ISSN 0960-3107 (Print); ISSN 1466-4305 (Online)
Publisher: Routledge, part of the Taylor & Francis Group
Nonparametric cointegration analysis of real exchange rates
Coakley, Jerry; Fuertes, Ana-María
Noncredit risks subsidization in the international capital standards
Mohanty, Sunil K.
Broken trend output in a model of stock returns and economic activity
Price spread and convenience yield behaviour in the international oil market
Milonas, Nikolaos T.; Henker, Thomas
Hedging sterling eurobond portfolios: a proposal for eurobond futures contract
Clare, A. D.; Oozeer, M. C.
Czech parallel capital markets: discrepancies and inefficiencies
Hanousek, Jan; Němeček, Libor
The hedging effectiveness of stock index futures: evidence for the FTSE-100 and FTSE-mid250 indexes traded in the UK
Butterworth, Darren; Holmes, Phil
International correlations and excess returns in European stock markets: does EMU matter?
Kempa, Bernd; Nelles, Michael
Impact of interest rate swaps on corporate capital structure: an empirical investigation
Yang, Jian; Davis, George C.; Leatham, David J.
The demand for household debt in the USA: evidence from the 1995 Survey of Consumer Finance
Volatility in the transition markets of Central Europe
Kasch-Haroutounian, Maria; Price, Simon
Expiration-day effect: evidence from high-frequency data in the Hong Kong stock market
Kan, Andy C. N.