Pub Date : 2019-03-29DOI: 10.1016/J.INTFIN.2019.02.002
E. Apergis, Iraklis Apergis, N. Apergis
{"title":"A new macro stress testing approach for financial realignment in the Eurozone","authors":"E. Apergis, Iraklis Apergis, N. Apergis","doi":"10.1016/J.INTFIN.2019.02.002","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2019.02.002","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"4 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2019-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75482733","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-01-21DOI: 10.1016/J.INTFIN.2021.101283
R. Baviera, A. Nassigh, Emanuele Nastasi
{"title":"A closed formula for illiquid corporate bonds and an application to the European market","authors":"R. Baviera, A. Nassigh, Emanuele Nastasi","doi":"10.1016/J.INTFIN.2021.101283","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2021.101283","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"99 6 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2019-01-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83618198","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-11-01DOI: 10.1016/J.INTFIN.2018.04.006
Michael Kunkler, R. MacDonald
{"title":"Decomposition of the uncovered equity parity correlation","authors":"Michael Kunkler, R. MacDonald","doi":"10.1016/J.INTFIN.2018.04.006","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2018.04.006","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"80 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88602502","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-11-01DOI: 10.1016/J.INTFIN.2018.04.005
Bana M. Abuzayed, Nedal Al-Fayoumi, P. Molyneux
{"title":"Diversification and bank stability in the GCC","authors":"Bana M. Abuzayed, Nedal Al-Fayoumi, P. Molyneux","doi":"10.1016/J.INTFIN.2018.04.005","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2018.04.005","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"9 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81510538","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-11-01DOI: 10.1016/j.intfin.2018.07.005
R. Lu, D. Bessler, David J. Leatham
{"title":"The transmission of liquidity shocks via China's segmented money market: Evidence from recent market events","authors":"R. Lu, D. Bessler, David J. Leatham","doi":"10.1016/j.intfin.2018.07.005","DOIUrl":"https://doi.org/10.1016/j.intfin.2018.07.005","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"60 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74220127","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-11-01DOI: 10.1016/J.INTFIN.2018.07.001
Kjartan Kloster Osmundsen
{"title":"Using expected shortfall for credit risk regulation","authors":"Kjartan Kloster Osmundsen","doi":"10.1016/J.INTFIN.2018.07.001","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2018.07.001","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"93 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85850373","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-11-01DOI: 10.1016/J.INTFIN.2018.07.007
AbdelKader Ouatik El-Alaoui, O. Bacha, Mansur Masih, M. Asutay
{"title":"Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios","authors":"AbdelKader Ouatik El-Alaoui, O. Bacha, Mansur Masih, M. Asutay","doi":"10.1016/J.INTFIN.2018.07.007","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2018.07.007","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"6 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81914042","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-09-01DOI: 10.1016/J.INTFIN.2018.01.005
K. Guesmi, A. Dhaoui, Stéphane Goutte, Stéphane Goutte, I. Abid
{"title":"On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting","authors":"K. Guesmi, A. Dhaoui, Stéphane Goutte, Stéphane Goutte, I. Abid","doi":"10.1016/J.INTFIN.2018.01.005","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2018.01.005","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"22 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78040801","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-09-01DOI: 10.1016/J.INTFIN.2018.02.002
John Pereira, G. Sorwar, Mohamed Nurullah
{"title":"What drives corporate CDS spreads? A comparison across US, UK and EU firms","authors":"John Pereira, G. Sorwar, Mohamed Nurullah","doi":"10.1016/J.INTFIN.2018.02.002","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2018.02.002","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78592399","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-09-01DOI: 10.1016/J.INTFIN.2018.02.013
S. Shahzad, J. Arreola-Hernandez, S. Bekiros, Muhammad Shahbaz, Ghulam Mujtaba Kayani
{"title":"A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling","authors":"S. Shahzad, J. Arreola-Hernandez, S. Bekiros, Muhammad Shahbaz, Ghulam Mujtaba Kayani","doi":"10.1016/J.INTFIN.2018.02.013","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2018.02.013","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"53 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86846804","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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