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 26, issue C, 2013

The information content of stock markets around the world: A cultural explanation pp. 1-29

Nhut H. Nguyen and Cameron Truong

Probability of default and efficiency in cooperative banking pp. 30-45

Franco Fiordelisi and Davide Salvatore Mare

Mapping the state of financial stability pp. 46-76

Peter Sarlin and Tuomas Peltonen

Measuring cost efficiency in presence of heteroskedasticity: The case of the banking industry in Taiwan pp. 77-90

Sunil K. Mohanty, Winston T. Lin and Hong-Jen Lin

Changing the methodology of equity indices—The case of the Tel-Aviv Stock Exchange pp. 91-99

Tamir Levy and Joseph Yagil

Bank competition in the EU: How has it evolved? pp. 100-112

Laurent Weill

Bond futures and order imbalance pp. 113-132

Lee Smales

The pricing behaviour of Australian banks and building societies in the residential mortgage market pp. 133-151

Abbas Valadkhani

Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales pp. 152-174

Leo de Haan and Jan Willem End

Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment pp. 175-191

Stavros Degiannakis, George Filis and Christos Floros

Institutional industry herding: Intentional or spurious? pp. 192-214

Konstantinos Gavriilidis, Vasileios Kallinterakis and Mário Pedro Ferreira

Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal pp. 215-225

Guglielmo Maria Caporale, Mauro Costantini and Antonio Paradiso

International stock market interdependence: Are developing markets the same as developed markets? pp. 226-238

Lu Liu

U.S. prompt corrective action and bank risk pp. 239-257

Rhys ap Gwilym, Angelos Kanas and Philip Molyneux

Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis pp. 258-272

Nikolaos Antonakakis and Konstantinos Vergos

The role of country and industry factors during volatile times pp. 273-290

José Luis Miralles Marcelo, José Miralles Quirós and José Luís Martins

Time-variations in herding behavior: Evidence from a Markov switching SUR model pp. 291-304

Arne C. Klein

Oil shocks, policy uncertainty and stock market return pp. 305-318

Wensheng Kang and Ronald Ratti

Financial crises and dynamic linkages among international currencies pp. 319-332

Dimitrios Dimitriou and Dimitris Kenourgios

A new perspective of equity market performance pp. 333-357

Don Galagedera

The impact of excess reserves beyond precautionary levels on Bank Lending Channels in China pp. 358-377

Thai Nguyen and Agyenim Boateng

Risk, capital and efficiency in Chinese banking pp. 378-393

Yong Tan and Christos Floros

Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates pp. 394-412

Gilles de Truchis and Benjamin Keddad

Volume 25, issue C, 2013

Long-term return reversal: Evidence from international market indices pp. 1-17

Mirela Malin and Graham Bornholt

How can a small country affect the European economy? The Greek contagion phenomenon pp. 18-32

Aristeidis Samitas and Ioannis Tsakalos

Sectoral equity returns and portfolio diversification opportunities across the GCC region pp. 33-48

Faruk Balli, Syed Abul Basher and Rosmy Jean Louis

The stock market reaction to the public announcement of a supranational list of too-big-to-fail banks during the financial crisis pp. 49-72

José Filipe Abreu and Mohamed Azzim Gulamhussen

Bank insolvency risk and time-varying Z-score measures pp. 73-87

Laetitia Lepetit and Frank Strobel

Integration versus segmentation in China's stock market: An analysis of time-varying beta risks pp. 88-105

Hong Li

A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach pp. 106-118

Athanasios Tsagkanos and Costas Siriopoulos

When do characteristics-sorted factors mechanically explain returns? pp. 119-143

Irina Murtazashvili and Nadia Vozlyublennaia

Competition in banks’ lending business and its interference with ECB monetary policy pp. 144-162

Patrick Brämer, Horst Gischer, Toni Richter and Mirko Weiß

Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets pp. 163-180

Ahmad Zubaidi Baharumshah, Siew-Voon Soon and Darja Boršič

Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan pp. 181-201

Yusho Kagraoka and Zakaria Moussa

Volume 24, issue C, 2013

The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market pp. 1-24

N Kishor and Hardik Marfatia

The microstructure of covered interest arbitrage in a market with a dominant market maker pp. 25-41

Hao-Chen Liu and Mark Witte

Financialization, crisis and commodity correlation dynamics pp. 42-65

Annastiina Silvennoinen and Susan Thorp

Flexible price limits: The case of Tokyo Stock Exchange pp. 66-84

Saikat Sovan Deb, Petko S. Kalev and Vijaya B. Marisetty

The impact of TARP on bank efficiency pp. 85-104

Oneil Harris, Daniel Huerta and Thanh Ngo

Underwriter reputation and the underwriter–investor relationship in IPO markets pp. 105-126

Suman Neupane and Chandra Thapa

Business strategy and financial consequences: The case of antidumping filings pp. 127-138

Ayfer Gurun

A substitution effect between price clustering and size clustering in credit default swaps pp. 139-152

Lei Meng, Thanos Verousis and Owain ap Gwilym

Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings pp. 153-165

Benjamin R. Auer and Frank Schuhmacher

Saints versus Sinners. Does morality matter? pp. 166-183

Robert B. Durand, SzeKee Koh and Manapon Limkriangkrai

A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework pp. 184-197

Vassilios Papavassiliou

The appeal of private targets in international acquisitions pp. 198-222

Jeff Madura and Jurica Susnjara

CEO inside debt and hedging decisions: Lessons from the U.S. banking industry pp. 223-246

Mohamed Belkhir and Sabri Boubaker

Is carry-trade a viable alternative asset class? pp. 247-257

Sougata Das, Palani-Rajan Kadapakkam and Yiuman Tse

Trade momentum pp. 258-293

Savina Rizova

Volume 23, issue C, 2013

Oil and stock returns: Frequency domain evidence pp. 1-11

Cetin Ciner

Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach pp. 12-32

Ai Jun Hou

Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data pp. 33-54

Georges Prat and Remzi Uctum

International herding: Does it differ across sectors? pp. 55-84

Bartosz Gebka and Mark Wohar

Is corporate governance relevant during the financial crisis? pp. 85-110

Kartick Gupta, Chandrasekhar Krishnamurti and Alireza Tourani-Rad

The perils of a central bank's capital control: How substantial is the effect on firm value? pp. 111-135

Chaiporn Vithessonthi and Jittima Tongurai

Cross-border bank lending: Empirical evidence on new determinants from OECD banking markets pp. 136-162

Oliver Müller and André Uhde

Determinants of the real exchange rate in a small open economy: Evidence from Canada pp. 163-178

Amir Kia

Leverage, wholesale funding and national risk attitude pp. 179-195

Michaël Dewally and Yingying Shao

Bank competition, crisis and risk taking: Evidence from emerging markets in Asia pp. 196-221

Wahyoe Soedarmono, Fouad Machrouh and Amine Tarazi

Modelling the sovereign linkages of key Latin American economies pp. 222-239

Kannan Thuraisamy and Gerard Gannon

The banking bailout of the subprime crisis: Was the bang worth the buck? pp. 240-264

Michele Fratianni and Francesco Marchionne

Are Southeast Asian real exchange rates mean reverting? pp. 265-282

Frédérique Bec and Songlin Zeng

The effect of a reduction in price discreteness on ex-day stock returns in a unique environment pp. 283-294

Khamis Al-Yahyaee

Investor herds and regime-switching: Evidence from Gulf Arab stock markets pp. 295-321

Mehmet Balcilar, Riza Demirer and Shawkat Hammoudeh

Price impact of block trades in the Saudi stock market pp. 322-341

Ahmed A. Alzahrani, Andros Gregoriou and Robert Hudson

The proof is in the pudding: Arbitrage is possible in limited emerging markets pp. 342-357

Carmen Ansotegui, Aliaa Bassiouny and Eskandar Tooma

Unremunerated reserve requirements, exchange rate volatility, and firm value pp. 358-378

Chaiporn Vithessonthi and Jittima Tongurai

Stock price response to S&P 500 index inclusions: Do options listings and options trading volume matter? pp. 379-401

Yangyang Chen, Constantine Koutsantony, Cameron Truong and Madhu Veeraraghavan