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 ().

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Volume 63, issue C, 2019

Contagion risk in global banking sector

Kevin Daly, Jonathan Batten, Anil Mishra and Tonmoy Choudhury

A competing risks tale on successful and unsuccessful fiscal consolidations

Luca Agnello, Vitor Castro and Ricardo Sousa

Does risk premium help uncover the uncovered interest parity failure?

Satish Kumar

Avoiding momentum crashes: Dynamic momentum and contrarian trading

Victoria Dobrynskaya

Creative corporate culture and innovation

Franco Fiordelisi, Luc Renneboog, Ornella Ricci and Saverio Stentella Lopes

Forecasting exchange rates using principal components

Natalia Ponomareva, Jeffrey Sheen and Ben Zhe Wang

Stock-ADR Arbitrage: Microstructure Risk

Sovan Mitra, V.L. Raju Chinthalapati, Ephraim Clark and Frank McGroarty

Structural instability and predictability

Neluka Devpura, Paresh Kumar Narayan and Susan Sunila Sharma

Bank recapitalization in Europe: Informational content in the issuing method

Carlo Chiarella, Elena Cubillas and Nuria Suárez

Does economic uncertainty affect domestic credits? an empirical investigation

Giray Gözgör, Ender Demir, Jaroslav Belas and Serkan Yesilyurt

Short-term momentum (almost) everywhere

Adam Zaremba, Huaigang Long and Andreas Karathanasopoulos

Forecast ranked tailored equity portfolios

Daniel Buncic and Cord Stern

Financial constraints, stock liquidity, and stock returns

Xiafei Li and Di Luo

A multilevel factor approach for the analysis of CDS commonality and risk contribution

Carlos Vladimir Rodríguez-Caballero and Massimiliano Caporin

Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting

Thomas Walther, Tony Klein and Elie Bouri

Volume 62, issue C, 2019

Long-term asset allocation, risk tolerance and market sentiment pp. 1-19

Deniz Erdemlioglu and Robert Joliet

Financial stress dynamics in the MENA region: Evidence from the Arab Spring pp. 20-34

Ahmed Elsayed and Larisa Yarovaya

High frequency volatility co-movements in cryptocurrency markets pp. 35-52

Paraskevi Katsiampa, Shaen Corbet and Brian Lucey

Sovereign bond return prediction with realized higher moments pp. 53-73

Harald Kinateder and Vassilios Papavassiliou

CFO cultural background and stock price crash risk pp. 74-93

Xi Fu and Zhifang Zhang

Risk perceptions and international stock market liquidity pp. 94-116

Rui Ma, Hamish D. Anderson and Ben R. Marshall

Anti-cyclical versus risk-sensitive margin strategies in central clearing pp. 117-131

Edina Berlinger, Barbara Dömötör and Ferenc Illés

Identifying fragility for the stock market: Perspective from the portfolio overlaps network pp. 132-151

Li Lin and Xin-Yu Guo

What are the real effects of financial market liquidity? Evidence on bank lending from the euro area pp. 152-183

Andreas R. Dombret, Daniel Foos, Kamil Pliszka and Alexander Schulz

Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? pp. 184-202

Matteo Bonato

Financial connectivity and excessive liquidity: Benefit or risk? pp. 203-221

Müge Demir and Zeynep Önder

What is mutual fund flow? pp. 222-251

Douglas Cumming, Sofia Johan and Yelin Zhang

Informality and international business cycles pp. 252-263

Carlos Yepez

Security design, incentives, and Islamic microfinance: Cross country evidence pp. 264-280

Yaoyao Fan, Kose John, Frank Hong Liu and Luqyan Tamanni

Volume 61, issue C, 2019

Which kind of investor causes comovement? pp. 1-15

Jie Li, Yongjie Zhang, Xu Feng and Yahui An

Does the volatility of volatility risk forecast future stock returns? pp. 16-36

Ruijun Bu, Xi Fu and Fredj Jawadi

Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios pp. 37-51

Nikolaos Antonakakis, Ioannis Chatziantoniou and David Gabauer

A new macro stress testing approach for financial realignment in the Eurozone pp. 52-80

Emmanuel Apergis, Iraklis Apergis and Nicholas Apergis

Financial development, government bond returns, and stability: International evidence pp. 81-96

Sabri Boubaker, Duc Khuong Nguyen, Vanja Piljak and Andreas Savvides

Macro stress testing euro area banks’ fees and commissions pp. 97-119

Christoffer Kok, Harun Mirza and Cosimo Pancaro

The make-whole and Canada-call provisions: A case of cross-country spillover of financial innovation pp. 120-127

Zvika Afik, Gady Jacoby, David Stangeland and Zhenyu Wu

Systematic extreme downside risk pp. 128-142

Richard Harris, Linh H. Nguyen and Evarist Stoja

The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment pp. 143-160

Panayiotis Papakyriakou, Athanasios Sakkas and Zenon Taoushianis

Predicting private company failure: A multi-class analysis pp. 161-188

Stewart Jones and Tim Wang

Ownership structure and market efficiency pp. 189-212

Masaki Nakabayashi

How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data pp. 213-222

Ming Dong, Marie Dutordoir and Chris Veld

Factors influencing the European bank’s probability of default: An application of SYMBOL methodology pp. 223-240

Purificación Parrado-Martínez, Pilar Gómez-Fernández-Aguado and Antonio Partal-Ureña

Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis pp. 241-263

Ibrahim Jamali and Ehab Yamani

Forward-looking asset correlations in the estimation of economic capital pp. 264-288

Álvaro Chamizo, Alexandre Fonollosa and Alfonso Novales

Volume 60, issue C, 2019

Corporate controversy, social responsibility and market performance: International evidence pp. 1-18

Jialong Li, Zulfiquer Ali Haider, Xianzhe Jin and Wenlong Yuan

The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets pp. 19-38

Lee Smales and Brian Lucey

Are venture capital and buyout backed IPOs any different? pp. 39-49

Axel Buchner, Abdulkadir Mohamed and Niklas Wagner

Solvency risk premia and the carry trades pp. 50-67

Vitaly Orlov

Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks pp. 68-88

Walid Mensi, Shawkat Hammoudeh, Idries Mohammad Wanas Al-Jarrah, Khamis Hamed Al-Yahyaee and Sang Hoon Kang

Risk, culture and investor behavior in small (but notorious) Eurozone countries pp. 89-110

Seungho Lee, Lorne Switzer and Jun Wang

Mandatory adoption of IFRS in Latin America: A boon or a bias pp. 111-133

André Aroldo Freitas de Moura and Jairaj Gupta

Do gold prices respond to real interest rates? Evidence from the Bayesian Markov Switching VECM model pp. 134-148

Nicholas Apergis, Arusha Cooray, Naceur Khraief and Iraklis Apergis

The changing international network of sovereign debt and financial institutions pp. 149-168

Mardi Dungey, John Harvey and Vladimir Volkov

Mutual fund ownership and foreign exchange risk in Chinese firms pp. 169-192

Elaine Hutson, Elaine Laing and Min Ye

Wealth inequality and bank failure: A cross-country simulation analysis pp. 193-210

Joseph Tzur and Arie Jacobi

The impact of an insider and short-selling on bubble formation in experimental financial market pp. 211-230

Thorsten Chmura, Ye Bai and David Bauder

Trading aggressiveness, order execution quality, and stock price movements: Evidence from the Taiwan stock exchange pp. 231-251

Pi-Hsia Hung and Donald Lien

Macro-financial regimes and performance of Shariah-compliant equity portfolios pp. 252-266

Kris Boudt, Muhammad Wajid Raza and Dawood Ashraf

A structural model of “alpha” for the capital adequacy ratios of Islamic banks pp. 267-283

Kenneth Baldwin, Maryam Alhalboni and Mohamad Husam Helmi