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Editor: I. Mathur
Editor: I. Mathur
Series handle: RePEc:eee:intfin
ISSN: 1042-4431
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Content
October 2003, Volume 13, Issue 4
July 2003, Volume 13, Issue 3
- 187-209 The Barings crises of 1890 and 1995: causes, courses, consequences and the danger of domino effects
by Kornert, Jan
- 211-236 Risk premia in the term structure of interest rates: a panel data approach
by Bams, Dennis & Wolff, Christian C. P.
- 237-254 Integration and interdependence of stock and foreign exchange markets: an Australian perspective
by Shamsuddin, Abul F. M. & Kim, Jae H.
- 255-269 Exchange rate exposure and valuation effects of cross-border acquisitions
by Akhigbe, Aigbe & Martin, Anna D. & Newman, Melinda
- 271-289 Gold factor exposures in international asset pricing
by Davidson, Sinclair & Faff, Robert & Hillier, David
April 2003, Volume 13, Issue 2
- 85-112 Information arrivals and intraday exchange rate volatility
by Chang, Yuanchen & Taylor, Stephen J.
- 113-136 Models of exchange rate expectations: how much heterogeneity?
by Benassy-Quere, Agnes & Larribeau, Sophie & MacDonald, Ronald
- 137-156 Modeling foreign exchange intervention: stock versus stock adjustment
by Pippenger, John
- 157-170 Determinants of short-term debt: a note
by Buch, Claudia M. & Lusinyan, Lusine
- 171-186 Contagion and causality: an empirical investigation of four Asian crisis episodes
by Sander, Harald & Kleimeier, Stefanie
February 2003, Volume 13, Issue 1
- 1-18 Beta and returns revisited: Evidence from the German stock market
by Elsas, Ralf & El-Shaer, Mahmoud & Theissen, Erik
- 19-37 The post-privatization financial performance of former state-owned enterprises
by Comstock, Arthur & Kish, Richard J. & Vasconcellos, Geraldo M.
- 39-55 Stress testing using VaR approach--a case for Asian currencies
by Tan, Kok-Hui & Chan, Inn-Leng
- 57-67 The term structure of deviations from the interest parity
by Drakos, Konstantinos
- 69-84 A performance analysis of Australian international equity trusts
by Benson, Karen L. & Faff, Robert W.
2002, Volume 12, Issue 4-5
- 291-297 Introduction to the special issue
by Tschoegl, Adrian E.
- 299-320 Openness, profit opportunities and foreign banking
by Dopico, Luis G. & Wilcox, James A.
- 321-340 Banks and the emergence of Hong Kong as an international financial center
by Schenk, Catherine R.
- 341-357 Factors influencing the performance of foreign-owned banks in New Zealand
by Minh To, Huong & Tripe, David
- 359-375 The impact of competition on the operations of foreign banks in Australia in the post-deregulation period
by Wright, April
- 377-397 The internationalization of Australian banks
by Merrett, D. T.
- 399-417 A decade of internationalization: the experience of an Australian retail bank
by Fung, Justin G. & Bain, Elisa A. & Onto, John G. & Harper, Ian R.
- 419-440 The stock market reaction to cross-border acquisitions of financial services firms: an analysis of Canadian banks
by Bessler, Wolfgang & Murtagh, James P.
July 2002, Volume 12, Issue 3
- 183-200 On measuring volatility and the GARCH forecasting performance
by Barucci, Emilio & Reno, Roberto
- 201-215 Price discovery and the international flow of information
by Howe, John S. & Ragan, Kent P.
- 216-230 Using simulated currency rainbow options to evaluate covariance matrix forecasts
by Bystrom, Hans N. E.
- 231-252 Corporate focus versus diversification: the role of growth opportunities and cashflow
by Ferris, Stephen P. & Sen, Nilanjan & Lim, Chee Yeow & Yeo, Gillian H. H.
- 253-278 Components of execution costs: evidence of asymmetric information at the Mexican Stock Exchange
by Silva, Ana Cristina & Chavez, Gonzalo
- 279-289 On the linkage of real interest rates between the US and Canada: some additional empirical evidence
by Yamada, Hiroshi
April 2002, Volume 12, Issue 2
February 2002, Volume 12, Issue 1
- 1-17 Structural changes in Australian bank risk
by Dennis, Steven A. & Jeffrey, Andrew
- 19-31 Do time deposits prevent bank runs?
by Niinimaki, Juha-Pekka
- 33-58 Cost and profit efficiency in European banks
by Maudos, Joaquin & Pastor, Jose M. & Perez, Francisco & Quesada, Javier
- 59-80 Risk profiles: how do they change when stock markets collapse?
by Rendu de Lint, Christel
- 81-99 An empirical comparison of quoted and implied bid-ask spreads on futures contracts
by ap Gwilym, Owain & Thomas, Stephen
June 2001, Volume 11, Issue 2
- 115-136 Quote revision and information flow among foreign exchange dealers
by Wang, Jian-Xin
- 137-146 Liquidity and the turn-of-the-month effect: evidence from Finland
by Booth, G. Geoffrey & Kallunki, Juha-Pekka & Martikainen, Teppo
- 147-165 A test of the accuracy of the Lee/Ready trade classification algorithm
by Theissen, Erik
- 167-197 Estimation for factor models of term structure of interest rates with jumps: the case of the Taiwanese government bond market
by Lin, Bing-Huei & Yeh, Shih-Kuo
- 199-214 On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules
by Lee, Chun I. & Pan, Ming-Shiun & Liu, Y. Angela
- 215-222 GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume
by Brooks, Robert D. & Faff, Robert W. & Fry, Tim R. L.
- 223-237 A model for determining mispricing of sovereign risk loans
by Sanders, Thomas B. & Barrett, W. Brian & Palmer, Michael
- 239-240 Erratum to "The effect of interventions on realignment probabilities": [Journal of International Financial Markets, Institutions and Money 10 (2000) 323-347]
by Gabriela Mundaca, B.
March 2001, Volume 11, Issue 1
- 1-28 Global equity styles and industry effects: the pre-eminence of value relative to size
by Kuo, Weiyu & E. Satchell, Stephen
- 29-52 The spot-forward relationship revisited: an ERM perspective
by MacDonald, Ronald & Moore, Michael J.
- 53-63 Foreign bank penetration of newly opened markets in the Nordic countries
by Engwall, Lars & Marquardt, Rolf & Pedersen, Torben & Tschoegl, Adrian E.
- 65-73 Market changes and spread components, implications for international markets
by McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A.
- 75-96 Inflation and rates of return on stocks: evidence from high inflation countries
by Choudhry, Taufiq
- 97-113 Diversification gains from American depositary receipts and foreign equities: evidence from Australian stocks
by Alaganar, V. T. & Bhar, Ramaprasad
December 2000, Volume 10, Issue 3-4
- 225-228 Central bank intervention
by Baillie, Richard T.
- 229-247 Foreign reserve and money dynamics with asset portfolio adjustment: international evidence
by Glick, Reuven & Hutchison, Michael M.
- 249-262 Stochastic intramarginal interventions in target zones
by Torres, Jose L.
- 263-274 Bundesbank intervention effects through interest rate policy
by Booth, G. Geoffrey & Kaen, Fred R. & Koutmos, Gregory & Sherman, Heidemarie C.
- 275-286 Time-varying foreign-exchange risk and central bank intervention: estimating profits from intervention and speculation
by Sjoo, Boo & Sweeney, Richard J.
- 287-302 The United States as an informed foreign-exchange speculator
by Humpage, Owen F.
- 303-322 Central bank intervention and exchange rates: the case of Sweden
by Aguilar, Javiera & Nydahl, Stefan
- 323-347 The effect of interventions on realignment probabilities
by Gabriela Mundaca, B.
- 349-362 Central bank interventions and exchange rates: an analysis with high frequency data
by Morana, Claudio & Beltratti, Andrea
- 363-379 Deviations from daily uncovered interest rate parity and the role of intervention
by Baillie, Richard T. & Osterberg, William P.
- 381-405 Central bank intervention and exchange rate volatility -- Australian evidence
by Kim, Suk-Joong & Kortian, Tro & Sheen, Jeffrey
- 407-421 Intervention from an information perspective
by Baillie, Richard T. & Humpage, Owen F. & Osterberg, William P.
June 2000, Volume 10, Issue 2
- 107-130 Intraday and interday volatility in the Japanese stock market
by Andersen, Torben G. & Bollerslev, Tim & Cai, Jun
- 131-150 Cross-sectional variations in the degree of global integration: the case of Russian equities
by Fedorov, Pavel & Sarkissian, Sergei
- 151-161 Limiting differences between forward and futures prices in a Lucas consumption model
by Wiener, Zvi & Benninga, Simon & Protopapadakis, Aris
- 163-180 The fractal structure of exchange rates: measurement and forecasting
by Richards, Gordon R.
- 181-197 Devaluation-risk-related peso problems in stock returns
by Penttinen, Aku
- 199-212 Further evidence on alternative continuous time models of the short-term interest rate
by Episcopos, Athanasios
- 213-223 A structural time series test of the monetary model of exchange rates under the German hyperinflation
by Moosa, Imad A.
January 2000, Volume 10, Issue 1
- 1-8 Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models
by Wolff, Christian C. P.
- 9-30 Analysis of systemic risk in multilateral net settlement systems
by Chakravorti, Sujit
- 31-42 Competition from the limit order book and NYSE spreads
by Phillips Kugele, Lynn & McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A.
- 43-67 Return behavior and pricing of American depositary receipts
by Kumar Patro, Dilip
- 69-82 Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM
by Ma, Yue & Kanas, Angelos
- 83-106 An examination of causality and predictability between Australian domestic and offshore interest rates
by Tan Hock Ann, Albert & Alles, Lakshman
November 1999, Volume 9, Issue 4
- 335-357 Characteristics of the order flow through an electronic open limit order book
by Brown, Philip & Thomson, Nathanial & Walsh, David
- 359-376 Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?
by Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa
- 377-391 Assessing competitive conditions in the Greek banking system
by Hondroyiannis, George & Lolos, Sarantis & Papapetrou, Evangelia
- 393-405 Cointegration analysis of the intensity of the ERM currencies under the European Monetary System
by Woo, Kai-Yin
- 407-422 Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates
by Hu, Michael Y. & Tsoukalas, Christos
August 1999, Volume 9, Issue 3
- 223-246 Banks recapitalization policies in Japan and their impact on the market
by Daigo, Satoshi & Yonetani, Tatsuya & Marumo, Kouhei
- 267-283 A multivariate analysis of the determinants of Moody's bank financial strength ratings
by Poon, Winnie P. H. & Firth, Michael & Fung, Hung-Gay
- 285-301 The x-efficiency and allocative efficiency effects of credit union mergers
by Garden, Kaylee A. & Ralston, Deborah E.
- 303-320 Malmquist indices of productivity change in Australian financial services
by Worthington, Andrew C.
- 321-333 A preliminary look at gains from asset securitization
by Thomas, Hugh
April 1999, Volume 9, Issue 2
- 115-128 Asymmetric information and the bid-ask spread: an empirical comparison between automated order execution and open outcry auction
by Wang, Jianxin
- 129-147 Local and global price memory of international stock markets
by Knif, Johan & Pynnonen, Seppo
- 149-161 The information in the Mexican term structure of interest rates: capital market implications
by Gonzalez, Jorge & Spencer, Roger & Walz, Daniel
- 163-182 Factor price misspecification in bank cost function estimation
by Mountain, Dean C. & Thomas, Hugh
- 183-193 A test of purchasing power parity for emerging economies
by Salehizadeh, Mehdi & Taylor, Robert
January 1999, Volume 9, Issue 1
- 1-18 Modeling asset market volatility in a small market:: Accounting for non-synchronous trading effects
by Lange, Stephen
- 19-31 A monetary policy feedback rule in Korea's fast-growing economy
by Dueker, Michael & Kim, Gyuhan
- 33-59 The dynamic relationship of volatility, volume, and market depth in currency futures markets
by Fung, Hung-Gay & Patterson, Gary A.
- 61-74 Causal relations among stock returns and macroeconomic variables in a small, open economy
by Gjerde, Oystein & Saettem, Frode
December 1998, Volume 8, Issue 3-4
- 219-223 Introduction to the international market microstructure issue
by Lyons, Richard K.
- 225-241 The liquidity of automated exchanges: new evidence from German Bund futures
by Frino, Alex & McInish, Thomas H. & Toner, Martin
- 243-260 Price discovery in high and low volatility periods: open outcry versus electronic trading
by Martens, Martin
- 261-276 A change in market microstructure: the switch to electronic screen trading on the New Zealand stock exchange
by Blennerhassett, Michael & Bowman, Robert G.
- 277-298 Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong
by Brockman, Paul & Chung, Dennis Y.
- 299-324 Two months in the life of several gilt-edged market makers on the London Stock Exchange
by Vitale, Paolo
- 325-356 Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares
by Chakravarty, Sugato & Sarkar, Asani & Wu, Lifan
- 357-376 Put-call parity revisited: intradaily tests in the foreign currency options market
by El-Mekkaoui, Mazen & Flood, Mark D.
- 377-391 Price clustering and bid-ask spreads in international bond futures
by ap Gwilym, Owain & Clare, Andrew & Thomas, Stephen
- 393-412 Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings
by Foerster, Stephen R. & Karolyi, G. Andrew
- 413-432 Does international trading of stocks decrease pricing errors? Evidence from Japan
by Yamori, Nobuyoshi
June 1998, Volume 8, Issue 2
- 101-116 Information flows and open outcry: evidence of imitation trading
by Griffiths, Mark D. & Smith, Brian F. & Turnbull, D. Alasdair S. & White, Robert W.
- 117-153 What determines real exchange rates?: The long and the short of it
by MacDonald, Ronald
- 155-173 An empirical examination of linkages between Pacific-Basin stock markets
by Janakiramanan, Sundaram & Lamba, Asjeet S.
- 175-188 A test of the intertemporal CAPM in the Australian equity market
by Faff, Robert & Chan, Howard
- 205-218 The spillover effects of the trading suspension of the treasury bond futures market in China
by Poon, Winnie P. H. & Firth, Michael & Fung, Hung-Gay
January 1998, Volume 8, Issue 1
December 1997, Volume 7, Issue 4
- 289-301 A multi-country test of the Fisher model for stock returns
by Solnik, Bruno & Solnik, Vincent
- 303-327 International portfolio diversification: a synthesis and an update
by Shawky, Hany A. & Kuenzel, Rolf & Mikhail, Azmi D.
- 329-349 International business: determinants of interbank activities
by Moshirian, Fariborz & Bishop, Robert
- 351-367 Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular
by Hu, John Wei-Shan & Chen, Mei-Yuan & Fok, Robert C. W. & Huang, Bwo-Nung
- 369-382 Do Japanese banks lead or follow international business? An empirical investigation
by Yamori, Nobuyoshi
October 1997, Volume 7, Issue 3
- 185-200 New equity offerings in Japan: an examination of theory and practice
by Ferris, Stephen P. & Noronha, Gregory & McInish, Thomas
- 201-220 Time series dynamics of short-term interest rates: evidence from Eurocurrency markets
by Chiang, Thomas C.
- 221-234 Do emerging and developed stock markets behave alike? Evidence from six pacific basin stock markets
by Koutmos, Gregory
- 235-253 The European exchange rates before and after the establishment of the European Monetary System
by Hu, Michael Y. & Jiang, Christine X. & Tsoukalas, Christos
- 255-275 An examination of the effects of major political change on stock market volatility: the South African experience
by Brooks, Robert D. & Davidson, Sinclair & Faff, Robert W.
- 277-287 Integration of international capital markets: further evidence from EMS and non-EMS membership
by Alexakis, Panayotis & Apergis, Nicholas & Xanthakis, Emmanuel
July 1997, Volume 7, Issue 2
April 1997, Volume 7, Issue 1
- 1-20 Inflation differentials and excess returns in the European Monetary System
by Vlaar, P. J. G. & Palm, F. C.
- 21-42 International equity investment with selective hedging strategies
by Eun, Cheol S. & Resnick, Bruce G.
- 43-60 Are banks market timers or market makers? Explaining foreign exchange trading profits
by Ammer, John & Brunner, Allan D.
- 61-72 Automated trade execution and trading activity: The case of the Vancouver stock exchange
by Ferris, Stephen P. & McInish, Thomas H. & Wood, Robert A.
- 73-87 The impact of exchange rate volatility on German-US trade flows
by McKenzie, Michael D. & Brooks, Robert D.
- 89-91 The directory of Banking and Financial Institutions in Russia 1996 : Paris, France, Intercontinental Press, 1996
by Gleason, Kimberly C. & Singh, Manohar
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