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January 2020, Volume 25, Issue 1
- 43-62 A study on the co‐movement and influencing factors of stock markets between China and the other G20 members
by Sen Wang & Zhixiu Guo - 63-71 Changes in sovereign debt dynamics in Central and Eastern Europe
by Juan Carlos Cuestas - 72-89 Central bank independence and inflation—Old story told anew
by Ryszard Kokoszczyński & Joanna Mackiewicz‐Łyziak - 90-119 Customer concentration, institutions, and corporate bond contracts
by Chenyan Liu & Zuoping Xiao & Hong Xie - 120-137 Are financial analysts eager postmen of bubble psychology? Evidence in the United Kingdom
by William P. Forbes & Áine Murphy & Cormac O'Keeffe & Chen Su
October 2019, Volume 24, Issue 4
- 1407-1408 Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy
by Keith Cuthbertson & Ioannis Kyriakou & Georgios Sermpinis & Athanasios A. Pantelous - 1409-1428 Option‐implied risk measures: An empirical examination on the S&P 500 index
by Giovanni Barone‐Adesi & Chiara Legnazzi & Carlo Sala - 1429-1442 Option‐implied information and stock herding
by Nikolaos Voukelatos & Thanos Verousis - 1443-1463 Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization
by Yang Zhao & Charalampos Stasinakis & Georgios Sermpinis & Filipa Da Silva Fernandes - 1464-1485 What influences a bank's decision to go public?
by Georgios Sermpinis & Serafeim Tsoukas & Ping Zhang - 1486-1505 Internal capital market mergers in weak external market environment: An emerging market evidence
by Wei Huang & Hong Zhang & Abhinav Goyal & Jason Laws - 1506-1519 Treasuries variance decomposition and the impact of monetary policy
by Alexandros Kontonikas & Charles Nolan & Zivile Zekaite & Michael Lamla - 1520-1544 Multiplex network analysis of the UK over‐the‐counter derivatives market
by Marco Bardoscia & Ginestra Bianconi & Gerardo Ferrara
July 2019, Volume 24, Issue 3
- 1047-1065 On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches
by Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz - 1066-1078 Financial liberalization, exchange‐rate regime, and banking crisis likelihood
by Greg M. Richey - 1079-1090 Effects of information sharing on banking credit and economic growth in developing countries: Evidence from the West African Economic and Monetary Union
by Salamata Loaba & Pam Zahonogo - 1091-1108 Banking efficiency in emerging economies: Does foreign banks entry matter in the Ghanaian context?
by Daniel Ofori‐Sasu & Lord Mensah & John Kwame Akuma & Isaac Doku - 1109-1129 Latin American stock market dynamics and comovement
by Simeon Coleman & Vitor Leone & Otavio R. de Medeiros - 1130-1169 Circuit breakers as market stability levers: A survey of research, praxis, and challenges
by Imtiaz Mohammad Sifat & Azhar Mohamad - 1170-1192 Does one model fit all in global equity markets? Some insight into market factor based strategies in enhancing alpha
by Subhransu S. Mohanty - 1193-1209 Investigating the relationship between high‐yield bonds and equities and its implications for strategic asset allocation during the Great Recession
by Georgios Menounos & Constantinos Alexiou & Sofoklis Vogiazas - 1210-1224 Unconventional monetary policies and bank credit in the Eurozone: An events study approach
by Luis Filipe Martins & Joana Batista & Alexandra Ferreira‐Lopes - 1225-1237 The impact of global financial crisis on conventional and Islamic banks in the GCC countries
by Abdalla Salih & Mahieddine Adnan Ghecham & Sameer Al‐Barghouthi - 1238-1253 The international diversification benefits of U.S.‐traded equity products
by Martha O'Hagan‐Luff & Jenny Berrill - 1254-1270 Alarm index for institutional bank runs
by Jan Henrik Wosnitza - 1271-1286 The size premium and macrovolatility risks: Evidence from U.S. and U.K. equity markets
by Sungjun Cho - 1287-1299 To profit or not to profit? Assessing financial sustainability outcomes of microfinance institutions
by Rodrigo de Oliveira Leite & Layla dos Santos Mendes & Luiz Claudio Sacramento - 1300-1312 An early warning indicator for liquidity shortages in the interbank market
by Andrea Eross & Andrew Urquhart & Simon Wolfe - 1313-1332 The spillover effects of U.S. monetary policy on emerging market economies
by Peter Tillmann & Geun‐Young Kim & Hail Park - 1333-1344 Securitization as a response to monetary policy
by Jiarui Zhang & Xiaonian Xu - 1345-1354 Linking social and economic responsibilities and financial performance: The assisting role of innovation for an oil engineering and development company
by Zahra Hashemi Oskouei - 1355-1389 Forecasting the volatility of the Australian dollar using high‐frequency data: Does estimator accuracy improve forecast evaluation?
by George Bailey & James M. Steeley - 1390-1403 Do U.S. investors worry about fear in international equity markets? Empirical evidence on dynamic panel data
by Massaporn Cheuathonghua & Chaiyuth Padungsaksawasdi
April 2019, Volume 24, Issue 2
- 671-684 Diversification and the benefits of using returns standardized by range‐based volatility estimators
by José Luis Miralles‐Quirós & María Mar Miralles‐Quirós & José Manuel Nogueira - 685-697 Revealing the nexus between oil and exchange rate in the major emerging markets—The timescale analysis
by Dejan Živkov & Jovan Njegić & Suzana Balaban - 698-726 Pairs trading across Mainland China and Hong Kong stock markets
by Hanxiong Zhang & Andrew Urquhart - 727-739 Foreign direct investment with tax holidays and policy uncertainty
by Alcino Azevedo & Paulo J. Pereira & Artur Rodrigues - 740-760 Transmission of a global financial crisis shock to an emerging economy
by Asim Rehman & Sajid M. Chaudhry & Syed Mujahid Hussain - 761-786 Board diversity, corporate governance, corporate performance, and executive pay
by Ahmed A. Sarhan & Collins G. Ntim & Basil Al‐Najjar - 787-811 Do demographics affect monetary policy transmission in Canada?
by Jeremy Kronick & Steve Ambler - 812-827 Crude oil price shocks, monetary policy, and China's economy
by Fenghua Wen & Feng Min & Yue‐Jun Zhang & Can Yang - 828-840 How do investors price stocks?—Evidence with real‐time data from Vietnam
by Hao Quach & Hoang Nguyen & Linh Nguyen - 841-854 Ownership structure, economic fluctuation, and capital structure: Evidence from China
by Xi Wang & David Manry & Gina Rosa - 855-883 Do foreign portfolio capital flows affect domestic investment? Evidence from Brazil
by Jefferson A. Colombo & Tiago R. Loncan & João F. Caldeira - 884-889 Can cooperative game theory solve the low‐risk puzzle?
by Benjamin R. Auer & Tobias Hiller - 890-902 Economic benefits of technical analysis in portfolio management: Evidence from global stock markets
by Jying‐Nan Wang & Hung‐Chun Liu & Jiangze Du & Yuan‐Teng Hsu - 903-921 Generalized fuzzy soft sets theory‐based novel hybrid ensemble credit scoring model
by Dayu Xu & Xuyao Zhang & Hailin Feng - 922-942 Does aggregate insider trading predict stock returns in China?
by Qing He & Bingqian Cheng & Jing Wen - 943-962 High‐frequency trading from an evolutionary perspective: Financial markets as adaptive systems
by Viktor Manahov & Robert Hudson & Andrew Urquhart - 963-990 Interconnectedness of the banking sector as a vulnerability to crises
by Tuomas Antero Peltonen & Michela Rancan & Peter Sarlin - 991-1016 The impacts of global economic policy uncertainty on stock market returns in regime switching environment: Evidence from sectoral perspectives
by Mohammad Enamul Hoque & Mohd Azlan Shah Zaidi - 1017-1029 Expectation hypothesis and term structure anomaly
by I‐Doun Kuo & Cathy Yi‐Hsuan Chen & Kai‐Min Huang - 1030-1043 Economic precariousness: A new channel in the housing market cycle
by Philip Arestis & Ana Rosa Gonzalez‐Martinez
January 2019, Volume 24, Issue 1
- 4-19 Stock price effects of bank rating announcements: An application to European Union countries
by Júlio Lobão & Luís Pacheco & Susana Campos - 20-32 Does size affect the relation between option compensation and managerial risk taking? Evidence from Canadian listed companies
by Atreya Chakraborty & Lucia Silva Gao & Shahbaz Sheikh - 33-48 Currency risk premia: Perceptions of downside risk and deviations from benchmark values
by Steven Furnagiev & Joshua Stillwagon - 49-53 A note on bank loan officers' expectations for credit standards: Evidence from the European bank lending survey
by Dimitrios Anastasiou & Konstantinos Drakos - 54-79 Financial integration and the Great Leveraging
by Daniel Carvalho - 80-96 Nonfinancial sector debt and the U.S. Great Moderation: Evidence from flow‐of‐funds data
by Maria Grydaki & Dirk Bezemer - 97-112 Nonperforming loans in the euro area: Are core–periphery banking markets fragmented?
by Dimitrios Anastasiou & Helen Louri & Mike Tsionas - 113-130 U.S. monetary policy and China's exchange rate policy during the great recession
by Juha Tervala - 131-149 Volatility spillovers between real exchange rate returns and real stock price returns in Malaysia
by Hock Tsen Wong - 150-167 Domestic lead arranger certification and the pricing of project finance loans
by Frederick S. Ahiabor & Gregory A. James - 168-185 The determinants of profitability of Indian commercial banks: A panel data approach
by Faozi A. Almaqtari & Eissa A. Al‐Homaidi & Mosab I. Tabash & Najib H. Farhan - 186-203 The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method
by Lu‐Tao Zhao & Ya Meng & Yue‐Jun Zhang & Yun‐Tao Li - 204-211 Examining pecking order versus trade‐off theories of capital structure: New evidence from Japanese firms
by Shaif Jarallah & Ali Salman Saleh & Ruhul Salim - 212-226 Industrial structure and the probability of crisis: Stability is not resilience
by Dongyeol Lee & Hyunjoon Lim - 227-240 Investor trading behaviour and stock price crash risk
by Liyun Zhou & Jialiang Huang - 241-259 An investigation of the effects of income inequality on financial fragility: Evidence from Organization for Economic Co‐operation and Development countries
by Chrysovalantis Amountzias - 260-287 The simultaneous disclosure of shareholder and stakeholder corporate governance practices and their antecedents
by Ernest Gyapong & Godfred Adjapong Afrifa - 288-295 Exports, capital inflows, relative prices, and income growth in South Korea: An application of the balance of payments constraint growth model
by Alexander Bilson Darku - 296-312 Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach
by Timo Bettendorf - 313-327 Multiperiod stochastic programming portfolio optimization for diversified funds
by Lawrence V. Fulton & Nathaniel D. Bastian - 328-347 Financial development, sectoral effects, and international trade in Africa: An application of pooled mean group (PMG) estimation approach
by Yakubu Awudu Sare & Anthony Q.Q. Aboagye & Lord Mensah - 348-360 Effect of investor inattention on price drifts following analyst recommendation revisions
by Andrey Kudryavtsev - 361-369 The early‐warning system of stock market crises with investor sentiment: Evidence from China
by Rengui Zhang & Xueshen Xian & Haowen Fang - 370-390 Common idiosyncratic volatility and returns: From an investment horizon perspective
by Libo Yin & Tengjia Shu & Zhi Su - 391-411 What does unconventional monetary policy do to stock markets in the euro area?
by Tarek Chebbi - 412-426 Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks
by Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud - 427-436 Effect of determinants on financial leverage in Indian steel industry: A study on capital structure
by Sarada Dakua - 437-448 Homeownership motivation, rationality, and housing prices: Evidence from gloom, boom, and bust‐and‐boom economies
by Constantinos Alexiou & Aaron‐Samuel Chan & Sofoklis Vogiazas - 449-460 A simple mathematical programming model for countries' credit ranking problem
by Sadegh Niroomand & Nima Mirzaei & Abdollah Hadi‐Vencheh - 461-473 Financial firm bankruptcies, international stock markets, and investor sentiment
by Panayiotis Papakyriakou & Athanasios Sakkas & Zenon Taoushianis - 474-507 Topological applications of multilayer perceptrons and support vector machines in financial decision support systems
by Mohammad Zoynul Abedin & Chi Guotai & Fahmida–E– Moula & A.S.M. Sohel Azad & Mohammed Shamim Uddin Khan - 508-526 Of leaders and followers—An econometric analysis of equity analysts and stock market investors
by Rainer Baule & Hannes Wilke - 527-539 Interrelations of U.S. market fears and emerging markets returns: Global evidence
by Ghulam Sarwar & Walayet Khan - 540-557 Does the environmental Kuznets curve exist between globalization and energy consumption? Global evidence from the cross‐correlation method
by Muhammad Shahbaz & Mantu Kumar Mahalik & Syed Jawad Hussain Shahzad & Shawkat Hammoudeh - 558-567 Tail dependence networks of global stock markets
by Fenghua Wen & Xin Yang & Wei‐Xing Zhou - 568-587 Bank competition, stability, and intervention quality
by Angelos Kanas & Hussein A. Hassan Al‐Tamimi & Mohamed Albaity & Ray Saadaoui Mallek - 588-603 The finance–growth nexus: Does risk premium matter?
by Michael Adusei - 604-628 Stock return volatility and capital structure measures of nonfinancial firms in a dynamic panel model: Evidence from Pakistan
by Zeeshan Ahmed & Daw Tin Hla - 629-646 Does financial market growth improve income distribution? A comparison of developed and emerging market economies of the global sample
by Sudharshan Reddy Paramati & Thanh Pham Thien Nguyen - 647-667 The efficacy of macroeconomic policies in resolving financial market disequilibria: A cross‐country analysis
by Gurcharan Singh & Albert Wilson & Anwar Halari
October 2018, Volume 23, Issue 4
- 349-361 Carbon portfolio management
by Alexander Afonin & Don Bredin & Keith Cuthbertson & Cal Muckley & Dirk Nitzsche - 362-375 Domestic investment responses to changes in the real exchange rate: Asymmetries of appreciation versus depreciation
by Mohsen Bahmani‐Oskooee & Ferda Halicioglu & Rebecca Neumann - 376-392 Public policy and financial stability: The impact of PCA and TARP on U.S. bank non‐performing loans
by Chunxia Jiang & Angelos Kanas & Philip Molyneux - 393-412 The role of external debt in the foreign direct investment–growth relationship
by Sailesh Tanna & Chengchun Li & Glauco De Vita - 413-426 Capital flow management policies in emerging market economies: Are they successful in mitigating drastic changes of capital flows?
by Inbin Hwang & Hyungsoon Park & Sunyoung Park - 427-441 Global factors and equity market valuations: Do country characteristics matter?
by Jun Ma & Andrew Vivian & Mark E. Wohar - 442-455 Consistency of two major data sources for exchange rates in the interwar period and further evidence on the behaviour of exchange rates during hyperinflations
by David Peel & Alina Spiru - 456-477 Islamic banking, credit, and economic growth: Some empirical evidence
by Guglielmo Maria Caporale & Mohamad Husam Helmi - 478-491 How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China
by Guglielmo Maria Caporale & Suman Lodh & Monomita Nandy - 492-503 The effects of intraday news flow on dealers' quotations, market liquidity, and volatility
by Arzé Karam - 504-532 Bank‐level and country‐level determinants of bank capital structure and funding sources
by Hafiz Hoque & Eilnaz Kashefi Pour - 533-545 Expected returns and expected dividend growth in Europe: Legal origin, institutional, and financial determinants
by Dooruj Rambaccussing & David Power - 546-570 Investor sentiment and industry returns
by Alexander Molchanov & Jeffrey Stangl - 571-605 Does size matter in predicting SMEs failure?
by Jairaj Gupta & Mariachiara Barzotto & Amir Khorasgani - 606-627 Do mergers and acquisitions announcements create value for acquirer shareholders in Africa
by Godfred Amewu & Paul Alagidede - 628-641 Stock prices' interdependence during the South Sea boom and bust
by Taufiq Choudhry - 642-654 A machine‐learning analysis of the rationality of aggregate stock market forecasts
by Christian Pierdzioch & Marian Risse - 655-674 Contagion and interdependence in Eurozone bank and sovereign credit markets
by Theodoros Bratis & Nikiforos T. Laopodis & Georgios P. Kouretas - 675-704 European trading volumes on cross‐market holidays
by Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven - 705-722 External sources of political connections: Financial advisors and Chinese acquisitions
by XiaoGang Bi & Danni Wang
July 2018, Volume 23, Issue 3
- 221-232 Testing for nonlinear unit roots in the presence of a structural break with an application to the qualified PPP during the 1997 Asian financial crisis
by Olivier Habimana & Kristofer Månsson & Pär Sjölander - 233-256 The euro area bias and the role of financial centres
by Vincent Arthur Floreani & Maurizio Michael Habib - 257-282 Financial constraints and productivity: Evidence from euro area companies
by Annalisa Ferrando & Alessandro Ruggieri - 283-295 Household debt, expected economic conditions, and income inequality
by Edmond Berisha & John Meszaros - 296-314 A network visualization approach and global stock market integration
by Chen Tong & Jing Chen & Mike J. Buckle - 315-328 Enriching the VaR framework to EEMD with an application to the European carbon market
by Bangzhu Zhu & Ping Wang & Julien Chevallier & Yi‐Ming Wei & Rui Xie - 329-344 Standard and optimized carry trades
by Jurij‐Andrei Reichenecker
April 2018, Volume 23, Issue 2
- 79-93 Does the PPP condition hold for oil†exporting countries? A quantile cointegration regression approach
by Matthew Lyon & Jose Olmo - 94-110 Interest rate pass†through: Divisia user costs of monetary assets and the federal funds rate
by Victor J. Valcarcel - 111-121 The growth rate series in Kenya: Evidence of non†linearities and factors behind the slow growth
by Luis A. Gil†Alana & Robert Mudida - 122-133 Systemic banks, capital composition, and CoCo bonds issuance: The effects on bank risk
by Victor Echevarria†Icaza & Simón Sosvilla†Rivero - 134-154 Examining drivers of trading volume in European markets
by Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven - 155-173 Reassessing the relationship between the financial sector and economic growth: Dynamic panel evidence
by Constantinos Alexiou & Sofoklis Vogiazas & Joseph G. Nellis - 174-185 The volatility trap: Precautionary saving, investment, and aggregate risk
by Reda Cherif & Fuad Hasanov - 186-204 Dividend policy and bank opacity
by Dung Viet Tran & Badar Nadeem Ashraf - 205-217 Do credit ratings affect spread and return? A study of structured finance products
by Fernando Moreira & Sheng Zhao
January 2018, Volume 23, Issue 1
- 3-18 Bank profitability and risk†taking under low interest rates
by Jacob A. Bikker & Tobias M. Vervliet - 19-28 Does credit information sharing affect funding cost of banks? Evidence from African banks
by Baah Aye Kusi & Mary Opoku†Mensah - 29-40 The efficacy of financial futures as a hedging tool in electricity markets
by Jim Hanly & Lucia Morales & Damien Cassells - 41-46 Now and always, the relevance of the Taylor rule in Europe
by Rodrigo Caputo & AgustÃn DÃaz - 47-54 Systemic risk and the optimal seniority structure of banking liabilities
by Spiros Bougheas & Alan Kirman - 55-76 An alternate approach in exploring the causal link between financial development and economic growth—Evidence from advanced economies
by Vighneswara Swamy & M Dharani
October 2017, Volume 22, Issue 4
- 257-273 Mutual fund skill in timing market volatility and liquidity
by Jason Foran & Niall O'Sullivan - 274-295 Determinants of long†versus short†term bank credit in EU countries
by Haelim Park Anderson & Claudia Ruiz†Ortega & Thierry Tressel - 296-303 On the stock market reactions to fiscal policies
by Pasquale Foresti & Oreste Napolitano - 304-318 Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market
by Steve Cook & Duncan Watson - 319-340 The assessment of the United States quantitative easing policy: Evidence from global stock markets
by Jung†Bin Su & Ken Hung - 341-351 Economics blogs sentiment and asset prices
by Vincenzo Farina & Antonio Parisi & Ugo Pomante - 352-367 US macroannouncements and international asset pricing
by Ding Du - 368-378 Corporate governance structure and efficiencies of cooperative banks
by Nobuyoshi Yamori & Kozo Harimaya & Kei Tomimura - 379-393 On equity risk prediction and tail spillovers
by Panos Pouliasis & Ioannis Kyriakou & Nikos Papapostolou - 394-402 Central bank swap lines and CIP deviations
by William A. Allen & Gabriele Galati & Richhild Moessner & William Nelson - 403-420 The importance of firm level multinationality in the country versus industry debate
by Cormac Mullen & Jenny Berrill - 421-437 Debt spikes, blind spots, and financial stress
by Laura Jaramillo & Carlos Mulas†Granados & Joao Tovar Jalles
July 2017, Volume 22, Issue 3
- 181-200 How fat are the tails of equity market indices?
by Stoyan Stoyanov & Lixia Loh & Frank J. Fabozzi - 201-215 The role of time‐varying return forecasts for improving international diversification benefits
by Maria del Mar Miralles‐Quiros & Jose Luis Miralles‐Quiros - 216-233 What drives differences of opinion in sovereign ratings? The roles of information disclosure and political risk
by Huong Vu & Rasha Alsakka & Owain Gwilym - 234-243 Alphas in disguise: A new approach to uncovering them
by Venkata Chinthalapati & Cesario Mateus & Natasa Todorovic - 244-254 Euro area time‐varying fiscal sustainability
by António Afonso & João Tovar Jalles
April 2017, Volume 22, Issue 2
- 83-114 Eurozone cycles: An analysis of phase synchronization
by Brigitte Granville & Sana Hussain - 115-128 Monetary policy and leverage shocks
by Khandokar Istiak & Apostolos Serletis - 129-138 Pricing the ECB's forward guidance with the EONIA swap curve
by Matthieu Picault - 139-158 Is there still a Berlin Wall in the post‐issue operating performance of European IPOs?
by Tiago Pinho Pereira & Miguel Sousa - 159-168 Equity flows, stock returns and exchange rates
by Angelos Kanas & Sotirios Karkalakos - 169-178 Multilateral Loans and Interest Rates: Further Evidence on the Seniority Conundrum
by Sven Steinkamp & Frank Westermann
January 2017, Volume 22, Issue 1
- 3-11 Benchmarking Judgmentally Adjusted Forecasts
by Philip Hans Franses & Bert Bruijn - 12-29 Corporate Governance, Bank Mergers and Executive Compensation
by Yan Liu & Carol Padgett & Simone Varotto - 30-43 Euro Effect on Trade in Final, Intermediate and Capital Goods
by Inmaculada Martínez‐Zarzoso & Florian Johannsen - 44-67 Banking and Currency Crises: Differential Diagnostics for Developed Countries
by Mark Joy & Marek Rusnák & Kateřina Šmídková & Bořek Vašíček - 68-80 Macro News and Commodity Returns
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo
October 2016, Volume 21, Issue 4
- 313-331 The Risk Premium, Interest Rate Determination, and Monetary Independence Under a Fixed, but Adjustable, Exchange Rate
by Kit Pasula - 332-359 International Sentiment Spillovers in Equity Returns
by Deven Bathia & Don Bredin & Dirk Nitzsche - 360-381 Danger Zones for Banking Crises in Emerging Markets
by Paolo Manasse & Roberto Savona & Marika Vezzoli - 382-397 Sovereign Credit Ratings in Developing Economies: New Empirical Assessment
by Gabriel Caldas Montes & Diego S. P. Oliveira & Helder Ferreira Mendonça - 398-416 Real Effects of Inflation on External Debt in Developing Economies
by Mark Assibey‐Yeboah & Sushanta Mallick & Mohammed Mohsin - 417-446 Impact of Domestic Investor Protection on Foreign Investment Decisions: Evidence from Bond Markets
by Elina Pradkhan - 447-471 Determinants of Liquidity (Re)Allocation and the Decision to Cross‐List or Cross‐Delist
by Roland Füss & Ulrich Hommel & Jan‐Carl Plagge - 472-501 Intraday Rallies and Crashes: Spillovers of Trading Halts
by Bei Cui & Arie E. Gozluklu - 502-527 Financial Cycle, Business Cycle and Monetary Policy: Evidence from Four Major Economies
by Yong Ma & Jinglan Zhang
July 2016, Volume 21, Issue 3
- 209-223 The Role of a Changing Market Environment for Credit Default Swap Pricing
by Julian S. Leppin & Stefan Reitz - 224-240 What Does Rebalancing Really Achieve?
by Keith Cuthbertson & Simon Hayley & Nick Motson & Dirk Nitzsche - 241-246 The Return of the Monday Effect in European Currency Markets: An Empirical Analysis of the Impact of the Economic Crisis on Market Efficiency
by Peter J. Bush & John E. Stephens - 247-265 Monetary Developments and Expansionary Fiscal Consolidations: Evidence from the EMU
by António Afonso & Luís Martins - 266-278 Convergence in Corporate Statutory Tax Rates in the Asian and Pacific Economies
by Yang Chen & Juan Carlos Cuestas & Paulo José Regis - 279-293 Asymmetric Monetary Policy Rules for an Open Economy: Evidence from Canada and the Uk
by Mustafa Caglayan & Zainab Jehan & Kostas Mouratidis - 294-310 Panel Data Models and the Uncovered Interest Parity Condition: The Role of Two‐Way Unobserved Components
by Nils Herger
April 2016, Volume 21, Issue 2
- 107-130 Current Account Reversals in Industrial Countries: does the Exchange Rate Regime Matter?
by Cosimo Pancaro & Christian Saborowski - 131-142 The Relative Predictability of Stock Markets in the Americas
by Graham Smith & Aneta Dyakova - 143-153 Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach
by Guglielmo Maria Caporale & Luis A. Gil‐Alana & James C. Orlando - 154-166 The Pass‐through of Exchange Rate in the Context of the European Sovereign Debt Crisis
by Nidhaleddine Ben Cheikh & Christophe Rault - 167-191 Can High‐frequency Trading Strategies Constantly Beat the Market?
by Viktor Manahov - 192-208 Welfare and Stochastic Dominance for the Measurement of Banks' Domestic Systemic Importance: Analytical Framework and Application
by Gaston Andrés Giordana
January 2016, Volume 21, Issue 1
- 3-35 Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints
by Fernando Borraz & Alberto Cavallo & Roberto Rigobon & Leandro Zipitria - 36-57 Ending Over‐lending: Assessing Systemic Risk with Debt to Cash Flow
by Bruce A. Ramsay & Peter Sarlin - 58-74 House Prices and Current Account Imbalances in OECD Countries
by Philip Arestis & Ana Rosa Gonzalez‐Martinez - 75-89 Decomposing the Bid–ask Spread in Multi‐Dealer Markets
by Michael Bleaney & Zhiyong Li - 90-104 Channels of Risk Sharing at Micro Level: Savings, Investments and Risk Aversion Heterogeneity
by Faruk Balli & Filippo Maria Pericoli & Eleonora Pierucci
October 2015, Volume 20, Issue 4
- 291-309 CDS Spreads and Contagion Amongst Systemically Important Financial Institutions – A Spatial Econometric Approach
by Armin Eder & Sebastian Keiler - 310-327 How Does Fiscal Policy Affect Investment? Evidence from a Large Panel
by António Afonso & João Tovar Jalles - 328-340 Determinants of Lower Saving Rates in the USA: Prospects and Implications
by Magda Kandil - 341-361 Further Higher Moments in Portfolio Selection and A Priori Detection of Bankruptcy, Under Multi‐layer Perceptron Neural Networks, Hybrid Neuro‐genetic MLPs, and the Voted Perceptron
by Nikolaos Loukeris & Iordanis Eleftheriadis - 362-373 Time‐varying Predictability for Stock Returns, Dividend Growth and Consumption Growth
by David G. McMillan - 374-384 International Risk Sharing in the Short and in the long run under Country Heterogeneity
by Peter Fuleky & Luigi Ventura & Qianxue Zhao
July 2015, Volume 20, Issue 3
- 191-205 Monetary Policy and International Reserves: Empirical Evidence from East Asian Countries
by Prakash K. Shrestha & Willi Semmler - 206-219 Disentangling Crashes from Tail Events
by Sofiane Aboura