Global Finance Journal

1990 - 2025

Current editor(s): Manuchehr Shahrokhi

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Optimal hedging of stock portfolios against foreign exchange risk: theory and applications pp. 97-113: Warren Bailey, Edward Ng and René Stulz
An examination of the distribution of intra-daily exchange rate changes pp. 115-135: Chuck C. Y. Kwok and William Folks
Importance of political risk assessment function in U.S. multinational corporations pp. 137-144: M. Anaam Hashmi and Turgut Guvenli
Benefits from diversification and currency hedging of international equity investments: different countries' viewpoints pp. 145-158: Luc A. Soenen and John R. Lindvall
Valuation effects of international listings pp. 159-170: Khalil M. Torabzadeh, William J. Berlin and Terry L. Zivney Maxon
Cointegration, error-correction, and joint efficiency in forward and futures markets for major foreign currencies pp. 171-180: Banamber Mishra, Matiur Rahman and Steve Caples

The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts pp. 1-22: Philippe Jorion and Jacques Rolfo
Intervention and the foreign exchange risk premium: An empirical investigation of daily effects pp. 23-50: Owen Humpage and William P. Osterberg
A multivariate analysis of the determinants of the functional currency dichotomy decisions pp. 51-65: Ahmad Hosseini and Hossein Shalchi
Portfolio diversification and the inter-temporal stability of international stock indices pp. 67-77: Mitchell Ratner
Evaluating country risk: A decision support approach pp. 79-95: Jean-Claude Cosset, Yannis Siskos and Constantin Zopounidis

An analysis of the effectiveness of the nikkei 225 futures contracts in risk-return management pp. 255-276: Jot Yau, Joanne Hill and Thomas Schneeweis
Market reaction to common stock offerings in u.s. capital markets: multinational versus domestic firms pp. 277-290: George P. Tsetsekos
Use of "salient economic factors" in determining functional currencies under fas 52 pp. 291-302: Robert W. Boatler
An intraweek seasonality in the implied volatilities of T-bond and T-note options pp. 303-312: Joel Morse
The wall and international financial markets pp. 313-323: Steve Swidler

An empirical investigation of factors affecting cross-border acquisitions: the United States vs. United Kingdom experience pp. 173-189: Geraldo M. Vasconcellos, Jeff Madura and Richard J. Kish
Determinants of exchange controls: an integrated approach pp. 191-203: Ali M. Fatemi and M. Hossein Safizadeh
Bank services and eveloping countries: a survey of twenty-six developing nations pp. 205-234: Charles E. Maxwell and Lawrence J. Gitman
Stock market in south korea: its volatility, dependency, and growth pp. 235-253: S. J. Chang

The numeraire problem, forward hedges, and international portfolio selection pp. 95-120: Chuck C. Y. Kwok
The circular flow of dollars in the world financial markets pp. 121-137: Kashi Nath Tiwari
The effect of selected U.S. market conditions and exchange rate variability on merger and acquisition activities of foreign companies in the United States pp. 139-152: Spuma Rao and Theodor Kohers
Foreign direct investment: Evidence from capital market data pp. 153-162: Thomas H. Strickland and Ghassem Homaifar
The American Depository Receipt (ADR): A creative financial tool for multinational companies pp. 163-171: Jerry Haar, Krishnan Dandapani and Stanley P. Haar