Citation: G. Koutmos, FEEDBACK TRADING AND THE AUTOCORRELATION PATTERN OF STOCK RETURNS - FURTHER EMPIRICAL-EVIDENCE, Journal of international money and finance, 16(4), 1997, pp. 625-636
Citation: Rj. Balvers et Jh. Bergstrand, EQUILIBRIUM REAL EXCHANGE-RATES - CLOSED-FORM THEORETICAL SOLUTIONS AND SOME EMPIRICAL-EVIDENCE, Journal of international money and finance, 16(3), 1997, pp. 345-366
Citation: Nm. Christodoulakis et Sc. Kalyvitis, EFFICIENCY TESTING REVISITED - A FOREIGN-EXCHANGE MARKET WITH BAYESIAN LEARNING, Journal of international money and finance, 16(3), 1997, pp. 367-385
Citation: P. Kofman et M. Martens, INTERACTION BETWEEN STOCK MARKETS - AN ANALYSIS OF THE COMMON TRADINGHOURS AT THE LONDON AND NEW-YORK-STOCK-EXCHANGE, Journal of international money and finance, 16(3), 1997, pp. 387-414
Citation: Rm. Laban et Fb. Larrain, CAN A LIBERALIZATION OF CAPITAL OUTFLOWS INCREASE NET CAPITAL INFLOWS, Journal of international money and finance, 16(3), 1997, pp. 415-431
Citation: M. Dutton et J. Strauss, COINTEGRATION TESTS OF PURCHASING POWER PARITY - THE IMPACT OF NONTRADED GOODS, Journal of international money and finance, 16(3), 1997, pp. 433-444
Citation: Ra. Amano et Ts. Wirjanto, ADJUSTMENT COSTS AND IMPORT DEMAND BEHAVIOR - EVIDENCE FROM CANADA AND THE UNITED-STATES, Journal of international money and finance, 16(3), 1997, pp. 461-476
Citation: J. Ceglowski, ON THE STRUCTURAL STABILITY OF TRADE EQUATIONS - THE CASE OF JAPAN, Journal of international money and finance, 16(3), 1997, pp. 491-512
Citation: Thf. Cheuk et Tcf. Vorst, CURRENCY LOOKBACK OPTIONS AND OBSERVATION FREQUENCY - A BINOMIAL APPROACH, Journal of international money and finance, 16(2), 1997, pp. 173-187
Citation: B. Arshanapalli et al., COMMON VOLATILITY IN THE INDUSTRIAL-STRUCTURE OF GLOBAL CAPITAL-MARKETS, Journal of international money and finance, 16(2), 1997, pp. 189-209
Citation: W. Enders et Bs. Lee, ACCOUNTING FOR REAL AND NOMINAL EXCHANGE-RATE MOVEMENTS IN THE POST-BRETTON WOODS PERIOD, Journal of international money and finance, 16(2), 1997, pp. 233-254
Citation: Rc. Marston, TESTS OF 3 PARITY CONDITIONS - DISTINGUISHING RISK PREMIA AND SYSTEMATIC FORECAST ERRORS, Journal of international money and finance, 16(2), 1997, pp. 285-303
Citation: S. Gerlach et F. Smets, THE TERM STRUCTURE OF EURO-RATES - SOME EVIDENCE IN SUPPORT OF THE EXPECTATIONS HYPOTHESIS, Journal of international money and finance, 16(2), 1997, pp. 305-321
Citation: Av. Ligeralde, COVARIANCE-MATRIX ESTIMATORS AND TESTS OF MARKET-EFFICIENCY, Journal of international money and finance, 16(2), 1997, pp. 323-343
Citation: Hj. Edison et al., UNDERSTANDING THE EMPIRICAL LITERATURE ON PURCHASING POWER PARITY - THE POST-BRETTON WOODS ERA, Journal of international money and finance, 16(1), 1997, pp. 1-17
Citation: Jr. Lothian, MULTICOUNTRY EVIDENCE ON THE BEHAVIOR OF PURCHASING POWER PARITY UNDER THE CURRENT FLOAT, Journal of international money and finance, 16(1), 1997, pp. 19-35
Citation: Je. Roldos, ON GRADUAL DISINFLATION, THE REAL EXCHANGE-RATE, AND THE CURRENT ACCOUNT, Journal of international money and finance, 16(1), 1997, pp. 37-54
Citation: Dn. Weymark, MEASURING THE DEGREE OF EXCHANGE MARKET INTERVENTION IN A SMALL OPEN-ECONOMY, Journal of international money and finance, 16(1), 1997, pp. 55-79
Citation: Gs. Bakshi et A. Naka, AN EMPIRICAL-INVESTIGATION OF ASSET PRICING-MODELS USING JAPANESE STOCK-MARKET DATA, Journal of international money and finance, 16(1), 1997, pp. 81-112
Citation: B. Korkie et M. Nakamura, BLOCK HOLDING AND KEIRETSU IN JAPAN - THE EFFECTS OF CAPITAL-MARKETS LIBERALIZATION MEASURES ON THE STOCK-MARKET, Journal of international money and finance, 16(1), 1997, pp. 113-140