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Results: 26-50/369
Authors:
Wu, JL
Chen, SL
Citation: Jl. Wu et Sl. Chen, Nominal exchange-rate prediction: evidence from a nonlinear approach, J INT MONEY, 20(4), 2001, pp. 521-532
Authors:
Garratt, A
Psaradakis, Z
Sola, M
Citation: A. Garratt et al., An empirical reassessment of target-zone nonlinearities, J INT MONEY, 20(4), 2001, pp. 533-548
Authors:
Sawada, Y
Citation: Y. Sawada, Secondary market efficiency for LDC bank loans and international private lending, 1985-1993, J INT MONEY, 20(4), 2001, pp. 549-562
Authors:
Masih, R
Masih, AM
Citation: R. Masih et Am. Masih, Long and short term dynamic causal transmission amongst international stock markets, J INT MONEY, 20(4), 2001, pp. 563-587
Authors:
Huang, RD
Stoll, HR
Citation: Rd. Huang et Hr. Stoll, Exchange rates and firms' liquidity: evidence from ADRs, J INT MONEY, 20(3), 2001, pp. 297-325
Authors:
Cai, J
Cheung, YL
Lee, RSK
Melvin, M
Citation: J. Cai et al., 'Once-in-a-generation' yen volatility in 1998: fundamentals, intervention,and order flow, J INT MONEY, 20(3), 2001, pp. 327-347
Authors:
Eichholtz, P
Koedijk, K
Schweitzer, M
Citation: P. Eichholtz et al., Global property investment and the costs of international diversification, J INT MONEY, 20(3), 2001, pp. 349-366
Authors:
Speight, AEH
McMillan, DG
Citation: Aeh. Speight et Dg. Mcmillan, Volatility spillovers in East European black-market exchange rates, J INT MONEY, 20(3), 2001, pp. 367-378
Authors:
Baum, CF
Barkoulas, JT
Caglayan, M
Citation: Cf. Baum et al., Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era, J INT MONEY, 20(3), 2001, pp. 379-399
Authors:
Pentecost, EJ
Van Hooydonk, C
Van Poeck, A
Citation: Ej. Pentecost et al., Measuring and estimating exchange market pressure in the EU, J INT MONEY, 20(3), 2001, pp. 401-418
Authors:
Broome, S
Citation: S. Broome, The lifetime of a unilateral target zone: some extended results, J INT MONEY, 20(3), 2001, pp. 419-438
Authors:
Marston, RC
Citation: Rc. Marston, The effects of industry structure on economic exposure, J INT MONEY, 20(2), 2001, pp. 149-164
Authors:
Chowdhry, B
Titman, S
Citation: B. Chowdhry et S. Titman, Why real interest rates, cost of capital and price/earnings ratios vary across countries, J INT MONEY, 20(2), 2001, pp. 165-189
Authors:
Cao, M
Citation: M. Cao, Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate, J INT MONEY, 20(2), 2001, pp. 191-218
Authors:
Sjoo, B
Sweeney, RJ
Citation: B. Sjoo et Rj. Sweeney, The foreign-exchange costs of central bank intervention: evidence from Sweden, J INT MONEY, 20(2), 2001, pp. 219-247
Authors:
Choi, I
Citation: I. Choi, Unit root tests for panel data, J INT MONEY, 20(2), 2001, pp. 249-272
Authors:
Allayannis, G
Ofek, E
Citation: G. Allayannis et E. Ofek, Exchange rate exposure, hedging, and the use of foreign currency derivatives, J INT MONEY, 20(2), 2001, pp. 273-296
Authors:
Martens, M
Citation: M. Martens, Forecasting daily exchange rate volatility using intraday returns, J INT MONEY, 20(1), 2001, pp. 1-23
Authors:
Dewachter, H
Citation: H. Dewachter, Can Markov switching models replicate chartist profits in the foreign exchange market?, J INT MONEY, 20(1), 2001, pp. 25-41
Authors:
Perotti, EC
van Oijen, P
Citation: Ec. Perotti et P. Van Oijen, Privatization, political risk and stock market development in emerging economies, J INT MONEY, 20(1), 2001, pp. 43-69
Authors:
Garcia, R
Bonomo, M
Citation: R. Garcia et M. Bonomo, Tests of conditional asset pricing models in the Brazilian stock market, J INT MONEY, 20(1), 2001, pp. 71-90
Authors:
Wilfling, B
Maennig, W
Citation: B. Wilfling et W. Maennig, Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay, J INT MONEY, 20(1), 2001, pp. 91-113
Authors:
Cheung, YW
Lai, KS
Citation: Yw. Cheung et Ks. Lai, Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates, J INT MONEY, 20(1), 2001, pp. 115-132
Authors:
Clements, MP
Smith, J
Citation: Mp. Clements et J. Smith, Evaluating forecasts from SETAR models of exchange rates, J INT MONEY, 20(1), 2001, pp. 133-148
Authors:
Daniel, BC
Citation: Bc. Daniel, The timing of exchange rate collapse, J INT MONEY, 19(6), 2000, pp. 765-784