Applied Financial Economics

Price discovery in strategically-linked markets: the case of the gold-silver spread
pp. 227-234(8)
Authors: ADRANGI, BAHRAM; CHATRATH, ARJUN; DAVID, ROHAN CHRISTIE

Day of the week effect in emerging Asian stock markets: evidence from the GARCH model
pp. 235-242(8)
Author: CHOUDHRY, TAUFIQ

Time varying term premia and risk: the case of the Spanish interbank money market
pp. 243-260(18)
Authors: FERNANDEZ, M. DOLORES ROBLES; FRUTOS, RAFAEL FLOREZ DE

Stock market integration and macroeconomic fundamentals: an empirical analysis, 1980-95
pp. 261-276(16)
Author: DICKINSON, DAVID G.

Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
pp. 277-289(13)
Authors: 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
pp. 291-298(8)
Authors: 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
pp. 299-310(12)
Author: SOLIBAKKE, P. B.

Stochastic unit roots modelling of stock price indices
pp. 311-315(5)
Authors: SOLLIS, ROBERT; NEWBOLD, PAUL; LEYBOURNE, STEPHEN J.

Exchange controls and the transmission of equity market volatility: the case of the UK
pp. 317-322(6)
Author: CHELLEY-STEELEY, P. L.

Effects of index option introduction on stock index volatility: a procedure for empirical testing based on SSC-GARCH models
pp. 323-341(19)
Authors: BECCHETTI, LEONARDO; CAGGESE, ANDREA