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 16, issue 5, 2006

Home bias among European investors from a Bayesian perspective pp. 397-410

Hossein Asgharian and Björn Hansson

Dynamic volatility and external security related shocks: The case of the Athens Stock Exchange pp. 411-424

Emmanuel Athanassiou, Christos Kollias and Theodore Syriopoulos

Consolidation, scale economies and technological change in Japanese banking pp. 425-445

Solomon Tadesse

Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986-2003 pp. 446-467

Suk-Joong Kim and Cyril Minh Dao Pham

An empirical study to identify shift contagion during the Asian crisis pp. 468-479

E. Marais and Samuel Bates

Volume 16, issue 4, 2006

Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis pp. 301-317

Bartosz Gebka and Dobromił Serwa

Clustering and psychological barriers in exchange rates pp. 318-344

Jason Mitchell and H.Y. Izan

Getting out from between a rock and a hard place: Can china use its foreign exchange reserves to save its banks? pp. 345-354

Victoria Miller

Multivariate market association and its extremes pp. 355-369

Dirk Baur

Do institutional investors destabilize stock prices? evidence from an emerging market pp. 370-383

Martin T. Bohl and Janusz Brzeszczynski

Are international real interest rate linkages characterized by asymmetric adjustments? pp. 384-396

Mark Holmes and Nabil Maghrebi

Volume 16, issue 3, 2006

On the conditional pricing effects of beta, size, and book-to-market equity in the Hong Kong market pp. 199-214

Ron Yiu-wah Ho, Roger Strange and Jenifer Piesse

Bidder behavior in central bank repo auctions: Evidence from the Bundesbank pp. 215-230

Tobias Linzert, Dieter Nautz and Jörg Breitung

Relative performance of bid-ask spread estimators: Futures market evidence pp. 231-245

Amber Anand and Ahmet K. Karagozoglu

The impacts of index rebalancing and their implications: Some new evidence from Japan pp. 246-269

Shinhua Liu

Market timing wealth effects of American Depository Receipts: The cases of emerging and developed market issues pp. 270-282

Mark Schaub and Michael J. Highfield

Risk and return implications from investing in emerging European stock markets pp. 283-299

Theodore Syriopoulos

Volume 16, issue 2, 2006

Implied volatility linkages among major European currencies pp. 87-103

Jussi Nikkinen, Petri Sahlstrom and Sami Vähämaa

Performance comparison between exchange-traded funds and closed-end country funds pp. 104-122

Joel T. Harper, Jeff Madura and Oliver Schnusenberg

Does herding behavior exist in Chinese stock markets? pp. 123-142

Riza Demirer and Ali Kutan

Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan pp. 143-154

Dimitrios Sideris

The equity premium and market integration: Evidence from international data pp. 155-179

Joshua D. Shackman

Empirical analysis of GARCH models in value at risk estimation pp. 180-197

Mike K.P. So and Philip Yu

Volume 16, issue 1, 2006

Measuring and assessing the effects and extent of international bond market integration pp. 1-3

Brian Lucey and James Steeley

The performance and diversification benefits of funds of hedge funds pp. 4-22

Emily Denvir and Elaine Hutson

Volatility spillovers and dynamic correlation in European bond markets pp. 23-40

Vasiliki Skintzi and Apostolos N. Refenes

Dynamics of bond market integration between established and accession European Union countries pp. 41-56

Suk-Joong Kim, Brian Lucey and Eliza Wu

Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region pp. 57-70

Jonathan Batten, Thomas A. Fetherston and Pongsak Hoontrakul

Volatility transmission between stock and bond markets pp. 71-86

James Steeley

Volume 15, issue 5, 2005

Long-memory dynamics in a SETAR model - applications to stock markets pp. 391-406

Gilles Dufrénot, Dominique Guegan and Anne Peguin-Feissolle

Intradaily volatility and adjustment pp. 407-424

Michael Theobald and Peter Yallup

Cournot model of brokered FX trading pp. 425-436

Carlos Ulibarri, Peter C. Anselmo and Mauro X. Trabatti

Corporate bankruptcies and official bail-outs: A cost-benefit analysis pp. 437-453

Turalay Kenc, Aydin Ozkan and Gulcin Ozkan

An empirical examination of the benefits of international diversification pp. 455-468

Jonathan Fletcher and Andrew Marshall

Arbitrage opportunities in the depositary receipts market: Myth or reality? pp. 469-480

E. Dante Suarez

Volume 15, issue 4, 2005

Differences in the price of risk and the resulting response to shocks: an analysis of Asian markets pp. 285-313

Gokce Soydemir

Intra and inter-regional causal linkages of emerging stock markets: evidence from Asia and Latin America in and out of crises pp. 315-342

Eiji Fujii

Gold as a hedge against the dollar pp. 343-352

Forrest Capie, Terence C. Mills and Geoffrey Wood

A modified currency board system: Theory and evidence pp. 353-367

Ying Wu

When risk premiums decrease as the bank's risk increases--a caveat on the use of subordinated bonds as an instrument of banking supervision pp. 369-390

Jochen Bigus and Stefan Prigge

Volume 15, issue 3, 2005

Currency risk in excess equity returns: a multi time-varying beta approach pp. 189-207

Guay Lim

Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance pp. 209-228

Stelios Bekiros and Dimitris Georgoutsos

An error correction factor model of term structure slopes in international swap markets pp. 229-254

Pilar Abad and Alfonso Novales

Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore pp. 255-270

Ahmad Zubaidi Baharumshah and Abul Masih

Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects pp. 271-284

Vicent Arago and Luisa Nieto

Volume 15, issue 2, 2005

Stock market linkages in emerging markets: implications for international portfolio diversification pp. 91-106

Kate Phylaktis and Fabiola Ravazzolo

Cross-market linkages between U.S. and Japanese precious metals futures trading pp. 107-124

Xiaoqing Eleanor Xu and Hung-Gay Fung

A note on common methods used to estimate foreign exchange exposure pp. 125-140

Anna D. Martin and Laurence J. Mauer

Bank provisioning behaviour and procyclicality pp. 141-157

Jacob Bikker and Paul Metzemakers

Endogenous liquidity in emerging markets pp. 159-171

Lee Redding

Financial markets and economic growth in Greece, 1986-1999 pp. 173-188

George Hondroyiannis, Sarantis Lolos and Evangelia Papapetrou

Volume 15, issue 1, 2005

Valuation of financial versus non-financial firms: a global perspective pp. 1-20

Stephen R. Foerster and Stephen G. Sapp

Real or monetary? The US/UK real exchange rate, 1921-2002 pp. 21-38

Angelos Kanas

International bond market linkages: a structural VAR analysis pp. 39-54

Jian Yang

Cost efficiency in the Latin American and Caribbean banking systems pp. 55-72

Oscar Carvallo and Adnan Kasman

Are emerging equity markets responsive to cross-country macroeconomic movements?: Evidence from Latin America pp. 73-87

Rahul Verma and Teofilo Ozuna

Erratum to "Return and risk interactions in Chinese stock markets" [J. Int. Financial Markets Inst. Money 14 (2004) 367-384] pp. 89-89

Ping Wang, Aying Liu and Peijie Wang