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International Journal of Finance & Economics

1996 - 2010

Continued by International Journal of Finance & Economics.

Current editor(s): Mark P. Taylor, Keith Cuthbertson and Michael P. Dooley

From John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley-Blackwell Digital Licensing ().

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Volume 15, issue 4, 2010

Does long-run purchasing power parity hold in Eastern and Southern African countries? Evidence from panel data stationary tests with multiple structural breaks pp. 307-315 Downloads
Jean-François Hoarau
Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework pp. 316-330 Downloads
Caroline Jardet and Gaelle Le Fol
Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model pp. 331-350 Downloads
Anastassios A. Drakos, Georgios Kouretas and Leonidas P. Zarangas
Stock return predictability and dividend-price ratio: a nonlinear approach pp. 351-365 Downloads
David G. McMillan and Mark Wohar
Co-movements between US and UK stock prices: the role of time-varying conditional correlations pp. 366-380 Downloads
Nektarios Aslanidis, Denise Osborn and Marianne Sensier
Parametric and non-parametric approaches to exits from fixed exchange rate regimes pp. 381-406 Downloads
Ahmet Asici

Volume 15, issue 3, 2010

An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish Stock and bond returns pp. 213-227 Downloads
Tom Engsted and Stig V. Møller
Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more? pp. 228-246 Downloads
Kate Phylaktis and Long Chen
Information technology and its impact on stock returns and trading volume pp. 247-262 Downloads
Uri Benzion, Tchai Tavor and Joseph Yagil
Long-run purchasing power parity with asymmetric adjustment: evidence from nine major oil-exporting countries pp. 263-274 Downloads
Tsangyao Chang and Wen-Chi Liu
Improving the term structure of interest rates: two-factor models pp. 275-287 Downloads
Lourdes Gómez-Valle and Julia Martínez-Rodríguez
Business cycle synchronization of the euro area with the new and negotiating member countries pp. 288-306 Downloads
Christos Savva, Kyriakos Neanidis and Denise Osborn

Volume 15, issue 2, 2010

Decomposing European bond and equity volatility pp. 105-122 Downloads
Charlotte Christiansen
The effect of a transaction tax on exchange rate volatility pp. 123-133 Downloads
Markku Lanne and Timo Vesala
The equity premium and the business cycle: the role of demand and supply shocks pp. 134-152 Downloads
Peter Smith, Steffen Sorensen and Michael Wickens
Is prior performance priced through closed-end fund discounts? pp. 153-164 Downloads
Michael Bleaney and Richard Smith
Costs associated with mutual funds in Spain pp. 165-179 Downloads
Isabel Toledo and Rocío Marco
Causality from real stock returns to real activity: evidence of regime-dependence pp. 180-197 Downloads
Angelos Kanas and Christos Ioannidis
Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns pp. 198-211 Downloads
Stuart Hyde and Mohamed Sherif

Volume 15, issue 1, 2010

Non-linearities in the relation between the exchange rate and its fundamentals pp. 1-21 Downloads
Carlo Altavilla and Paul De Grauwe
The impact of macroeconomic uncertainty on firms' changes in financial leverage pp. 22-30 Downloads
Christopher Baum, Atreya Chakraborty and Boyan Liu
The behavior of emerging market sovereigns' credit default swap premiums and bond yield spreads pp. 31-58 Downloads
Michael Adler and Jeong Song
The determinants of corporate risk in emerging markets: an option-adjusted spread analysis pp. 59-74 Downloads
Eduardo Cavallo and Patricio Valenzuela
Predicting nominal exchange rate movements using skewness information from options prices pp. 75-92 Downloads
Ryan Ratcliff
Domestic vs external sovereign debt servicing: an empirical analysis pp. 93-103 Downloads
Emanuel Kohlscheen

Volume 14, issue 4, 2009

Monetary policy in an estimated open-economy model with imperfect pass-through pp. 301-333 Downloads
Jesper Lindé, Marianne Nessén and Ulf Söderström
Implications of production sharing on exchange rate pass-through pp. 334-345 Downloads
Amit Ghosh
Exchange rate pass-through to prices in macrodata: a comparative sensitivity analysis pp. 346-377 Downloads
Alexander Mihailov
When do central banks prefer to intervene secretly? pp. 378-393 Downloads
Montserrat Ferré and Carolina Manzano
Regime switching in stock index and futures markets: a note on the NIKKEI evidence pp. 394-399 Downloads
Angelos Kanas

Volume 14, issue 3, 2009

'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice? pp. i-i Downloads
Carlos Ulibarri, Peter C. Anselmo, Karen Hovsepian, Jacob Tolk and Ionut Florescu
Currency unions and currency crises: an empirical assessment pp. 199-221 Downloads
Brahima Coulibaly
International value versus growth: evidence from stochastic dominance analysis pp. 222-232 Downloads
Abhay Abhyankar, Keng-Yu Ho and Huainan Zhao
The persistence in hedge fund performance: extended analysis pp. 233-255 Downloads
Daniel Capocci
Currency crisis duration and interest defence pp. 256-267 Downloads
Tullio Gregori
'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice? pp. 268-279 Downloads
Carlos Ulibarri, Peter C. Anselmo, Karen Hovespian, Jacob Tolk and Ionut Florescu
Real exchange rates and developing countries pp. 280-299 Downloads
Angelos Kanas

Volume 14, issue 2, 2009

On the determinants of Central Bank independence in open economies pp. 107-119 Downloads
Marcello D'Amato, Barbara Pistoresi and Francesco Salsano
Measurement matters for modelling US import prices This article is a U.S. Government work and is in the public domain in the U.S.A pp. 120-138 Downloads
Charles Thomas and Jaime Marquez
Non-linear interest rate dynamics and forecasting: evidence for US and Australian interest rates pp. 139-155 Downloads
David G. McMillan
European monetary policy surprises: the aggregate and sectoral stock market response pp. 156-171 Downloads
Don Bredin, Stuart Hyde, Dirk Nitzsche and Gerard O'Reilly
Time-varying correlations and optimal allocation in emerging market equities for the US investors pp. 172-187 Downloads
Heung-Joo Cha and Thadavillil Jithendranathan
Exchange rates and product variety pp. 188-198 Downloads
Witness Simbanegavi

Volume 14, issue 1, 2009

The euro as a reserve currency: a challenge to the pre-eminence of the US dollar? pp. 1-23 Downloads
Gabriele Galati and Philip Wooldridge
Market interdependence and financial volatility transmission in East Asia pp. 24-44 Downloads
Giampiero Gallo and Margherita Velucchi
Interest rate transmission in the UK: a comparative analysis across financial firms and products pp. 45-63 Downloads
Ana-Maria Fuertes and Shelagh A. Heffernan
Announcement effects on exchange rates pp. 64-84 Downloads
Mikael Bask
A new look at economic convergence in Europe: a common factor approach pp. 85-97 Downloads
Bettina Becker and Stephen Hall
Bid-ask spread and order size in the foreign exchange market: an empirical investigation pp. 98-105 Downloads
Liang Ding

Volume 13, issue 4, 2008

Volatility in the Euro area money market: effects from the monetary policy operational framework pp. 307-322 Downloads
Alain Durré and Stefano Nardelli
International liquidity swaps: is the Chiang Mai Initiative pooling reserves efficiently? pp. 323-332 Downloads
Emanuel Kohlscheen and Mark Taylor
Estimation of the consumption CAPM with imperfect sample separation information pp. 333-348 Downloads
Andrei Semenov
Foreign direct investment and exchange rate uncertainty in South-East Asia pp. 349-359 Downloads
Sylvia Gottschalk and Stephen Hall
What drives heterogeneity in foreign exchange rate expectations: insights from a new survey pp. 360-367 Downloads
Christian Dreger and Georg Stadtmann
The role of asymmetric information among investors in the foreign exchange market pp. 368-385 Downloads
Esen Onur
Pricing caps and floors with the extended CIR model pp. 386-400 Downloads
Antonio Mannolini, Carlo Mari and Roberto Renò

Volume 13, issue 3, 2008

Monetary policy shocks in the euro area and global liquidity spillovers pp. 205-218 Downloads
João Sousa and Andrea Zaghini
How to exit from fixed exchange rate regimes? pp. 219-246 Downloads
Ahmet Asici, Nadezhda Ivanova and Charles Wyplosz
Policy words and policy deeds: the ECB and the euro pp. 247-265 Downloads
Pierre Siklos and Martin T. Bohl
Bank lending in Germany and the UK: are there differences between a bank-based and a market-based country? pp. 266-279 Downloads
Sylvia Kaufmann and Maria Valderrama
Capital market integration, currency crises, and exchange rate regimes 1990-2002 pp. 280-306 Downloads
Ephraim Clark, Amel Zenaidi and Monia Gharbi Trabelsi

Volume 13, issue 2, 2008

The advantage of tying one's hands: revisited pp. 135-149 Downloads
Mirco Soffritti and Francesco Zanetti
On the feasibility of a monetary union in the Southern Africa Development Community pp. 150-157 Downloads
Temisan Agbeyegbe
Real exchange rates may have nonlinear trends pp. 158-173 Downloads
David Cushman
New estimates of exchange rate pass-through in Japanese exports An earlier version of this paper was presented at the 10th International Convention of the East Asian Economic Association in Beijing, China pp. 174-183 Downloads
Craig R. Parsons and Kiyotaka Sato
Currency invoicing of US imports pp. 184-198 Downloads
Shabtai Donnenfeld and Alfred Haug
Home bias and purchasing power parity: evidence from the G-7 countries pp. 199-204 Downloads
Nikolaos Mylonidis and Dimitrios Sideris

Volume 13, issue 1, 2008

Special issue on international financial markets and the macroeconomy pp. 1-1 Downloads
Paul McNelis and Giorgio Valente
Conventional and unconventional approaches to exchange rate modelling and assessment pp. 2-13 Downloads
Ron Alquist and Menzie Chinn
What determines transaction costs in foreign exchange markets? pp. 14-25 Downloads
Tarun Ramadorai
A ratings-based approach to measuring sovereign risk pp. 26-39 Downloads
Eli Remolona, Michela Scatigna and Eliza Wu
The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data pp. 40-52 Downloads
Mardi Dungey, Charles Goodhart and Demosthenes Tambakis
Does the Chinese interest rate follow the US interest rate? pp. 53-67 Downloads
Yin-Wong Cheung, Dickson C. Tam and Matthew S. Yiu
The term structure of credit spreads in project finance Supplementary material for this article can be found at http:||www.interscience.wiley.com|jpages|1076-9307|suppmat|ijfe.350.html pp. 68-81 Downloads
Marco Sorge and Blaise Gadanecz
Modelling sovereign bond yield curves of the US, Japan and Germany pp. 82-91 Downloads
Chi-Sang Tam and Ip-Wing Yu
FDI location choice: agglomeration vs institutions pp. 92-107 Downloads
Julan Du, Yi Lu and Zhigang Tao
Incomplete financial market and the sequence of international trade liberalization pp. 108-117 Downloads
Yue Ma
Valuing foreign currency options with a mean-reverting process: a study of Hong Kong dollar pp. 118-134 Downloads
C. H. Hui, C. F. Lo, V. Yeung and L. Fung
Page updated 2018-12-11