Contents of IREF: Volume 15

Volume 15, Number 1

Articles

Strategic Noise Traders and Liquidity Pressure with a Physically Deliverable Futures Contract (Abstract)
Christian Capuano

A Survey on Physical Delivery versus Cash Settlement in Futures Contracts:  The Performance of International Bond Funds (Abstract)
Donald Lien and Yiu Kien Tse

On Derivatives and Information Costs (Abstract)
Mondher Bellalah

An Empirical Comparison of Implied Tree Models for KOSPI 200 Index Options (Abstract)
In Joon Kim and Gan Youb Park

The Effects of Abandonment Options on Operating Leverage and Forward Hedging (Abstract)
Kit Pong Wong

On the Martingale Property of Economic and Financial Instruments (Abstract)
Fathali Firoozi

Long-Run Abnormal Performance Following Convertible Preference Share and Convertible Bond Issues: New Evidence from the UK (Abstract)
Abhay Abhyankar

A Reexamination of Fractional Integrating Dynamics in Foreign Currency Markets (Abstract)
Hyun J. Jin, John Elder, and Won W. Koo

Book Review

Evolutionary Dynamics and Extensive Form Games
edited by Ross Cressman, MIT Press, 2003
Reviewed by William Sandholm

Volume 15, Number 2

Articles

Lender's risk incentive and debt concession (Abstract) 
Nobuyuki Isagawa

An empirical analysis of margin debt (Abstract)
Dale L. Domian and Markie D. Racine

Nonlinear adjustment in the forward premium:  evidence from a threshold unit root test (Abstract)
Sofiane H. Sekioua

Foreign debt and financial hedging:  evidence from Australia (Abstract)
Hoa Nguyen, Robert Faff

The optimal pricing of computer software and other products with high switching costs (Abstract)
Pekka Ahtiala

Exchange-rate systems and interest-rate behavior:  The experience of Hong Kong and Singapore (Abstract)
Y.K. Tse, S.L. Yip

Can openness be an engine of sustained high growth rates and inflation? (Abstract)
Jang C. Jin

The impact of federal funds target changes on interest rate volatility (Abstract)
Jim Lee

A Note

A Note on Beneficial Emigration (Abstract)
Donald Lien

Volume 15, Number 3


Articles

Investment and deposit contracts under costly intermediation and aggregate volatility
Pierre-Richard Agenor, Joshua Aizenman

The effect of derivative trading on the underlying markets: Evidence from Canadian receipts trading
Narat Charupat

Sources of exchange-rate volatility: Impulses or propagation?
Georgios Karras, Jin Man Lee, Houston Stokes

A note on nonlinear dynamics in the Spanish term structure of interest rates
Vicente Esteve

An enhanced implied tree model for option pricing: A study on Hong Kong property stock options
Eddie Chi-man Hui

Local content requirement on foreign direct investment under exchange rate volatility
Sajal Lahiri, Fernando Mesa

Has the Asian crisis changed the role of foreign investors in emerging equity markets: Taiwan's experience
Anchor Y. Lin

Effect of subsidy and entry into the informal sector with interlinkage
Malabika Roy