Journal of International Financial Markets, Institutions and Money
1997 - 2025
Current editor(s): I. Mathur and C. J. Neely From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 69, issue C, 2020
- Shareholder shocks and loan loss provisions in Central European banks

- Dorota Skała
- From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps

- Ioannis Chatziantoniou, David Gabauer and Alexis Stenfors
- The impact of profit-sharing investment accounts on shareholders’ wealth

- Kenneth Baldwin and Maryam Alhalboni
- Capital inflows and bank stability around the financial crisis: The mitigating role of macro-prudential policies

- Ali Mirzaei and Aguir Iness
- Financial flows centrality: Empirical evidence using bilateral capital flows

- Rogelio Mercado and Shanty Noviantie
- Bank asset and informational quality

- George Kladakis, Lei Chen and Sotirios K. Bellos
- Credit rating, banks' capital structure and speed of adjustment: A cross-country analysis

- Michal Wojewodzki, Agyenim Boateng and Sanjukta Brahma
Volume 68, issue C, 2020
- Dynamic exchange rate dependences: The effect of the U.S.-China trade war

- Yingying Xu and Donald Lien
- Information opacity and corporate bond returns: The dynamics of split ratings

- Pilar Abad, Rodrigo Ferreras and M. Dolores Robles Fernandez
- Foreign venture presence and domestic entrepreneurship: A macro level study

- Hanqing Fang, James J. Chrisman, Esra Memili and Minglin Wang
- Eastern Halloween effect: A stochastic dominance approach

- David Chui, Wui Wing Cheng, Nikolai Sheung-Chi Chow and Ya Li
- Economic uncertainty and bank risk: Evidence from emerging economies

- Ji Wu, Yao Yao, Minghua Chen and Bang Jeon
- The nexus of judicial efficiency, social burden and default risk: Cross-country evidence

- Xiaoquan Zhu, Hongfeng Peng and Zijian Zhang
Volume 67, issue C, 2020
- Examining stress in Asian currencies: A perspective offered by high frequency financial market data

- Mardi Dungey, Marius Matei and Sirimon Treepongkaruna
- The impact of liquidity and capital requirements on lending and stability of African banks

- Samuel Mutarindwa, Dorothea Schäfer and Andreas Stephan
- Tail behavior of Bitcoin, the dollar, gold and the stock market index

- Ji Ho Kwon
- The cross-border credit channel and lending standards surveys

- Andrew J. Filardo and Pierre Siklos
- Bitcoin: Speculative asset or innovative technology?

- Adrian Lee, Mengling Li and Huanhuan Zheng
- Estimating the term structure of corporate bond liquidity premiums: An analysis of default free bank bonds

- Diego Leal, Bryan Stanhouse and Duane Stock
- Distribution, outward FDI, and productivity heterogeneity: China and cross-countries’ evidence

- Wei Tian and Miaojie Yu
- Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities

- Julián Andrada-Félix, Adrian Fernandez-Perez and Simon Sosvilla-Rivero
- Why do firms manage their stock price levels?

- Shima Amini, Axel Buchner, Charlie X. Cai and Abdulkadir Mohamed
Volume 66, issue C, 2020
- Interest premium and external position: A state dependent approach

- István Kónya and Franklin Maduko
- The more the Merrier? The reaction of euro area stock markets to new members

- Zana Grigaliuniene, Dmitrij Celov and Christopher Hartwell
- Liquidity risk exposure and its determinants in the banking sector: A comparative analysis between Islamic, conventional and hybrid banks

- Sabri Mohammad, Mehmet Asutay, Rob Dixon and Elena Platonova
- Employee protection and the tax sensitivity of wages: International evidence

- Guangzhong Li, Cen Wu and Ying Zheng
- News and why it is not shocking: The role of micro-foundations

- Vo Phuong Mai Le, David Meenagh and A. Patrick Minford
- How informative are stock prices of Islamic Banks?

- Pejman Abedifar, Kais Bouslah, Shatha Qamhieh Hashem and Liang Song
- Does reputation risk matter? Evidence from cross-border mergers and acquisitions

- Min Maung, Craig Wilson and Weisu Yu
- Does staying private longer affect innovation of VC-backed IPOs and outcomes of VC investments?

- Yun-Chi Lee
- Institutional distance and cross-border M&A performance: A dynamic perspective

- Wanli Li, Chaohui Wang, Qizhe Ren and Ding Zhao
- Liquidity connectedness and output synchronisation

- John Inekwe
Volume 65, issue C, 2020
- Does change in the market structure have any impact on different types of bank loans in the EU?

- Georgios Kouretas and Małgorzata Pawłowska
- Political turmoil and the impact of foreign orders on equity prices

- Murat Tiniç and Tanseli Savaser
- Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?

- Oiping Chong, A.N. Bany- Ariffin, Bolaji Tunde Matemilola and C.B. McGowan
- The bank capital-competition-risk nexus – A global perspective

- E Davis, Dilruba Karim and Dennison Noel
- Dividend policy and corporate investment under information shocks

- Mostafa Harakeh
- Long-term time series reversal: International evidence

- Sonja Kobinger, Graham Bornholt and Mirela Malin
- The effect of credit ratings on emerging market volatility

- Kyle Bales and Christopher Malikane
- Macro disagreement and international options markets

- Huijing Li, Hong Li, Lei Lu, George Theocharides and Xiong Xiong
- The predictive power of public Twitter sentiment for forecasting cryptocurrency prices

- Olivier Kraaijeveld and Johannes De Smedt
- Managerial ownership, credit market conditions, undervaluation and offer premiums in management (MBOs) and leveraged buyouts (LBOs)

- Usha Mittoo, Dennis Ng and Meng Yan
- The price of international equity ETFs: The role of relative liquidity

- Christina Atanasova and Jean-Philippe Weisskopf
- Signal-herding in cryptocurrencies

- Dionisis Philippas, Nikolaos Philippas, Panagiotis Tziogkidis and Hatem Rjiba
- Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries

- Natthinee Thampanya, JunJie Wu, Muhammad Ali Nasir and Jia Liu
- The prevalence of price overreactions in the cryptocurrency market

- Oliver Borgards and Robert Czudaj
- By the light of day: The effect of the switch to winter time on stock markets

- Yevgeny Mugerman, Orr Yidov and Zvi Wiener
Volume 64, issue C, 2020
- How relevant is dividend policy under low shareholder protection?

- Luc Renneboog and Peter Szilagyi
- Reservation prices in shareholders’ response to freeze-out tender offers

- Assaf Hamdani, Beni Lauterbach and Yevgeny Mugerman
- Comparing financial transparency between for-profit and nonprofit suppliers of public goods: Evidence from microfinance

- John W. Goodell, Abhinav Goyal and Iftekhar Hasan
- No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan

- Tatsuyoshi Okimoto and Sumiko Takaoka
- Ratings matter: Announcements in times of crisis and the dynamics of stock markets

- Nicoletta Rosati, Mario Bellia, Pedro Verga Matos and Vasco Oliveira
- Bank market power and SME finance: Firm-bank evidence from European countries

- Xiaodong Wang, Liang Han and Xing Huang
- Looking through systemic credit risk: Determinants, stress testing and market value

- Álvaro Chamizo and Alfonso Novales
- The effect of timely loss recognition and accrual quality on corporate bond spread: The influence of legal and financial institutions

- Noha Aly Zaher, Ehab K.A. Mohamed and Mohamed A.K. Basuony
- Political uncertainty and the choice of debt sources

- Hamdi Ben-Nasr, Lobna Bouslimi, M. Shahid Ebrahim and Rui Zhong
- The rating spillover from banks to sovereigns: An empirical investigation across the European Union

- Haoshen Hu, Jörg Prokop, Yukun Shi and Hans-Michael Trautwein
- Volatility and dynamic currency hedging

- Jae-Beom Cho, Hong-Ghi Min and Judith Ann McDonald
- Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts

- Dimitris Kenourgios, Stephanos Papadamou, Dimitrios Dimitriou and Constantin Zopounidis
- Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence

- Xiong Xiong, Yongqiang Meng, Xiao Li and Dehua Shen
- The legacy of wars around the world: Evidence from military directors

- Jiafu An, Tinghua Duan, Wenxuan Hou and Xianda Liu
- Are super stock exchange mergers motivated by efficiency or market power gains?

- Isaac Otchere and Kobana Abukari
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