Applied Financial Economics

The determinants of actuarial costs in the New Zealand life insurance industry
pp. 1-7(7)
Author: Adams, Mike

A further examination of the effect of diversification on the stability of portfolio betas
pp. 9-14(6)
Authors: Brooks, R. D.; Faff, R. W.; Gangemi, M. A. M.; Lee, J. H. H.

Black and official exchange rate volatility and foreign exchange controls
pp. 15-24(10)
Authors: Phylaktis, Kate; Kassimatis, Yiannis

Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines
pp. 25-35(11)
Authors: Abdalla, Issam S.A.; Murinde, Victor

Measuring cost inefficiency in the UK life insurance industry
pp. 37-44(8)
Author: Hardwick, Philip

A switching regression approach to the stationarity of systematic and non-systematic risks: the Hong Kong experience
pp. 45-57(13)
Author: Cheng, Joseph W.

A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages
pp. 59-74(16)
Authors: Masih, Abul M. M.; Masih, Rumi

Equity retention and initial public offerings: the influence of signalling and entrenchment effects
pp. 75-85(11)
Authors: Keasey, Kevin; Short, Helen

Using a VECM to test exogeneity and forecastability in the PPP condition
pp. 87-95(9)
Authors: Norrbin, Stefan C.; Reffett, Kevin L.; Ji, Yaohua

The valuation effects of the Mexican debt crisis: a re-examination
pp. 97-106(10)
Authors: Sundaram, Sridhar; Mathur, Ike; Chhachhi, Indudeep

Aggregate consumption behaviour with time-nonseparable preferences and liquidity constraints
pp. 107-114(8)
Author: Wirjanto, Tony S.

Does futures speculation stabilize spot prices? Evidence from metals markets
pp. 115-125(11)
Author: Kocagil, Ahmet Enis