ISSN 0960-3107 (Print); ISSN 1466-4305 (Online)
Publisher: Routledge, part of the Taylor & Francis Group
Price discovery in strategically-linked markets: the case of the gold-silver spread
ADRANGI, BAHRAM; CHATRATH, ARJUN; DAVID, ROHAN CHRISTIE
Day of the week effect in emerging Asian stock markets: evidence from the GARCH model
Time varying term premia and risk: the case of the Spanish interbank money market
FERNANDEZ, M. DOLORES ROBLES; FRUTOS, RAFAEL FLOREZ DE
Stock market integration and macroeconomic fundamentals: an empirical analysis, 1980-95
DICKINSON, DAVID G.
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
SEQUEIRA, JOHN M.; McALEER, MICHAEL
The relative impacts of Japanese and US interest rates on local interest rates in Australia and Singapore: a Granger causality test
SHAN, JORDAN; PAPPAS, NICK
Stock return volatility in thinly traded markets. An empirical analysis of trading and non-trading processes for individual stocks in the Norwegian thinly traded equity market
SOLIBAKKE, P. B.
Stochastic unit roots modelling of stock price indices
SOLLIS, ROBERT; NEWBOLD, PAUL; LEYBOURNE, STEPHEN J.
Exchange controls and the transmission of equity market volatility: the case of the UK
CHELLEY-STEELEY, P. L.
Effects of index option introduction on stock index volatility: a procedure for empirical testing based on SSC-GARCH models
BECCHETTI, LEONARDO; CAGGESE, ANDREA