Journal of International Financial Markets, Institutions and Money
1997 - 2008
Edited by I. Mathur and C. J. Neely from Elsevier Series data maintained by Heidi Boesdal (). Access Statistics for this journal.
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Volume 18, issue 1, 2008
- Asymmetric variance and spillover effects: Regime shifts in the Spanish stock market pp. 1-15

- Jose Luis Miralles Marcelo, Jose Luis Miralles Quiros and Maria del Mar Miralles Quiros
- Contrarian and momentum returns on Iran's Tehran Stock Exchange pp. 16-30

- Kevin R. Foster and Ali Kharazi
- Comovements in international stock markets pp. 31-45

- Claudio Morana and Andrea Beltratti
- Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression pp. 46-63

- Juri Marcucci and Mario Quagliariello
- Sovereign default risk, the IMF and creditor moral hazard pp. 64-78

- Ilan Noy
- Swap curve dynamics across markets: Case of US dollar versus HK dollar pp. 79-93

- Ying Huang, Salih N. Neftci and Feng Guo
- Efficiency in emerging markets--Evidence from the MENA region pp. 94-105

- Lagoarde-Segot, Thomas and Brian M. Lucey
Volume 17, issue 5, 2007
- Global monetary policy shocks in the G5: A SVAR approach pp. 403-419

- João Sousa and Andrea Zaghini
- Characteristics and behavior of newly listed firms: Evidence from the Asia-Pacific region pp. 420-436

- Stephen P. Ferris, Narayanan Jayaraman and Sanjiv Sabherwal
- Exchange rate fluctuations, financing constraints, hedging, and exports: Evidence from firm level data pp. 437-451

- Robert Dekle and Heajin H. Ryoo
- Are international stock returns predictable?: An examination of linear and non-linear predictability using generalized spectral tests pp. 452-464

- Matthew Q. McPherson and Joseph Palardy
Volume 17, issue 4, 2007
- Macroeconomic news and exchange rates pp. 307-325

- Douglas K. Pearce and M. Nihat Solakoglu
- Is there market discipline for New Zealand non-bank financial institutions? pp. 326-340

- Kurt Hess and Gary Feng
- Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan pp. 341-360

- Suk-Joong Kim
- ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation? pp. 361-371

- Axel Grossmann, Teofilo Ozuna and Marc W. Simpson
- Uncertainty and international debt maturity pp. 372-386

- Neven T. Valev
- Explaining when developing countries liberalize their financial equity markets pp. 387-402

- Bonghoon Kim and Lawrence W. Kenny
Volume 17, issue 3, 2007
- Deconstructing the Nasdaq bubble: A look at contagion across international stock markets pp. 213-230

- Mark T. Hon, Jack K. Strauss and Yong, Soo-Keong
- Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries pp. 231-245

- Shawkat Hammoudeh and Kyongwook Choi
- Are foreign issuers complying with Regulation Fair Disclosure? pp. 246-260

- Prem G. Mathew, David Michayluk and Paul Kofman
- Fiscal policy events and interest rate swap spreads: Evidence from the EU pp. 261-276

- Antonio Afonso and Rolf Strauch
- Are the China-related stock markets segmented with both world and regional stock markets? pp. 277-290

- Yuenan Wang and Amalia Di Iorio
- Why do central banks intervene secretly?: Preliminary evidence from the BoJ pp. 291-306

- Michel Beine and Oscar Bernal
Volume 17, issue 2, 2007
- A re-examination of international inflation convergence over the modern float pp. 125-139

- William J. Crowder and Chanwit Phengpis
- Relations between mutual fund flows and stock market returns in Korea pp. 140-151

- Natalie Y. Oh and Jerry T. Parwada
- Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests pp. 152-166

- Paresh Kumar Narayan and Russell Smyth
- On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis pp. 167-179

- Sangbae Kim and Francis In
- Currency futures-spot basis and risk premium pp. 180-197

- Ahmet Can Inci and Biao Lu
- The innovations of e-mini contracts and futures price volatility components: The empirical investigation of S&P 500 stock index futures pp. 198-211

- Anthony H. Tu and Wang, Ming-Chun
Volume 17, issue 1, 2007
- Intraday stock price effects of ad hoc disclosures: the German case pp. 1-24

- Jan Muntermann and Andre Guettler
- Volatility and correlation in international stock markets and the role of exchange rate fluctuations pp. 25-41

- Mun, Kyung-Chun
- Currency regimes and currency crises: What about cocoa money? pp. 42-57

- Mark S. LeClair
- Spot-forward cointegration, structural breaks and FX market unbiasedness pp. 58-78

- O. Miguel Villanueva
- Does cross-ownership affect competition?: Evidence from the Italian banking industry pp. 79-101

- Francesco Trivieri
- What are the risks when investing in thin emerging equity markets: Evidence from the Arab world pp. 102-123

- Eric Girard and Mohamed Omran
Volume 16, issue 5, 2006
- Home bias among European investors from a Bayesian perspective pp. 397-410

- Hossein Asgharian and Bjorn Hansson
- Dynamic volatility and external security related shocks: The case of the Athens Stock Exchange pp. 411-424

- Emmanuel Athanassiou, Christos Kollias and Theodore Constantine Syriopoulos
- Consolidation, scale economies and technological change in Japanese banking pp. 425-445

- Solomon Tadesse
- Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986-2003 pp. 446-467

- Suk-Joong Kim and Cyril Minh Dao Pham
- An empirical study to identify shift contagion during the Asian crisis pp. 468-479

- E. Marais and S. Bates
Volume 16, issue 4, 2006
- Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis pp. 301-317

- Bartosz Gebka and Dobromił Serwa
- Clustering and psychological barriers in exchange rates pp. 318-344

- Jason Mitchell and H.Y. Izan
- Getting out from between a rock and a hard place: Can china use its foreign exchange reserves to save its banks? pp. 345-354

- Victoria Miller
- Multivariate market association and its extremes pp. 355-369

- Dirk Baur
- Do institutional investors destabilize stock prices? evidence from an emerging market pp. 370-383

- Martin T. Bohl and Janusz J. Brzeszczynski
- Are international real interest rate linkages characterized by asymmetric adjustments? pp. 384-396

- Mark J. Holmes and Nabil Maghrebi
Volume 16, issue 3, 2006
- On the conditional pricing effects of beta, size, and book-to-market equity in the Hong Kong market pp. 199-214

- Ho, Ron Yiu-wah, Roger Strange and Jenifer Piesse
- Bidder behavior in central bank repo auctions: Evidence from the Bundesbank pp. 215-230

- Tobias Linzert, Dieter Nautz and Jorg Breitung
- Relative performance of bid-ask spread estimators: Futures market evidence pp. 231-245

- Amber Anand and Ahmet K. Karagozoglu
- The impacts of index rebalancing and their implications: Some new evidence from Japan pp. 246-269

- Shinhua Liu
- Market timing wealth effects of American Depository Receipts: The cases of emerging and developed market issues pp. 270-282

- Mark Schaub and Michael J. Highfield
- Risk and return implications from investing in emerging European stock markets pp. 283-299

- Theodore Constantine Syriopoulos
Volume 16, issue 2, 2006
- Implied volatility linkages among major European currencies pp. 87-103

- Jussi Nikkinen, Petri Sahlstrom and Sami Vähämaa
- Performance comparison between exchange-traded funds and closed-end country funds pp. 104-122

- Joel T. Harper, Jeff Madura and Oliver Schnusenberg
- Does herding behavior exist in Chinese stock markets? pp. 123-142

- RIza Demirer and Ali Kutan
- Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan pp. 143-154

- Dimitrios Sideris
- The equity premium and market integration: Evidence from international data pp. 155-179

- Joshua D. Shackman
- Empirical analysis of GARCH models in value at risk estimation pp. 180-197

- Mike K.P. So and Philip L.H. Yu
Volume 16, issue 1, 2006
- Measuring and assessing the effects and extent of international bond market integration pp. 1-3

- Brian M. Lucey and James M. Steeley
- The performance and diversification benefits of funds of hedge funds pp. 4-22

- Emily Denvir and Elaine Hutson
- Volatility spillovers and dynamic correlation in European bond markets pp. 23-40

- Vasiliki Skintzi and Apostolos N. Refenes
- Dynamics of bond market integration between established and accession European Union countries pp. 41-56

- Suk-Joong Kim, Brian M. Lucey and Eliza Wu
- Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region pp. 57-70

- Jonathan Andrew Batten, Thomas A. Fetherston and Pongsak Hoontrakul
- Volatility transmission between stock and bond markets pp. 71-86

- James M. Steeley
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