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 12, issue 4-5, 2002

Introduction to the special issue pp. 291-297

Adrian Tschoegl

Openness, profit opportunities and foreign banking pp. 299-320

Luis G. Dopico and James A. Wilcox

Banks and the emergence of Hong Kong as an international financial center pp. 321-340

Catherine Schenk

Factors influencing the performance of foreign-owned banks in New Zealand pp. 341-357

Huong Minh To and David Tripe

The impact of competition on the operations of foreign banks in Australia in the post-deregulation period pp. 359-375

April Wright

The internationalization of Australian banks pp. 377-397

D. T. Merrett

A decade of internationalization: the experience of an Australian retail bank pp. 399-417

Justin G. Fung, Elisa A. Bain, John G. Onto and Ian R. Harper

The stock market reaction to cross-border acquisitions of financial services firms: an analysis of Canadian banks pp. 419-440

Wolfgang Bessler and James P. Murtagh

Volume 12, issue 3, 2002

On measuring volatility and the GARCH forecasting performance pp. 183-200

Emilio Barucci and Roberto Renò

Price discovery and the international flow of information pp. 201-215

John S. Howe and Kent P. Ragan

Using simulated currency rainbow options to evaluate covariance matrix forecasts pp. 216-230

Hans Byström

Corporate focus versus diversification: the role of growth opportunities and cashflow pp. 231-252

Stephen P. Ferris, Nilanjan Sen, Chee Yeow Lim and Gillian H. H. Yeo

Components of execution costs: evidence of asymmetric information at the Mexican Stock Exchange pp. 253-278

Ana Cristina Silva and Gonzalo Chavez

On the linkage of real interest rates between the US and Canada: some additional empirical evidence pp. 279-289

Hiroshi Yamada

Volume 12, issue 2, 2002

The relation between asset returns and inflation at short and long horizons pp. 101-118

Tom Engsted and Carsten Tanggaard

Time-varying forward bias and the expected excess return pp. 119-137

Zhen Zhu

Before and after international cross-listing: an intraday examination of volume and volatility pp. 139-155

Paul Lowengrub and Michael Melvin

Bandwagon effects and run patterns in exchange rates pp. 157-166

Tobias F. Rotheli

Overnight futures trading: now even Australia and US have common trading hours pp. 167-182

Kingsley Fong and Martin Martens

Volume 12, issue 1, 2002

Structural changes in Australian bank risk pp. 1-17

Steven A. Dennis and Andrew Jeffrey

Do time deposits prevent bank runs? pp. 19-31

Juha-Pekka Niinimaki

Cost and profit efficiency in European banks pp. 33-58

Joaquin Maudos, José Pastor, Francisco Perez and Javier Quesada

Risk profiles: how do they change when stock markets collapse? pp. 59-80

Christel Rendu de Lint

An empirical comparison of quoted and implied bid-ask spreads on futures contracts pp. 81-99

Owain ap Gwilym and Stephen Thomas

Volume 11, issue 2, 2001

Quote revision and information flow among foreign exchange dealers pp. 115-136

Jianxin Wang

Liquidity and the turn-of-the-month effect: evidence from Finland pp. 137-146

G. Geoffrey Booth, Juha-Pekka Kallunki and Teppo Martikainen

A test of the accuracy of the Lee/Ready trade classification algorithm pp. 147-165

Erik Theissen

Estimation for factor models of term structure of interest rates with jumps: the case of the Taiwanese government bond market pp. 167-197

Bing-Huei Lin and Shih-Kuo Yeh

On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules pp. 199-214

Chun I. Lee, Ming-Shiun Pan and Y. Angela Liu

GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume pp. 215-222

Robert Brooks, Robert Faff and Tim Fry

A model for determining mispricing of sovereign risk loans pp. 223-237

Thomas B. Sanders, W. Brian Barrett and Michael Palmer

Erratum to "The effect of interventions on realignment probabilities": [Journal of International Financial Markets, Institutions and Money 10 (2000) 323-347] pp. 239-240

Gabriela Mundaca

Volume 11, issue 1, 2001

Global equity styles and industry effects: the pre-eminence of value relative to size pp. 1-28

Weiyu Kuo and Stephen E. Satchell

The spot-forward relationship revisited: an ERM perspective pp. 29-52

Ronald MacDonald and Michael Moore

Foreign bank penetration of newly opened markets in the Nordic countries pp. 53-63

Lars Engwall, Rolf Marquardt, Torben Pedersen and Adrian Tschoegl

Market changes and spread components, implications for international markets pp. 65-73

Thomas McInish, Bonnie F. Van Ness and Robert A. Van Ness

Inflation and rates of return on stocks: evidence from high inflation countries pp. 75-96

Taufiq Choudhry

Diversification gains from American depositary receipts and foreign equities: evidence from Australian stocks pp. 97-113

V. T. Alaganar and Ramaprasad Bhar

Volume 10, issue 3-4, 2000

Central bank intervention pp. 225-228

Richard Baillie

Foreign reserve and money dynamics with asset portfolio adjustment: international evidence pp. 229-247

Reuven Glick and Michael Hutchison

Stochastic intramarginal interventions in target zones pp. 249-262

Jose Torres

Bundesbank intervention effects through interest rate policy pp. 263-274

G. Geoffrey Booth, Fred R. Kaen, Gregory Koutmos and Heidemarie C. Sherman

Time-varying foreign-exchange risk and central bank intervention: estimating profits from intervention and speculation pp. 275-286

Boo Sjoo and Richard J. Sweeney

The United States as an informed foreign-exchange speculator pp. 287-302

Owen Humpage

Central bank intervention and exchange rates: the case of Sweden pp. 303-322

Javiera Aguilar and Stefan Nydahl

The effect of interventions on realignment probabilities pp. 323-347

Gabriela Mundaca

Central bank interventions and exchange rates: an analysis with high frequency data pp. 349-362

Claudio Morana and Andrea Beltratti

Deviations from daily uncovered interest rate parity and the role of intervention pp. 363-379

Richard Baillie and William P. Osterberg

Central bank intervention and exchange rate volatility -- Australian evidence pp. 381-405

Suk-Joong Kim, Tro Kortian and Jeffrey Sheen

Intervention from an information perspective pp. 407-421

Richard Baillie, Owen Humpage and William P. Osterberg

Volume 10, issue 2, 2000

Intraday and interday volatility in the Japanese stock market pp. 107-130

Torben Andersen, Tim Bollerslev and Jun Cai

Cross-sectional variations in the degree of global integration: the case of Russian equities pp. 131-150

Pavel Fedorov and Sergei Sarkissian

Limiting differences between forward and futures prices in a Lucas consumption model pp. 151-161

Zvi Wiener, Simon Benninga and Aris Protopapadakis

The fractal structure of exchange rates: measurement and forecasting pp. 163-180

Gordon R. Richards

Devaluation-risk-related peso problems in stock returns pp. 181-197

Aku Penttinen

Further evidence on alternative continuous time models of the short-term interest rate pp. 199-212

Athanasios Episcopos

A structural time series test of the monetary model of exchange rates under the German hyperinflation pp. 213-223

Imad A. Moosa

Volume 10, issue 1, 2000

Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models pp. 1-8

Christian Wolff

Analysis of systemic risk in multilateral net settlement systems pp. 9-30

Sujit Chakravorti

Competition from the limit order book and NYSE spreads pp. 31-42

Lynn Phillips Kugele, Thomas McInish, Bonnie F. Van Ness and Robert A. Van Ness

Return behavior and pricing of American depositary receipts pp. 43-67

Dilip Kumar Patro

Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM pp. 69-82

Yue Ma and Angelos Kanas

An examination of causality and predictability between Australian domestic and offshore interest rates pp. 83-106

Albert Tan Hock Ann and Lakshman Alles