Applied financial economics

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  Año 2008, Vol. 18, Número 4-6

  • The finance-specialization-growth nexus: evidence from OECD countries

    Franz R. Hahn

    • Resumen

    págs. 255-265

    

  • Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion

    Sivagowry Sriananthakumar, Param Silvapulle

    • Resumen

    págs. 267-273

    

  • Beyond greed, fear and the iron curtain

    Robert B. Durand, Marta Simon

    • Resumen

    págs. 275-293

    

  • Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data

    Jun Nagayasu

    • Resumen

    págs. 295-307

    

  • Financial analysts' stock recommendation revisions and stock price changes

    Yung-Ho Chang, Chia-Chung Chan

    • Resumen

    págs. 309-325

    

  • An empirical study of interest rate determination rules

    Keshab Bhattarai

    • Resumen

    págs. 327-343

    

  • Economies of scale and scope in China's banking sector

    Xiaoqing (Maggie) Fu, Shelagh Heffernan

    • Resumen

    págs. 345-356

    

  • Forecasting economic time series with the DyFor genetic program model

    Neal Wagner, Moutaz Khouja, Zbigniew Michalewicz, Rob Roy McGregor

    • Resumen

    págs. 357-378

    

  • Skewness preference, value and size effects

    Suchismita Mishra, Richard A. DeFusco, Arun J. Prakash

    • Resumen

    págs. 379-386

    

  • Does currency crisis identification matter?

    Santiago de Vicente, P. Álvarez, Covadonga Caso Pardo

    • Resumen

    págs. 387-395

    

  • Testing unitary and bargaining models of Chinese household food consumption

    Jason Dietrich

    • Resumen

    págs. 397-410

    

  • The mean/volatility asymmetry in Asian stock markets

    Yung-Shi Liau, Jack J. W. Yang

    • Resumen

    págs. 411-419

    

  • Foreign investment, regulation, volatility spillovers between the futures and spot markets: evidence from Taiwan

    Wen-Hsiu Kuo, Hsinan Hsu, M.-H. Chiang

    • Resumen

    págs. 421-430

    

  • Asia-Pacific banks risk exposures: pre and post the Asian financial crisis

    Hue Hwa Au Yong, Robert Faff

    • Resumen

    págs. 431-449

    

  • The New Zealand market's relationship with Australia and Pacific-Basin share markets: is New Zealand converging with Australia?

    Patricia Fraser, Lynn McAlevey, Matthew M. Tayler

    • Resumen

    págs. 451-462

    

  • Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models

    Isil Akgül, Hülya Sayyan

    • Resumen

    págs. 463-482

    

  • The performance evaluation for fund of funds by comparing asset allocation of mean-variance model or genetic algorithms to that of fund managers

    S. Lai, H. Li

    • Resumen

    págs. 483-499

    

  • An eclectic approach to currency crises: drawing lessons from the EMS experience

    Francisco Pérez Bermejo, Simón Sosvilla Rivero, Reyes Maroto

    • Resumen

    págs. 501-517