A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America
Renatas Kizys, Christian Pierdzioch
págs. 1057-1065
What drives international equity and bond holdings? An empirical study
Lieven De Moor, Rosanne Vanpée
págs. 1067-1082
William R. Sodjahin, Marie-Claude Beaulieu
págs. 1083-1096
Taylor rule equilibrium exchange rates and nonlinear mean reversion
Joscha Beckmann, Wolfram Wilde
págs. 1097-1107
págs. 1109-1122
Stock returns and inflation risk: economic versus statistical evidence
Tomek Katzur, Laura Spierdijk
págs. 1123-1136
págs. 1137-1143
págs. 1145-1154
Time-varying betas of sectoral returns to market returns and exchange rate movements
Hyunjoo Kim Karlsson, R. Scott Hacker
págs. 1155-1168
págs. 1169-1183
págs. 1185-1196
Capital structure and stock returns: evidence from an emerging market with unique financing arrangements
K.H. Al-Yahyaee, Toan M. Pham, Terry S. Walter
págs. 1197-1203
Jesús Manuel García Iglesias, Rebeca Muñoz Torres, George Saridakis
págs. 1205-1213
págs. 1215-1229
Option pricing with time-changed Lévy processes
Sven Klingler, Y. Shin Kim, Svetlozar T. Rachev
págs. 1231-1238
The effects of good governance on foreign direct investment inflows in Arab countries
Alamedin Bannaga, Yagoub Gangi, Rafid Abdrazak
págs. 1239-1247
Assessing the effect of tail dependence in portfolio allocations
R. P. C. Leal, B. V. M. Mendes
págs. 1249-1256
Bulgarian stock market relative predictability: BSE-Sofia stocks and South East European markets
Aneta Dyakova, Graham Smith
págs. 1257-1271
págs. 1273-1286