International Journal of Finance & Economics

2011 - 2025

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

From John Wiley & Sons, Ltd.
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FISCAL SHOCKS AND REAL WAGES pp. 203-220: Agustín Bénétrix
ASSET PRICE MISALIGNMENTS AND MONETARY POLICY pp. 221-241: Mikael Bask
OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS pp. 242-253: Mohamed Arouri and Christophe Rault
SOCIALLY RESPONSIBLE INVESTING IN THE GLOBAL MARKET: THE PERFORMANCE OF US AND EUROPEAN FUNDS pp. 254-271: Maria Céu Cortez, Florinda Silva and Nelson Areal
CROSS‐SPECULATION IN CURRENCY FUTURES MARKETS pp. 272-278: Andreas Röthig
MAIN OR SATELLITE? TESTING CAUSALITY‐IN‐MEAN AND VARIANCE FOR DUALLY LISTED STOCKS pp. 279-289: Mahmod Qadan and Joseph Yagil
ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS pp. 290-304: Kwabena Duffuor, Ian Marsh and Kate Phylaktis

Credit scoring for microfinance: is it worth it? pp. 103-123: Joris Van Gool, Wouter Verbeke, Piet Sercu and Bart Baesens
Risk of liquidity and contagion of the crisis on the United States, United Kingdom and euro zone money markets pp. 124-146: Bertrand Blancheton, Christian Bordes, Samuel Maveyraud and Philippe Rous
How strong is the case for dollarization in Central America? An empirical analysis of business cycles, credit market imperfections and the exchange rate pp. 147-166: Nannette Lindenberg and Frank Westermann
Asset allocation in the Athens stock exchange: a variance sensitivity analysis pp. 167-181: Panayiotis F. Diamandis, Anastassios A. Drakos, Georgios Kouretas and Leonidas P. Zarangas
What explains comovement in stock market returns during the 2007–2008 crisis? pp. 182-202: Tatiana Didier, Inessa Love and Maria Martinez Peria

Has global competition changed US export pricing? pp. 1-13: Janet Ceglowski
Fiscal activism and the cost of debt financing pp. 14-22: Hans Dewachter and C. Priscilla Toffano
Estimating persistence in the volatility of asset returns with signal plus noise models pp. 23-30: Guglielmo Maria Caporale and Luis A. Gil‐Alana
The Big Mac Index two decades on: an evaluation of burgernomics pp. 31-60: Kenneth Clements, Yihui Lan and Shi Pei Seah
Yes, the choice of performance measure does matter for ranking of us mutual funds pp. 61-72: Jose Ornelas, Antonio Francisco Silva Junior and José Luiz Barros Fernandes
Can oil diversify away the unpriced risk of a portfolio? pp. 73-88: Giulio Cifarelli and Giovanna Paladino
International stock market indices comovements: a new look pp. 89-102: Mara Madaleno and Carlos Pinho

Funding liquidity risk and deviations from interest‐rate parity during the financial crisis of 2007–2009 pp. 307-323: Cho‐Hoi Hui, Hans Genberg and Tsz‐Kin Chung
When markets fall down: are emerging markets all the same? pp. 324-338: Sofia Ramos, Jeroen K. Vermunt and José G. Dias
FX risk‐neutral valuation relationships for the S U jump‐diffusion family pp. 339-356: Ana Câmara, António Câmara, Ivilina Popova and Betty Simkins
Modelling the bivariate dependence structure of exchange rates before and after the introduction of the euro: a semi‐parametric approach pp. 357-374: Gianna Boero, Param Silvapulle and Ainura Tursunalieva
Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates? pp. 375-392: Marc W. Simpson and Axel Grossmann
Threshold effects in credit risk and stress scenarios pp. 393-407: Tiago M. T. Nunes and Paulo Rodrigues

Cross‐dynamics of exchange rate expectations: a wavelet analysis pp. 205-217: Jussi Nikkinen, Seppo Pynnönen, Mikko Ranta and Sami Vähämaa
Can financial development cure the Dutch disease? pp. 218-236: Christian Saborowski
Common determinants of currency crises: the role of external balance sheet variables pp. 237-255: Mirko Licchetta
Exchange rate regimes and banking crises: the channels of influence investigated pp. 256-274: Apanard Angkinand Prabha and Thomas D. Willett
What explains the spread between the Euro overnight rate and the ECB's policy rate? pp. 275-289: Tobias Linzert and Sandra Schmidt
Can non‐linear real shocks explain the persistence of PPP exchange rate disequilibria? pp. 290-306: Tuomas A. Peltonen, Adina Popescu and Michael Sager

The performance of currency hedge funds and the yen/USD carry trade pp. 103-113: Jarkko Peltomäki
A Markov‐switching approach to measuring exchange market pressure pp. 114-130: Francis Y. Kumah
Probability of informed trading on the euro overnight market rate pp. 131-145: Julien Idier and Stefano Nardelli
Nonlinear dynamics of real exchange rates for sectoral data pp. 146-151: Jaebeom Kim and Young‐Kyu Moh
The small sample properties of tests of the expectations hypothesis: a Monte Carlo investigation pp. 152-171: Eugenie Garganas and Stephen Hall
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market pp. 172-188: Michael Frömmel, Norbert Kiss M. and Klára Pintér
Uncovered interest parity and the efficiency of the foreign exchange market: a re‐examination of the evidence pp. 189-204: Jose Olmo and Keith Pilbeam

Short‐ and long‐run determinants of sovereign debt credit ratings pp. 1-15: Antonio Afonso, Pedro Gomes and Philipp Rother
Does money matter in the ECB strategy? New evidence based on ECB communication pp. 16-31: Helge Berger, Jakob de Haan and Jan-Egbert Sturm
Evaluating growth volatility susceptibility within regional free trade agreements pp. 32-40: Jeffrey Edwards and Vance Ginn
The impact of FX intervention on FX markets: a market microstructure analysis pp. 41-62: Paolo Vitale
On speculators and hedgers in currency futures markets: who leads whom? pp. 63-69: Andreas Röthig
Sources of economic fluctuations in oil‐exporting economies: implications for choice of exchange rate regimes pp. 70-91: M. S. Rafiq
Monetary policy transmission and real estate investment trusts pp. 92-102: Don Bredin, Gerard O'Reilly and Simon Stevenson