Content
2007, Volume 18, Issue 3
- 213-227 Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
by Xiao-Ming Li & Qing Xu - 229-237 Benefiting from diversity in Middle Eastern stock markets
by Naser Abumustafa - 239-254 Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus
by Stelios Bekiros & Dimitris Georgoutsos
2007, Volume 18, Issue 2
- 87-97 Do country or firm factors explain capital structure? Evidence from SMEs in France and Greece
by Nikolaos Daskalakis & Maria Psillaki - 99-113 Market integration and extreme co-movements in APEC emerging equity markets
by Xiao-Ming Li & Lawrence Rose - 115-124 Sudden shifts in variance in the Spanish market: persistence and spillover effects
by Jose Luis Miralles Marcelo & Jose Luis Miralles Quiros & Maria del Mar Miralles Quiros - 125-137 Does idiosyncratic risk matter? Evidence from European stock markets
by Timotheos Angelidis & Nikolaos Tessaromatis - 139-151 Why does the correlation between stock and bond returns vary over time?
by Magnus Andersson & Elizaveta Krylova & Sami Vahamaa - 153-172 The relationship between charter value and bank market concentration: the influence of regulations and institutions
by Francisco Gonzalez-Rodriguez
2007, Volume 18, Issue 1
- 1-8 Measuring bank profit efficiency
by Trevor Fitzpatrick & Kieran McQuinn - 9-22 Underpricing in Chinese IPOs-some recent evidence
by Haini Deng & Gregor Dorfleitner - 23-39 Declared investment plans and IPO firm value
by Paula Hill - 41-59 Risk premium: insights over the threshold
by Jose Fernandes & Augusto Hasman & Juan Ignacio Pena - 61-73 Regulation and systematic risk: the case of the water industry in England and Wales
by Gioia Pescetto - 75-85 Re-examining purchasing power parity for East-Asian currencies: 1976-2002
by Ahmad Zubaidi Baharumshah & Chan Tze-Haw & Stilianos Fountas
2007, Volume 17, Issue 18
- 1455-1467 Security transaction taxes and financial volatility: Athens stock exchange
by Kate Phylaktis & Antonis Aristidou - 1469-1478 Improving the accuracy of forward exchange rate forecasts by correcting for prior bias
by Robert Kremer & Sherrill Shaffer - 1479-1487 A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment
by Andreas Behr - 1489-1509 The economic and predictive value of trading volume growth: a tale of three moments
by Boyce Watkins - 1511-1528 Testing the performance of value strategies in the Athens Stock Exchange
by Dimitris Kyriazis & George Diacogiannis - 1529-1540 Testing financial liberalization hypothesis with ARDL modelling approach
by Min Shrestha & Khorshed Chowdhury
2007, Volume 17, Issue 17
- 1369-1376 Interest rate pass through and asymmetries in adjustable rate mortgages
by James Payne - 1377-1387 A market microstructure analysis of the Canadian dollar depreciation episodes in the 1990s
by Nikola Gradojevic - 1389-1392 A naturally controlled experiment of managerial transition: sprint corporation's transfer of Len Lauer from President of FON to President of PCS
by Karyl Leggio & Stephen Pruitt - 1393-1407 Time-varying volatility and equity returns in Bangladesh stock market
by Syed Basher & M. Kabir Hassan & Anisul Islam - 1409-1420 International momentum effects: a reappraisal of empirical evidence
by Ming-Shiun Pan & L. Paul Hsueh - 1421-1430 Volatility forecasts: the role of asymmetric and long-memory dynamics and regional evidence
by Twm Evans & David McMillan - 1431-1446 Has entry to the European Union altered the dynamic links of stock returns for the emerging markets?
by Tomoe Moore - 1447-1454 The day-of-the-week effect in the Athens Stock Exchange (ASE)
by Nickolaos Tsangarakis
2007, Volume 17, Issue 16
- 1275-1287 International linkages of the Chinese futures markets
by Renhai Hua & Baizhu Chen - 1289-1299 The effect of country risk ratings on market returns
by Oliver Schnusenberg & Jeff Madura & Kimberly Gleason - 1301-1312 Are mutual fund investors in jail?
by Carlos Alves & Victor Mendes - 1313-1321 Testing for stock market bubbles using nonlinear models and fractional integration
by J. Cunado & L. A. Gil-Alana & F. Perez de Gracia - 1323-1334 Ownership structure, control and firm performance: the effects of vote-differentiated shares
by Per-Olof Bjuggren & Johan Eklund & Daniel Wiberg - 1335-1347 Shell companies as IPO alternatives: an analysis of trading activity around reverse mergers
by Murat Aydogdu & Chander Shekhar & Violet Torbey - 1349-1357 On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares
by Qian Su & Terence Tai-Leung Chong & Isabel Kit-Ming Yan - 1359-1368 Measuring investment skills of fund managers
by Choong Tze Chua & Winston Koh
2007, Volume 17, Issue 15
- 1201-1210 Price clustering in the CAC 40 index options market
by Gunther Capelle-Blancard & Mo Chaudhury - 1211-1225 Returns to trading portfolios of FTSE 100 index options
by Xiaoquan Liu - 1227-1231 Computing the divisional cost of capital using the pure-play method
by Henry Collier & Timothy Grai & Steve Haslitt & Carl McGowan - 1233-1244 Strategic objectives, industry structure and the long-term stock price performance of acquiring and rival firms
by M. Mark Walker & Chi-Sheng Hsu - 1245-1250 Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility
by Abdulnasser Hatemi-J & Bryan Morgan - 1251-1264 Optimal forecasting model selection and data characteristics
by Robert Fildes & Gary Madden & Joachim Tan - 1265-1274 Holding periods, illiquidity and disposition effect in the Chinese stock markets
by Nuttawat Visaltanachoti & Hang Luo & Lin Lu
2007, Volume 17, Issue 14
- 1113-1122 Reconsidering the impossibility of informationally efficient markets
by Karl Ludwig Keiber - 1123-1128 Using volume to forecast stock market volatility around the time of the 1929 crash
by Bradley Ewing & Mark Thompson & Mark Yanochik - 1129-1139 Financial structure and economic growth: the role of heterogeneity
by Karl Pinno & Apostolos Serletis - 1141-1165 An empirical analysis of structural models of corporate debt pricing
by Joao Teixeira - 1167-1178 Portfolio performance: factors or benchmarks?
by Juan Matallin-Saez - 1179-1190 SEOs in a 'Hot Market': evidence of timing
by Sandra Cohen & Afroditi Papadaki & Georgia Siougle - 1191-1200 Investment and cash flow: evidence for asymmetries in European manufacturing
by Konstantinos Drakos & Christos Kallandranis
2007, Volume 17, Issue 13
- 1027-1035 Tax-loss selling and seasonal effects in the UK
by Qiwei Chen & Lisa Jack & Andrew Wood - 1037-1041 The volatility effects of nontrading for stock market returns
by Tyler J. VanderWeele - 1043-1049 Are economic tracking portfolios useful for forecasting output and inflation in Austria?
by Burkhard Raunig - 1051-1060 Forecasting volatility in the financial markets: a comparison of alternative distributional assumptions
by I.-Yuan Chuang & Jin-Ray Lu & Pei-Hsuan Lee - 1061-1070 Are credit ratings valuable information?
by Dirk Czarnitzki & Kornelius Kraft - 1071-1074 Using financial ratios to differentiate domestic and multinational corporations
by Carl B. McGowan - 1075-1083 Nonfundamentals and value returns
by Kevin C. H. Chiang & Kirill Kozhevnikov & Craig H. Wisen - 1085-1099 What macro-innovation risks really are priced in Japan?
by Chikashi Tsuji - 1101-1111 The overreaction hypothesis in the UK market: empirical analysis
by Khelifa Mazouz & Xiafei Li
2007, Volume 17, Issue 12
- 941-950 Monetary policy rules under a fixed exchange rate regime: empirical evidence from China
by Shengzu Wang & Jagdish Handa - 951-960 Testing for infrequent permanent shocks: is the US inflation rate stationary?
by Roger A. Fujihara & Mbodja Mougoue - 961-978 Does downside beta matter in asset pricing?
by Christian S. Pedersen & Soosung Hwang - 979-987 Disentangling the signalling and liquidity effects of stock splits
by Sunil Mohanty & Doocheol Moon - 989-1002 Capital structure choice in European Union: evidence from the construction industry
by Andreas Feidakis & Antonios Rovolis - 1003-1012 An alternative test for weak form efficiency based on technical analysis
by Elaine Y. L. Loh - 1013-1024 The cash flow sensitivity of cash: evidence from Taiwan
by Yi-Chen Lin
2007, Volume 17, Issue 11
- 855-870 Designing deposit insurance scheme under asymmetric information with double liability option
by Rafiqul Bhuyan & Yuxing Yan - 871-880 The relationship between capital investment and R&D spending: a panel cointegration analysis
by Pieter J. de Jong - 881-885 Does foreign ownership foster bank performance?
by Robert Lensink & Ilko Naaborg - 887-900 Bid-ask spread, strike prices and risk-neutral densities
by Xiaoquan Liu - 901-912 Assessments of the program for financial revival of the Japanese banks
by Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda - 913-919 Intraday pattern in liquidity covariation: evidence from NYSE listed firms
by Mohsen M. Saad & Ali F. Darrat - 921-932 Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998
by Francisco Ledesma-Rodriguez & Manuel Navarro-Ibanez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero - 933-940 Asset pricing models: a comparison
by Edward R. Lawrence & John Geppert & Arun J. Prakash
2007, Volume 17, Issue 10
- 769-783 Are commodity prices mean reverting?
by Henrik Andersson - 785-804 The impact of family ownership and dual class shares on takeover risk
by M. Holmen & E. Nivorozhkin - 805-825 Stock return dynamics and stock market interdependencies
by Ekaterini Tsouma - 827-835 Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners
by Abdulnasser Hatemi-J & Eduardo D. Roca - 837-853 Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities
by Sheng-Yung Yang
2007, Volume 17, Issue 9
- 683-689 Hedging effectiveness and futures contract maturity: the case of NYMEX crude oil futures
by Ronald D. Ripple & Imad A. Moosa - 691-700 Does market maker competition affect the response to insider trading?
by Katherine Gleason - 701-708 Momentum returns and size of winner and loser portfolios
by Antonios Siganos - 709-723 Fractional integration in the equity markets of MENA region
by A. Assaf - 725-737 Bivariate and higher-order terms in models of international equity returns
by Kirt Butler & Katsushi Okada - 739-746 Spanning tests for options using principal components methods
by Charlotte S. Hansen & Bjorn E. Tuypens - 747-753 REIT markets and rational speculative bubbles: an empirical investigation
by George A. Waters & James E. Payne - 755-767 A reassessment of market power among credit card banks
by Sherrill Shaffer & Lorein Thomas
2007, Volume 17, Issue 8
- 597-613 The disappearance of style in the US equity market
by Soosung Hwang & Stephen E. Satchell - 615-633 The target cash rate and its impact on investment asset returns in Australia
by Jenny Diggle & Robert Brooks - 635-646 The causal modelling on equity market innovations: fit or forecast?
by Jin Woong Kim & David A. Bessler - 647-658 Discretized time and conditional duration modelling for stock transaction data
by Kurt Brannas & Ola Simonsen - 659-670 Volatility transmission across markets: a Multichain Markov Switching model
by Giampiero M. Gallo & Edoardo Otranto - 671-681 Sampling properties of criteria for evaluating GARCH volatility forecasts
by Yasemin Ulu
2007, Volume 17, Issue 7
- 511-520 How do you straddle hogs and pigs? Ask the Greeks!
by Andrew McKenzie & Michael Thomsen & Josh Phelan - 521-540 Determinants of the underpricing of new shares during the subscription period: empirical evidence from the Spanish stock exchange
by Consuelo Riano & Fco. Javier Ruiz & Rafael Santamaria - 541-557 The substitutability of REITs and value stocks
by Stephen Lee & Simon Stevenson - 559-568 Private placements of common equity and the industry rival response
by Scott Besley & Ninon Kohers & Tanja Steigner - 569-576 Are implied volatilities more informative? The Brazilian real exchange rate case
by Eui Jung Chang & Benjamin Miranda Tabak - 577-586 Takeover-divestiture combinations and shareholder wealth
by Christopher J. Marquette & Thomas G. E. Williams - 587-596 Random walks in Middle Eastern stock markets
by Graham Smith
2007, Volume 17, Issue 6
- 425-430 Shrunken interest rate forecasts are better forecasts
by Reid Dorsey-Palmateer & Gary Smith - 431-444 Efficiency in the eurobond market: application of nonparametric techniques
by Maria Bonilla-Musoles & Leandro Garcia-Menendez & Ma Luisa Marti-Selva - 445-461 Compromise programming calibration for financial analysis of firms of a common sector of business, case study for a set of Spanish banks in 1995
by Jose Anton & Juan Grau & Elena Sanchez - 463-467 A structural time series test of the P-star model: evidence from the middle east
by George Tawadros - 469-486 The stock market crisis and momentum. Some evidence for the Spanish stock market during the 1990s
by Luis Muga & Rafael Santamaria - 487-499 Interest rate margins: a decomposition of dynamic oligopolistic conduct and market fundamentals
by Emanuel Barnea & Moshe Kim - 501-510 The price effects of FTSE 100 index revision: what drives the long-term abnormal return reversal?
by Khelifa Mazouz & Brahim Saadouni
2007, Volume 17, Issue 5
- 343-350 Execution edge of pit traders and intraday price ranges of soft commodities
by Igor Kliakhandler - 351-356 Measurement of insider trading in wagering markets
by Les Coleman - 357-368 Is volatility risk priced after all? Some disconfirming evidence
by Geoffrey Loudon & Alan Rai - 369-377 Dynamic analysis between the US stock returns and the macroeconomic variables
by Orawan Ratanapakorn & Subhash Sharma - 379-389 Execution costs of dual listed Australian stocks
by Subhrendu Rath - 391-397 The monetary model of the exchange rate and equities: an ARDL bounds testing approach
by Bruce Morley - 399-411 Are international equity markets really asymmetric?
by Colm Kearney & Margaret Lynch - 413-424 The impact of stock incremental information on the volatility of the Athens stock exchange
by Panayiotis Diamandis & Anastassios Drakos & Argyrios Volis
2007, Volume 17, Issue 4
- 257-269 Dynamic interactions between private investment and the stock market: evidence from cointegration and error correction models
by Nikiforos Laopodis & Bansi Sawhney - 271-284 Information asymmetry and valuation uncertainty, the determination of China's IPO allocation procedures
by Shiguang Ma - 285-297 International linkages of the Chinese stock exchanges: a multivariate GARCH analysis
by Hong Li - 299-312 Market vs. analysts reaction: the effect of aggregate and firm-specific news
by Michele Bagella & Leonardo Becchetti & Rocco Ciciretti - 313-327 Estimates of the ICAPM with regime-switching betas: evidence from four pacific rim economies
by Shyh-Wei Chen & Nai-Chuan Huang - 329-341 Financial characteristics of banks involved in acquisitions: evidence from Asia
by Fotios Pasiouras & Chrysovalantis Gaganis
2007, Volume 17, Issue 3
- 173-184 Daily weather effects on the returns of Australian stock indices
by Stephen Keef & Melvin Roush - 185-196 Domestic mergers in the Austrian banking sector: a performance analysis
by Franz Hahn - 197-213 Contagion in emerging markets: the Russian crisis
by Elvira Sojli - 215-219 Cross-autocorrelation in the New Zealand stock market
by Daniel Choi & Xin Zhao - 221-235 Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange
by Spyros Spyrou & Konstantinos Kassimatis & Emilios Galariotis - 237-247 Significance of risk modelling in the term structure of interest rates
by George Halkos & Stephanos Papadamou - 249-255 Trading foreign exchange portfolios with volatility filters: the carry model revisited
by Christian Dunis & Jia Miao
2007, Volume 17, Issue 2
- 87-104 Trade intensity in the Russian stock market: dynamics, distribution and determinants
by Stanislav Anatolyev & Dmitry Shakin - 105-117 On the relationship between nominal exchange rates and domestic and foreign prices
by Ivan Paya & David Peel - 119-138 Banks' riskiness over the business cycle: a panel analysis on Italian intermediaries
by Mario Quagliariello - 139-148 The effect of derivatives trading on volatility of the underlying asset: evidence from the Greek stock market
by Evangelos Drimbetas & Nikolaos Sariannidis & Nicos Porfiris - 149-171 Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
by Stavros Degiannakis & Evdokia Xekalaki
2007, Volume 17, Issue 1
- 1-8 Monetary policy rules in practice: evidence from Turkey and Israel
by M. Ege Yazgan & Hakan Yilmazkuday - 9-24 Euro area inflation: long-run determinants and short-run dynamics
by Melisso Boschi & Alessandro Girardi - 25-33 The internal and cross market efficiency in index option markets: an investigation of the Italian market
by M. Brunetti & C. Torricelli - 35-43 An analysis of private investors' stock market return forecasts
by Erik Theissen - 45-61 Overreaction: the sensitivity of defining the duration of the formation period
by Walid Saleh - 63-76 Banking regulation, information asymmetries and industry growth: new evidence
by Natalia Utrero-Gonzalez - 77-85 Forecasting the term structure of interest rates for Turkey: a factor analysis approach
by C. Emre Alper & K. Kazimov & A. Akdemir
2006, Volume 16, Issue 18
- 1317-1329 The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach
by Antonios Antoniou & Emilios Galariotis & Spyros Spyrou - 1331-1338 Long range dependence in stock market returns
by Christos Christodoulou-Volos & Fotios Siokis - 1339-1353 Explaining mispricing of initial public offerings in Singapore
by Beat Reber & Caroline Fong - 1355-1363 How risk averse are fund managers? Evidence from Irish mutual funds
by Thomas Flavin - 1365-1373 A non-parametric assessment of weak-form efficiency in the UAE financial markets
by Jay Squalli - 1375-1388 The predictive power of quarterly earnings per share based on time series and artificial intelligence model
by Syouching Lai & Hungchih Li
2006, Volume 16, Issue 17
- 1239-1250 Will retiring boomers really cause a stock market meltdown?
by William Shambora - 1251-1263 Can fluctuations in the consumption-wealth ratio help to predict exchange rates?
by Jorge Selaive & Vicente Tuesta - 1265-1272 Intra-regional integration of the GCC stock markets: the role of market liberalization
by Osamah Al-Khazali & Ali Darrat & Mohsen Saad - 1273-1283 Efficiency tests of the UK financial futures markets and the impact of electronic trading systems
by Twm Evans - 1285-1300 The impact of differing operating environments on US Credit Union Performance, 1993-2001
by J. Colin Glass & Donal McKillop - 1301-1307 Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework
by Daiki Maki - 1309-1316 Variation of interest-rate parity and its asymmetry on stock return in a jump-diffusion process
by Jer-Shiou Chiou & Pei-Shan Wu & Ming-Chih Lee
2006, Volume 16, Issue 16
- 1163-1170 Investor overreaction to going concern audit opinion announcements
by Mark Schaub - 1171-1183 International correlations across stock markets and industries: trends and patterns 1988-2002
by Li Yang & Francis Tapon & Yiguo Sun - 1185-1198 Pricing efficiency and arbitrage: Hong Kong derivatives markets revisited
by Zhihua Zhang & Rose Neng Lai - 1199-1216 Does EVA beat earnings and cash flow in Japan?
by Chikashi Tsuji - 1217-1224 Rate of subscription and after-market volatility in Hong Kong IPOs
by Anna Vong - 1225-1237 Price determinants of American Depositary Receipts (ADR): a cross-sectional analysis of panel data
by Katty Perez Aquino & Sunil Poshakwale
2006, Volume 16, Issue 15
- 1085-1094 An empirical examination of the return distribution characteristics of agency mortgage pass-through securities
by Frank Fabozzi & Borjana Racheva-Iotova & Stoyan Stoyanov - 1095-1111 Equity style timing using support vector regressions
by Georgi Nalbantov & Rob Bauer & Ida Sprinkhuizen-Kuyper - 1113-1118 Investor awareness and the long-term impact of FTSE 100 index redefinitions
by Bryan Mase - 1119-1144 The determinants of unsecured borrowing: evidence from the BHPS
by Ana del Rio & Garry Young - 1145-1162 Modelling and predicting market risk with Laplace-Gaussian mixture distributions
by Markus Haas & Stefan Mittnik & Marc Paolella
2006, Volume 16, Issue 14
- 1007-1017 Substitutes versus complements among credit risk management tools
by Matthew Sackett & Sherrill Shaffer - 1019-1027 Do consumption-based asset pricing models explain return predictability?
by Wessel Marquering - 1029-1046 Binomial pricing of fixed-income securities for increasing and decreasing interest rate cases
by R. Stafford Johnson & Richard Zuber & John Gandar - 1047-1058 Risk-return relationships in the Hong Kong stock market: revisit
by Gordon Tang & Wai Cheong Shum - 1059-1073 Structural breaks and common factors in the volatility of the Fama-French factor portfolios
by Claudio Morana & Andrea Beltratti - 1075-1083 Tax loss carry-forwards and optimal leverage
by Pascal Francois
2006, Volume 16, Issue 13
- 931-939 Are emerging stock market price indices really stationary?
by Chanwit Phengpis - 941-958 What determines the speed of adjustment to the target capital structure?
by Wolfgang Drobetz & Gabrielle Wanzenried - 959-972 Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market
by David McMillan & Alan Speight - 973-980 Is there an empirical link between the dollar price of the euro and the monetary fundamentals?
by Costas Karfakis - 981-992 Is the risk-return relation positive? Further evidence from a stochastic volatility in mean approach
by Geoffrey Loudon - 993-1005 Economic variables and stock market returns: evidence from the Athens stock exchange
by Theophano Patra & Sunil Poshakwale
2006, Volume 16, Issue 12
- 853-880 Pricing of non-ferrous metals futures on the London Metal Exchange
by Clinton Watkins & Michael McAleer - 881-892 Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
by Jonathan Batten & Francis In - 893-901 A TARCH examination of the return volatility-volume relationship in electricity futures
by Lester Hadsell - 903-914 Trading futures spreads: an application of correlation and threshold filters
by C. L. Dunis & Jason Laws & Ben Evans - 915-929 Rationality of analysts' earnings forecasts: evidence from dow 30 companies
by Sunil Mohanty & Edward Aw
2006, Volume 16, Issue 11
- 777-784 Volatility relationship between stock performance and real output
by Eun Ahn & Jin Man Lee - 785-788 Resource discovery and stock market hysteresis
by Saziye Gazioglu & W. David McCausland - 789-801 Competition and structure of South Asian banking: a revenue behaviour approach
by Shrimal Perera & Michael Skully & J. Wickramanayake - 803-817 Evaluation of performance and conditional information: the case of Spanish mutual funds
by Luis Ferruz Agudo & Maria Vargas Magallon & Jose Sarto - 819-833 A systematic modelling strategy for futures markets volatility
by Ana Filipa Carvalho & Jose Sa da Costa & Jose Assis Lopes - 835-851 Liquidity adjusted value-at-risk based on the components of the bid-ask spread
by Timotheos Angelidis & Alexandros Benos
2006, Volume 16, Issue 10
- 707-716 Short-sales constraints and stock return asymmetry: evidence from the Chinese stock markets
by C. James Hueng - 717-729 Dependence patterns across financial markets: a mixed copula approach
by Ling Hu - 731-743 Technical trading strategies and cross-national information linkage: the case of Taiwan stock market
by Yung-Ho Chang & Massoud Metghalchi & Chia-Chung Chan - 745-759 Deviations from uncovered interest parity in Malaysia
by Soo Khoon Goh & Guay Lim & Nilss Olekalns - 761-776 Policy instruments to avoid output collapse: an optimal control model for India
by Sushanta Mallick
2006, Volume 16, Issue 9
- 639-651 The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves: empirical evidence from China
by Paresh Kumar Narayan & Russell Smyth - 653-663 Economic reforms and bank efficiency in developing countries: the case of the Indian banking industry
by Ali Ataullah & Hang Le - 665-673 A threshold uncertainty investment model for the Netherlands
by Hong Bo & Jan Jacobs & Elmer Sterken - 675-685 Information transmission between Eurocurrency and domestic interest rates: evidence from the UK
by Jian Yang - 699-706 Irish stock returns and inflation: a long span perspective
by Geraldine Ryan