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 74, issue C, 2021

On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities

M. Karanasos and S. Yfanti

Religiosity, neglected risk and asset returns: Theory and evidence from Islamic finance industry

Saad Azmat, M. Kabir Hassan, Haiqa Ali and A.S.M. Sohel Azad

An efficient method for pricing foreign currency options

Rongda Chen, Hanxian Zhou, Lean Yu, Chenglu Jin and Shuonan Zhang

Stock markets and female participation in the labor force

Menachem Abudy, Yevgeny Mugerman and Zvi Wiener

Cyber-attacks, spillovers and contagion in the cryptocurrency markets

Guglielmo Maria Caporale, Woo-Young Kang, Fabio Spagnolo and Nicola Spagnolo

The role of media in mergers and acquisitions

Rose Liao, Xinjie Wang and Ge Wu

Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?

Philip A. Hamill, Youwei Li, Athanasios A. Pantelous, Samuel A. Vigne and James Waterworth

Macroprudential regulation in the post-crisis era: Has the pendulum swung too far?

Juyi Lyu, Vo Phuong Mai Le, David Meenagh and A. Patrick Minford

The Single Supervisory Mechanism and its implications for the profitability of European banks

I. Avgeri, Yiannis Dendramis and Helen Louri

Political uncertainty, COVID-19 pandemic and stock market volatility transmission

George Apostolakis, Christos Floros, Konstantinos Gkillas and Mark Wohar

Societal trust and Sukuk activity

Saqib Aziz, Dawood Ashraf and Rwan El-Khatib

The structure and degree of dependence in government bond markets

Nebojsa Dimic, Vanja Piljak, Laurens Swinkels and Milos Vulanovic

Forecasting realised volatility: Does the LASSO approach outperform HAR?

Yi Ding, Dimos Kambouroudis and David G. McMillan

Economic policy uncertainty and bank stability: Does bank regulation and supervision matter in major European economies?

Thanh Cong Nguyen

Known unknowns: How much financial misconduct is detected and deterred?

John Ashton, Tim Burnett, Ivan Diaz-Rainey and Peter Ormosi

From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress

Fabrizio Ferriani

Effects of financial constraints and product market competition on share repurchases

Daniel Gyimah, Antonios Siganos and Chris Veld

Stock market and deviations from covered interest parity

Oyakhilome Ibhagui

The impact of social trust and state ownership on investment efficiency of Chinese firms

Mohan Fonseka, Lalith P. Samarakoon, Gao-Liang Tian and Ratney Seng

Asset market equilibria in cryptocurrency markets: Evidence from a study of privacy and non-privacy coins

Niranjan Sapkota and Klaus Grobys

The impact of lending relationships on the choice and structure of bond underwriting syndicates

Santiago Carbó-Valverde, Pedro Cuadros-Solas and Francisco Rodríguez-Fernández

Pan-African banks, banking interconnectivity: A new systemic risk measure in the WAEMU

Dhafer Saidane, Babacar Sène and Kouamé Désiré Kanga

Corporate social responsibility and the term structure of CDS spreads

Feng Gao, Yubin Li, Xinjie Wang and Zhaodong Zhong

The effect of option-implied skewness on delta- and vega-hedged option returns

Paul Borochin, Zekun Wu and Yanhui Zhao

Macroprudential regulations and systemic risk: Does the one-size-fits-all approach work?

Muhammad Suhail Rizwan

Concentration-stability vs concentration-fragility. New cross-country evidence

Pietro Calice, Leone Leonida and Eleonora Muzzupappa

Long- and short-run components of factor betas: Implications for stock pricing

Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou and Weining Wang

The conditional volatility premium on currency portfolios

Joseph Byrne and Ryuta Sakemoto

Corporate social activities and stock price crash risk in the banking industry: International evidence

Kun Tracy Wang, Simeng Liu and Yue Wu

Volume 73, issue C, 2021

The political pressure from the US upon RMB exchange rate

Wei Guo, Zhongfei Chen and Aleksandar Šević

On the information content of sovereign credit rating reports: Improving the predictability of rating transitions☆

Ursula Slapnik and Igor Lončarski

Determinants and performance of outsourcing in the european mutual fund market

Jean-François Gajewski and Linh Tran Dieu

Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence

Harald Kinateder, Tonmoy Choudhury, Rashid Zaman, Simone D. Scagnelli and Nurul Sohel

Return and volatility spillovers to African currencies markets

Eric Martial Etoundi Atenga and Mbodja Mougoue

Commonality in intraday liquidity and multilateral trading facilities: Evidence from Chi-X Europe

Olga Klein and Shiyun Song

QE in the euro area: Has the PSPP benefited peripheral bonds?

Ansgar Belke and Daniel Gros

Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices

Georgios Sermpinis, Arman Hassanniakalager, Charalampos Stasinakis and Ioannis Psaradellis

Sovereign CDS and mutual funds: Global evidence

Bader J. Alsubaiei, Giovanni Calice and Andrew Vivian

Forecasting annual inflation in Suriname

Gavin Ooft, Sailesh Bhaghoe and Philip Hans Franses

To hedge or not to hedge: Carry trade dynamics in the emerging economies

Utku Geyikçi and Süheyla Özyıldırım

The value relevance of bank cash Holdings: The moderating effect of board busyness

Vu Quang Trinh, Marwa Elnahass and Ngan Duong Cao

Board gender diversity, firm performance and risk-taking in developing countries: The moderating effect of culture

Sana Mohsni, Isaac Otchere and Saquib Shahriar

Exchange rate regimes and price efficiency: Empirical examination of the impact of financial crisis

Natalia Diniz-Maganini, Abdul A. Rasheed and Hsia Hua Sheng

Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies

Di Luo, Tapas Mishra, Larisa Yarovaya and Zhuang Zhang

From revenue to safety: Rating agencies have changed their concerns after the crisis

Yu-Li Huang and Chung-Hua Shen

How has the rise of Pan-African banks impacted bank stability in WAEMU?

Désiré Kanga, Victor Murinde and Issouf Soumaré

Did Basel regulation cause a significant procyclicality?

Kim Cuong Ly and Katsutoshi Shimizu

Outward FDI and stock price crash risk---Evidence from China

Haiyue Liu, Yile Wang, Ling Huang and Xueyong Zhang

Short-term exchange rate forecasting: A panel combination approach

Yu Ren, Xuanxuan Liang and Qin Wang

The impact of securities regulation on the information environment around stock-financed acquisitions

Gilberto Loureiro and Sónia Silva

Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets

Süleyman Serdengeçti, Ahmet Sensoy and Duc Khuong Nguyen

The institutional determinants of peer effects on corporate cash holdings

Michael Machokoto, Chimwemwe Chipeta and Ngozi Ibeji

Sovereign risk spill-overs in the banking sectors of Central America and the Caribbean

Dorian M. Noel, Prosper Bangwayo-Skeete, Michael Brei and Justin Robinson

In times of crisis does ownership matter? Liquidity extraction through dividends during the 2007–2009 financial crisis

Wei Huang, John W. Goodell and Abhinav Goyal