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International Review of Economics & Finance

1992 - 2020

Current editor(s): H. Beladi and C. Chen

From Elsevier
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Volume 40, issue C, 2015

Advances in financial risk management and economic policy uncertainty: An overview pp. 1-7 Downloads
Shawkat Hammoudeh and Michael McAleer
The power of print: Uncertainty shocks, markets, and the economy pp. 8-28 Downloads
Michelle Alexopoulos and Jon Cohen
Determinants of the banking spread in the Brazilian economy: The role of micro and macroeconomic factors pp. 29-39 Downloads
Fernanda Dantas Almeida and Jose Angelo Divino
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models pp. 40-50 Downloads
Manabu Asai, Massimiliano Caporin and Michael McAleer
The time-varying causality between spot and futures crude oil prices: A regime switching approach pp. 51-71 Downloads
Mehmet Balcilar, Hasan Güngör and Shawkat Hammoudeh
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates pp. 72-89 Downloads
Mehmet Balcilar, Shawkat Hammoudeh and Nwin-Anefo Fru Asaba
A practical approach to constructing price-based funding liquidity factors pp. 90-97 Downloads
Kees Bouwman, Boyd Buis, Mary Pieterse-Bloem and Wing Wah Tham
Realized range volatility forecasting: Dynamic features and predictive variables pp. 98-112 Downloads
Massimiliano Caporin and Gabriel G. Velo
Modelling a latent daily Tourism Financial Conditions Index pp. 113-126 Downloads
Chia-Lin Chang
Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR pp. 127-140 Downloads
Anastassios A. Drakos and Georgios Kouretas
Model-free volatility indexes in the financial literature: A review pp. 141-159 Downloads
Maria T. Gonzalez-Perez
Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options pp. 160-173 Downloads
Chuan-Hsiang Han, Chien-Hung Chang, Chii-Shyan Kuo and Shih-Ti Yu
Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013 pp. 174-190 Downloads
Cho-Hoi Hui and Tom Fong
Should zombie lending always be prevented? pp. 191-203 Downloads
Marcin Jaskowski
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis pp. 204-216 Downloads
Hooi Hooi Lean, Michael McAleer and Wing-Keung Wong
Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression pp. 217-230 Downloads
Johnny Siu-Hang Li, Andrew C.Y. Ng and Wai-Sum Chan
Managing systemic risk in The Netherlands pp. 231-245 Downloads
Shuyu Liao, Elvira Sojli and Wing Wah Tham
Mean-variance portfolio methods for energy policy risk management pp. 246-264 Downloads
Gustavo Marrero, Luis Puch and Francisco Ramos-Real
On robust properties of the SIML estimation of volatility under micro-market noise and random sampling pp. 265-281 Downloads
Hiroumi Misaki and Naoto Kunitomo
ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails pp. 282-297 Downloads
Marc S. Paolella and Paweł Polak
The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong pp. 298-311 Downloads
Chor-yiu (CY) Sin
Prediction and simulation using simple models characterized by nonstationarity and seasonality pp. 312-323 Downloads
Norman Swanson and Richard Urbach
Volatility forecast of stock indices by model averaging using high-frequency data pp. 324-337 Downloads
Chengyang Wang and Yoshihiko Nishiyama
Investor response to public news, sentiment and institutional trading in emerging markets: A review pp. 338-352 Downloads
Janusz Brzeszczynski, Jerzy Gajdka and Ali Kutan

Volume 39, issue C, 2015

Capital inflows and the interest premium problem: The effects of monetary sterilisation in selected Asian economies pp. 1-18 Downloads
Tony Cavoli and Ramkishen Rajan
Anticipation of takeovers in stock and options markets pp. 19-35 Downloads
Dehong Liu, Pei Peter Lung and Justin Lallemand
The feasibility of privatization and foreign penetration pp. 36-46 Downloads
Leonard F.S. Wang and Yoshihiro Tomaru
Environment, growth, and FDI revisited pp. 47-56 Downloads
Nii Amon Neequaye and Reza Oladi
Diversification and determinants of international credit portfolios: Evidence from German banks pp. 57-75 Downloads
Benjamin Böninghausen and Matthias Köhler
Funding liquidity constraints and the forward premium anomaly in a DSGE model pp. 76-89 Downloads
Shiou-Yen Chu
Commonality in liquidity in emerging markets: Another supply-side explanation pp. 90-106 Downloads
Min Bai and Yafeng Qin
Do strong corporate governance firms still require political connection, and vice versa? pp. 107-120 Downloads
Chung-Hua Shen, Chih-Yung Lin and Yu-Chun Wang
The extreme-value dependence between the crude oil price and Chinese stock markets pp. 121-132 Downloads
Qian Chen and Xin Lv
Strategic behavior in acquiring and revealing costly private information pp. 133-148 Downloads
Young-Ro Yoon
Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets pp. 149-161 Downloads
Diego Agudelo, Santiago Giraldo and Edwin Villarraga
Technology choice and bank performance with government capital injection under deposit insurance fund protection pp. 162-174 Downloads
Shi Chen and Ku-Jun Lin
A nonparametric model of financial system and economic growth pp. 175-191 Downloads
Sagarika Mishra and Paresh Narayan
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries pp. 192-210 Downloads
Bong-Han Kim, Hyeongwoo Kim and Bong-Soo Lee
Intraday jumps in China's Treasury bond market and macro news announcements pp. 211-223 Downloads
Jing Cui and Hua Zhao
Frequency domain causality analysis of stock market and economic activity in India pp. 224-238 Downloads
Aviral Tiwari, Mihai Ioan Mutascu, Claudiu Albulescu and Phouphet Kyophilavong
Price level and inflation in the GCC countries pp. 239-252 Downloads
Hasan Murshed and Ashraf Nakibullah
MA trading rules, herding behaviors, and stock market overreaction pp. 253-265 Downloads
Yensen Ni, Yi-Ching Liao and Paoyu Huang
Herding behavior and loss functions of exchange rate forecasters over interventions and financial crises pp. 266-276 Downloads
Yoichi Tsuchiya
Cross-country variations in capital structure adjustment—The role of credit ratings pp. 277-294 Downloads
Yu-Li Huang and Chung-Hua Shen
Market risk of BRIC Eurobonds in the financial crisis period pp. 295-310 Downloads
Dimitrios Vortelinos and Geeta Lakshmi
An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries pp. 311-325 Downloads
Faruk Balli, Hassan Rafdan Hajhoj, Syed Basher and Hassan Ghassan
The product cycle hypothesis: The role of quality upgrading and market size pp. 326-336 Downloads
Yan Ma
Volatility spillovers in EMU sovereign bond markets pp. 337-352 Downloads
Fernando Fernández-Rodríguez, Marta Gómez-Puig and Simon Sosvilla-Rivero
Savings, the size of the net foreign asset position, and the dynamics of current accounts pp. 353-370 Downloads
Iñaki Erauskin
Social exclusion, capital accumulation and inequality pp. 371-375 Downloads
Bharat Hazari and Vijay Mohan
The reward for trading illiquid maturities in credit default swap markets pp. 376-389 Downloads
Armen Arakelyan, Gonzalo Rubio and Pedro Serrano
Trade liberalization and export diversification pp. 390-410 Downloads
Anwesha Aditya and Rajat Acharyya
Sovereign default, enforcement and the private cost of capital pp. 411-427 Downloads
Eugenia Andreasen
Intertwined sovereign and bank solvencies in a simple model of self-fulfilling crisis pp. 428-448 Downloads
Gustavo Adler and Sandra Lizarazo
A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union pp. 449-468 Downloads
Hyeon-seung Huh, David Kim, Won Joong Kim and Cyn-Young Park
Domestic impacts of outward FDI in Taiwan: Evidence from panel data of manufacturing firms pp. 469-484 Downloads
Wen-Hsien Liu, Pan-Long Tsai and Ching-Lung Tsay
Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach pp. 485-503 Downloads
Sławomir Śmiech, Monika Papież and Marek Dąbrowski
Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka pp. 504-520 Downloads
Sivagowry Sriananthakumar and Seema Narayan
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