International Review of Economics & Finance

1992 - 2025

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

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Volume 40, issue C, 2015

Advances in financial risk management and economic policy uncertainty: An overview pp. 1-7

Shawkat Hammoudeh and Michael McAleer

The power of print: Uncertainty shocks, markets, and the economy pp. 8-28

Michelle Alexopoulos and Jon Cohen

Determinants of the banking spread in the Brazilian economy: The role of micro and macroeconomic factors pp. 29-39

Fernanda Dantas Almeida and Jose Angelo Divino

Forecasting Value-at-Risk using block structure multivariate stochastic volatility models pp. 40-50

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

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

Mehmet Balcilar, Shawkat Hammoudeh and Nwin-Anefo Fru Asaba

A practical approach to constructing price-based funding liquidity factors pp. 90-97

Kees Bouwman, Boyd Buis, Mary Pieterse-Bloem and Wing Wah Tham

Realized range volatility forecasting: Dynamic features and predictive variables pp. 98-112

Massimiliano Caporin and Gabriel G. Velo

Modelling a latent daily Tourism Financial Conditions Index pp. 113-126

Chia-Lin Chang

Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR pp. 127-140

Anastassios A. Drakos and Georgios Kouretas

Model-free volatility indexes in the financial literature: A review pp. 141-159

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

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

Cho-Hoi Hui and Tom Fong

Should zombie lending always be prevented? pp. 191-203

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

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

Johnny Siu-Hang Li, Andrew C.Y. Ng and Wai-Sum Chan

Managing systemic risk in The Netherlands pp. 231-245

Shuyu Liao, Elvira Sojli and Wing Wah Tham

Mean-variance portfolio methods for energy policy risk management pp. 246-264

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

Hiroumi Misaki and Naoto Kunitomo

ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails pp. 282-297

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

Sin, Chor-yiu (cy)

Prediction and simulation using simple models characterized by nonstationarity and seasonality pp. 312-323

Norman R. Swanson and Richard Urbach

Volatility forecast of stock indices by model averaging using high-frequency data pp. 324-337

Chengyang Wang and Yoshihiko Nishiyama

Investor response to public news, sentiment and institutional trading in emerging markets: A review pp. 338-352

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

Tony Cavoli and Ramkishen Rajan

Anticipation of takeovers in stock and options markets pp. 19-35

Dehong Liu, Pei Peter Lung and Justin Lallemand

The feasibility of privatization and foreign penetration pp. 36-46

Leonard F.S. Wang and Yoshihiro Tomaru

Environment, growth, and FDI revisited pp. 47-56

Nii Amon Neequaye and Reza Oladi

Diversification and determinants of international credit portfolios: Evidence from German banks pp. 57-75

Benjamin Böninghausen and Matthias Köhler

Funding liquidity constraints and the forward premium anomaly in a DSGE model pp. 76-89

Shiou-Yen Chu

Commonality in liquidity in emerging markets: Another supply-side explanation pp. 90-106

Min Bai and Yafeng Qin

Do strong corporate governance firms still require political connection, and vice versa? pp. 107-120

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

Qian Chen and Xin Lv

Strategic behavior in acquiring and revealing costly private information pp. 133-148

Young-Ro Yoon

Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets pp. 149-161

Diego Agudelo, Santiago Giraldo and Edwin Villarraga

Technology choice and bank performance with government capital injection under deposit insurance fund protection pp. 162-174

Shi Chen and Ku-Jun Lin

A nonparametric model of financial system and economic growth pp. 175-191

Sagarika Mishra and Paresh Narayan

Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries pp. 192-210

Bong-Han Kim, Hyeongwoo Kim and Bong-Soo Lee

Intraday jumps in China's Treasury bond market and macro news announcements pp. 211-223

Jing Cui and Hua Zhao

Frequency domain causality analysis of stock market and economic activity in India pp. 224-238

Aviral Tiwari, Mihai Mutascu, Claudiu Albulescu and Phouphet Kyophilavong

Price level and inflation in the GCC countries pp. 239-252

Hasan Murshed and Ashraf Nakibullah

MA trading rules, herding behaviors, and stock market overreaction pp. 253-265

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

Yoichi Tsuchiya

Cross-country variations in capital structure adjustment—The role of credit ratings pp. 277-294

Yu-Li Huang and Chung-Hua Shen

Market risk of BRIC Eurobonds in the financial crisis period pp. 295-310

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

Faruk Balli, Hassan Rafdan Hajhoj, Syed Abul Basher and Hassan Ghassan

The product cycle hypothesis: The role of quality upgrading and market size pp. 326-336

Yan Ma

Volatility spillovers in EMU sovereign bond markets pp. 337-352

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

Iñaki Erauskin

Social exclusion, capital accumulation and inequality pp. 371-375

Bharat Hazari and Vijay Mohan

The reward for trading illiquid maturities in credit default swap markets pp. 376-389

Armen Arakelyan, Gonzalo Rubio and Pedro Serrano

Trade liberalization and export diversification pp. 390-410

Anwesha Aditya and Rajat Acharyya

Sovereign default, enforcement and the private cost of capital pp. 411-427

Eugenia Andreasen

Intertwined sovereign and bank solvencies in a simple model of self-fulfilling crisis pp. 428-448

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

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

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

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

Sivagowry Sriananthakumar and Seema Narayan