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 18, issue 5, 2008

Interest rate futures and forwards: Evidence from the sterling futures and FRA markets pp. 399-412

Russell Poskitt

Long-run PPP in a system context: No favorable evidence after all for the U.S., Germany, and Japan pp. 413-424

David Cushman

Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market pp. 425-437

Zhuo Qiao, Thomas Chiang and Wing-Keung Wong

Further evidence on the rationality of interest rate expectations pp. 438-448

Ron Jongen and Willem Verschoor

Volatility forecasting: Intra-day versus inter-day models pp. 449-465

Timotheos Angelidis and Stavros Degiannakis

Who benefits more from international diversification? pp. 466-482

Wan-Jiun Paul Chiou

Cost efficiency of the banking industry in the South Eastern European region pp. 483-497

Christos Staikouras, Emmanuel Mamatzakis and Anastasia Koutsomanoli-Filippaki

A common factor analysis for the US and the German stock markets during overlapping trading hours pp. 498-512

Michael Flad and Robert Jung

Banks' procyclical behavior: Does provisioning matter? pp. 513-526

Vincent Bouvatier and Laetitia Lepetit

Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets pp. 527-544

Kian-Ping Lim, Robert Brooks and Melvin Hinich

Market timing: A global endeavor pp. 545-556

Rodri­guez, Javier

Bank runs, foreign exchange reserves and credibility: When size does not matter pp. 557-565

Victoria Miller

Volume 18, issue 4, 2008

Long memory in the volatility of an emerging equity market: The case of Turkey pp. 305-312

Robert DiSario, Hakan Saraoglu, Joseph McCarthy and Hsi Li

Market structure and dealers' quoting behavior in the foreign exchange market pp. 313-325

Liang Ding

Robust outlier detection for Asia-Pacific stock index returns pp. 326-343

Thierry Ané, Loredana Ureche-Rangau, Jean-Benoît Gambet and Julien Bouverot

Foreign exchange intervention and equilibrium real exchange rates pp. 344-357

Dimitrios Sideris

Testing the forward rate unbiasedness hypothesis during the 1920s pp. 358-373

Panayiotis F. Diamandis, Dimitris Georgoutsos and Georgios Kouretas

Chinese institutional investors' sentiment pp. 374-387

Gerhard Kling and Lei Gao

The stability-concentration relationship in the Brazilian banking system pp. 388-397

E.J. Chang, Solange Guerra, Eduardo Lima and Benjamin Tabak

Volume 18, issue 3, 2008

Explaining the European exchange rates deviations: Long memory or non-linear adjustment? pp. 207-215

Gilles Dufrénot, Sandrine Lardic, Laurent Mathieu, Valérie Mignon and Anne Péguin-Feissolle

Does trading volume really explain stock returns volatility? pp. 216-235

Thierry Ané and Loredana Ureche-Rangau

The long swings in the spot exchange rates and the complex unit roots hypothesis pp. 236-244

Haitham Al-Zoubi

Market segmentation and equity valuation: Comparing Canada and the United States pp. 245-258

Michael King and Dan Segal

Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan pp. 259-271

Yi-Hsuan Chen, Anthony H. Tu and Kehluh Wang

Evidence of non-stationary bias in scaling by square root of time: Implications for Value-at-Risk pp. 272-289

Samir Saadi and Abdul Rahman

Too-big-to-fail: Bank failure and banking policy in Jamaica pp. 290-303

J. Daley, Kent Matthews and K. Whitfield

Volume 18, issue 2, 2008

Expiration day effects of Taiwan index futures: The case of the Singapore and Taiwan Futures Exchanges pp. 107-120

Huimin Chung and Mei-Maun Hseu

Bank-specific, industry-specific and macroeconomic determinants of bank profitability pp. 121-136

Panayiotis Athanasoglou, Sophocles Brissimis and Manthos Delis

The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks pp. 137-146

Paresh Narayan

Impact of IMF-related news on capital markets: Further evidence from bond spreads in Indonesia and Korea pp. 147-160

Ayse Y. Evrensel and Ali Kutan

Convergence in the activities of European banks pp. 161-175

Drew Dahl, Ronald Shrieves and Michael F. Spivey

Investor demand for IPOs and aftermarket performance: Evidence from the Hong Kong stock market pp. 176-190

Sumit Agarwal, Chunlin Liu and S. Ghon Rhee

Understanding international portfolio diversification and turnover rates pp. 191-206

Amir A. Amadi and Paul Bergin

Volume 18, issue 1, 2008

Asymmetric variance and spillover effects: Regime shifts in the Spanish stock market pp. 1-15

Jose Miralles Marcelo, José Miralles Quirós and Maria del Mar Miralles Quiros

Contrarian and momentum returns on Iran's Tehran Stock Exchange pp. 16-30

Kevin R. Foster and Ali Kharazi

Comovements in international stock markets pp. 31-45

Claudio Morana and Andrea Beltratti

Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression pp. 46-63

Juri Marcucci and Mario Quagliariello

Sovereign default risk, the IMF and creditor moral hazard pp. 64-78

Ilan Noy

Swap curve dynamics across markets: Case of US dollar versus HK dollar pp. 79-93

Ying Huang, Salih Neftci and Feng Guo

Efficiency in emerging markets--Evidence from the MENA region pp. 94-105

Thomas Lagoarde-Segot and Brian Lucey

Volume 17, issue 5, 2007

Global monetary policy shocks in the G5: A SVAR approach pp. 403-419

João Sousa and Andrea Zaghini

Characteristics and behavior of newly listed firms: Evidence from the Asia-Pacific region pp. 420-436

Stephen P. Ferris, Narayanan Jayaraman and Sanjiv Sabherwal

Exchange rate fluctuations, financing constraints, hedging, and exports: Evidence from firm level data pp. 437-451

Robert Dekle and Heajin Ryoo

Are international stock returns predictable?: An examination of linear and non-linear predictability using generalized spectral tests pp. 452-464

Matthew Q. McPherson and Joseph Palardy

Volume 17, issue 4, 2007

Macroeconomic news and exchange rates pp. 307-325

Douglas Pearce and M. Nihat Solakoglu

Is there market discipline for New Zealand non-bank financial institutions? pp. 326-340

Kurt Hess and Gary Feng

Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan pp. 341-360

Suk-Joong Kim

ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation? pp. 361-371

Axel Grossmann, Teofilo Ozuna and Marc W. Simpson

Uncertainty and international debt maturity pp. 372-386

Neven Valev

Explaining when developing countries liberalize their financial equity markets pp. 387-402

Bonghoon Kim and Lawrence Kenny

Volume 17, issue 3, 2007

Deconstructing the Nasdaq bubble: A look at contagion across international stock markets pp. 213-230

Mark Hon, Jack Strauss and Soo-Keong Yong

Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries pp. 231-245

Shawkat Hammoudeh and Kyongwook Choi

Are foreign issuers complying with Regulation Fair Disclosure? pp. 246-260

Prem G. Mathew, David Michayluk and Paul Kofman

Fiscal policy events and interest rate swap spreads: Evidence from the EU pp. 261-276

Antonio Afonso and Rolf Strauch

Are the China-related stock markets segmented with both world and regional stock markets? pp. 277-290

Yuenan Wang and Amalia Di Iorio

Why do central banks intervene secretly?: Preliminary evidence from the BoJ pp. 291-306

Michel Beine and Oscar Bernal

Volume 17, issue 2, 2007

A re-examination of international inflation convergence over the modern float pp. 125-139

William Crowder and Chanwit Phengpis

Relations between mutual fund flows and stock market returns in Korea pp. 140-151

Natalie Y. Oh and Jerry Parwada

Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests pp. 152-166

Paresh Narayan and Russell Smyth

On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis pp. 167-179

Sangbae Kim and Francis In

Currency futures-spot basis and risk premium pp. 180-197

Ahmet Can Inci and Biao Lu

The innovations of e-mini contracts and futures price volatility components: The empirical investigation of S&P 500 stock index futures pp. 198-211

Anthony H. Tu and Ming-Chun Wang

Volume 17, issue 1, 2007

Intraday stock price effects of ad hoc disclosures: the German case pp. 1-24

Jan Muntermann and Andre Guettler

Volatility and correlation in international stock markets and the role of exchange rate fluctuations pp. 25-41

Kyung-Chun Mun

Currency regimes and currency crises: What about cocoa money? pp. 42-57

Mark S. LeClair

Spot-forward cointegration, structural breaks and FX market unbiasedness pp. 58-78

O. Miguel Villanueva

Does cross-ownership affect competition?: Evidence from the Italian banking industry pp. 79-101

Francesco Trivieri

What are the risks when investing in thin emerging equity markets: Evidence from the Arab world pp. 102-123

Eric Girard and Mohammed Omran