Journal of International Financial Markets, Institutions and Money

1997 - 2025

Current editor(s): I. Mathur and C. J. Neely

From Elsevier
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Volume 47, issue C, 2017

House of restructured assets: How do they affect bank risk in an emerging market? pp. 1-14

M. Mostak Ahamed and Sushanta Mallick

Bank asset reallocation and sovereign debt pp. 15-32

Michele Fratianni and Francesco Marchionne

Economic freedom and crashes in financial markets pp. 33-46

Benjamin Blau

Institutional investors’ allocation to emerging markets: A panel approach to asset demand pp. 47-64

Bruno Bonizzi

Do cultures influence abnormal market reactions before official sovereign debt rating downgrade announcements? pp. 65-75

Keith Jakob and Yoonsoo Nam

Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries pp. 76-88

Anastassios A. Drakos, Georgios Kouretas, Stavros Stavroyiannis and Leonidas Zarangas

Broader use of saving products among people can make deposit funding of the banking system more resilient pp. 89-102

Rui Han and Martin Melecký

The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies pp. 103-113

David G. McMillan and Fiona J. McMillan

On the robustness of week-day effect to error distributional assumption: International evidence pp. 114-130

Sabri Boubaker, Naceur Essaddam, Duc Khuong Nguyen and Samir Saadi

Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts pp. 131-151

Onur Ince and Tanya Molodtsova

Herding in frontier markets: Evidence from African stock exchanges pp. 152-175

Yilmaz Guney, Vasileios Kallinterakis and Gabriel Komba

The bank-lending channel and monetary policy during pre- and post-2007 crisis pp. 176-187

Evangelos N. Salachas, Nikiforos Laopodis and Georgios Kouretas

Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries pp. 188-210

Georgios Papanastasopoulos and Dimitrios Thomakos

Volume 46, issue C, 2017

The joint effect of investor protection, IFRS and earnings quality on cost of capital: An international study pp. 1-29

Anthony Persakis and George Emmanuel Iatridis

Value-at-Risk under Lévy GARCH models: Evidence from global stock markets pp. 30-53

Skander Slim, Yosra Koubaa and Ahmed BenSaïda

Capital intensities and international trade in banking services pp. 54-69

Enzo Dia and David VanHoose

Hidden cointegration reveals hidden values in Islamic investments pp. 70-83

Christos Alexakis, Vasileios Pappas and Alexandros Tsikouras

Corporate failures and the denomination of corporate bonds: Evidence from emerging Asian economies over two financial crises pp. 84-97

Marina-Eliza Spaliara and Serafeim Tsoukas

Corporate governance practices, ownership structure, and corporate performance in the GCC countries pp. 98-115

Abed Al-Nasser Abdallah and Ahmad Ismail

An empirical comparison of transformed diffusion models for VIX and VIX futures pp. 116-127

Ruijun Bu, Fredj Jawadi and Yuyi Li

Strong boards, ownership concentration and EU banks’ systemic risk-taking: Evidence from the financial crisis pp. 128-146

Francesca Battaglia and Angela Gallo

How do banks determine their spreads under credit and liquidity risks during business cycles? pp. 147-157

Resul Aydemir and Bulent Guloglu

Exchange rate dynamics in a Taylor rule framework pp. 158-173

Chuanglian Chen, Shujie Yao and Jinghua Ou

Do managers of sharia-compliant firms have distinctive financial styles? pp. 174-187

Iram Naz, Syed Muhammad Amir Shah and Ali Kutan

Bank efficiency and financial centres: Does geographical location matter? pp. 188-198

Degl’Innocenti, Marta, Roman Matousek, Zeljko Sevic and Nickolaos G. Tzeremes

Is there a competition-stability trade-off in European banking? pp. 199-215

Aurélien Leroy and Yannick Lucotte

Volume 45, issue C, 2016

Determinants of commercial bank retail interest rate adjustments: Evidence from a panel data model pp. 1-20

Anil Perera and Jayasinghe Wickramanayake

IPOs and SEOs, real investments, and market timing: Emerging market evidence pp. 21-41

Kavita Wadhwa, V. Nagi Reddy, Abhinav Goyal and Abdulkadir Mohamed

An entropy-based early warning indicator for systemic risk pp. 42-59

Monica Billio, Roberto Casarin, Michele Costola and Andrea Pasqualini

Dealing with non-normality when estimating abnormal returns and systematic risk of private equity: A closed-form solution pp. 60-78

Axel Buchner

Why are some banks recapitalized and others taken over? pp. 79-95

Elena Beccalli and Pascal Frantz

The sign switch effect of macroeconomic news in foreign exchange markets pp. 96-114

Walid Ben Omrane and Tanseli Savaser

On the estimation and testing of predictive panel regressions pp. 115-125

Hande Karabiyik, Joakim Westerlund and Paresh Narayan

Predicting efficiency in Islamic banks: An integrated multicriteria decision making (MCDM) approach pp. 126-141

Peter Wanke, Md. Abul Kalam Azad, Carlos Barros and M. Kabir Hassan

Liquidity risk contagion in the interbank market pp. 142-155

Andrea Eross, Andrew Urquhart and Simon Wolfe

A study on the distribution of the foreclosure lag, its expected capital opportunity cost and its analyses pp. 156-170

Ming Shann Tsai, Shu Ling Chiang and Chen Miller

Less is more: Testing financial integration using identification-robust asset pricing models pp. 171-190

Marie-Claude Beaulieu, Marie-Hélène Gagnon and Lynda Khalaf

Volume 44, issue C, 2016

Institutional investment, equity volume and volatility spillover: Causalities and asymmetries pp. 1-20

Sandip Chakraborty and Ram Kumar Kakani

Cointegration, error correction and exchange rate forecasting pp. 21-34

Imad A. Moosa and John J. Vaz

Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets pp. 35-45

Giray Gözgör, Chi Keung Lau and Mehmet Bilgin

Discouraged borrowers: Evidence for Eurozone SMEs pp. 46-55

Ciarán Mac an Bhaird, Javier Sanchez Vidal and Brian Lucey

Private credit spillovers and economic growth: Evidence from BRICS countries pp. 56-84

Nahla Samargandi and Ali Kutan

Monetarism rides again? US monetary policy in a world of Quantitative Easing pp. 85-102

Vo Phuong Mai Le, David Meenagh and A. Patrick Minford

Evidence of risk premiums in emerging market carry trade currencies pp. 103-115

Marcelo Bittencourt Coelho dos Santos, Marcelo Klotzle and Antonio Carlos Figueiredo Pinto

Asymmetric loss and rationality of Chinese renminbi forecasts: An implication for the trade between China and the US pp. 116-127

Yoichi Tsuchiya

Tests of non linear Gaussian term structure models pp. 128-147

Marco Realdon

Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas pp. 148-165

Nader Naifar, Shawkat Hammoudeh and Mohamed S. Al dohaiman

Stock price dynamics and the business cycle in an estimated DSGE model for South Africa pp. 166-182

Michael Paetz and Rangan Gupta

Volume 43, issue C, 2016

Optimal hedging in carbon emission markets using Markov regime switching models pp. 1-15

Dennis Philip and Yukun Shi

Dividends, leverage, and family ownership in the emerging Indonesian market pp. 16-29

Evy Mulyani, Harminder Singh and Sagarika Mishra

Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach pp. 30-43

Mehmet Balcilar, Kirsten Thompson, Rangan Gupta and Renee van Eyden

The evolving dynamics of the Australian SPI 200 implied volatility surface pp. 44-57

Hassan Tanha and Michael Dempsey

Politicians, insiders and non-tradable share reform decisions in China pp. 58-73

Jing Liao, Chris Malone and Martin Young

An unbiased computation methodology for estimating the probability of informed trading (PIN) pp. 74-94

Oguz Ersan and Aslı Alıcı

Financial development, structure and growth: New data, method and results pp. 95-112

Kul Luintel, Mosahid Khan, Roberto Leon-Gonzalez and Guangjie Li

Does corporate governance affect Australian banks' performance? pp. 113-125

Ruhul Salim, Amir Arjomandi and Juergen Seufert

Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility pp. 126-145

Fernando Fernández-Rodríguez, Marta Gómez-Puig and Simon Sosvilla-Rivero

The bonding hypothesis and the home market liquidity of Chinese cross-listed stocks pp. 146-157

Ying Huang, Gady Jacoby and Christine X. Jiang

A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate pp. 158-176

Josh Ryan-Collins, Richard Werner and Jennifer Castle