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Elsevier Journal of International Financial Markets, Institutions and Money Contact information of
Elsevier: http://www.elsevier.com/locate/intfin
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(Heidi Boesdal) Series handle: repec:eee:intfin
More pages of listings: 0 |1 2009, Volume 19, Issue 4
565-587 Dynamic correlations and volatility effects in the Balkan equity markets by Syriopoulos, Theodore & Roumpis, Efthimios [Downloadable! (restricted)]
588-596 Two currencies, one model? Evidence from the Wall Street Journal forecast poll by Frenkel, Michael & Rülke, Jan-Christoph & Stadtmann, Georg [Downloadable! (restricted)]
597-615 Asymmetric volatility in the foreign exchange markets by Wang, Jianxin & Yang, Minxian [Downloadable! (restricted)]
616-632 Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets by Baba, Naohiko & Inada, Masakazu [Downloadable! (restricted)]
633-644 Expansion and consolidation of bancassurance in the 21st century by Chen, Zhian & Li, Donghui & Liao, Li & Moshirian, Fariborz & Szablocs, Csaba [Downloadable! (restricted)]
645-661 International stock markets interactions and conditional correlations by Savva, Christos S. [Downloadable! (restricted)]
662-674 Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off by Granville, Brigitte & Mallick, Sushanta [Downloadable! (restricted)]
675-691 An event study analysis of international ventures between banks and insurance firms by Staikouras, Sotiris K. [Downloadable! (restricted)]
692-711 The confusing time-series behaviour of real exchange rates: Are asymmetries important? by McMillan, David G. [Downloadable! (restricted)]
712-727 Speculative trading and stock returns: A stochastic dominance analysis of the Chinese A-share market by Fong, Wai Mun [Downloadable! (restricted)]
2009, Volume 19, Issue 3 415-431 The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets by Kim, Suk-Joong & Nguyen, Do Quoc Tho [Downloadable! (restricted)]
432-446 Foreign-exchange intervention strategies and market expectations: insights from Japan by Gnabo, Jean-Yves & Teiletche, Jérôme [Downloadable! (restricted)]
447-460 Do real interest rates converge? Evidence from the European union by Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros [Downloadable! (restricted)]
461-476 Stock market liberalization and international risk sharing by Iwata, Shigeru & Wu, Shu [Downloadable! (restricted)]
477-489 Exchange rate regimes and prices: The cases of Italy, Spain and the United Kingdom (1874-1998) by Gadea, María Dolores & Kaabia, Monia Ben & Sabaté, Marcela [Downloadable! (restricted)]
490-505 Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility by Hillebrand, Eric & Schnabl, Gunther & Ulu, Yasemin [Downloadable! (restricted)]
506-519 Financial market stability--A test by Baur, Dirk G. & Schulze, Niels [Downloadable! (restricted)]
520-533 Explaining the equity premium in Hong Kong with C-CAPM: The use of emigration growth as an instrument by Tam, Henry & Lai, Liona [Downloadable! (restricted)]
534-549 The UK equity market around the ex-split date by Kalotychou, Elena & Staikouras, Sotiris K. & Zagonov, Maxim [Downloadable! (restricted)]
550-564 Liquidity minimization and cross-listing choice: Evidence based on Canadian shares cross-listed on U.S. venues by Kryzanowski, Lawrence & Lazrak, Skander [Downloadable! (restricted)]
2009, Volume 19, Issue 2 207-221 Further on nonlinearity, persistence, and integration properties of real exchange rates by Kiliç, Rehim [Downloadable! (restricted)]
222-239 Emerging markets' spreads and global financial conditions by Ciarlone, Alessio & Piselli, Paolo & Trebeschi, Giorgio [Downloadable! (restricted)]
240-257 Banking regulation and the output cost of banking crises by Angkinand, Apanard P. [Downloadable! (restricted)]
258-273 Forward interest rate premium and asymmetric adjustment: Evidence from 16 countries by McMillan, David G. [Downloadable! (restricted)]
274-288 European bank equity risk: 1995-2006 by Haq, Mamiza & Heaney, Richard [Downloadable! (restricted)]
289-305 Changes in the international comovement of stock returns and asymmetric macroeconomic shocks by Kizys, Renatas & Pierdzioch, Christian [Downloadable! (restricted)]
306-320 Foreign exchange exposure: Evidence from the U.S. insurance industry by Li, Donghui & Moshirian, Fariborz & Wee, Timothy & Wu, Eliza [Downloadable! (restricted)]
321-335 Identification of a loan supply function: A cross-country test for the existence of a bank lending channel by Brissimis, Sophocles N. & Delis, Manthos D. [Downloadable! (restricted)]
336-350 RIP and the shift toward a monetary union: Looking for a "euro effect" by a structural break analysis with panel data by Maveyraud-Tricoire, Samuel & Rous, Philippe [Downloadable! (restricted)]
351-370 Banking industry volatility and banking crises by Moshirian, Fariborz & Wu, Qiongbing [Downloadable! (restricted)]
371-386 External commitment mechanisms, institutions, and FDI in GCC countries by Mina, Wasseem [Downloadable! (restricted)]
387-401 The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market by McGroarty, Frank & ap Gwilym, Owain & Thomas, Stephen [Downloadable! (restricted)]
402-413 Sectoral analysis of foreign direct investment and growth in the developed countries by Vu, Tam Bang & Noy, Ilan [Downloadable! (restricted)]
2009, Volume 19, Issue 1 1-15 Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector by Drake, Leigh & Hall, Maximilian J.B. & Simper, Richard [Downloadable! (restricted)]
16-32 Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures by Au Yong, Hue Hwa & Faff, Robert & Chalmers, Keryn [Downloadable! (restricted)]
33-46 Sudden changes in volatility: The case of five central European stock markets by Wang, Ping & Moore, Tomoe [Downloadable! (restricted)]
47-62 Policy coordination and risk premium in foreign exchange markets for major EU currencies by Phengpis, Chanwit & Nguyen, Vanthuan [Downloadable! (restricted)]
63-76 Corporate control rights and the long-run equity risk premium by Salomons, Roelof & Sterken, Elmer [Downloadable! (restricted)]
77-93 Price discovery in Taiwan's foreign exchange market by Wan, Jer-Yuh & Kao, Chung-Wei [Downloadable! (restricted)]
94-111 Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan by Gnabo, Jean-Yves & Laurent, Sébastien & Lecourt, Christelle [Downloadable! (restricted)]
112-127 Central bank FOREX interventions assessed using realized moments by Beine, Michel & Laurent, Sébastien & Palm, Franz C. [Downloadable! (restricted)]
128-139 Financial structure change and banking income: A Canada-U.S. comparison by Calmès, Christian & Liu, Ying [Downloadable! (restricted)]
140-156 On the robustness of international portfolio diversification benefits to regime-switching volatility by Flavin, Thomas J. & Panopoulou, Ekaterini [Downloadable! (restricted)]
157-170 Rate of return parity and currency crises in experimental asset markets by Childs, Jason [Downloadable! (restricted)]
171-187 Stock prices and demand for money in China: New evidence by Baharumshah, Ahmad Zubaidi & Mohd, Siti Hamizah & Yol, Marial Awou [Downloadable! (restricted)]
188-205 Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? by Neely, Christopher J. [Downloadable! (restricted)]
2008, Volume 18, Issue 5 399-412 Interest rate futures and forwards: Evidence from the sterling futures and FRA markets by Poskitt, Russell [Downloadable! (restricted)]
413-424 Long-run PPP in a system context: No favorable evidence after all for the U.S., Germany, and Japan by Cushman, David O. [Downloadable! (restricted)]
425-437 Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market by Qiao, Zhuo & Chiang, Thomas C. & Wong, Wing-Keung [Downloadable! (restricted)]
438-448 Further evidence on the rationality of interest rate expectations by Jongen, Ron & Verschoor, Willem F.C. [Downloadable! (restricted)]
449-465 Volatility forecasting: Intra-day versus inter-day models by Angelidis, Timotheos & Degiannakis, Stavros [Downloadable! (restricted)]
466-482 Who benefits more from international diversification? by Chiou, Wan-Jiun Paul [Downloadable! (restricted)]
483-497 Cost efficiency of the banking industry in the South Eastern European region by Staikouras, Christos & Mamatzakis, Emmanuel & Koutsomanoli-Filippaki, Anastasia [Downloadable! (restricted)]
498-512 A common factor analysis for the US and the German stock markets during overlapping trading hours by Flad, Michael & Jung, Robert C. [Downloadable! (restricted)]
513-526 Banks' procyclical behavior: Does provisioning matter? by Bouvatier, Vincent & Lepetit, Laetitia [Downloadable! (restricted)]
527-544 Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets by Lim, Kian-Ping & Brooks, Robert D. & Hinich, Melvin J. [Downloadable! (restricted)]
545-556 Market timing: A global endeavor by Rodriguez, Javier [Downloadable! (restricted)]
557-565 Bank runs, foreign exchange reserves and credibility: When size does not matter by Miller, Victoria [Downloadable! (restricted)]
2008, Volume 18, Issue 4 305-312 Long memory in the volatility of an emerging equity market: The case of Turkey by DiSario, Robert & Saraoglu, Hakan & McCarthy, Joseph & Li, Hsi [Downloadable! (restricted)]
313-325 Market structure and dealers' quoting behavior in the foreign exchange market by Ding, Liang [Downloadable! (restricted)]
326-343 Robust outlier detection for Asia-Pacific stock index returns by Ané, Thierry & Ureche-Rangau, Loredana & Gambet, Jean-Benoît & Bouverot, Julien [Downloadable! (restricted)]
344-357 Foreign exchange intervention and equilibrium real exchange rates by Sideris, Dimitrios A. [Downloadable! (restricted)]
358-373 Testing the forward rate unbiasedness hypothesis during the 1920s by Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P. [Downloadable! (restricted)]
374-387 Chinese institutional investors' sentiment by Kling, Gerhard & Gao, Lei [Downloadable! (restricted)]
388-397 The stability-concentration relationship in the Brazilian banking system by Chang, E.J. & Guerra, S.M. & Lima, E.J.A. & Tabak, B.M. [Downloadable! (restricted)]
2008, Volume 18, Issue 3 207-215 Explaining the European exchange rates deviations: Long memory or non-linear adjustment? by Dufrénot, Gilles & Lardic, Sandrine & Mathieu, Laurent & Mignon, Valérie & Péguin-Feissolle, Anne [Downloadable! (restricted)]
216-235 Does trading volume really explain stock returns volatility? by Ané, Thierry & Ureche-Rangau, Loredana [Downloadable! (restricted)]
236-244 The long swings in the spot exchange rates and the complex unit roots hypothesis by Al-Zoubi, Haitham A. [Downloadable! (restricted)]
245-258 Market segmentation and equity valuation: Comparing Canada and the United States by King, Michael R. & Segal, Dan [Downloadable! (restricted)]
259-271 Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan by Chen, Yi-Hsuan & Tu, Anthony H. & Wang, Kehluh [Downloadable! (restricted)]
272-289 Evidence of non-stationary bias in scaling by square root of time: Implications for Value-at-Risk by Saadi, Samir & Rahman, Abdul [Downloadable! (restricted)]
290-303 Too-big-to-fail: Bank failure and banking policy in Jamaica by Daley, J. & Matthews, K. & Whitfield, K. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
121-136 Bank-specific, industry-specific and macroeconomic determinants of bank profitability by Athanasoglou, Panayiotis P. & Brissimis, Sophocles N. & Delis, Matthaios D. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
161-175 Convergence in the activities of European banks by Dahl, Drew & Shrieves, Ronald E. & Spivey, Michael F. [Downloadable! (restricted)]
176-190 Investor demand for IPOs and aftermarket performance: Evidence from the Hong Kong stock market by Agarwal, Sumit & Liu, Chunlin & Rhee, S. Ghon [Downloadable! (restricted)]
191-206 Understanding international portfolio diversification and turnover rates by Amadi, Amir A. & Bergin, Paul R. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
16-30 Contrarian and momentum returns on Iran's Tehran Stock Exchange by Foster, Kevin R. & Kharazi, Ali [Downloadable! (restricted)]
31-45 Comovements in international stock markets by Morana, Claudio & Beltratti, Andrea [Downloadable! (restricted)]
46-63 Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression by Marcucci, Juri & Quagliariello, Mario [Downloadable! (restricted)]
64-78 Sovereign default risk, the IMF and creditor moral hazard by Noy, Ilan [Downloadable! (restricted)]
79-93 Swap curve dynamics across markets: Case of US dollar versus HK dollar by Huang, Ying & Neftci, Salih N. & Guo, Feng [Downloadable! (restricted)]
94-105 Efficiency in emerging markets--Evidence from the MENA region by Lagoarde-Segot, Thomas & Lucey, Brian M. [Downloadable! (restricted)]
2007, Volume 17, Issue 5 403-419 Global monetary policy shocks in the G5: A SVAR approach by Sousa, Joao Miguel & Zaghini, Andrea [Downloadable! (restricted)]
420-436 Characteristics and behavior of newly listed firms: Evidence from the Asia-Pacific region by Ferris, Stephen P. & Jayaraman, Narayanan & Sabherwal, Sanjiv [Downloadable! (restricted)]
437-451 Exchange rate fluctuations, financing constraints, hedging, and exports: Evidence from firm level data by Dekle, Robert & Ryoo, Heajin H. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
2007, Volume 17, Issue 4 307-325 Macroeconomic news and exchange rates by Pearce, Douglas K. & Solakoglu, M. Nihat [Downloadable! (restricted)]
326-340 Is there market discipline for New Zealand non-bank financial institutions? by Hess, Kurt & Feng, Gary [Downloadable! (restricted)]
341-360 Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan by Kim, Suk-Joong [Downloadable! (restricted)]
361-371 ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation? by Grossmann, Axel & Ozuna, Teofilo & Simpson, Marc W. [Downloadable! (restricted)]
372-386 Uncertainty and international debt maturity by Valev, Neven T. [Downloadable! (restricted)]
387-402 Explaining when developing countries liberalize their financial equity markets by Kim, Bonghoon & Kenny, Lawrence W. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
231-245 Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries by Hammoudeh, Shawkat & Choi, Kyongwook [Downloadable! (restricted)]
246-260 Are foreign issuers complying with Regulation Fair Disclosure? by Mathew, Prem G. & Michayluk, David & Kofman, Paul [Downloadable! (restricted)]
261-276 Fiscal policy events and interest rate swap spreads: Evidence from the EU by Afonso, Antonio & Strauch, Rolf [Downloadable! (restricted)]
277-290 Are the China-related stock markets segmented with both world and regional stock markets? by Wang, Yuenan & Iorio, Amalia Di [Downloadable! (restricted)]
291-306 Why do central banks intervene secretly?: Preliminary evidence from the BoJ by Beine, Michel & Bernal, Oscar [Downloadable! (restricted)]
2007, Volume 17, Issue 2 125-139 A re-examination of international inflation convergence over the modern float by Crowder, William J. & Phengpis, Chanwit [Downloadable! (restricted)]
140-151 Relations between mutual fund flows and stock market returns in Korea by Oh, Natalie Y. & Parwada, Jerry T. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
167-179 On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis by Kim, Sangbae & In, Francis [Downloadable! (restricted)]
180-197 Currency futures-spot basis and risk premium by Inci, Ahmet Can & Lu, Biao [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
2007, Volume 17, Issue 1 2006, Volume 16, Issue 5 397-410 Home bias among European investors from a Bayesian perspective by Asgharian, Hossein & Hansson, Bjorn [Downloadable! (restricted)]
411-424 Dynamic volatility and external security related shocks: The case of the Athens Stock Exchange by Athanassiou, Emmanuel & Kollias, Christos & Syriopoulos, Theodore [Downloadable! (restricted)]
425-445 Consolidation, scale economies and technological change in Japanese banking by Tadesse, Solomon [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
468-479 An empirical study to identify shift contagion during the Asian crisis by Marais, E. & Bates, S. [Downloadable! (restricted)]
2006, Volume 16, Issue 4 301-317 Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis by Gebka, Bartosz & Serwa, Dobromil [Downloadable! (restricted)]
318-344 Clustering and psychological barriers in exchange rates by Mitchell, Jason & Izan, H.Y. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
355-369 Multivariate market association and its extremes by Baur, Dirk [Downloadable! (restricted)]
370-383 Do institutional investors destabilize stock prices? evidence from an emerging market by Bohl, Martin T. & Brzeszczynski, Janusz [Downloadable! (restricted)]
384-396 Are international real interest rate linkages characterized by asymmetric adjustments? by Holmes, Mark J. & Maghrebi, Nabil [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
215-230 Bidder behavior in central bank repo auctions: Evidence from the Bundesbank by Linzert, Tobias & Nautz, Dieter & Breitung, Jorg [Downloadable! (restricted)]
231-245 Relative performance of bid-ask spread estimators: Futures market evidence by Anand, Amber & Karagozoglu, Ahmet K. [Downloadable! (restricted)]
246-269 The impacts of index rebalancing and their implications: Some new evidence from Japan by Liu, Shinhua [Downloadable! (restricted)]
270-282 Market timing wealth effects of American Depository Receipts: The cases of emerging and developed market issues by Schaub, Mark & Highfield, Michael J. [Downloadable! (restricted)]
283-299 Risk and return implications from investing in emerging European stock markets by Syriopoulos, Theodore [Downloadable! (restricted)]
2006, Volume 16, Issue 2 87-103 Implied volatility linkages among major European currencies by Nikkinen, Jussi & Sahlstrom, Petri & Vahamaa, Sami [Downloadable! (restricted)]
104-122 Performance comparison between exchange-traded funds and closed-end country funds by Harper, Joel T. & Madura, Jeff & Schnusenberg, Oliver [Downloadable! (restricted)]
123-142 Does herding behavior exist in Chinese stock markets? by Demirer, RIza & Kutan, Ali M. [Downloadable! (restricted)]
143-154 Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan by Sideris, Dimitrios [Downloadable! (restricted)]
155-179 The equity premium and market integration: Evidence from international data by Shackman, Joshua D. [Downloadable! (restricted)]
180-197 Empirical analysis of GARCH models in value at risk estimation by So, Mike K.P. & Yu, Philip L.H. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
4-22 The performance and diversification benefits of funds of hedge funds by Denvir, Emily & Hutson, Elaine [Downloadable! (restricted)]
23-40 Volatility spillovers and dynamic correlation in European bond markets by Skintzi, Vasiliki D. & Refenes, Apostolos N. [Downloadable! (restricted)]
41-56 Dynamics of bond market integration between established and accession European Union countries by Kim, Suk-Joong & Lucey, Brian M. & Wu, Eliza [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
71-86 Volatility transmission between stock and bond markets by Steeley, James M. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
407-424 Intradaily volatility and adjustment by Theobald, Michael & Yallup, Peter [Downloadable! (restricted)]
425-436 Cournot model of brokered FX trading by Ulibarri, Carlos A. & Anselmo, Peter C. & Trabatti, Mauro X. [Downloadable! (restricted)]
437-453 Corporate bankruptcies and official bail-outs: A cost-benefit analysis by Kenc, Turalay & Ozkan, Aydin & Ozkan, F. Gulcin [Downloadable! (restricted)]
455-468 An empirical examination of the benefits of international diversification by Fletcher, Jonathan & Marshall, Andrew [Downloadable! (restricted)]
469-480 Arbitrage opportunities in the depositary receipts market: Myth or reality? by Suarez, E. Dante [Downloadable! (restricted)]
2005, Volume 15, Issue 4 2005, Volume 15, Issue 3 189-207 Currency risk in excess equity returns: a multi time-varying beta approach by Lim, G.C. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
229-254 An error correction factor model of term structure slopes in international swap markets by Abad, Pilar & Novales, Alfonso [Downloadable! (restricted)]
255-270 Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore by Baharumshah, Ahmad Zubaidi & Masih, A. Mansur M. [Downloadable! (restricted)]
271-284 Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects by Arago, Vicent & Nieto, Luisa [Downloadable! (restricted)]
2005, Volume 15, Issue 2 91-106 Stock market linkages in emerging markets: implications for international portfolio diversification by Phylaktis, Kate & Ravazzolo, Fabiola [Downloadable! (restricted)]
107-124 Cross-market linkages between U.S. and Japanese precious metals futures trading by Xu, Xiaoqing Eleanor & Fung, Hung-Gay [Downloadable! (restricted)]
125-140 A note on common methods used to estimate foreign exchange exposure by Martin, Anna D. & Mauer, Laurence J. [Downloadable! (restricted)]
141-157 Bank provisioning behaviour and procyclicality by Bikker, J.A. & Metzemakers, P.A.J. [Downloadable! (restricted)]
159-171 Endogenous liquidity in emerging markets by Redding, Lee [Downloadable! (restricted)]
173-188 Financial markets and economic growth in Greece, 1986-1999 by Hondroyiannis, George & Lolos, Sarantis & Papapetrou, Evangelia [Downloadable! (restricted)]
2005, Volume 15, Issue 1 1-20 Valuation of financial versus non-financial firms: a global perspective by Foerster, Stephen R. & Sapp, Stephen G. [Downloadable! (restricted)]
21-38 Real or monetary? The US/UK real exchange rate, 1921-2002 by Kanas, Angelos [Downloadable! (restricted)]
39-54 International bond market linkages: a structural VAR analysis by Yang, Jian [Downloadable! (restricted)]
55-72 Cost efficiency in the Latin American and Caribbean banking systems by Carvallo, Oscar & Kasman, Adnan [Downloadable! (restricted)]
73-87 Are emerging equity markets responsive to cross-country macroeconomic movements?: Evidence from Latin America by Verma, Rahul & Ozuna, Teofilo [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
419-438 The market's view on the probability of banking sector failure: cross-country comparisons by Bystrom, Hans N. E. [Downloadable! (restricted)]
439-454 External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR by Tillmann, Peter [Downloadable! (restricted)]
455-471 Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market by Hess, Martin K. [Downloadable! (restricted)]
473-490 Alternative settlement methods and Australian individual share futures contracts by Lien, Donald & Yang, Li [Downloadable! (restricted)]
491-505 Daily volatility behavior in Chinese futures markets by Chan, Kam C. & Fung, Hung-Gay & Leung, Wai K. [Downloadable! (restricted)]
2004, Volume 14, Issue 4 295-311 Bolsa or NYSE: price discovery for Mexican shares by von Furstenberg, George M. & Tabora, Carlos B. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
329-349 League table: a study of the competition to underwrite floating rate debt by Ang, James S. & Zhang, Shaojun [Downloadable! (restricted)]
351-365 International financial services: determinants of banks' foreign assets held by non-banks by Moshirian, Fariborz & Sadeh, Ilan & Zein, Jason [Downloadable! (restricted)]
367-383 Return and risk interactions in Chinese stock markets by Wang, Ping & Liu, Aying & Wang, Peijie [Downloadable! (restricted)]
385-400 Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market by Poshakwale, Sunil & Theobald, Michael [Downloadable! (restricted)]
2004, Volume 14, Issue 3 203-219 Banking competition and macroeconomic conditions: a disaggregate analysis by Coccorese, Paolo [Downloadable! (restricted)]
221-233 The future of cash: falling legal use and implications for government policy by Humphrey, David & Kaloudis, Aris & Owre, Grete [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
255-266 Who owns the major US subsidiaries of foreign banks?: A note by Tschoegl, Adrian E. [Downloadable! (restricted)]
267-280 Do you really want to ask an underwriter how much money you should leave on the table? by Dimovski, William & Brooks, Robert [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
2004, Volume 14, Issue 2 105-115 A note on the time-series relationship between market industry concentration and market volatility by Xing, Xuejing [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
135-164 Monetary policy implications of comovements among long-term interest rates by Laopodis, Nikiforos T. [Downloadable! (restricted)]
165-183 Growth, financial development, societal norms and legal institutions by Garretsen, Harry & Lensink, Robert & Sterken, Elmer [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
2004, Volume 14, Issue 1 1-24 FOREX risk premia and policy uncertainty: a recursive utility analysis by Evans, Lynne & Kenc, Turalay [Downloadable! (restricted)]
25-36 The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg [Downloadable! (restricted)]
37-54 Leverage, insider ownership, and the underpricing of IPOs in China by Su, Dongwei [Downloadable! (restricted)]
55-73 International equity flows and developing markets: the asian financial market crisis revisited by Lin, Anchor Y. & Swanson, Peggy E. [Downloadable! (restricted)]
75-86 Selectively hedging the US dollar with foreign exchange futures contracts by Simpson, Marc W. [Downloadable! (restricted)]
87-98 In search of overshooting and bandwagons in exchange rates by Pippenger, John [Downloadable! (restricted)]
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This page was last updated on 2009-11-7.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .