Contents of IREF: Volume 24

Volume 24, Number 1

Regular Articles

Goods allocation by queuing and the occurrence of violence: A probabilistic analysis
Amitrajeet A. Batabyal, Gregory J. DeAngelo

Implementing option pricing models when asset returns follow an autoregressive moving average process
Chou-Wen Wang, Chin-Wen Wu, Shyh-Weir Tzang

Banking deregulation around the world, 1970s to 2000s: The impact on unemployment
Horst Feldmann

Corporate governance and FDI: Firm-level evidence from Japanese FDI into the US
Peiming Wang, Joseph D. Alba, Donghyun Park

The influence of Taylor rule deviations on the real exchange rate
Wolfram Wilde

Why U.S. firms delist from the Tokyo stock exchange: An empirical analysis
Shinhua Liu, John D. Stowe, Ken Hung

The dynamic relation between foreign exchange rates and international portfolio flows: Evidence from Africa's capital markets
Odongo Kodongo, Kalu Ojah

The role of inflation regime in the exchange rate pass-through to import prices
Juha Junttila, Marko Korhonen

Bilateral exports from euro zone countries to the US — Does exchange rate variability play a role?
Florian Verheyen

Technical analyses and order submission behaviors: Evidence from an emerging market
Zi-Mei Wang, Chaoshin Chiao, Ya-Ting Chang

Influence of investor subjective judgments in investment decision-making
Yu-hong Liu, I-ming Jiang

Insider trading with different market structures
Wassim Daher, Fida Karam, Leonard J. Mirman

Wealth effects in emerging market economies
Tuomas A. Peltonen, Ricardo M. Sousa, Isabel S. Vansteenkiste

Measuring the risk premium in uncovered interest parity using the component GARCH-M model
Dandan Li, Atanu Ghoshray, Bruce Morley

Production and futures hedging with state-dependent background risk
Kit Pong Wong

Exchange rate misalignments in frequency domain
Axel Grossmann, Alexei G. Orlov

Inside trading, public disclosure and imperfect competition
Fuzhou Gong, Hong Liu

Nonstationarity and nonlinearity in inflation rate: Some further evidence
Augustine C. Arize, John Malindretos

The Effect of Data Revisions on the Basic New Keynesian Model
Jesús Vázquez, Ramón María-Dolores, Juan M. Londoño

The financial crisis and sizable international reserves depletion: From ‘fear of floating’ to the ‘fear of losing international reserves’?
Joshua Aizenman, Yi Sun

Causes of banking crises: Deregulation, credit booms and asset bubbles, then and now
Saktinil Roy, David M. Kemme

Do investors value REITs and Non-REITs differently?
Peihwang Wei, Xiaolou Yang

Corporate governance and cash holdings: A quantile regression approach
Tsung-Han Kuan, Chu-Shiu Li, Chwen-Chi Liu

Volatility risk premium decomposition of LIFFE equity options
Bing-Huei Lin, Yueh-Neng Lin, Yin-Jung Chen

Asymmetric and threshold effects on comovements among Germanic cross-listed equities
Athanasios Koulakiotis, Nikos Kartalis, Katerina Lyroudi, Nicholas Papasyriopoulos


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Edited at
UTSA College of Business