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Content
August 2005, Volume 16, Issue 1
- 1-15 Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components
by Chelley-Steeley, Patricia
- 16-25 Relative importance of industry and country factors in security returns
by Tessitore, Anthony & Usmen, Nilufer
- 26-47 Country and size effects in financial ratios: A European perspective
by Serrano Cinca, C. & Mar Molinero, C. & Gallizo Larraz, J.L.
- 48-68 Contagion and impulse response of international stock markets around the 9-11 terrorist attacks
by Mun, Kyung-Chun
- 69-85 A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era
by Baharumshah, Ahmad Zubaidi & Haw, Chan Tze & Fountas, Stilianos
- 86-98 Covered arbitrage with currency options: A theoretical analysis
by Ghosh, Dilip K. & Ghosh, Dipasri
- 99-111 Biases in FX-forecasts: Evidence from panel data
by Audretsch, David B. & Stadtmann, Georg
February 2005, Volume 15, Issue 3
- 219-237 Long-run dynamics of official and black-market exchange rates in Latin America
by Diamandis, Panayiotis F. & Drakos, Anastassios A.
- 239-249 The relationship between bid-ask spreads and holding periods: The case of Chinese A and B shares
by Chung, Shifei & Wei, Peihwang
- 251-280 An analysis of the determinants of sovereign ratings
by Bissoondoyal-Bheenick, Emawtee
- 281-302 Technical trading, monetary policy, and exchange rate regimes
by Bauer, Christian & Herz, Bernhard
- 303-320 New European Union members on their way to adopting the Euro: An analysis of macroeconomic disturbances
by Frenkel, Michael & Nickel, Christiane
- 321-335 Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach
by Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas
- 337-367 Prophets during boom and gloom downunder
by Azzi, Sarah & Bird, Ron
- 369-387 Capital structure in new technology-based firms: Evidence from the Irish software sector
by Hogan, Teresa & Hutson, Elaine
August 2004, Volume 15, Issue 2
- 103-123 Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange
by Laopodis, Nikiforos T.
- 125-137 International transmission of stock exchange volatility: Empirical evidence from the Asian crisis
by Fernandez-Izquierdo, Angeles & Lafuente, Juan Angel
- 139-146 Acquiring foreign equity assets without currency risk
by Wang, Ming-Chieh & Shyu, David
- 147-170 Further evidence on the announcement effect of bonus shares in an imputation tax setting
by Balachandran, Balasingham & Faff, Robert & Tanner, Sally
- 171-196 The value of the S&P 500--A macro view of the stock market adjustment process
by Chiarella, Carl & Gao, Shenhuai
- 197-217 Increasing input information and realistically measuring potential diversification gains from international portfolio investments
by Phengpis, Chanwit & Swanson, Peggy E.
2004, Volume 15, Issue 1
- 1-15 International transmission of uncertainty implicit in stock index option prices
by Nikkinen, Jussi & Sahlstrom, Petri
- 17-27 Scale economies in hedging foreign exchange cash flow exposures
by Martin, Anna D. & Mauer, Laurence J.
- 29-56 Filtering the BEER: A permanent and transitory decomposition
by Clark, Peter B. & MacDonald, Ronald
- 57-70 Financial markets and the financing choice of firms: Evidence from developing countries
by Agarwal, Sumit & Mohtadi, Hamid
- 71-79 Determining negotiating ranges for EDI-induced transaction and float cost reductions
by Borden, Karl
- 81-102 Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002
by Dungey, Mardi & Fry, Renee & Martin, Vance L.
December 2003, Volume 14, Issue 3
- 243-270 The impact of speculative trading on stock return volatility: the evidence from Taiwan
by Hsin, Chin-Wen & Guo, Wen-Chung & Tseng, Seng-Su & Luo, Wen-Chih
- 271-286 Determinants of emerging-market bond spreads: Cross-country evidence
by Min, Hong-Ghi & Lee, Duk-Hee & Nam, Changi & Park, Myeong-Cheol & Nam, Sang-Ho
- 303-318 U.S. multinationals and the home bias puzzle: an empirical analysis
by Salehizadeh, Mehdi
- 319-332 Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange
by Tse, Yiuman & Wu, Chunchi & Young, Allan
July 2003, Volume 14, Issue 2
- 121-133 Early unwinding of options-futures arbitrage with bid/ask quotations and transaction prices
by Fung, Joseph K. W. & Mok, Henry M. K.
- 135-157 Rational speculators and equity volatility as a measure of ex ante risk
by Kia, Amir
- 159-179 Wealth creation and managerial pay: MVA and EVA as determinants of executive compensation
by Fatemi, Ali & Desai, Anand S. & Katz, Jeffrey P.
- 181-195 The performance of new equity offerings in Hungary and Poland
by Lyn, Esmeralda O. & Zychowicz, Edward J.
- 217-242 The persistence of international diversification benefits before and during the Asian crisis
by Meyer, Thomas O. & Rose, Lawrence C.
May 2003, Volume 14, Issue 1
- 1-18 Financial versus operative hedging of currency risk
by Hommel, Ulrich
- 19-47 Analytical implementation of the Ho and Lee model for the short interest rate
by Grant, Dwight & Vora, Gautam
- 49-64 The stock return effect of political risk event on foreign joint ventures: evidence from the Tiananmen Square Incident
by Ma, Yulong & Sun, Huey-Lian & Tang, Alex P.
- 65-82 State equity ownership and firm market performance: evidence from China's newly privatized firms
by Wei, Zuobao & Varela, Oscar
- 83-93 The forward rate unbiasedness hypothesis reexamined: evidence from a new test
by Delcoure, Natalya & Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya
- 95-120 Exchange rate sensitivity of Australian international equity funds
by Benson, Karen L. & Faff, Robert W.
2002, Volume 13, Issue 2
- 109-120 Export finance skills for the U.S. and Japanese markets: An Australian agribusiness perspective
by Ross, Donald G. & Wheldon, Brett J.
- 121-146 An analysis of currency crisis in South Korea
by Puri, Tribhuvan N. & Kuan, Chikuang & Maskooki, Kooros
- 147-161 The impact of financial crises on international diversification
by Schwebach, Robert G. & Olienyk, John P. & Zumwalt, J. Kenton
- 163-179 The relationship between size, book-to-market equity ratio, earnings-price ratio, and return for the Hong Kong stock market
by Lam, Keith S. K.
- 181-194 Corporate multinationalism, organizational learning, and market reaction to international joint ventures: Evidence from Taiwan
by Chang, Shao-Chi & Huang, Ping-Chang
- 195-215 Forecasting exchange rates: Do banks know better?
by Eun, Cheol S. & Sabherwal, Sanjiv
- 217-235 International linkage of interest rates: Evidence from the emerging economies of Asia
by Anoruo, Emmanuel & Ramchander, Sanjay & Thiewes, Harold F.
- 237-252 Pricing of American Depositary Receipts under Market Segmentation
by Fang, Hsing & Loo, Jean C. H.
- 253-270 The sensitivity of Japanese bank stock returns to economic factors: An examination of asset/liability differences and main bank status
by Saporoschenko, Andrew
2002, Volume 13, Issue 1
- 1-15 Trafficking in foreign tax credits: A case study of Compaq Computer Corporation
by Tucker, Alan L.
- 17-28 A novel approach to the valuation of American options
by Allegretto, Walter & Lin, Yanping & Yang, Hongtao
- 29-38 Corporate risk management: Costs and benefits
by Fatemi, Ali & Luft, Carl
- 39-62 The scale and patterns of abnormal returns to equity investment in UK electricity distribution
by Buckland, Roger & Fraser, Patricia
- 63-91 Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period
by Masih, A. Mansur M. & Masih, Rumi
2001, Volume 12, Issue 1
- 1-33 Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches
by Dekker, Arie & Sen, Kunal & Young, Martin R.
- 35-53 Chaotic behavior in national stock market indices: New evidence from the close returns test
by McKenzie, Michael D.
- 55-77 An empirical investigation of trading volume and return volatility of the Taiwan Stock Market
by Huang, Bwo-Nung & Yang, Chin-Wei
- 79-93 Time variation paths of international transmission of stock volatility -- US vs. Hong Kong and South Korea
by He, Ling T.
- 95-107 Price and volatility spillovers between interest rate and exchange value of the US dollar
by So, Raymond W.
- 109-119 US exports and time-varying volatility of real exchange rate
by Sukar, Abdul-Hamid & Hassan, Seid
- 121-137 International transmission of inflation under alternative exchange rate regimes: Empirical evidence and its implications
by Jeong, Jin-Gil & Lee, Youngho
- 139-151 An examination of nonlinear dependence in exchange rates, using recent methods from chaos theory
by Gilmore, Claire G.
2000, Volume 11, Issue 1-2
- 1-16 Pacific Basin stock markets and international capital asset pricing
by Jan, Yin-Ching & Chou, Peter Shyan-Rong & Hung, Mao-Wei
- 17-30 Integration of LIBOR and Treasury bill yields over different monetary regimes
by Clinebell, John M. & Kahl, Douglas R. & Stevens, Jerry L.
- 31-52 The determination and international transmission of stock market volatility
by Kearney, Colm
- 53-72 The Contrarian/Overreaction Hypothesis: An analysis of the US and Canadian stock markets
by Mun, Johnathan C. & Vasconcellos, Geraldo M. & Kish, Richard
- 73-86 Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method
by Kilic, Osman & Hassan, M. Kabir & Tufte, David
- 87-108 Long-run purchasing power parity, prices and exchange rates in transition: The case of six Central and East European countries
by Christev, Atanas & Noorbakhsh, Abbas
- 109-127 Currency futures, news releases, and uncertainty resolution
by Christie-David, Rohan & Chaudhry, Mukesh
- 129-149 The interaction and volatility asymmetry of unexpected returns in the greater China stock markets
by Yeh, Yin-Hua & Lee, Tsun-Siou
1999, Volume 10, Issue 2
- 123-145 The market-adjusted investment performance of ADR IPOs and SEOs
by Callaghan, Joseph H. & Kleiman, Robert T. & Sahu, Anandi P.
- 147-160 The impact of listing Latin American ADRs on the risks and returns of the underlying shares
by Martell, Terrence F. & Rodriguez, Luis & Webb, Gwendolyn P.
- 161-172 Common stochastic trends and volatility in Asian-Pacific equity markets
by Pan, Ming-Shiun & Liu, Y. Angela & Roth, Herbert J.
- 173-186 The determinants of secondary market prices for developing country loans: the impact of country risk
by Ramcharran, Harri
- 187-200 Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data
by Chiang, Thomas C. & Doong, Shuh-Chyi
- 201-221 Re-examining the small-cap myth: problems in portfolio formation and liquidation
by Griffiths, Mark D. & Turnbull, D. Alasdair S. & White, Robert W.
- 223-230 Overreaction in the Hong Kong stock market
by Fung, Alexander Kwok-Wah
- 231-245 Mean reversion and the forecasting of country betas: a note
by Gangemi, Michael & Brooks, Robert & Faff, Robert
- 247-248 Index
by Unknown
1999, Volume 10, Issue 1
- 1-23 Nonlinear dynamics in foreign exchange rates
by Mahajan, Arvind & Wagner, Andrew J.
- 25-34 Interest parity, fractional differencing, and the strength of attraction: a reexamination of the cost-of-carry futures pricing model
by Jeng, Jau-Lian
- 35-52 An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany
by Murphy, A. & Schlag, C.
- 53-70 Cross-border transmission of stock price volatility: evidence from the overlapping trading hours
by Jeong, Jin-Gil
- 71-81 Cointegration and causality between macroeconomic variables and stock market returns
by Kwon, Chung S. & Shin, Tai S.
- 83-91 The no-arbitrage condition and financial markets with transaction costs and heterogeneous information: The bid-ask spread
by Ardalan, Kavous
- 93-105 Seasonality in returns on the Chinese stock markets: the case of Shanghai and Shenzhen
by Mookerjee, Rajen & Yu, Qiao
- 107-122 Competitiveness and the convergence of international business practice: North American evidence after NAFTA
by Braun, Gary P. & Traichal, Patrick A.
1998, Volume 9, Issue 2
- 149-171 International ownership structure and the firm value
by Eun, Cheol S. & Janakiramanan, S.
- 173-180 The Latin American foreign debt revisited
by Milman, Claudio D.
- 181-204 Cointegration, forecasting and international stock prices
by Crowder, William J. & Wohar, Mark E.
- 205-223 Model selection for causal models: The global procedure with AICC and AICU
by Lee, Shyan-Yuan & Tsai, Chih-Ling
- 225-240 Causal relations among stock returns, inflation: Persistence of international mutual fund performance
by Bers, Martina K.
- 241-251 On the relationship between stock returns and exchange rates: Tests of granger causality
by Ajayi, Richard A. & Friedman, Joseph & Mehdian, Seyed M.
- 253-267 A global perspective of P/E ratio determinants: The case of ADRs
by Nikbakht, Ehsan & Polat, Celaleddin
- 269-277 A note on accounting exposure and the value of multinational corporations
by Martin, Anna D. & Madura, Jeff & Akhigbe, Aigbe
1998, Volume 9, Issue 1
- 1-4 Global financial challenges for the new millenium
by Shahrokhi, Manuchehr
- 5-27 Combining foreign exchange rate forecasts using neural networks
by Lubecke, Thomas H. & Nam, Kyung Doo & Markland, Robert E. & Kwok, Chuck C. Y.
- 29-50 An empirical examination of currency futures options under stochastic interest rates
by Poon, Winnie P. H. & Duett, Edwin H.
- 51-70 Interest rate swaps and economic exposure
by Goswami, Gautam & Shrikhande, Milind M.
- 71-80 Causal relations among stock returns, inflation, real activity, and interest rates: Evidence from Japan
by Najand, Mohammad & Noronha, Gregory
- 81-94 Lender identity and borrower returns: The evidence from foreign bank loans to U.S. corporations
by Byers, Steven S. & Fraser, Donald R. & Shockley, Richard L.
- 95-108 Capital market and political factors affecting Hong Kong: Mergers and acquisitions in the U.S.: 1975-1994
by Mishra, Chandra S. & McConaughy, Daniel L. & Clements, Alice
- 109-125 Corporate governance and the fragility of banking systems in developing countries: An analysis of a credit market in Ghana
by Evans, Jocelyn & Dadzie, Kofi
- 127-147 Another look at corporate ownership in Japan
by Constand, Richard L. & Pace, R. Daniel
1997, Volume 8, Issue 2
- 167-179 Power currency options
by Tucker, Alan & Wei, Jason Z.
- 181-197 The existence of a numeraire currency in foreign exchange: Evidence from transaction spot rates for Japan, Germany, and the United States
by Herbst, Anthony F. & Smith, Charles L. & Traichal, Patrick A.
- 199-210 Foreign exchange market efficiency: Evidence from the Gulf War period
by Biswas, Rita & Shawky, Hany A.
- 211-220 An application of four foreign currency forecasting models to the U.S. dollar and Mexican peso
by Mehran, Jamshid & Shahrokhi, Manuchehr
- 221-238 Black market and official exchange rates, cointegration and purchasing power parity in developing Asian countries
by Sundar, Cuddalore & Varela, Oscar & Naka, Atsuyuki
- 239-256 International convergence of short-term and long-term interest rates: Theory and empirical tests
by Kazemi, Hossein B. & Warotamasikkhadit, Dolly & Nageswaran, V. Anantha
- 257-277 Co-movements of major European community stock markets: A vector autoregression analysis
by Friedman, Joseph & Shachmurove, Yochanan
- 279-293 A performance evaluation of global equity mutual funds: Evidence from 1988-1995
by Shukla, Ravi & Singh, Sandeep
- 295-308 The role of stock dividends in Korea
by Dhatt, Manjeet S. & Kim, Yong H. & Mukherji, Sandip
- 309-321 Political instability and country risk
by Rivoli, Pietra & Brewer, Thomas L.
1997, Volume 8, Issue 1
- 1-14 Factors affecting returns across stock markets
by Madura, Jeff & Tucker, Alan L. & Wiley, Marilyn
- 15-31 A Bayesian approach to foreign exchange forecasting
by Mahdavi, Mahnaz
- 33-54 The international market for corporate control: Evidence from acquisitions of financial firms
by Biswas, Rita & Fraser, Donald R. & Mahajan, Arvind
- 55-70 An examination of the impact of country risk on the international portfolio selection decision
by Rajan, Murli & Friedman, Joseph
- 71-82 Do cross-border acquisitions of U.S. targets differ from U.S. domestic takeover targets?
by Chen, Chao & Su, Robert
- 83-94 Estimation of risk on the Brussels Stock Exchange: Methodological issues and empirical results
by Beer, Francisca Marie
- 95-111 Periodic market closure and order imbalances
by Liu, Yu-Jane
- 113-128 Growth effects of integration among unequal countries
by Frenkel, Michael & Trauth, Thomas
- 129-143 Performance, capital structure and home country: An analysis of Asian corporations
by Krishnan, V. Sivarama & Moyer, R. Charles
- 145-157 Capital structure norms among foreign subsidiaries of U.S. multinational enterprises
by Shao, Lawrence Peter
- 159-166 Cross currency option pricing
by Blenman, Lloyd P. & Ayadi, O. Felix
1996, Volume 7, Issue 2
- 129-151 International real interest rate parity with error correction models
by Byun, Jong-Cook & Chen, Son-Nan
- 153-168 Exchange rate regimes and international market segmentation: Evidence from pricing effects of international listings
by Mahajan, Arvind & Furtado, Eugene P. H.
- 169-189 Foreign exchange exposure and the pricing of exchange rate risk
by Fatemi, Ali M. & Tavakkol, Amir & Dukas, Stephen P.
- 191-208 Stockholder wealth effects of Eurobond financing: A Canadian perspective
by Athanassakos, George & Schnabel, Jacques A.
- 209-222 Foreign direct investment: The factors affecting the location of foreign branch plants in the United States
by Friedman, Joseph & Gerlowski, Daniel A & Silberman, Jonathan
- 223-238 Factors affecting cross-border mergers and acquisitions: The Canada-U.S. experience
by Vasconcellos, Geraldo M. & Kish, Richard J.
- 239-252 Measuring fair capital adequacy holdings for banks: The case of Taiwan
by Yu, Min-Teh
- 253-263 Stock returns and volatility: An empirical investigation of the German and French equity markets
by Mougoue, Mbodja & Whyte, Ann Marie
1996, Volume 7, Issue 1
- 1-12 Synthetic barter: Simulating countertrade solutions with swaps
by Marshall, John F. & Wynne, Kevin J.
- 13-25 The impact of price limits on foreign currency futures' price volatility and market efficiency
by Chen, Chao & Jeng, Jau-Lian
- 27-52 Equity market return volatility: Dynamics and transmission among the G-7 countries
by Leachman, Lori L. & Francis, Bill
- 53-65 Capital market information transfer and integration: The case of securities dualtraded in the U.S. and Canada
by Ip, Yiu Keung & Brooks, LeRoy D.
- 67-87 The convergence of foreign direct investment and restructuring: Evidence from cross-border divestitures
by Blumberg, Aryeh & Owers, James E.
- 89-99 Is the stock dividend ex-day effect due to market microstructure?: Contrary evidence from Korea
by Dhatt, Manjeet S. & Kim, Yong H. & Mukherji, Sandip
- 101-114 An analysis of the stock market's response to the Exxon Valdez disaster
by Herbst, Anthony F. & Marshall, John F. & Wingender, John
- 115-127 Resolving international agency cost in East/West joint ventures
by Picou, Armand & McDaniel, William R. & Rosenberg, Sidney
1995, Volume 6, Issue 2
- 101-110 Macroeconomic derivatives: More viable than first thought!
by Bansal, Vipul K. & Marshall, John F. & Yuyuenyongwatana, Robert P.
- 111-119 Determining appropriate international transfer prices: Economic and administrative rationales for using asset-based profit splits under section 482 of the U.S. tax code
by Klemm, Rebecca J. & Dwyer, Douglas W. & Brewer, Thomas L.
- 121-134 Testing for the relationship between nominal exchange rates and economic fundamentals
by Kholdy, Shady & Sohrabian, Ahmad
- 135-153 International loans and the risk-return behavior of commercial banks: Some evidence from the capital market
by So, Jacky C. & Nyerges, Richard T.
- 155-173 A new approach to the problem of harmonizing international accounting reports
by Bazaz, Mohammed S. & Parameswaran, Ravi & Bordoloi, Bijoy
- 175-193 Shareholder wealth effects of common stock offerings
by Muhtaseb, Majed R. & Philippatos, George C.
1995, Volume 6, Issue 1
- 1-7 Currency futures and the turn-of-month effect
by Liano, Kartono & Kelly, G. Wayne
- 9-24 Foreign exchange options markets inefficiency:The abnormal profits generated by an implied volatility based rule
by Clyde, William C. & Gislason, James
- 25-45 Corporate financial structure under inflation and financial repression: A comparative study of North American and emerging markets firms
by Cebenoyan, A. Sinan & Fischer, Klaus P. & Papaioannou, George J.
- 47-63 Formal strategic planning, informedness and firm performance: An empirical investigation
by McManus, Ginette & Saint-Pierre, Jacques & Domonkos, John
- 65-77 The impact of tax changes on trading of american depository receipts
by Dhillon, Upinder S. & Ramirez, Gabriel G.
- 79-99 Dividend reinvestment plans in australia
by Chan, Keith K. W. & McColough, Damien W. & Skully, Michael T.
1994, Volume 5, Issue 2
- 141-167 Characteristics of Japanese finance: A review and introduction
by Aggarwal, Raj
- 169-180 Determinants of Japanese CEO compensation
by Knight, Rainford M. & Madura, Jeff & Martin, Anna D.
- 181-204 Banks in the board room: The American versus Japanese and German experiences
by Kester, W. Carl
- 205-218 A comparison of the financial characteristics of U.S. and Japanese manufacturing firms
by Meric, Ilhan & Meric, Gulser
- 219-235 Wealth effects from equity sales in Japan: Role of bank monitoring and lender/owner conflict resolution
by Pettway, Richard H. & Kaneko, Takashi
- 237-264 Financial ratios in Japanese and U.S. firms: A comparison of distributional characteristics
by Constand, Richard L.
- 265-276 P/E multiples: Comparative evidence for Japan and the United States
by Glen, Jack & Herring, Richard
- 277-287 Linkages between the U.S. and Japanese stock markets: A bivariate garch-m analysis
by Theodossiou, Panayiotis & Koutmos, Gregory
1994, Volume 5, Issue 1
- 1-15 On selectivity and market timing ability of U.S.-based international mutual funds: Using refined Jensen's measure
by Chen, Son-Nan & Jang, Hoyoon
- 37-54 Investment banker prestige, competition, and underwriter compensation in U.S. seasoned new equity issues
by Bae, Sung C. & Levy, Haim
- 55-63 Futures-forward price differentials in the T-bill markets: An application of the arbitrage pricing theory
by Chang, Carolyn W. & Chang, Jack S. K. & Loo, Jean C. H.
- 65-74 The wealth effects of international acquisitions and the impact of the EEC integration
by Lin, James Wuh & Madura, Jeff & Picou, Armand
- 75-101 The Mexican debt moratorium and its effect upon U.S. bank stock values: Empirical tests on major event windows
by Philippatos, George C. & Viswanathan, K. G.
- 103-119 Atlantic and Pacific stock markets--correlation and volatility transmission
by Rahman, Hamid & Yung, Kenneth
- 121-140 Global market place and causality
by Parhizgari, A. M. & Dandapani, K. & Bhattacharya, A. K.
1993, Volume 4, Issue 2
1993, Volume 4, Issue 1
- 1-19 Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods
by Lau, Sie Ting & McInish, Thomas H.
- 21-37 Pricing cross-currency put warrants: Some empirical evidence
by Chen, K. C. & Laiss, Barry & Stephen Sears, R.
- 39-47 The impacts of U.S. presidential elections on international security-markets
by Dobson, John & Dufrene, Uric B.
- 49-64 The linkages between the equity markets of pacific-basin countries and those of the U.S., U.K., and Japan: A vector autoregression analysis
by Park, Jinwoo & Fatemi, Ali M.
- 65-76 The official and black (parallel) foreign exchange markets: Causal relationships: Empirical evidence
by Noorbakhsh, Abbas & Shahrokhi, Manuchehr
1992, Volume 3, Issue 2
- 97-113 Optimal hedging of stock portfolios against foreign exchange risk: theory and applications
by Bailey, Warren & Ng, Edward & Stulz, Rene M.
- 115-135 An examination of the distribution of intra-daily exchange rate changes
by Kwok, Chuck C. Y. & Folks, William Jr.
- 137-144 Importance of political risk assessment function in U.S. multinational corporations
by Hashmi, M. Anaam & Guvenli, Turgut
- 145-158 Benefits from diversification and currency hedging of international equity investments: different countries' viewpoints
by Soenen, Luc A. & Lindvall, John R.
- 159-170 Valuation effects of international listings
by Torabzadeh, Khalil M. & Berlin, William J. & Zivney Maxon, Terry L.
- 171-180 Cointegration, error-correction, and joint efficiency in forward and futures markets for major foreign currencies
by Mishra, Banamber & Rahman, Matiur & Caples, Steve
1992, Volume 3, Issue 1
- 1-22 The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts
by Jorion, Philippe & Rolfo, Jacques
- 23-50 Intervention and the foreign exchange risk premium: An empirical investigation of daily effects
by Humpage, Owen F. & Osterberg, William P.
- 51-65 A multivariate analysis of the determinants of the functional currency dichotomy decisions
by Hosseini, Ahmad & Shalchi, Hossein
- 67-77 Portfolio diversification and the inter-temporal stability of international stock indices
by Ratner, Mitchell
- 79-95 Evaluating country risk: A decision support approach
by Cosset, Jean-Claude & Siskos, Yannis & Zopounidis, Constantin
1990, Volume 1, Issue 4
1990, Volume 1, Issue 3
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