324 Industry-level exchange risk exposure of US multinationals: evidence from the Mexican and Asian financial crises
by Sunghee Choi - 325-367 The implications of credit risk transfer for the credit channel
by Mari L. Robertson
2013, Volume 6, Issue 2/3
- 101-115 Financial corporations' performances and corruption indices around Europe 1996-2008
by Carlo Bellavite Pellegrini & Laura Pellegrini - 116-149 The impact of external governance quality on the economic and social success of microfinance institutions
by Oliver Müller & André Uhde - 150-185 Economic freedom and bank efficiency nexus
by Fadzlan Sufian - 186-202 The historical economics of corruption and development within Italy
by Ilaria Petrarca & Roberto Ricciuti - 203-212 Corruption, political instability and public finance in Europe
by Emiliano Sironi & Martina Tornari - 213-231 Corruption, governance and sustainable development
by Valdir de Jesus Lameira & Walter Lee Ness Jr. & Marcio Alves Amaral-Baptista & Roberto G. Pereira & Osvaldo Luiz Gonçalves Quelhas - 232-243 A new corruption index based on individual attitudes
by Andrea Bonanomi & Silvia Angela Osmetti - 244-260 Economic aspects of the complementarity between corruption and crime: evidence from Italy in the period 1996-2005
by Raul Caruso & Adelaide Baronchelli - 261-270 Organised crime and corruption. The effects on legitimate business: evidence from Northern Italy
by Eleonora Montani
2013, Volume 6, Issue 1
- 1-16 Revisiting the dollar index
by Musa Essayyad & Khaled Albinali & Omar Al-Titi & Banamber Mishra - 17-39 An empirical comparison of credit channel in emerging markets: evidence from five Asian economies
by Muhamed Zulkhibri - 40-54 Weak dependence between the Brazilian consumer inflation and expected inflation: non-linear and Copulas methods and a note on the Central Bank's credibility
by Ricardo Ramalhete Moreira & Chukiat Chaiboonsri & Prasert Chaitip - 55-80 Money supply and economic growth under environmental pressure: the strategy for re-growth
by Feng Dai & Ling Liang & Songtao Wu - 81-95 Fiscal indiscipline and monetary policy in EMU: Is there any need for a fiscal policy concerned ECB?
by Pasquale Foresti & Ugo Marani
2012, Volume 5, Issue 4
- 325-344 Macroeconomic uncertainty, excess liquidity and stability of money demand (M3) in Australia
by Fassil Fanta - 345-369 What determines inflation?
by Martina Alexová - 370-394 Forecasting foreign exchange rates using artificial neural networks: a trader's approach
by Adam Stokes & Ahmed S. Abou-Zaid - 395-414 Debt overhang and bank bailouts
by Linus Wilson
2012, Volume 5, Issue 3
- 223-243 Market structure and competitiveness of Credit Associations and Credit Cooperatives in Japan
by Shinya Minegishi - 244-267 Modelling euro area money demand and forecasting inflation in a time-varying environment
by Robert Czudaj - 268-276 Exchange rate volatility and demand for money in Iran
by Sahar Bahmani & Mohsen Bahmani-Oskooee - 277-298 Structural change in tail behaviour and the recent financial crises
by Bechir Raggad & Mohamed Boutahar - 299-324 Current account dynamics and optimal monetary policy in a two-country economy
by Min Lu
2012, Volume 5, Issue 2
- 102-123 Repairing the original sin of the European Monetary Union
by Sergio Rossi & Bernard Dafflon - 124-138 Reassessment of the OCA criteria in the Euro area: the case of Greece
by Pantelis Sklias & George Maris - 139-152 Optimal stabilisation policy in a monetary union: implications of the Mankiw-Weinzierl model
by Georgios Karras - 153-168 Implicit Taylor reaction functions for Euro area countries
by Jens Klose - 169-182 The effect of inter-country competition on interest rate pass-through in the European Union
by Rishav Bista & Biniv Maskay & James W. Saunoris - 183-191 Stock market, economic growth and EU accession: evidence from three CEECs
by Guglielmo Maria Caporale & Nicola Spagnolo - 192-209 Egypt-EU commodity trade and the J-Curve
by Mohsen Bahmani-Oskooee & Amr Sadek Hosny - 210-221 Convergence and clustering of Tier 1 capital in the European banking sector: a non-linear factor approach
by Nicholas Apergis & Alexandros Gabrielsen & James E. Payne & Paolo Zagaglia
2012, Volume 5, Issue 1
- 1-10 Crude oil price and stock markets in major oil-exporting countries: evidence of decoupling feature
by Ibrahim A. Onour - 11-23 Hitting the right target: an examination of inflation targeting and labour within the varieties of capitalism framework
by Joseph J. St. Marie - 24-37 Monetary environment and market inefficiency
by Yacine Hammami - 38-63 Credit rating announcements, trading activity and yield spreads: the Spanish evidence
by Pilar Abad & Antonio Díaz & M. Dolores Robles-Fernández - 64-75 Financial sector development and economic growth nexus in South Africa
by Tafirenyika Sunde - 76-86 Estimating the output gap for the UAE: a production function approach
by Mohamed A. Osman & Rosmy Jean Louis & Faruk Balli - 87-98 Price linkages between the GCC stock markets: a bounds test using an Auto Regressive-Distributed Lag model
by Abraham Abraham & Haider Madani
2011, Volume 4, Issue 4
- 330-354 New Keynesian aggregate supply in the tropics: food prices, wages and inflation
by Ashima Goyal & Shruti Tripathi - 355-371 Impact of exchange rate and money supply on growth, inflation and interest rates in the UK
by Keshab Bhattarai - 372-389 US and European stock market crashes: Any evidence of interdependence?
by Rajeev Sooreea & Mark Wheeler - 390-409 Causes of financial distress of Portuguese municipalities: empirical evidence
by Flora Cunha Lobo & Pedro Ramos & Oscar Lourenco - 410-431 Dynamics of investor's behaviour: a survey-based study on Indian securities market
by Saurabh Agarwal - 432-446 Exchange rate and exporting behaviour of Indian Textiles and Clothing sector across major destination countries
by P.L. Beena & Hrushikesh Mallick
2011, Volume 4, Issue 3
- 217-237 Equity-based compensation and performance of acquisitions
by Nont Dhiensiri & Olgun Fuat Sahin & Pattarake Sarajoti - 238-253 Equilibrium real exchange rate in Fiji: an empirical study
by T.K. Jayaraman & Chee-Keong Choong - 254-278 GARCH-class models estimations and value-at-risk analysis for exchange rate
by Samir Mabrouk & Chaker Aloui - 279-296 A simple way to overcome the zero lower bound of interest rates for central banks: Evidence from the Fed and the ECB within the financial crisis
by Jens Klose - 297-308 Revising the structure of the Euro index to improve measurement of movements in the currency markets
by Musa Essayyad & Khaled Albinali & Omar Al-Titi - 309-325 An approximate entropy approach to examine the non-linear dependence in daily Indian exchange rates
by Manish Kumar
2011, Volume 4, Issue 2
- 111-134 Unconventional monetary policy in practice: a comparison of 'Quantitative Easing' in Japan and the USA
by Matthias Reith - 135-149 International financial contagion of the US sub-prime crisis: evidence through the adjusted correlation test and non-linear Error Correction Models (ECM)
by Anis Omri & Sonia Ghorbel-Zouari - 150-171 Short selling and equity returns with full information dissemination
by Panayotis Alexakis - 172-194 Regime switching, asymmetric correlation and international portfolio choices
by Fathi Abid & Slah Bahloul - 195-215 Capital market development in an emerging economy and the challenge of fostering foreign participation
by Samson E. Edo
2011, Volume 4, Issue 1
- 1-20 Subprime crisis and volatility spillover
by Mouna Abdelhedi-Zouch & Mouna Boujelbene Abbes & Younes Boujelbene - 21-48 Monetary policy and the disinflation on the way to the euro in Slovenia
by Damjan Kozamernik & Tina Zumer - 49-76 The role of timing at Mergers and Acquisitions in the banking industry
by Luisa Mueller & Dirk Schiereck - 77-94 Stock splits, stock dividends and abnormal trading volume: evidence from Tunisia stock exchange
by Wissem Daadaa & Mohamed Tahar Rajhi - 95-109 An empirical test of Purchasing Power Parity in the post-Bretton Woods era: a panel data approach
by Ritesh Kumar Mishra & Chandan Sharma
2010, Volume 3, Issue 4
- 316-329 Bank supervision and bank profitability: the case of MENA countries
by Faouzi Abdennour & Karim Ben Khediri - 330-337 GCC stock markets: How risky are they?
by Ibrahim A. Onour & Bruno S. Sergi - 338-358 How markets react to earnings announcements in the absence of analysts and institutions: evidence from the Saudi market
by Ahmed Alzahrani & Len Skerratt - 359-373 Does the entry of foreign investors influence the volatility of Doha Securities Market?
by Abdelgader M.A. Abdullah & Hassan B.A. Ghassan - 374-393 The indexing paradox: be thankful for irrational analysts
by David Eagle & Arsen M. Djatej & Robert H.S. Sarikas & David Senteney
2010, Volume 3, Issue 3
- 207-226 Liquidity and corporate yield spreads: lessons from Tunisian bond market
by Tarek Chebbi & Slaheddine Hellara - 227-247 Detecting and estimating stock market crises: evidence from the Tunisian stock market
by Younes Boujelbene & Haifa Hammami & Aida Kammoun Abdelmoula - 248-269 UCM: A measure of core inflation
by Sujata Kar - 270-279 A test of Ricardian Equivalence and public debt neutrality
by Amaresh Das - 280-299 New evidence on banking efficiency in Europe
by Simeon Papadopoulos - 300-309 Slicing the toxic pizza, an analysis of FDIC's Legacy Loans Program for receivership assets
by Linus Wilson
2010, Volume 3, Issue 2
- 101-111 North Africa stock markets: analysis of long memory and persistence of shocks
by Ibrahim A. Onour - 112-125 The fear of exclusion and public support for a multilateral monetary union
by Steven Buigut - 126-139 Investigating the financial and socio-economic determinants of student learning at US charter and public schools: The Texas experience
by Steve Lovett & Mary Jane Sauceda & Musa Essayyad - 140-158 Financial crisis and the efficiency of the Malaysian banking sector: foreign vs. domestic banks
by Fadzlan Sufian - 159-176 Exchange rate determination: market models and empirical evidence for the 1990-2000 period from emerging financial markets – the case of Indonesia
by M. Rusydi & Sardar M.N. Islam - 177-205 Efficiency of Islamic banks in selected member countries of the Organisation of Islamic Conference
by Miranti Kartika Dewi & Maliah Sulaiman & Ilham Reza Ferdian
2010, Volume 3, Issue 1
- 1-12 Decomposing fundamental and non-fundamental volatility in GCC stock markets
by Ibrahim A. Onour - 13-32 Diversification, bank risk taking and performance: evidence from Tunisian banks
by Khadija Mnasri & Ezzeddine Abaoub - 33-49 The interplay of monetary and fiscal policies in a multinational currency union
by Marcelo Sanchez - 50-68 A modular approach to seigniorage in a monetary union
by Carsten Lange & Christine Sauer - 69-99 Exchange-rate regimes and output volatility: empirical investigation with panel data
by Marjan Petreski
2009, Volume 2, Issue 3/4
- 197-205 Zakat fund – concept and perspective
by Moid U. Ahmad & Athar Mahmood - 206-220 "Islamic bank of Britain" case study analysis
by Omar Masood & Jamel E. Chichti & Walid Mansour & Muzafar Iqbal - 221-238 A review of SharENah compliant instruments for Islamic credit cards as adopted by Malaysian Financial Institutions
by Azman Mohd Noor & Rafidah Mohd Azli - 239-253 Sensitivity of the Islamic and conventional banks to monetary policy changes: the case of Malaysia
by Salina H. Kassim & M. Shabri Abd. Majid - 254-260 Islamic derivatives
by Andreas A. Jobst - 261-285 Islamic banking: a study of customer satisfaction and preferences in non-Islamic countries
by Omar Masood & Bora Aktan & Qazi Awais Amin - 286-301 2-Step Murabaha as an alternative resource mobilisation tool for Islamic banks in the context of international trade
by Ahmet Suayb Gundogdu - 302-316 Contemporary practices of Islamic banks in Pakistan: a critical appraisal
by Burhan Ali Shah & Ghulam Shabbir Khan Niazi - 317-335 The role of goods, money and securities markets in promoting family takaful in Malaysia
by Zuriah Abdul Rahman & Rosylin Mohd. Yusof & M. Shabri Abd. Majid - 336-347 Development and future prospects of Islamic banking in Bangladesh
by Bora Aktan & Omar Masood & Muzafar Iqbal - 348-365 Islamic securitisation: An ethical remedy to incentive problems?
by Andreas A. Jobst - 366-383 Role of Islamic mortgage in UK
by Omar Masood & Jamel E. Chichti & Walid Mansour & Qazi Awais Amin - 384-397 From the concept of haqq to the prohibitions of riba, gharar and maysir in Islamic finance
by Valentino Cattelan - 398-408 Performance of Shariah-Compliant Indices in London and NY Stock Markets and their potential for diversification
by Seng Kok & Gianluigi Giorgioni & Jason Laws - 409-426 Determinants of Islamic bank profitability in the MENA region
by Karim Ben Khediri & Hichem Ben-Khedhiri
2009, Volume 2, Issue 2
- 91-102 Analysis of the CZK/USD exchange rate: a comparison of four major models
by Yu Hsing & Bruno S. Sergi - 103-114 Characterising the Brazilian term structure of interest rates
by Osmani Teixeira De Carvalho Guillen & Benjamin M. Tabak - 115-125 Inference on forward exchange rate risk premium: reviewing signal extraction methods
by Ramaprasad Bhar & Carl Chiarella - 126-143 The nature of the Phillips curve in Tunisia: new empirical evidence
by Thouraya Boujelbene Dammak & Younes Boujelbene - 144-165 Price limits and stock returns volatility in Jordanian banks
by Samer A.M. Al-Rjoub & Sawsan Abutabenjeh - 166-193 Current account dynamics and optimal monetary policy in a small-open economy
by Min Lu
2009, Volume 2, Issue 1
- 1-15 The effect of environmental accounting on financial risk management of firms via insurance
by I.E. Nikolaou & A.N. Yannacopoulos - 16-25 Evidence against the Spanish stock market efficiency using the Nearest Neighbour method and a cluster forecasting technique
by Marcos Alvarez-Diaz - 26-43 Determinants of Turkish fund managers' performance
by Omar Masood & Chris Stewart & Naif Sultan - 44-57 Measuring the forecasting accuracy of models: evidence from industrialised countries
by Athanasios Koulakiotis & Apostolos Dasilas - 58-70 Chaos and order in exchange rates
by Jesse Russell - 71-89 Effect of futures trading on the stability of stock index returns: a case of BSE Sensex
by Sathya Swaroop Debasish
2008, Volume 1, Issue 4
- 329-337 'Altman Ζ-score model' and prediction of business failures
by Panayotis Alexakis - 338-354 French banks, governance, and specific investments
by Anis Jarboui & Hamadi Fakhfakh - 355-379 Financing decisions during different economic periods: evidence from Indonesia and Malaysia
by Ludwig F.M. Reinhard & Steven Li - 380-398 Monetary policy transmission in an undeveloped South Pacific Island country: a case study of Samoa
by T.K. Jayaraman & Jauhari Dahalan - 399-411 Monetary reality and economic adaptability of new entrants to the EU
by Shahdad Naghshpour & Joseph J. St. Marie - 412-426 Irreversible investment under uncertainty: the message in Leasing Expenditures
by Konstantinos Drakos & Eleftherios Goulas
2008, Volume 1, Issue 3
- 235-249 Efficiency and scale economies in banking in new EU countries
by Roman Matousek - 250-262 Key drivers investment decision-making process for fund managers of a large bank
by Omar Masood - 263-283 Behavioural portfolio formation using mental accounting in emerging markets: the case of Saudi Arabia
by Musa Essayyad & Khalid Desai - 284-301 The effect of diversification across businesses and within lending activities on risks of commercial banks' portfolios: evidence from South Korea
by Stephanos T. Papadamou - 302-328 Central Bank Independence in Southeastern Europe with a view to EU integration
by Sandra Dvorsky
2008, Volume 1, Issue 2
- 106-120 Semiparametric estimation of dynamic conditional expected shortfall models
by Juan Carlos Escanciano & Silvia Mayoral - 121-148 Predictive performance of conditional Extreme Value Theory in Value-at-Risk estimation
by Ahmed Ghorbel & Abdelwahed Trabelsi - 149-161 Risk budgeting and Value-at-Risk
by Keith Pilbeam & Rehan Noronha - 162-176 Country financial and political risk: the case of Indonesia, Malaysia and Philippines
by Dimitrios Asteriou - 177-200 Estimating integrated volatility using absolute high-frequency returns
by Carla Ysusi - 201-218 An empirical comparison of alternative models in estimating Value-at-Risk: evidence and application from the LSE
by Everton Dockery & Miltos Efentakis - 219-234 On the role of volatility for modelling risk exposure
by Jose Olmo
2007, Volume 1, Issue 1
- 5-17 Equilibrium real exchange rate in Macedonia
by Goran Petrevski - 18-31 Individual investors' perceptions towards dividends: the case of Greece
by Dimitrios I. Maditinos & Zeljko Sevic & Nikolaos G. Theriou & Alexandra V. Tsinani - 32-44 An empirical analysis of the relationships between exchange rate exposure and company's retail pricing policies
by Ridwan Nasution & Ray H. Anderson & Sardar M.N. Islam - 45-56 Intrinsic value in financial markets
by Elton G. McGoun - 57-88 The monetary model of exchange rate determination: the case of Greece (1974–1994)
by Aristidis Bitzenis & John Marangos - 89-101 Revitalisation of the Japanese economy: a corporate governance perspective
by Aleksandar Sevic & Zeljko Sevic