Journal of International Financial Markets, Institutions and Money

1997 - 2008

Edited by I. Mathur and C. J. Neely

from Elsevier
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Volume 15, issue 5, 2005

Long-memory dynamics in a SETAR model - applications to stock markets pp. 391-406

Gilles Dufrénot, Dominique Guegan and Anne PEGUIN-FEISSOLLE

Intradaily volatility and adjustment pp. 407-424

Michael Theobald and Peter Yallup

Cournot model of brokered FX trading pp. 425-436

Carlos A. Ulibarri, Peter C. Anselmo and Mauro X. Trabatti

Corporate bankruptcies and official bail-outs: A cost-benefit analysis pp. 437-453

Turalay Kenc, Aydin Ozkan and F. Gulcin Ozkan

An empirical examination of the benefits of international diversification pp. 455-468

Jonathan Fletcher and Andrew Marshall

Arbitrage opportunities in the depositary receipts market: Myth or reality? pp. 469-480

E. Dante Suarez

Volume 15, issue 4, 2005

Differences in the price of risk and the resulting response to shocks: an analysis of Asian markets pp. 285-313

Gokce A. Soydemir

Intra and inter-regional causal linkages of emerging stock markets: evidence from Asia and Latin America in and out of crises pp. 315-342

Eiji Fujii

Gold as a hedge against the dollar pp. 343-352

Forrest Capie, Terence C. Mills and Geoffrey Wood

A modified currency board system: Theory and evidence pp. 353-367

Ying Wu

When risk premiums decrease as the bank's risk increases--a caveat on the use of subordinated bonds as an instrument of banking supervision pp. 369-390

Jochen Bigus and Stefan Prigge

Volume 15, issue 3, 2005

Currency risk in excess equity returns: a multi time-varying beta approach pp. 189-207

Guay C. Lim

Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance pp. 209-228

Stelios D. Bekiros and Dimitris A. Georgoutsos

An error correction factor model of term structure slopes in international swap markets pp. 229-254

Pilar Abad and Alfonso Novales

Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore pp. 255-270

Ahmad Zubaidi Baharumshah and A. Mansur M. Masih

Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects pp. 271-284

Vicent Arago and Luisa Nieto

Volume 15, issue 2, 2005

Stock market linkages in emerging markets: implications for international portfolio diversification pp. 91-106

Kate Phylaktis and Fabiola Ravazzolo

Cross-market linkages between U.S. and Japanese precious metals futures trading pp. 107-124

Xiaoqing Eleanor Xu and Fung, Hung-Gay

A note on common methods used to estimate foreign exchange exposure pp. 125-140

Anna D. Martin and Laurence J. Mauer

Bank provisioning behaviour and procyclicality pp. 141-157

Jacob Bikker and Paul Metzemakers

Endogenous liquidity in emerging markets pp. 159-171

Lee Redding

Financial markets and economic growth in Greece, 1986-1999 pp. 173-188

George Hondroyiannis, Sarantis Lolos and Evangelia Papapetrou

Volume 15, issue 1, 2005

Valuation of financial versus non-financial firms: a global perspective pp. 1-20

Stephen R. Foerster and Stephen G. Sapp

Real or monetary? The US/UK real exchange rate, 1921-2002 pp. 21-38

Angelos Kanas

International bond market linkages: a structural VAR analysis pp. 39-54

Jian Yang

Cost efficiency in the Latin American and Caribbean banking systems pp. 55-72

Oscar Carvallo and Adnan Kasman

Are emerging equity markets responsive to cross-country macroeconomic movements?: Evidence from Latin America pp. 73-87

Rahul Verma and Teofilo Ozuna

Erratum to "Return and risk interactions in Chinese stock markets" [J. Int. Financial Markets Inst. Money 14 (2004) 367-384] pp. 89-89

Ping Wang, Aying Liu and Peijie Wang

Volume 14, issue 5, 2004

Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates pp. 401-418

Richard T. Baillie, Aydin A. Cecen, Cahit Erkal and Han, Young-Wook

The market's view on the probability of banking sector failure: cross-country comparisons pp. 419-438

Hans N. E. Bystrom

External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR pp. 439-454

Peter Tillmann

Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market pp. 455-471

Martin K. Hess

Alternative settlement methods and Australian individual share futures contracts pp. 473-490

Donald Lien and Li Yang

Daily volatility behavior in Chinese futures markets pp. 491-505

Kam C. Chan, Fung, Hung-Gay and Wai K. Leung

Volume 14, issue 4, 2004

Bolsa or NYSE: price discovery for Mexican shares pp. 295-311

George M. von Furstenberg and Carlos B. Tabora

Evidence to support the four-factor pricing model from the Canadian stock market pp. 313-328

L'Her, Jean-Francois, Tarek Masmoudi and Suret, Jean-Marc

League table: a study of the competition to underwrite floating rate debt pp. 329-349

James S. Ang and Shaojun Zhang

International financial services: determinants of banks' foreign assets held by non-banks pp. 351-365

Fariborz Moshirian, Ilan Sadeh and Jason Zein

Return and risk interactions in Chinese stock markets pp. 367-383

Ping Wang, Aying Liu and Peijie Wang

Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market pp. 385-400

Sunil Poshakwale and Michael Theobald

Volume 14, issue 3, 2004

Banking competition and macroeconomic conditions: a disaggregate analysis pp. 203-219

Paolo Coccorese

The future of cash: falling legal use and implications for government policy pp. 221-233

David Humphrey, Aris Kaloudis and Grete Owre

Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world pp. 235-254

Steven Shuye Wang and Michael Firth

Who owns the major US subsidiaries of foreign banks?: A note pp. 255-266

Adrian Tschoegl

Do you really want to ask an underwriter how much money you should leave on the table? pp. 267-280

Bill Dimovski and Robert Brooks

Do birds of the same feather flock together?: The case of the Chinese states equity markets pp. 281-294

Prof. Abdulnasser Hatemi-J and Eduardo Dacillo Roca

Volume 14, issue 2, 2004

A note on the time-series relationship between market industry concentration and market volatility pp. 105-115

Xuejing Xing

Structural breaks and their trace in the memory: Inflation rate series in the long-run pp. 117-134

María Dolores Gadea, Marcela Sabate and José M. Serrano Sanz

Monetary policy implications of comovements among long-term interest rates pp. 135-164

Nikiforos Laopodis

Growth, financial development, societal norms and legal institutions* pp. 165-183

Harry Garretsen, Robert Lensink and Elmer Sterken

How important are fundamentals?--Evidence from a structural VAR model for the stock markets in the US, Japan and Europe pp. 185-201

Mathias Binswanger

Volume 14, issue 1, 2004

FOREX risk premia and policy uncertainty: a recursive utility analysis pp. 1-24

Lynne Evans and Turalay Kenc

The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan pp. 25-36

Michael Frenkel, Christian Pierdzioch and Georg Stadtmann

Leverage, insider ownership, and the underpricing of IPOs in China pp. 37-54

Dongwei Su

International equity flows and developing markets: the asian financial market crisis revisited pp. 55-73

Anchor Y. Lin and Peggy E. Swanson

Selectively hedging the US dollar with foreign exchange futures contracts pp. 75-86

Marc W. Simpson

In search of overshooting and bandwagons in exchange rates pp. 87-98

John Pippenger

Bandwagon effects and run patterns in exchange rates once more pp. 99-104

Tobias F. Rotheli