EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Journal of International Financial Markets, Institutions and Money
1997 - 2013
Edited by I. Mathur and C. J. Neely
from Elsevier
Access Statistics for this journal.
RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series .
Volume 9, issue 4 , 1999
Characteristics of the order flow through an electronic open limit order book pp. 335-357 Philip Brown , Nathanial Thomson and David Walsh Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? pp. 359-376 Christopher F Baum , John Barkoulas and Mustafa Caglayan Assessing competitive conditions in the Greek banking system pp. 377-391 George Hondroyiannis , Sarantis Evangelos Lolos and Evangelia Papapetrou Cointegration analysis of the intensity of the ERM currencies under the European Monetary System pp. 393-405 Kai-Yin Woo Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates pp. 407-422 Michael Y. Hu and Christos Tsoukalas Volume 9, issue 3 , 1999
Banks recapitalization policies in Japan and their impact on the market pp. 223-246 Satoshi Daigo , Tatsuya Yonetani and Kouhei Marumo A multivariate analysis of the determinants of Moody's bank financial strength ratings pp. 267-283 Winnie P. H. Poon , Michael Firth and Hung-Gay Fung The x-efficiency and allocative efficiency effects of credit union mergers pp. 285-301 Kaylee A. Garden and Deborah E. Ralston Malmquist indices of productivity change in Australian financial services pp. 303-320 Andrew Charles Worthington A preliminary look at gains from asset securitization pp. 321-333 Hugh Thomas Volume 9, issue 2 , 1999
Asymmetric information and the bid-ask spread: an empirical comparison between automated order execution and open outcry auction pp. 115-128 Jianxin Wang Local and global price memory of international stock markets pp. 129-147 Johan Knif and Seppo Pynnonen The information in the Mexican term structure of interest rates: capital market implications pp. 149-161 Jorge Gonzalez , Roger Spencer and Daniel Walz Factor price misspecification in bank cost function estimation pp. 163-182 Dean Clarence Mountain and Hugh Thomas A test of purchasing power parity for emerging economies pp. 183-193 Mehdi Salehizadeh and Robert Taylor Volume 9, issue 1 , 1999
Modeling asset market volatility in a small market:: Accounting for non-synchronous trading effects pp. 1-18 Stephen Lange A monetary policy feedback rule in Korea's fast-growing economy pp. 19-31 Michael J. Dueker and Gyuhan Kim The dynamic relationship of volatility, volume, and market depth in currency futures markets pp. 33-59 Hung-Gay Fung and Gary A. Patterson Causal relations among stock returns and macroeconomic variables in a small, open economy pp. 61-74 Øystein Gjerde and Frode Sættem Volume 8, issue 3-4 , 1998
Introduction to the international market microstructure issue pp. 219-223 Richard K. Lyons The liquidity of automated exchanges: new evidence from German Bund futures pp. 225-241 Alex Frino , Thomas H. McInish and Martin Toner Price discovery in high and low volatility periods: open outcry versus electronic trading pp. 243-260 Martin Martens A change in market microstructure: the switch to electronic screen trading on the New Zealand stock exchange pp. 261-276 Michael Blennerhassett and Robert G. Bowman Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong pp. 277-298 Paul Brockman and Dennis Y. Chung Two months in the life of several gilt-edged market makers on the London Stock Exchange pp. 299-324 Paolo Vitale Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares pp. 325-356 Sugato Chakravarty , Asani Sarkar and Lifan Wu Put-call parity revisited: intradaily tests in the foreign currency options market pp. 357-376 Mazen El-Mekkaoui and Mark D. Flood Price clustering and bid-ask spreads in international bond futures pp. 377-391 Owain ap Gwilym , Andrew Clare and Stephen Thomas Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings pp. 393-412 Stephen R. Foerster and G. Andrew Karolyi Does international trading of stocks decrease pricing errors? Evidence from Japan pp. 413-432 Nobuyoshi Yamori Volume 8, issue 2 , 1998
Information flows and open outcry: evidence of imitation trading pp. 101-116 Mark D. Griffiths , Brian F. Smith , D. Alasdair S. Turnbull and Robert W. White What determines real exchange rates?: The long and the short of it pp. 117-153 Ronald MacDonald An empirical examination of linkages between Pacific-Basin stock markets pp. 155-173 Sundaram Janakiramanan and Asjeet S. Lamba A test of the intertemporal CAPM in the Australian equity market pp. 175-188 Robert William Faff and Howard Chan The spillover effects of the trading suspension of the treasury bond futures market in China pp. 205-218 Winnie P. H. Poon , Michael Firth and Hung-Gay Fung Volume 8, issue 1 , 1998
Monetary-based models of the exchange rate: a panel perspective pp. 1-19 Steven Husted and Ronald MacDonald The impact of exchange rate volatility on Australian trade flows pp. 21-38 Michael D. Mckenzie Variances and covariances of international stock returns: the international capital asset pricing model revisited pp. 39-57 Latha Ramchand and Raul Susmel Correlation in currency markets a risk-adjusted perspective pp. 59-82 Elizabeth Sheedy Asymmetric impact of trade balance news on asset prices pp. 83-100 Raj Aggarwal and David C. Schirm Volume 7, issue 4 , 1997
A multi-country test of the Fisher model for stock returns pp. 289-301 Bruno Solnik and Vincent Solnik International portfolio diversification: a synthesis and an update pp. 303-327 Hany A. Shawky , Rolf Kuenzel and Azmi D. Mikhail International business: determinants of interbank activities pp. 329-349 Fariborz Moshirian and Robert Bishop Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular pp. 351-367 John Wei-Shan Hu , Mei-Yuan Chen , Robert C. W. Fok and Bwo-Nung Huang Do Japanese banks lead or follow international business? An empirical investigation pp. 369-382 Nobuyoshi Yamori Volume 7, issue 3 , 1997
New equity offerings in Japan: an examination of theory and practice pp. 185-200 Stephen P. Ferris , Gregory Noronha and Thomas H. McInish Time series dynamics of short-term interest rates: evidence from Eurocurrency markets pp. 201-220 Thomas C. Chiang Do emerging and developed stock markets behave alike? Evidence from six pacific basin stock markets pp. 221-234 Gregory Koutmos The European exchange rates before and after the establishment of the European Monetary System pp. 235-253 Michael Y. Hu , Christine X. Jiang and Christos Tsoukalas An examination of the effects of major political change on stock market volatility: the South African experience pp. 255-275 Robert Brooks , Sinclair Davidson and Robert William Faff Integration of international capital markets: further evidence from EMS and non-EMS membership pp. 277-287 Panayotis Alexakis , Nicholas Apergis and Emmanuel Xanthakis Volume 7, issue 2 , 1997
Financial market integration tests: an investigation using US equity markets pp. 93-135 Andy Naranjo and Aris Protopapadakis Global coskewness and the pricing of Finnish stocks: empirical tests pp. 137-155 Kim Nummelin Price discovery in the Hong Kong security markets: evidence from cointegration tests pp. 157-169 Ling T. He The Czech and Slovak Clearing Agreement: a post-mortem pp. 171-184 Gerald Groshek Volume 7, issue 1 , 1997
Inflation differentials and excess returns in the European Monetary System pp. 1-20 Peter Vlaar and Franz C. Palm International equity investment with selective hedging strategies pp. 21-42 Cheol S. Eun and Bruce G. Resnick Are banks market timers or market makers? Explaining foreign exchange trading profits pp. 43-60 John Ammer and Allan D. Brunner Automated trade execution and trading activity: The case of the Vancouver stock exchange pp. 61-72 Stephen P. Ferris , Thomas H. McInish and Robert A. Wood The impact of exchange rate volatility on German-US trade flows pp. 73-87 Michael D. McKenzie and Robert Brooks The directory of Banking and Financial Institutions in Russia 1996: Paris, France, Intercontinental Press, 1996 pp. 89-91 Kimberly C. Gleason and Manohar Singh
EconPapers is hosted by the
Örebro University School of Business.