págs. 255-265
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sivagowry Sriananthakumar, Param Silvapulle
págs. 267-273
págs. 275-293
Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data
Jun Nagayasu
págs. 295-307
Financial analysts' stock recommendation revisions and stock price changes
Yung-Ho Chang, Chia-Chung Chan
págs. 309-325
págs. 327-343
Economies of scale and scope in China's banking sector
Xiaoqing (Maggie) Fu, Shelagh Heffernan
págs. 345-356
Forecasting economic time series with the DyFor genetic program model
Neal Wagner, Moutaz Khouja, Zbigniew Michalewicz, Rob Roy McGregor
págs. 357-378
Skewness preference, value and size effects
Suchismita Mishra, Richard A. DeFusco, Arun J. Prakash
págs. 379-386
Does currency crisis identification matter?
Santiago de Vicente, P. Álvarez, Covadonga Caso Pardo
págs. 387-395
págs. 397-410
págs. 411-419
Foreign investment, regulation, volatility spillovers between the futures and spot markets: evidence from Taiwan
Wen-Hsiu Kuo, Hsinan Hsu, M.-H. Chiang
págs. 421-430
Asia-Pacific banks risk exposures: pre and post the Asian financial crisis
Hue Hwa Au Yong, Robert Faff
págs. 431-449
The New Zealand market's relationship with Australia and Pacific-Basin share markets: is New Zealand converging with Australia?
Patricia Fraser, Lynn McAlevey, Matthew M. Tayler
págs. 451-462
Isil Akgül, Hülya Sayyan
págs. 463-482
S. Lai, H. Li
págs. 483-499
An eclectic approach to currency crises: drawing lessons from the EMS experience
Francisco Pérez Bermejo, Simón Sosvilla Rivero, Reyes Maroto
págs. 501-517