International Journal of Finance & Economics: Vol 24, No 3

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International Journal of Finance & Economics: Volume 24, Issue 3

ISSUE INFORMATION

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RESEARCH ARTICLES

On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches

Financial liberalization, exchange-rate regime, and banking crisis likelihood

Effects of information sharing on banking credit and economic growth in developing countries: Evidence from the West African Economic and Monetary Union

Banking efficiency in emerging economies: Does foreign banks entry matter in the Ghanaian context?

Latin American stock market dynamics and comovement

Circuit breakers as market stability levers: A survey of research, praxis, and challenges

Does one model fit all in global equity markets? Some insight into market factor based strategies in enhancing alpha

Investigating the relationship between high-yield bonds and equities and its implications for strategic asset allocation during the Great Recession

Unconventional monetary policies and bank credit in the Eurozone: An events study approach

The impact of global financial crisis on conventional and Islamic banks in the GCC countries

The international diversification benefits of U.S.-traded equity products

Alarm index for institutional bank runs

The size premium and macrovolatility risks: Evidence from U.S. and U.K. equity markets

To profit or not to profit? Assessing financial sustainability outcomes of microfinance institutions

An early warning indicator for liquidity shortages in the interbank market

The spillover effects of U.S. monetary policy on emerging market economies

Securitization as a response to monetary policy

Linking social and economic responsibilities and financial performance: The assisting role of innovation for an oil engineering and development company

Forecasting the volatility of the Australian dollar using high-frequency data: Does estimator accuracy improve forecast evaluation?

Do U.S. investors worry about fear in international equity markets? Empirical evidence on dynamic panel data

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International Journal of Finance & Economics: Volume 24, Issue 3

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ISSUE INFORMATION

Issue Information

RESEARCH ARTICLES

On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches

Financial liberalization, exchange-rate regime, and banking crisis likelihood

Effects of information sharing on banking credit and economic growth in developing countries: Evidence from the West African Economic and Monetary Union

Banking efficiency in emerging economies: Does foreign banks entry matter in the Ghanaian context?

Latin American stock market dynamics and comovement

Circuit breakers as market stability levers: A survey of research, praxis, and challenges

Does one model fit all in global equity markets? Some insight into market factor based strategies in enhancing alpha

Investigating the relationship between high-yield bonds and equities and its implications for strategic asset allocation during the Great Recession

Unconventional monetary policies and bank credit in the Eurozone: An events study approach

The impact of global financial crisis on conventional and Islamic banks in the GCC countries

The international diversification benefits of U.S.-traded equity products

Alarm index for institutional bank runs

The size premium and macrovolatility risks: Evidence from U.S. and U.K. equity markets

To profit or not to profit? Assessing financial sustainability outcomes of microfinance institutions

An early warning indicator for liquidity shortages in the interbank market

The spillover effects of U.S. monetary policy on emerging market economies

Securitization as a response to monetary policy

Linking social and economic responsibilities and financial performance: The assisting role of innovation for an oil engineering and development company

Forecasting the volatility of the Australian dollar using high-frequency data: Does estimator accuracy improve forecast evaluation?

Do U.S. investors worry about fear in international equity markets? Empirical evidence on dynamic panel data

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