Contents of IREF: Volume 15

Volume 15, Number 1

Articles

Strategic Noise Traders and Liquidity Pressure With a Physically Deliverable Futures Contract
Christian Capuano

A Survey on Physical Delivery Versus Cash Settlement in Futures Contracts
Donald Lien, and Yiu Kuen Tse

On Derivatives and Information Costs
Mondher Bellalah

An Empirical Comparison of Implied Tree Models for KOSPI 200 Index Options
In Joon Kim, and Gan Youb Park

The Effects of Abandonment Options on Operating Leverage and Forward Hedging
Kit Pong Wong

On the Martingale Property of Economic and Financial Instruments
Fathali Firoozi

Nonlinear Adjustment in the Forward Premium: Evidence From a Threshold Unit Root Test
Sofiane H. Sekioua

A Reexamination of Fractional Integrating Dynamics in Foreign Currency Markets
Hyun J. Jin, John Elder, and Won W. Koo

Book Review

Evolutionary Dynamics and Extensive form Games
Ross Cressman
Reviewed by William Sandholm

Volume 15, Number 2

Articles

Lender's risk incentive and debt concession
Nobuyuki Isagawa

An empirical analysis of margin debt
Dale L. Domian and Markie D. Racine

Nonlinear adjustment in the forward premium: evidence from a threshold unit root test
Sofiane H. Sekioua

Foreign debt and financial hedging: Evidence from Australia
Hoa Nguyen, Robert Faff

The optimal pricing of computer software and other products with high switching costs
Pekka Ahtiala

Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore
Y.K. Tse, S.L. Yip

Can openness be an engine of sustained high growth rates and inflation?
Jang C. Jin

The impact of federal funds target changes on interest rate volatility
Jim Lee

A Note on Beneficial Emigration
Donald Lien

Volume 15, Number 3

Articles

Investment and deposit contracts under costly intermediation and aggregate volatility
Pierre-Richard Agénor and Joshua Aizenman

The effect of derivative trading on the underlying markets: Evidence from Canadian installment receipts trading
Narat Charupat

Sources of exchange-rate volatility: Impulses or propagation?
Georgios Karras, Jin Man Lee, Houston Stokes

A note on nonlinear dynamics in the Spanish term structure of interest rates
Vicente Esteve

An enhanced implied tree model for option pricing: A study on Hong Kong property stock options
Eddie Chi-man Hai

Local content requirement on foreign direct investment under exchange rate volatility
Sajal Lahiri, Fernando Mesa

Has the Asian crisis changed the role of foreign investors in emerging equity markets: Taiwan's experience
Anchor Y. Yin

Effect of subsidy and entry into the informal sector with interlinkage
Malabika Roy

Volume 15, Number 4

Articles

International interdependence and the welfare effects of monetary policy
Wolfram Berger

Spillover effects and conditional dependence
Thierry Ané Chiraz Labidi

Does input sector liberalization promote quality innovation and exports?
Swapnendu Bandyopadhyay, Rajat Acharyya

Variation in the effects of government spending shocks with methods of financing? Evidence from the U.S.
Magda Kandil

The effects of monetary policy changes on market interest rates in Greece: An event study approach
Asimakis Kaketsis, Nicholas Sarantis

The household preference structure and pricing-to-market in the New Open Economy Macroeconomics models
Yanchun Zhang

Regional consumption dynamics and risk sharing in Italy
Giuseppe Cavaliere, Luca Fanelli, Attilio Gardini

Book Review

The political economy of terrorism, Cambridge University Press, New York (2006)
W. Enders and T. Sandler
Reviewed by Charles H. Anderson


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Edited at
UTSA College of Business