Content
April 2012, Volume 17, Issue 2
- 124-146 Risk of liquidity and contagion of the crisis on the United States, United Kingdom and euro zone money markets
by Bertrand Blancheton & Christian Bordes & Samuel Maveyraud & Philippe Rous - 147-166 How strong is the case for dollarization in Central America? An empirical analysis of business cycles, credit market imperfections and the exchange rate
by Nannette Lindenberg & Frank Westermann - 167-181 Asset allocation in the Athens stock exchange: a variance sensitivity analysis
by Panayiotis F. Diamandis & Anastassios A. Drakos & Georgios P. Kouretas & Leonidas P. Zarangas - 182-202 What explains comovement in stock market returns during the 2007–2008 crisis?
by Tatiana Didier & Inessa Love & María Soledad Martínez Pería
January 2012, Volume 17, Issue 1
- 1-13 Has global competition changed US export pricing?
by Janet Ceglowski - 14-22 Fiscal activism and the cost of debt financing
by Hans Dewachter & Priscilla Toffano - 23-30 Estimating persistence in the volatility of asset returns with signal plus noise models
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - 31-60 The Big Mac Index two decades on: an evaluation of burgernomics
by Kenneth W. Clements & Yihui Lan & Shi Pei Seah - 61-72 Yes, the choice of performance measure does matter for ranking of us mutual funds
by José Renato Haas Ornelas & Antônio Francisco Silva Júnior & José Luiz Barros Fernandes - 73-88 Can oil diversify away the unpriced risk of a portfolio?
by Giulio Cifarelli & Giovanna Paladino - 89-102 International stock market indices comovements: a new look
by Mara Madaleno & Carlos Pinho
October 2011, Volume 16, Issue 4
- 307-323 Funding liquidity risk and deviations from interest‐rate parity during the financial crisis of 2007–2009
by Cho‐Hoi Hui & Hans Genberg & Tsz‐Kin Chung - 324-338 When markets fall down: are emerging markets all the same?
by Sofia B. Ramos & Jeroen K. Vermunt & José G. Dias - 339-356 FX risk‐neutral valuation relationships for the S U jump‐diffusion family
by Ana Câmara & António Câmara & Ivilina Popova & Betty Jo Simkins - 357-374 Modelling the bivariate dependence structure of exchange rates before and after the introduction of the euro: a semi‐parametric approach
by Gianna Boero & Param Silvapulle & Ainura Tursunalieva - 375-392 Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates?
by Marc W. Simpson & Axel Grossmann - 393-407 Threshold effects in credit risk and stress scenarios
by Tiago M. T. Nunes & Paulo M. M. Rodrigues
July 2011, Volume 16, Issue 3
- 205-217 Cross‐dynamics of exchange rate expectations: a wavelet analysis
by Jussi Nikkinen & Seppo Pynnönen & Mikko Ranta & Sami Vähämaa - 218-236 Can financial development cure the Dutch disease?
by Christian Saborowski - 237-255 Common determinants of currency crises: the role of external balance sheet variables
by Mirko Licchetta - 256-274 Exchange rate regimes and banking crises: the channels of influence investigated
by Apanard P. Angkinand & Thomas D. Willett - 275-289 What explains the spread between the Euro overnight rate and the ECB's policy rate?
by Tobias Linzert & Sandra Schmidt - 290-306 Can non‐linear real shocks explain the persistence of PPP exchange rate disequilibria?
by Tuomas A. Peltonen & Adina Popescu & Michael Sager
April 2011, Volume 16, Issue 2
- 103-113 The performance of currency hedge funds and the yen/USD carry trade
by Jarkko Peltomäki - 114-130 A Markov‐switching approach to measuring exchange market pressure
by Francis Y. Kumah - 131-145 Probability of informed trading on the euro overnight market rate
by Julien Idier & Stefano Nardelli - 146-151 Nonlinear dynamics of real exchange rates for sectoral data
by Jaebeom Kim & Young‐Kyu Moh - 152-171 The small sample properties of tests of the expectations hypothesis: a Monte Carlo investigation
by Eugenie Garganas & Stephen G. Hall - 172-188 Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market
by Michael Frömmel & Norbert Kiss M. & Klára Pintér - 189-204 Uncovered interest parity and the efficiency of the foreign exchange market: a re‐examination of the evidence
by Jose Olmo & Keith Pilbeam
January 2011, Volume 16, Issue 1
- 1-15 Short‐ and long‐run determinants of sovereign debt credit ratings
by António Afonso & Pedro Gomes & Philipp Rother - 16-31 Does money matter in the ECB strategy? New evidence based on ECB communication
by Helge Berger & Jakob de Haan & Jan‐Egbert Sturm - 32-40 Evaluating growth volatility susceptibility within regional free trade agreements
by Jeffrey A. Edwards & Vance Ginn - 41-62 The impact of FX intervention on FX markets: a market microstructure analysis
by Paolo Vitale - 63-69 On speculators and hedgers in currency futures markets: who leads whom?
by Andreas Röthig - 70-91 Sources of economic fluctuations in oil‐exporting economies: implications for choice of exchange rate regimes
by M. S. Rafiq - 92-102 Monetary policy transmission and real estate investment trusts
by Don Bredin & Gerard O'Reilly & Simon Stevenson
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