International Journal of Finance & Economics

2011 - 2025

Continuation of International Journal of Finance & Economics.

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

From John Wiley & Sons, Ltd.
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Volume 21, issue 4, 2016

The Risk Premium, Interest Rate Determination, and Monetary Independence Under a Fixed, but Adjustable, Exchange Rate pp. 313-331

Kit Pasula

International Sentiment Spillovers in Equity Returns pp. 332-359

Deven Bathia, Don Bredin and Dirk Nitzsche

Danger Zones for Banking Crises in Emerging Markets pp. 360-381

Paolo Manasse, Roberto Savona and Marika Vezzoli

Sovereign Credit Ratings in Developing Economies: New Empirical Assessment pp. 382-397

Gabriel Montes, Diego S. P. Oliveira and Helder de Mendonça

Real Effects of Inflation on External Debt in Developing Economies pp. 398-416

Mark Assibey‐Yeboah, Sushanta Mallick and Mohammed Mohsin

Impact of Domestic Investor Protection on Foreign Investment Decisions: Evidence from Bond Markets pp. 417-446

Elina Pradkhan

Determinants of Liquidity (Re)Allocation and the Decision to Cross‐List or Cross‐Delist pp. 447-471

Roland Füss, Ulrich Hommel and Jan‐Carl Plagge

Intraday Rallies and Crashes: Spillovers of Trading Halts pp. 472-501

Bei Cui and Arie E. Gozluklu

Financial Cycle, Business Cycle and Monetary Policy: Evidence from Four Major Economies pp. 502-527

Yong Ma and Jinglan Zhang

Volume 21, issue 3, 2016

The Role of a Changing Market Environment for Credit Default Swap Pricing pp. 209-223

Julian Leppin and Stefan Reitz

What Does Rebalancing Really Achieve? pp. 224-240

Keith Cuthbertson, Simon Hayley, Nick Motson and Dirk Nitzsche

The Return of the Monday Effect in European Currency Markets: An Empirical Analysis of the Impact of the Economic Crisis on Market Efficiency pp. 241-246

Peter J. Bush and John E. Stephens

Monetary Developments and Expansionary Fiscal Consolidations: Evidence from the EMU pp. 247-265

Antonio Afonso and Luís Martins

Convergence in Corporate Statutory Tax Rates in the Asian and Pacific Economies pp. 266-278

Yang Chen, Juan Cuestas and Paulo Regis

Asymmetric Monetary Policy Rules for an Open Economy: Evidence from Canada and the Uk pp. 279-293

Mustafa Caglayan, Zainab Jehan and Kostas Mouratidis

Panel Data Models and the Uncovered Interest Parity Condition: The Role of Two‐Way Unobserved Components pp. 294-310

Nils Herger

Volume 21, issue 2, 2016

Current Account Reversals in Industrial Countries: does the Exchange Rate Regime Matter? pp. 107-130

Cosimo Pancaro and Christian Saborowski

The Relative Predictability of Stock Markets in the Americas pp. 131-142

Graham Smith and Aneta Dyakova

Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach pp. 143-153

Guglielmo Maria Caporale, Luis A. Gil‐Alana and James C. Orlando

The Pass‐through of Exchange Rate in the Context of the European Sovereign Debt Crisis pp. 154-166

Nidhaleddine Ben Cheikh and Christophe Rault

Can High‐frequency Trading Strategies Constantly Beat the Market? pp. 167-191

Viktor Manahov

Welfare and Stochastic Dominance for the Measurement of Banks' Domestic Systemic Importance: Analytical Framework and Application pp. 192-208

Gastón Giordana

Volume 21, issue 1, 2016

Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints pp. 3-35

Fernando Borraz, Alberto Cavallo, Roberto Rigobon and Leandro Zipitria

Ending Over‐lending: Assessing Systemic Risk with Debt to Cash Flow pp. 36-57

Bruce A. Ramsay and Peter Sarlin

House Prices and Current Account Imbalances in OECD Countries pp. 58-74

Philip Arestis and Ana Rosa Gonzalez‐Martinez

Decomposing the Bid–ask Spread in Multi‐Dealer Markets pp. 75-89

Michael Bleaney and Zhiyong Li

Channels of Risk Sharing at Micro Level: Savings, Investments and Risk Aversion Heterogeneity pp. 90-104

Faruk Balli, Filippo Maria Pericoli and Eleonora Pierucci

Volume 20, issue 4, 2015

CDS Spreads and Contagion Amongst Systemically Important Financial Institutions – A Spatial Econometric Approach pp. 291-309

Armin Eder and Sebastian Keiler

How Does Fiscal Policy Affect Investment? Evidence from a Large Panel pp. 310-327

Antonio Afonso and Joao Jalles

Determinants of Lower Saving Rates in the USA: Prospects and Implications pp. 328-340

Magda Kandil

Further Higher Moments in Portfolio Selection and A Priori Detection of Bankruptcy, Under Multi‐layer Perceptron Neural Networks, Hybrid Neuro‐genetic MLPs, and the Voted Perceptron pp. 341-361

Nikolaos Loukeris and Iordanis Eleftheriadis

Time‐varying Predictability for Stock Returns, Dividend Growth and Consumption Growth pp. 362-373

David G. McMillan

International Risk Sharing in the Short and in the long run under Country Heterogeneity pp. 374-384

Peter Fuleky, Luigi Ventura and Qianxue Zhao

Volume 20, issue 3, 2015

Monetary Policy and International Reserves: Empirical Evidence from East Asian Countries pp. 191-205

Prakash Shrestha and Willi Semmler

Disentangling Crashes from Tail Events pp. 206-219

Sofiane Aboura

A Quantitative Approach to Assessing Sovereign Default Risk in Resource‐Rich Emerging Economies pp. 220-241

Unurjargal Nyambuu and Lucas Bernard

The International Effects of US Uncertainty pp. 242-252

Paul M. Jones and Eric Olson

Capital Inflows and Economic Growth: Does the Role of Institutions Matter? pp. 253-275

Ly Slesman, Ahmad Zubaidi Baharumshah and Mark Wohar

Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data pp. 276-290

Olaoluwa Yaya, Luis A. Gil‐Alana and Olanrewaju I. Shittu

Volume 20, issue 2, 2015

De Facto Index of Monetary Policy Domestic Activism and Inefficient Trilemma Configurations in Oecd Countries pp. 97-113

Thomas Wu

Were Financial Flows in Latin America and the Caribbean Shifted by their Crises? pp. 114-125

Fernando Delbianco and Andrés Fioriti

The Exchange Rate Disconnect Puzzle Revisited pp. 126-137

Mohsen Bahmani‐Oskooee, Amr Hosny and N Kishor

Shock from Graying: Is the Demographic Shift Weakening Monetary Policy Effectiveness pp. 138-154

Patrick Imam

Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets pp. 155-177

Yanan Li and David Giles

The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis pp. 178-189

Sait Satiroglu, Emrah Sener, Michael Shafer and Yildiray Yildirim

Volume 20, issue 1, 2015

The Fragility of Two Monetary Regimes: The European Monetary System and the Eurozone pp. 1-15

Paul De Grauwe and Yuemei Ji

Internationalization Versus Regionalization in the Emerging Stock Markets pp. 16-27

Virginie Coudert, Karine Hervé and Pierre Mabille

On the Pass‐Through of Exchange Rate Fluctuations to the Macroeconomy: Imports in Developing and Advanced Countries pp. 28-47

Magda Kandil

Financial Development and Economic Growth: Evidence from 10 New European Union Members pp. 48-60

Guglielmo Maria Caporale, Christophe Rault, Anamaria Diana Sova and Robert Sova

Nonlinear Interdependence Between the US and Emerging Markets' Industrial Stock Sectors pp. 61-79

Taufiq Choudhry and Bashir Nur Osoble

Financial Crises and the Dismissal of Central Bank Governors: New Evidence pp. 80-95

I Kadek Dian Artha and Jakob Haan