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 ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 14, issue 5, 2004

Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates pp. 401-418

Richard Baillie, Aydin A. Cecen, Cahit Erkal and Young-Wook Han

The market's view on the probability of banking sector failure: cross-country comparisons pp. 419-438

Hans Byström

External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR pp. 439-454

Peter Tillmann

Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market pp. 455-471

Martin K. Hess

Alternative settlement methods and Australian individual share futures contracts pp. 473-490

Donald Lien and Li Yang

Daily volatility behavior in Chinese futures markets pp. 491-505

Kam C. Chan, Hung-Gay Fung and Wai K. Leung

Volume 14, issue 4, 2004

Bolsa or NYSE: price discovery for Mexican shares pp. 295-311

George von Furstenberg and Carlos B. Tabora

Evidence to support the four-factor pricing model from the Canadian stock market pp. 313-328

Jean-Francois L'Her, Tarek Masmoudi and Jean-Marc Suret

League table: a study of the competition to underwrite floating rate debt pp. 329-349

James S. Ang and Shaojun Zhang

International financial services: determinants of banks' foreign assets held by non-banks pp. 351-365

Fariborz Moshirian, Ilan Sadeh and Jason Zein

Return and risk interactions in Chinese stock markets pp. 367-383

Ping Wang, Aying Liu and Peijie Wang

Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market pp. 385-400

Sunil Poshakwale and Michael Theobald

Volume 14, issue 3, 2004

Banking competition and macroeconomic conditions: a disaggregate analysis pp. 203-219

Paolo Coccorese

The future of cash: falling legal use and implications for government policy pp. 221-233

David Humphrey, Aris Kaloudis and Grete Owre

Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world pp. 235-254

Steven Shuye Wang and Michael Firth

Who owns the major US subsidiaries of foreign banks?: A note pp. 255-266

Adrian Tschoegl

Do you really want to ask an underwriter how much money you should leave on the table? pp. 267-280

Bill Dimovski and Robert Brooks

Do birds of the same feather flock together?: The case of the Chinese states equity markets pp. 281-294

Abdulnasser Hatemi-J and Eduardo Roca

Volume 14, issue 2, 2004

A note on the time-series relationship between market industry concentration and market volatility pp. 105-115

Xuejing Xing

Structural breaks and their trace in the memory: Inflation rate series in the long-run pp. 117-134

María Gadea, Marcela Sabate and José Serrano Sanz

Monetary policy implications of comovements among long-term interest rates pp. 135-164

Nikiforos Laopodis

Growth, financial development, societal norms and legal institutions* pp. 165-183

Harry Garretsen, Robert Lensink and Elmer Sterken

How important are fundamentals?--Evidence from a structural VAR model for the stock markets in the US, Japan and Europe pp. 185-201

Mathias Binswanger

Volume 14, issue 1, 2004

FOREX risk premia and policy uncertainty: a recursive utility analysis pp. 1-24

Lynne Evans and Turalay Kenc

The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan pp. 25-36

Michael Frenkel, Christian Pierdzioch and Georg Stadtmann

Leverage, insider ownership, and the underpricing of IPOs in China pp. 37-54

Dongwei Su

International equity flows and developing markets: the asian financial market crisis revisited pp. 55-73

Anchor Y. Lin and Peggy E. Swanson

Selectively hedging the US dollar with foreign exchange futures contracts pp. 75-86

Marc W. Simpson

In search of overshooting and bandwagons in exchange rates pp. 87-98

John Pippenger

Bandwagon effects and run patterns in exchange rates once more pp. 99-104

Tobias F. Rotheli

Volume 13, issue 5, 2003

Central bank intervention and feedback traders pp. 419-427

Frank Westerhoff

Bank deregulation is better than mergers pp. 429-449

Santiago Carbo Valverde, David B. Humphrey and Francisco Rodríguez Fernández

Analyzing firms' strategic investment decisions in a real options' framework pp. 451-479

Pascal Botteron, Marc Chesney and Rajna Gibson-Asner

Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon pp. 481-502

Kiseok Nam, Chong Soo Pyun and Sei-Wan Kim

Coexistence of disposition investors and momentum traders in stock markets: experimental evidence pp. 503-524

Andreas Oehler, Klaus Heilmann, Volker Lager and Michael Oberlander

Hysteresis and cyclical adjustment in the stock markets: the macroeconomic effects of technological progress pp. 525-537

Saziye Gazioglu and W. David McCausland

Volume 13, issue 4, 2003

Can currency risk be a source of risk premium in explaining forward premium puzzle?: Evidence from Asia-Pacific forward exchange markets pp. 291-311

Chu-Sheng Tai

Target zones, reserve crises, and inverted S-curves pp. 313-323

Christopher M. Cornell

The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market pp. 325-353

Hossein Asgharian and Björn Hansson

Taiwan stock market and four-moment asset pricing model pp. 355-381

Chaoshin Chiao, Ken Hung and Suresh C. Srivastava

Spillovers of stock return volatility to Asian equity markets from Japan and the US pp. 383-399

Tatsuyoshi Miyakoshi

The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International pp. 401-417

Patricia Chelley-Steeley

Volume 13, issue 3, 2003

The Barings crises of 1890 and 1995: causes, courses, consequences and the danger of domino effects pp. 187-209

Jan Kornert

Risk premia in the term structure of interest rates: a panel data approach pp. 211-236

Dennis Bams and Christian Wolff

Integration and interdependence of stock and foreign exchange markets: an Australian perspective pp. 237-254

Abul F. M. Shamsuddin and Jae Kim

Exchange rate exposure and valuation effects of cross-border acquisitions pp. 255-269

Aigbe Akhigbe, Anna D. Martin and Melinda Newman

Gold factor exposures in international asset pricing pp. 271-289

Sinclair Davidson, Robert Faff and David Hillier

Volume 13, issue 2, 2003

Information arrivals and intraday exchange rate volatility pp. 85-112

Yuanchen Chang and Stephen J. Taylor

Models of exchange rate expectations: how much heterogeneity? pp. 113-136

Agnès Benassy-Quere, Sophie Larribeau and Ronald MacDonald

Modeling foreign exchange intervention: stock versus stock adjustment pp. 137-156

John Pippenger

Determinants of short-term debt: a note pp. 157-170

Claudia Buch and Lusine Lusinyan

Contagion and causality: an empirical investigation of four Asian crisis episodes pp. 171-186

Harald Sander and Stefanie Kleimeier

Volume 13, issue 1, 2003

Beta and returns revisited: Evidence from the German stock market pp. 1-18

Ralf Elsas, Mahmoud El-Shaer and Erik Theissen

The post-privatization financial performance of former state-owned enterprises pp. 19-37

Arthur Comstock, Richard J. Kish and Geraldo M. Vasconcellos

Stress testing using VaR approach--a case for Asian currencies pp. 39-55

Kok-Hui Tan and Inn-Leng Chan

The term structure of deviations from the interest parity pp. 57-67

Konstantinos Drakos

A performance analysis of Australian international equity trusts pp. 69-84

Karen L. Benson and Robert Faff