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Content
October 2018, Volume 23, Issue 4
- 393-412 The role of external debt in the foreign direct investment–growth relationship
by Sailesh Tanna & Chengchun Li & Glauco De Vita - 413-426 Capital flow management policies in emerging market economies: Are they successful in mitigating drastic changes of capital flows?
by Inbin Hwang & Hyungsoon Park & Sunyoung Park - 427-441 Global factors and equity market valuations: Do country characteristics matter?
by Jun Ma & Andrew Vivian & Mark E. Wohar - 442-455 Consistency of two major data sources for exchange rates in the interwar period and further evidence on the behaviour of exchange rates during hyperinflations
by David Peel & Alina Spiru - 456-477 Islamic banking, credit, and economic growth: Some empirical evidence
by Guglielmo Maria Caporale & Mohamad Husam Helmi - 478-491 How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China
by Guglielmo Maria Caporale & Suman Lodh & Monomita Nandy - 492-503 The effects of intraday news flow on dealers' quotations, market liquidity, and volatility
by Arzé Karam - 504-532 Bank‐level and country‐level determinants of bank capital structure and funding sources
by Hafiz Hoque & Eilnaz Kashefi Pour - 533-545 Expected returns and expected dividend growth in Europe: Legal origin, institutional, and financial determinants
by Dooruj Rambaccussing & David Power - 546-570 Investor sentiment and industry returns
by Alexander Molchanov & Jeffrey Stangl - 571-605 Does size matter in predicting SMEs failure?
by Jairaj Gupta & Mariachiara Barzotto & Amir Khorasgani - 606-627 Do mergers and acquisitions announcements create value for acquirer shareholders in Africa
by Godfred Amewu & Paul Alagidede - 628-641 Stock prices' interdependence during the South Sea boom and bust
by Taufiq Choudhry - 642-654 A machine‐learning analysis of the rationality of aggregate stock market forecasts
by Christian Pierdzioch & Marian Risse - 655-674 Contagion and interdependence in Eurozone bank and sovereign credit markets
by Theodoros Bratis & Nikiforos T. Laopodis & Georgios P. Kouretas - 675-704 European trading volumes on cross‐market holidays
by Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven - 705-722 External sources of political connections: Financial advisors and Chinese acquisitions
by XiaoGang Bi & Danni Wang
July 2018, Volume 23, Issue 3
- 221-232 Testing for nonlinear unit roots in the presence of a structural break with an application to the qualified PPP during the 1997 Asian financial crisis
by Olivier Habimana & Kristofer Månsson & Pär Sjölander - 233-256 The euro area bias and the role of financial centres
by Vincent Arthur Floreani & Maurizio Michael Habib - 257-282 Financial constraints and productivity: Evidence from euro area companies
by Annalisa Ferrando & Alessandro Ruggieri - 283-295 Household debt, expected economic conditions, and income inequality
by Edmond Berisha & John Meszaros - 296-314 A network visualization approach and global stock market integration
by Chen Tong & Jing Chen & Mike J. Buckle - 315-328 Enriching the VaR framework to EEMD with an application to the European carbon market
by Bangzhu Zhu & Ping Wang & Julien Chevallier & Yi‐Ming Wei & Rui Xie - 329-344 Standard and optimized carry trades
by Jurij‐Andrei Reichenecker
April 2018, Volume 23, Issue 2
- 79-93 Does the PPP condition hold for oil†exporting countries? A quantile cointegration regression approach
by Matthew Lyon & Jose Olmo - 94-110 Interest rate pass†through: Divisia user costs of monetary assets and the federal funds rate
by Victor J. Valcarcel - 111-121 The growth rate series in Kenya: Evidence of non†linearities and factors behind the slow growth
by Luis A. Gil†Alana & Robert Mudida - 122-133 Systemic banks, capital composition, and CoCo bonds issuance: The effects on bank risk
by Victor Echevarria†Icaza & Simón Sosvilla†Rivero - 134-154 Examining drivers of trading volume in European markets
by Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven - 155-173 Reassessing the relationship between the financial sector and economic growth: Dynamic panel evidence
by Constantinos Alexiou & Sofoklis Vogiazas & Joseph G. Nellis - 174-185 The volatility trap: Precautionary saving, investment, and aggregate risk
by Reda Cherif & Fuad Hasanov - 186-204 Dividend policy and bank opacity
by Dung Viet Tran & Badar Nadeem Ashraf - 205-217 Do credit ratings affect spread and return? A study of structured finance products
by Fernando Moreira & Sheng Zhao
January 2018, Volume 23, Issue 1
- 3-18 Bank profitability and risk†taking under low interest rates
by Jacob A. Bikker & Tobias M. Vervliet - 19-28 Does credit information sharing affect funding cost of banks? Evidence from African banks
by Baah Aye Kusi & Mary Opoku†Mensah - 29-40 The efficacy of financial futures as a hedging tool in electricity markets
by Jim Hanly & Lucia Morales & Damien Cassells - 41-46 Now and always, the relevance of the Taylor rule in Europe
by Rodrigo Caputo & AgustÃn DÃaz - 47-54 Systemic risk and the optimal seniority structure of banking liabilities
by Spiros Bougheas & Alan Kirman - 55-76 An alternate approach in exploring the causal link between financial development and economic growth—Evidence from advanced economies
by Vighneswara Swamy & M Dharani
October 2017, Volume 22, Issue 4
- 257-273 Mutual fund skill in timing market volatility and liquidity
by Jason Foran & Niall O'Sullivan - 274-295 Determinants of long†versus short†term bank credit in EU countries
by Haelim Park Anderson & Claudia Ruiz†Ortega & Thierry Tressel - 296-303 On the stock market reactions to fiscal policies
by Pasquale Foresti & Oreste Napolitano - 304-318 Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market
by Steve Cook & Duncan Watson - 319-340 The assessment of the United States quantitative easing policy: Evidence from global stock markets
by Jung†Bin Su & Ken Hung - 341-351 Economics blogs sentiment and asset prices
by Vincenzo Farina & Antonio Parisi & Ugo Pomante - 352-367 US macroannouncements and international asset pricing
by Ding Du - 368-378 Corporate governance structure and efficiencies of cooperative banks
by Nobuyoshi Yamori & Kozo Harimaya & Kei Tomimura - 379-393 On equity risk prediction and tail spillovers
by Panos Pouliasis & Ioannis Kyriakou & Nikos Papapostolou - 394-402 Central bank swap lines and CIP deviations
by William A. Allen & Gabriele Galati & Richhild Moessner & William Nelson - 403-420 The importance of firm level multinationality in the country versus industry debate
by Cormac Mullen & Jenny Berrill - 421-437 Debt spikes, blind spots, and financial stress
by Laura Jaramillo & Carlos Mulas†Granados & Joao Tovar Jalles
July 2017, Volume 22, Issue 3
- 181-200 How fat are the tails of equity market indices?
by Stoyan Stoyanov & Lixia Loh & Frank J. Fabozzi - 201-215 The role of time‐varying return forecasts for improving international diversification benefits
by Maria del Mar Miralles‐Quiros & Jose Luis Miralles‐Quiros - 216-233 What drives differences of opinion in sovereign ratings? The roles of information disclosure and political risk
by Huong Vu & Rasha Alsakka & Owain Gwilym - 234-243 Alphas in disguise: A new approach to uncovering them
by Venkata Chinthalapati & Cesario Mateus & Natasa Todorovic - 244-254 Euro area time‐varying fiscal sustainability
by António Afonso & João Tovar Jalles
April 2017, Volume 22, Issue 2
- 83-114 Eurozone cycles: An analysis of phase synchronization
by Brigitte Granville & Sana Hussain - 115-128 Monetary policy and leverage shocks
by Khandokar Istiak & Apostolos Serletis - 129-138 Pricing the ECB's forward guidance with the EONIA swap curve
by Matthieu Picault - 139-158 Is there still a Berlin Wall in the post‐issue operating performance of European IPOs?
by Tiago Pinho Pereira & Miguel Sousa - 159-168 Equity flows, stock returns and exchange rates
by Angelos Kanas & Sotirios Karkalakos - 169-178 Multilateral Loans and Interest Rates: Further Evidence on the Seniority Conundrum
by Sven Steinkamp & Frank Westermann
January 2017, Volume 22, Issue 1
- 3-11 Benchmarking Judgmentally Adjusted Forecasts
by Philip Hans Franses & Bert Bruijn - 12-29 Corporate Governance, Bank Mergers and Executive Compensation
by Yan Liu & Carol Padgett & Simone Varotto - 30-43 Euro Effect on Trade in Final, Intermediate and Capital Goods
by Inmaculada Martínez‐Zarzoso & Florian Johannsen - 44-67 Banking and Currency Crises: Differential Diagnostics for Developed Countries
by Mark Joy & Marek Rusnák & Kateřina Šmídková & Bořek Vašíček - 68-80 Macro News and Commodity Returns
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo
October 2016, Volume 21, Issue 4
- 313-331 The Risk Premium, Interest Rate Determination, and Monetary Independence Under a Fixed, but Adjustable, Exchange Rate
by Kit Pasula - 332-359 International Sentiment Spillovers in Equity Returns
by Deven Bathia & Don Bredin & Dirk Nitzsche - 360-381 Danger Zones for Banking Crises in Emerging Markets
by Paolo Manasse & Roberto Savona & Marika Vezzoli - 382-397 Sovereign Credit Ratings in Developing Economies: New Empirical Assessment
by Gabriel Caldas Montes & Diego S. P. Oliveira & Helder Ferreira Mendonça - 398-416 Real Effects of Inflation on External Debt in Developing Economies
by Mark Assibey‐Yeboah & Sushanta Mallick & Mohammed Mohsin - 417-446 Impact of Domestic Investor Protection on Foreign Investment Decisions: Evidence from Bond Markets
by Elina Pradkhan - 447-471 Determinants of Liquidity (Re)Allocation and the Decision to Cross‐List or Cross‐Delist
by Roland Füss & Ulrich Hommel & Jan‐Carl Plagge - 472-501 Intraday Rallies and Crashes: Spillovers of Trading Halts
by Bei Cui & Arie E. Gozluklu - 502-527 Financial Cycle, Business Cycle and Monetary Policy: Evidence from Four Major Economies
by Yong Ma & Jinglan Zhang
July 2016, Volume 21, Issue 3
- 209-223 The Role of a Changing Market Environment for Credit Default Swap Pricing
by Julian S. Leppin & Stefan Reitz - 224-240 What Does Rebalancing Really Achieve?
by Keith Cuthbertson & Simon Hayley & Nick Motson & Dirk Nitzsche - 241-246 The Return of the Monday Effect in European Currency Markets: An Empirical Analysis of the Impact of the Economic Crisis on Market Efficiency
by Peter J. Bush & John E. Stephens - 247-265 Monetary Developments and Expansionary Fiscal Consolidations: Evidence from the EMU
by António Afonso & Luís Martins - 266-278 Convergence in Corporate Statutory Tax Rates in the Asian and Pacific Economies
by Yang Chen & Juan Carlos Cuestas & Paulo José Regis - 279-293 Asymmetric Monetary Policy Rules for an Open Economy: Evidence from Canada and the Uk
by Mustafa Caglayan & Zainab Jehan & Kostas Mouratidis - 294-310 Panel Data Models and the Uncovered Interest Parity Condition: The Role of Two‐Way Unobserved Components
by Nils Herger
April 2016, Volume 21, Issue 2
- 107-130 Current Account Reversals in Industrial Countries: does the Exchange Rate Regime Matter?
by Cosimo Pancaro & Christian Saborowski - 131-142 The Relative Predictability of Stock Markets in the Americas
by Graham Smith & Aneta Dyakova - 143-153 Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach
by Guglielmo Maria Caporale & Luis A. Gil‐Alana & James C. Orlando - 154-166 The Pass‐through of Exchange Rate in the Context of the European Sovereign Debt Crisis
by Nidhaleddine Ben Cheikh & Christophe Rault - 167-191 Can High‐frequency Trading Strategies Constantly Beat the Market?
by Viktor Manahov - 192-208 Welfare and Stochastic Dominance for the Measurement of Banks' Domestic Systemic Importance: Analytical Framework and Application
by Gaston Andrés Giordana
January 2016, Volume 21, Issue 1
- 3-35 Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints
by Fernando Borraz & Alberto Cavallo & Roberto Rigobon & Leandro Zipitria - 36-57 Ending Over‐lending: Assessing Systemic Risk with Debt to Cash Flow
by Bruce A. Ramsay & Peter Sarlin - 58-74 House Prices and Current Account Imbalances in OECD Countries
by Philip Arestis & Ana Rosa Gonzalez‐Martinez - 75-89 Decomposing the Bid–ask Spread in Multi‐Dealer Markets
by Michael Bleaney & Zhiyong Li - 90-104 Channels of Risk Sharing at Micro Level: Savings, Investments and Risk Aversion Heterogeneity
by Faruk Balli & Filippo Maria Pericoli & Eleonora Pierucci
October 2015, Volume 20, Issue 4
- 291-309 CDS Spreads and Contagion Amongst Systemically Important Financial Institutions – A Spatial Econometric Approach
by Armin Eder & Sebastian Keiler - 310-327 How Does Fiscal Policy Affect Investment? Evidence from a Large Panel
by António Afonso & João Tovar Jalles - 328-340 Determinants of Lower Saving Rates in the USA: Prospects and Implications
by Magda Kandil - 341-361 Further Higher Moments in Portfolio Selection and A Priori Detection of Bankruptcy, Under Multi‐layer Perceptron Neural Networks, Hybrid Neuro‐genetic MLPs, and the Voted Perceptron
by Nikolaos Loukeris & Iordanis Eleftheriadis - 362-373 Time‐varying Predictability for Stock Returns, Dividend Growth and Consumption Growth
by David G. McMillan - 374-384 International Risk Sharing in the Short and in the long run under Country Heterogeneity
by Peter Fuleky & Luigi Ventura & Qianxue Zhao
July 2015, Volume 20, Issue 3
- 191-205 Monetary Policy and International Reserves: Empirical Evidence from East Asian Countries
by Prakash K. Shrestha & Willi Semmler - 206-219 Disentangling Crashes from Tail Events
by Sofiane Aboura - 220-241 A Quantitative Approach to Assessing Sovereign Default Risk in Resource‐Rich Emerging Economies
by Unurjargal Nyambuu & Lucas Bernard - 242-252 The International Effects of US Uncertainty
by Paul M. Jones & Eric Olson - 253-275 Capital Inflows and Economic Growth: Does the Role of Institutions Matter?
by Ly Slesman & Ahmad Zubaidi Baharumshah & Mark E. Wohar - 276-290 Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data
by Ola Oluwa S. Yaya & Luis A. Gil‐Alana & Olanrewaju I. Shittu
March 2015, Volume 20, Issue 2
- 97-113 De Facto Index of Monetary Policy Domestic Activism and Inefficient Trilemma Configurations in Oecd Countries
by Thomas Wu - 114-125 Were Financial Flows in Latin America and the Caribbean Shifted by their Crises?
by Fernando Andrés Delbianco & Andrés Fioriti - 126-137 The Exchange Rate Disconnect Puzzle Revisited
by Mohsen Bahmani‐Oskooee & Amr Hosny & N. Kundan Kishor - 138-154 Shock from Graying: Is the Demographic Shift Weakening Monetary Policy Effectiveness
by Patrick A. Imam - 155-177 Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets
by Yanan Li & David E. Giles - 178-189 The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis
by Sait Satiroglu & Emrah Sener & Michael Shafer & Yildiray Yildirim
January 2015, Volume 20, Issue 1
- 1-15 The Fragility of Two Monetary Regimes: The European Monetary System and the Eurozone
by Paul De Grauwe & Yuemei Ji - 16-27 Internationalization Versus Regionalization in the Emerging Stock Markets
by Virginie Coudert & Karine Hervé & Pierre Mabille - 28-47 On the Pass‐Through of Exchange Rate Fluctuations to the Macroeconomy: Imports in Developing and Advanced Countries
by Magda Kandil - 48-60 Financial Development and Economic Growth: Evidence from 10 New European Union Members
by Guglielmo Maria Caporale & Christophe Rault & Anamaria Diana Sova & Robert Sova - 61-79 Nonlinear Interdependence Between the US and Emerging Markets' Industrial Stock Sectors
by Taufiq Choudhry & Bashir Nur Osoble - 80-95 Financial Crises and the Dismissal of Central Bank Governors: New Evidence
by I. Kadek Dian Sutrisna Artha & Jakob Haan
October 2014, Volume 19, Issue 4
- 239-250 Long‐Run Determinants Of The Brazilian Real: A Closer Look At Commodities
by Emanuel Kohlscheen - 251-266 Order Flows, Fundamentals And Exchange Rates
by Kentaro Iwatsubo & Ian W. Marsh - 267-278 The Impact Of Fallen Angels On Investment Grade Corporate Bonds Portfolios: Evidence From The European Market
by Enrica Bolognesi & Marianna Ferro & Andrea Zuccheri - 279-302 Dislocations In The Won‐Dollar Swap Markets During The Crisis Of 2007–2009
by Naohiko Baba & Ilhyock Shim - 303-326 A Panel‐Regressions Investigation Of Exchange Rate Volatility
by Axel Grossmann & Alexei G. Orlov
July 2014, Volume 19, Issue 3
- 173-187 The Impact Of The Euro Crisis On The Financial Performance Of European And North American Firms
by Greg Filbeck & Kenneth Louie & Xin Zhao - 188-203 Cross‐Border Banking, Externalities And Sovereign Distress: Does The Euro Need A Common Banking Authority?
by Aitor Erce - 204-211 A Single Composite Financial Stress Indicator And Its Real Impact In The Euro Area
by Mevlud Islami & Jeong‐Ryeol Kurz‐Kim - 212-224 Bank Dividends, Real Gdp Growth And Default Risk
by Angelos Kanas - 225-238 Estimating Liquidity Risk Using The Exposure‐Based Cash‐Flow‐At‐Risk Approach: An Application To The Uk Banking Sector
by Meilan Yan & Maximilian J. B. Hall & Paul Turner
March 2014, Volume 19, Issue 2
- 91-121 Exchange Rate Misalignment Estimates—Sources Of Differences
by Yin‐Wong Cheung & Eiji Fujii - 122-131 Fixing The Phillips Curve: The Case Of Downward Nominal Wage Rigidity In The Us
by Stefan Reitz & Ulf D. Slopek - 132-139 European Central Bank Policy‐Making And The Financial Crisis
by Janko Gorter & Fauve Stolwijk & Jan Jacobs & Jakob Haan - 140-159 A Case For Interest Rate Inertia In Monetary Policy
by Mikael Bask - 160-172 Is Correlation Puzzle Really Puzzling? Reassessing Motives Of Foreign Asset Holdings By Us Investors
by Kenta Inoue
January 2014, Volume 19, Issue 1
- 1-2 Global Imbalances And Financial Sector Instabilities: Introduction
by Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot - 3-11 MANAGING THE FRAGILITY OF THE EUROZONE BY PAUL De GRAUWE
by Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot - 12-23 Liquidity Shocks And The Supply Of Credit After The 2007–2008 Crisis
by Tümer Kapan & Camelia Minoiu - 24-24 Liquidity Shocks And The Supply Of Credit After The 2007–2008 Crisis: Comment
by Vladimir Borgy - 25-47 The Credit‐To‐Gdp Gap And Complementary Indicators For Macroprudential Policy: Evidence From The Uk
by Julia Giese & Henrik Andersen & Oliver Bush & Christian Castro & Marc Farag & Sujit Kapadia - 48-48 The Credit‐To‐Gdp Gap And Complementary Indicators For Macroprudential Policy: Evidence From The Uk: Comment
by Vladimir Borgy - 49-56 Pricing Sovereign Bond Risk In The European Monetary Union Area: An Empirical Investigation
by António Afonso & Michael G. Arghyrou & Alexandros Kontonikas - 57-58 Pricing Sovereign Bond Risk In The Emu Area: An Empirical Investigation: Comment
by Jean‐Paul Renne - 59-72 Using Policy Intervention To Identify Financial Stress
by Mark Carlson & Kurt Lewis & William Nelson - 73-73 Using Policy Intervention To Identify Financial Stress: Comment
by Jean‐Paul Renne - 74-88 A New Macroprudential Tool To Assess Sources Of Financial Risks: Implied‐Systemic Cost Of Risks
by Alessandro Conciarelli - 89-90 A New Macroprudential Tool To Assess Sources Of Financial Risks: Implied‐Systemic Cost Of Risks: Comment
by Virginie Coudert
October 2013, Volume 18, Issue 4
- 307-318 Overcrowding Versus Liquidity In The Euro Sovereign Bond Markets
by Andrea Coppola & Alessandro Girardi & Gustavo Piga - 319-338 Financial System Sophistication And Unemployment In Industrial Countries
by Horst Feldmann - 339-351 The Relevance Of Accuracy For The Impact Of Macroeconomic News On Exchange Rate Volatility
by HelinÄ LaakkOnen & Markku Lanne - 352-374 A Global Model Of International Yield Curves: No‐Arbitrage Term Structure Approach
by Iryna Kaminska & Andrew Meldrum & James Smith - 375-395 Financial Integration And External Sustainability
by Pascal Towbin - 396-408 Appraising Credit Ratings: Does The Cap Fit Better Than The Roc?
by R. John Irwin & Timothy C. Irwin
July 2013, Volume 18, Issue 3
- 205-215 Spillovers Between Business Confidence And Stock Returns In Greece, Italy, Portugal, And Spain
by Erdal Atukeren & Turhan Korkmaz & Emrah İ Çevik - 216-239 How Reliable Are De Facto Exchange Rate Regime Classifications?
by Barry Eichengreen & Raul Razo‐Garcia - 240-265 Do Credit Rating Agencies Add Value? Evidence From The Sovereign Rating Business
by Eduardo Cavallo & Andrew Powell & Roberto Rigobon - 266-277 Financial Markets And International Risk Sharing In Emerging Market Economies
by Martin Schmitz - 278-292 The Balance Sheet Channel In A Small Open Economy In A Monetary Union
by João Sousa & Isabel Marques Gameiro - 293-306 Exchange Rate Reversion Under Regimes Other Than Free Float
by Luke Lin & Wenyuan Lin
March 2013, Volume 18, Issue 2
- 103-127 Aid Allocation, Growth And Welfare With Productive Public Goods
by Pierre‐Richard Agénor & Devrim Yilmaz - 128-158 Immigrant Household Investment Behavior And Country Of Origin: A Study Of Immigrants To The United States
by Sayako Seto & Vicki L. Bogan - 159-164 Implied Volatility And The Risk‐Return Relation: A Note
by Angelos Kanas - 165-174 Revisiting Purchasing Power Parity For 15 Latin American Countries: Threshold Unit Root Test
by Lu Yang‐Cheng & Chang Tsangyao & Lee Chia‐Hao & Su Chi‐Wei - 175-187 Transactions Costs, Index Arbitrage And Non‐Linear Dynamics Between Ftse100 Spot And Futures: A Threshold Cointegration Analysis
by Juan Tao & Christopher J. Green - 188-204 Real Exchange Rate Dynamics In Transition Economies: A Nonlinear Analysis
by Salah A. Nusair
January 2013, Volume 18, Issue 1
- 1-24 Gross Domestic Product Growth Predictions Through The Yield Spread: Time‐Variation And Structural Breaks
by Pierangelo De Pace - 25-50 Assessing Long‐Run Money Neutrality In Monetary Unions
by Andre Yone Haughton & Emma M. Iglesias - 51-73 Central Bank Autonomy, Legal Institutions And Banking Crisis Incidence
by Anichul H. Khan & Haider A. Khan & Hasnat Dewan - 74-81 Purchasing Power Parity In Nine Transition Countries: Panel Surkss Test
by Tsangyao Chang & Han‐Wen Tzeng - 82-92 The Purchasing Power Parity Hypothesis In The Us–China Relationship: Fractional Integration, Time Variation And Data Frequency
by Luis Alberiko Gil‐Alana & Liang Jiang - 93-102 Do Corporate Profit Forecaster Herd?—Evidence From Canada, Uk And The United States
by Jan‐Christoph Rülke
July 2012, Volume 17, Issue 3
- 203-220 Fiscal Shocks And Real Wages
by Agustín S. Bénétrix - 221-241 Asset Price Misalignments And Monetary Policy
by Mikael Bask - 242-253 Oil Prices And Stock Markets In Gcc Countries: Empirical Evidence From Panel Analysis
by Mohamed El Hedi Arouri & Christophe Rault - 254-271 Socially Responsible Investing In The Global Market: The Performance Of Us And European Funds
by Maria Céu Cortez & Florinda Silva & Nelson Areal - 272-278 Cross‐Speculation In Currency Futures Markets
by Andreas Röthig - 279-289 Main Or Satellite? Testing Causality‐In‐Mean And Variance For Dually Listed Stocks
by Mahmod Qadan & Joseph Yagil - 290-304 Order Flow And Exchange Rate Dynamics: An Application To Emerging Markets
by Kwabena Duffuor & Ian W. Marsh & Kate Phylaktis
April 2012, Volume 17, Issue 2
- 103-123 Credit scoring for microfinance: is it worth it?
by Joris Van Gool & Wouter Verbeke & Piet Sercu & Bart Baesens - 124-146 Risk of liquidity and contagion of the crisis on the United States, United Kingdom and euro zone money markets
by Bertrand Blancheton & Christian Bordes & Samuel Maveyraud & Philippe Rous - 147-166 How strong is the case for dollarization in Central America? An empirical analysis of business cycles, credit market imperfections and the exchange rate
by Nannette Lindenberg & Frank Westermann - 167-181 Asset allocation in the Athens stock exchange: a variance sensitivity analysis
by Panayiotis F. Diamandis & Anastassios A. Drakos & Georgios P. Kouretas & Leonidas P. Zarangas - 182-202 What explains comovement in stock market returns during the 2007–2008 crisis?
by Tatiana Didier & Inessa Love & María Soledad Martínez Pería
January 2012, Volume 17, Issue 1
- 1-13 Has global competition changed US export pricing?
by Janet Ceglowski - 14-22 Fiscal activism and the cost of debt financing
by Hans Dewachter & Priscilla Toffano - 23-30 Estimating persistence in the volatility of asset returns with signal plus noise models
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - 31-60 The Big Mac Index two decades on: an evaluation of burgernomics
by Kenneth W. Clements & Yihui Lan & Shi Pei Seah - 61-72 Yes, the choice of performance measure does matter for ranking of us mutual funds
by José Renato Haas Ornelas & Antônio Francisco Silva Júnior & José Luiz Barros Fernandes - 73-88 Can oil diversify away the unpriced risk of a portfolio?
by Giulio Cifarelli & Giovanna Paladino - 89-102 International stock market indices comovements: a new look
by Mara Madaleno & Carlos Pinho
October 2011, Volume 16, Issue 4
- 307-323 Funding liquidity risk and deviations from interest‐rate parity during the financial crisis of 2007–2009
by Cho‐Hoi Hui & Hans Genberg & Tsz‐Kin Chung - 324-338 When markets fall down: are emerging markets all the same?
by Sofia B. Ramos & Jeroen K. Vermunt & José G. Dias - 339-356 FX risk‐neutral valuation relationships for the S U jump‐diffusion family
by Ana Câmara & António Câmara & Ivilina Popova & Betty Jo Simkins - 357-374 Modelling the bivariate dependence structure of exchange rates before and after the introduction of the euro: a semi‐parametric approach
by Gianna Boero & Param Silvapulle & Ainura Tursunalieva - 375-392 Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates?
by Marc W. Simpson & Axel Grossmann - 393-407 Threshold effects in credit risk and stress scenarios
by Tiago M. T. Nunes & Paulo M. M. Rodrigues
July 2011, Volume 16, Issue 3
- 205-217 Cross‐dynamics of exchange rate expectations: a wavelet analysis
by Jussi Nikkinen & Seppo Pynnönen & Mikko Ranta & Sami Vähämaa - 218-236 Can financial development cure the Dutch disease?
by Christian Saborowski - 237-255 Common determinants of currency crises: the role of external balance sheet variables
by Mirko Licchetta - 256-274 Exchange rate regimes and banking crises: the channels of influence investigated
by Apanard P. Angkinand & Thomas D. Willett