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 19, issue 5, 2009

Trading location and equity returns: Evidence from US trading of British cross-listed firms pp. 729-741

Jun Chen, Yiuman Tse and Michael Williams

A cospectral analysis of exchange rate comovements during Asian financial crisis pp. 742-758

Alexei Orlov

European stock market integration: Fact or fiction? pp. 759-776

Jorg Bley

Price synchronicity: The closing call auction and the London stock market pp. 777-791

Patricia Chelley-Steeley

Market discipline and bank efficiency pp. 792-802

Hirofumi Uchida and Mitsuhiko Satake

Year-end and quarter-end effects in the term structure of sterling repo and Eurepo rates pp. 803-817

Mark D. Griffiths, Vladimir Kotomin and Drew B. Winters

Convergence in banking efficiency across European countries pp. 818-833

Laurent Weill

Emerging market hedge funds: Do they perform like regular hedge funds? pp. 834-849

Benjamin A. Abugri and Sandip Dutta

The relation between trades of domestic and foreign investors and stock returns in Sri Lanka pp. 850-861

Lalith P. Samarakoon

International equity flows and country funds pp. 862-894

Pei-Jung Tsai

Cross-listing and the long-term performance of ADRs: Revisiting European evidence pp. 895-923

Franck Bancel, Madhu Kalimipalli and Usha R. Mittoo

Productivity growth and biased technological change: Credit banks in Japan pp. 924-936

Carlos Barros, Shunsuke Managi and Roman Matousek

Offering methods and issuer-oriented underpricing costs: Evidence from the Hong Kong IPO market pp. 937-949

Khelifa Mazouz, Brahim Saadouni and Shuxing Yin

Capturing the time dynamics of central bank intervention pp. 950-968

Christopher C. Douglas and Marek Kolar

Do foreign purchases of U.S. stocks help the U.S. stock market? pp. 969-986

Radhamés A. Lizardo and Andre Mollick

Volume 19, issue 4, 2009

Dynamic correlations and volatility effects in the Balkan equity markets pp. 565-587

Theodore Syriopoulos and Efthimios Roumpis

Two currencies, one model? Evidence from the Wall Street Journal forecast poll pp. 588-596

Michael Frenkel, Jan-Christoph Rülke and Georg Stadtmann

Asymmetric volatility in the foreign exchange markets pp. 597-615

Jianxin Wang and Minxian Yang

Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets pp. 616-632

Naohiko Baba and Masakazu Inada

Expansion and consolidation of bancassurance in the 21st century pp. 633-644

Zhian Chen, Donghui Li, Li Liao, Fariborz Moshirian and Csaba Szablocs

International stock markets interactions and conditional correlations pp. 645-661

Christos Savva

Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off pp. 662-674

Brigitte Granville and Sushanta Mallick

An event study analysis of international ventures between banks and insurance firms pp. 675-691

Sotiris K. Staikouras

The confusing time-series behaviour of real exchange rates: Are asymmetries important? pp. 692-711

David G. McMillan

Speculative trading and stock returns: A stochastic dominance analysis of the Chinese A-share market pp. 712-727

Wai Mun Fong

Volume 19, issue 3, 2009

The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets pp. 415-431

Suk-Joong Kim and Tho Nguyen

Foreign-exchange intervention strategies and market expectations: insights from Japan pp. 432-446

Jean-Yves Gnabo and Jérôme Teiletche

Do real interest rates converge? Evidence from the European union pp. 447-460

Michael Arghyrou, Andros Gregoriou and Alexandros Kontonikas

Stock market liberalization and international risk sharing pp. 461-476

Shigeru Iwata and Shu Wu

Exchange rate regimes and prices: The cases of Italy, Spain and the United Kingdom (1874-1998) pp. 477-489

María Gadea, Monia Ben Kaabia and Marcela Sabate

Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility pp. 490-505

Eric Hillebrand, Gunther Schnabl and Yasemin Ulu

Financial market stability--A test pp. 506-519

Dirk Baur and Niels Schulze

Explaining the equity premium in Hong Kong with C-CAPM: The use of emigration growth as an instrument pp. 520-533

Henry Tam and Liona Lai

The UK equity market around the ex-split date pp. 534-549

Elena Kalotychou, Sotiris K. Staikouras and Maxim Zagonov

Liquidity minimization and cross-listing choice: Evidence based on Canadian shares cross-listed on U.S. venues pp. 550-564

Lawrence Kryzanowski and Skander Lazrak

Volume 19, issue 2, 2009

Further on nonlinearity, persistence, and integration properties of real exchange rates pp. 207-221

Rehim Kiliç

Emerging markets' spreads and global financial conditions pp. 222-239

Alessio Ciarlone, Paolo Piselli and Giorgio Trebeschi

Banking regulation and the output cost of banking crises pp. 240-257

Apanard Angkinand Prabha

Forward interest rate premium and asymmetric adjustment: Evidence from 16 countries pp. 258-273

David G. McMillan

European bank equity risk: 1995-2006 pp. 274-288

Mamiza Haq and Richard Heaney

Changes in the international comovement of stock returns and asymmetric macroeconomic shocks pp. 289-305

Renatas Kizys and Christian Pierdzioch

Foreign exchange exposure: Evidence from the U.S. insurance industry pp. 306-320

Donghui Li, Fariborz Moshirian, Timothy Wee and Eliza Wu

Identification of a loan supply function: A cross-country test for the existence of a bank lending channel pp. 321-335

Sophocles Brissimis and Manthos Delis

RIP and the shift toward a monetary union: Looking for a "euro effect" by a structural break analysis with panel data pp. 336-350

Samuel Maveyraud and Philippe Rous

Banking industry volatility and banking crises pp. 351-370

Fariborz Moshirian and Qiongbing Wu

External commitment mechanisms, institutions, and FDI in GCC countries pp. 371-386

Wasseem Mina

The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market pp. 387-401

Frank McGroarty, Owain ap Gwilym and Stephen Thomas

Sectoral analysis of foreign direct investment and growth in the developed countries pp. 402-413

Tam Bang Vu and Ilan Noy

Volume 19, issue 1, 2009

Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector pp. 1-15

Leigh Drake, Maximilian Hall and Richard Simper

Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures pp. 16-32

Hue Hwa Au Yong, Robert Faff and Keryn Chalmers

Sudden changes in volatility: The case of five central European stock markets pp. 33-46

Ping Wang and Tomoe Moore

Policy coordination and risk premium in foreign exchange markets for major EU currencies pp. 47-62

Chanwit Phengpis and Vanthuan Nguyen

Corporate control rights and the long-run equity risk premium pp. 63-76

Roelof Salomons and Elmer Sterken

Price discovery in Taiwan's foreign exchange market pp. 77-93

Jer-Yuh Wan and Chung-Wei Kao

Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan pp. 94-111

Jean-Yves Gnabo, Sébastien Laurent and Christelle Lecourt

Central bank FOREX interventions assessed using realized moments pp. 112-127

Michel Beine, Sébastien Laurent and Franz Palm

Financial structure change and banking income: A Canada-U.S. comparison pp. 128-139

Christian Calmès and Ying Liu

On the robustness of international portfolio diversification benefits to regime-switching volatility pp. 140-156

Thomas Flavin and Ekaterini Panopoulou

Rate of return parity and currency crises in experimental asset markets pp. 157-170

Jason Childs

Stock prices and demand for money in China: New evidence pp. 171-187

Ahmad Zubaidi Baharumshah, Siti Hamizah Mohd and Marial Awou Yol

Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? pp. 188-205

Christopher Neely