Journal of International Financial Markets, Institutions and Money
1997 - 2009
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 19, issue 4, 2009
- Dynamic correlations and volatility effects in the Balkan equity markets pp. 565-587

- Theodore Constantine Syriopoulos and Efthimios Roumpis
- Two currencies, one model? Evidence from the Wall Street Journal forecast poll pp. 588-596

- Michael Frenkel, Rülke, Jan-Christoph and Georg Stadtmann
- Asymmetric volatility in the foreign exchange markets pp. 597-615

- Jianxin Wang and Minxian Yang
- Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets pp. 616-632

- Naohiko Baba and Masakazu Inada
- Expansion and consolidation of bancassurance in the 21st century pp. 633-644

- Zhian Chen, Donghui Li, Li Liao, Fariborz Moshirian and Csaba Szablocs
- International stock markets interactions and conditional correlations pp. 645-661

- Christos Savvas Savva
- Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off pp. 662-674

- Brigitte Evelyne Granville and Sushanta K. Mallick
- An event study analysis of international ventures between banks and insurance firms pp. 675-691

- Sotiris K. Staikouras
- The confusing time-series behaviour of real exchange rates: Are asymmetries important? pp. 692-711

- David G. McMillan
- Speculative trading and stock returns: A stochastic dominance analysis of the Chinese A-share market pp. 712-727

- Wai Mun Fong
Volume 19, issue 3, 2009
- The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets pp. 415-431

- Kim, Suk-Joong and Tho Nguyen
- Foreign-exchange intervention strategies and market expectations: insights from Japan pp. 432-446

- Gnabo, Jean-Yves and Jérôme Teiletche
- Do real interest rates converge? Evidence from the European union pp. 447-460

- Michael Arghyrou, Andros Gregoriou and Alexandros Kontonikas
- Stock market liberalization and international risk sharing pp. 461-476

- Shigeru Iwata and Shu Wu
- Exchange rate regimes and prices: The cases of Italy, Spain and the United Kingdom (1874-1998) pp. 477-489

- María Dolores Gadea, Monia Ben Kaabia and Marcela Sabate
- Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility pp. 490-505

- Eric Hillebrand, Gunther Schnabl and Yasemin Ulu
- Financial market stability--A test pp. 506-519

- Dirk G. Baur and Niels Schulze
- Explaining the equity premium in Hong Kong with C-CAPM: The use of emigration growth as an instrument pp. 520-533

- Henry Tam and Liona Lai
- The UK equity market around the ex-split date pp. 534-549

- Elena Kalotychou, Sotiris K. Staikouras and Maxim Zagonov
- Liquidity minimization and cross-listing choice: Evidence based on Canadian shares cross-listed on U.S. venues pp. 550-564

- Lawrence Kryzanowski and Skander Lazrak
Volume 19, issue 2, 2009
- Further on nonlinearity, persistence, and integration properties of real exchange rates pp. 207-221

- Rehim Kiliç
- Emerging markets' spreads and global financial conditions pp. 222-239

- Alessio Ciarlone, Paolo Piselli and Giorgio Trebeschi
- Banking regulation and the output cost of banking crises pp. 240-257

- Apanard P. Angkinand
- Forward interest rate premium and asymmetric adjustment: Evidence from 16 countries pp. 258-273

- David G. McMillan
- European bank equity risk: 1995-2006 pp. 274-288

- Mamiza Haq and Richard Heaney
- Changes in the international comovement of stock returns and asymmetric macroeconomic shocks pp. 289-305

- Renatas Kizys and Christian Pierdzioch
- Foreign exchange exposure: Evidence from the U.S. insurance industry pp. 306-320

- Donghui Li, Fariborz Moshirian, Timothy Wee and Eliza Wu
- Identification of a loan supply function: A cross-country test for the existence of a bank lending channel pp. 321-335

- Sophocles N. Brissimis and Manthos D. Delis
- RIP and the shift toward a monetary union: Looking for a "euro effect" by a structural break analysis with panel data pp. 336-350

- Maveyraud-Tricoire, Samuel and Philippe Rous
- Banking industry volatility and banking crises pp. 351-370

- Fariborz Moshirian and Qiongbing Wu
- External commitment mechanisms, institutions, and FDI in GCC countries pp. 371-386

- Wasseem Mina
- The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market pp. 387-401

- Frank McGroarty, Owain ap Gwilym and Stephen Thomas
- Sectoral analysis of foreign direct investment and growth in the developed countries pp. 402-413

- Tam Bang Vu and Ilan Noy
Volume 19, issue 1, 2009
- Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector pp. 1-15

- Leigh Drake, Maximilian J.B. Hall and Richard Simper
- Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures pp. 16-32

- Hue Hwa Au Yong, Robert William Faff and Keryn Chalmers
- Sudden changes in volatility: The case of five central European stock markets pp. 33-46

- Ping Wang and Tomoe Moore
- Policy coordination and risk premium in foreign exchange markets for major EU currencies pp. 47-62

- Chanwit Phengpis and Vanthuan Nguyen
- Corporate control rights and the long-run equity risk premium pp. 63-76

- Roelof Salomons and Elmer Sterken
- Price discovery in Taiwan's foreign exchange market pp. 77-93

- Wan, Jer-Yuh and Kao, Chung-Wei
- Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan pp. 94-111

- Gnabo, Jean-Yves, Sébastien Laurent and Christelle Lecourt
- Central bank FOREX interventions assessed using realized moments pp. 112-127

- Michel Beine, Sébastien Laurent and Franz C. Palm
- Financial structure change and banking income: A Canada-U.S. comparison pp. 128-139

- Christian Calmès and Ying Liu
- On the robustness of international portfolio diversification benefits to regime-switching volatility pp. 140-156

- Thomas Flavin and Ekaterini Panopoulou
- Rate of return parity and currency crises in experimental asset markets pp. 157-170

- Jason Childs
- Stock prices and demand for money in China: New evidence pp. 171-187

- Ahmad Zubaidi Baharumshah, Siti Hamizah Mohd and Marial Awou Yol
- Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? pp. 188-205

- Christopher Neely
Volume 18, issue 5, 2008
- Interest rate futures and forwards: Evidence from the sterling futures and FRA markets pp. 399-412

- Russell Poskitt
- Long-run PPP in a system context: No favorable evidence after all for the U.S., Germany, and Japan pp. 413-424

- David O. Cushman
- Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market pp. 425-437

- Zhuo Qiao, Thomas C. Chiang and Wing-Keung Wong
- Further evidence on the rationality of interest rate expectations pp. 438-448

- Ron Jongen and Willem F.C. Verschoor
- Volatility forecasting: Intra-day versus inter-day models pp. 449-465

- Timotheos Angelidis and Stavros Degiannakis
- Who benefits more from international diversification? pp. 466-482

- Chiou, Wan-Jiun Paul
- Cost efficiency of the banking industry in the South Eastern European region pp. 483-497

- Christos Staikouras, Emmanuel C. Mamatzakis and Koutsomanoli-Filippaki, Anastasia
- A common factor analysis for the US and the German stock markets during overlapping trading hours pp. 498-512

- Michael Flad and Robert Jung
- Banks' procyclical behavior: Does provisioning matter? pp. 513-526

- Vincent Bouvatier and Laetitia Lepetit
- Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets pp. 527-544

- Lim, Kian-Ping, Robert D. Brooks and Melvin J. Hinich
- Market timing: A global endeavor pp. 545-556

- Rodriguez, Javier
- Bank runs, foreign exchange reserves and credibility: When size does not matter pp. 557-565

- Victoria Miller
Volume 18, issue 4, 2008
- Long memory in the volatility of an emerging equity market: The case of Turkey pp. 305-312

- Robert DiSario, Hakan Saraoglu, Joseph McCarthy and Hsi Li
- Market structure and dealers' quoting behavior in the foreign exchange market pp. 313-325

- Liang Ding
- Robust outlier detection for Asia-Pacific stock index returns pp. 326-343

- Thierry Ané, Loredana Ureche-Rangau, Gambet, Jean-Benoît and Julien Bouverot
- Foreign exchange intervention and equilibrium real exchange rates pp. 344-357

- Dimitrios A. Sideris
- Testing the forward rate unbiasedness hypothesis during the 1920s pp. 358-373

- Panayiotis F. Diamandis, Dimitris A. Georgoutsos and Georgios P. Kouretas
- Chinese institutional investors' sentiment pp. 374-387

- Gerhard Kling and Lei Gao
- The stability-concentration relationship in the Brazilian banking system pp. 388-397

- E.J. Chang, S.M. Guerra, Eduardo José Araújo Lima and Benjamin Miranda Tabak
Volume 18, issue 3, 2008
- Explaining the European exchange rates deviations: Long memory or non-linear adjustment? pp. 207-215

- Gilles Dufrénot, Sandrine Lardic, Laurent Mathieu, Valérie Mignon and Anne PEGUIN-FEISSOLLE
- Does trading volume really explain stock returns volatility? pp. 216-235

- Thierry Ané and Loredana Ureche-Rangau
- The long swings in the spot exchange rates and the complex unit roots hypothesis pp. 236-244

- Haitham A. Al-Zoubi
- Market segmentation and equity valuation: Comparing Canada and the United States pp. 245-258

- Michael R. King and Dan Segal
- Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan pp. 259-271

- Chen, Yi-Hsuan, Anthony H. Tu and Kehluh Wang
- Evidence of non-stationary bias in scaling by square root of time: Implications for Value-at-Risk pp. 272-289

- Samir Saadi and Abdul Rahman
- Too-big-to-fail: Bank failure and banking policy in Jamaica pp. 290-303

- J. Daley, Kent Gerard Matthews and K. Whitfield
Volume 18, issue 2, 2008
- Expiration day effects of Taiwan index futures: The case of the Singapore and Taiwan Futures Exchanges pp. 107-120

- Huimin Chung and Hseu, Mei-Maun
- Bank-specific, industry-specific and macroeconomic determinants of bank profitability pp. 121-136

- Panayiotis P. Athanasoglou, Sophocles N. Brissimis and Manthos D. Delis
- The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks pp. 137-146

- Paresh Kumar Narayan
- Impact of IMF-related news on capital markets: Further evidence from bond spreads in Indonesia and Korea pp. 147-160

- Ayse Y. Evrensel and Ali M. Kutan
- Convergence in the activities of European banks pp. 161-175

- Drew Dahl, Ronald E. Shrieves and Michael F. Spivey
- Investor demand for IPOs and aftermarket performance: Evidence from the Hong Kong stock market pp. 176-190

- Sumit Agarwal, Chunlin Liu and S. Ghon Rhee
- Understanding international portfolio diversification and turnover rates pp. 191-206

- Amir A. Amadi and Paul Bergin
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
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