Contents of IREF: Volume 16


Volume 16, Number 1


Articles

Optimum tariffs and patent length in a model of North-South technology transfer (Abstract)
Sharmila Vishwasrao, Srabana Gupta and Hassan Benchekroun

An inventory of simple monetary policy rules in a New Keynesian macroeconomic model (Abstract)
Thomas A. Lubik and Massimiliano Marzo

A risk-based rationale for two-way capital flows: Why do capital flights and inward foreign direct investments co-exist? (Abstract)
Arnab K. Basu and Nancy H. Chau

Liquidity risk and bank portfolio allocation (Abstract)
Raphael Franck and Miriam Krausz

Monetary policy transmission under different banking structures: The role of capital and heterogeneity (Abstract)
Angelo Baglioni

Fiscal, monetary policy and the conditional risk premium in short-term interest rate differentials: an application of Tobin's portfolio theory (Abstract)
Thomas J. Flavin and Michele G. Limosani

Are international value premiums driven by the same set of fundamentals? (Abstract)
Angela J. Black, Patricia Fraser and David G. McMillan

Preferential trade and mis-invoicing: Some analytical implications (Abstract)
Amit K. Biswas and Sugata Marjit

The value of information about central bankers' preferences (Abstract)
Hilde Patron

Book Review

The macroeconomics of fiscal policy
Reviewed by Laurence Seidman


Volume 16, Number 2


Articles

Trade theory and the role of time zones (Abstract) 
Sugata Marjit

Synthetic money (Abstract)
Nikolai V. Hovanon, James W. Kolari and Mikhail V. Sokolov

Mean-semivariance behavior: Downside risk and capital asset pricing (Abstract)
Javier Estrada

Sovereign bond markets with political risk and moral hazard (Abstract)
Christopher Dylan McGee

Market power and exchange rate pass-through (Abstract)
Sophocles N. Brissimis and Theodora S. Kosma

Exchange-rate pass-through in the U.S. automobile market: A cointegration approach (Abstract)
Nilanjan Banki and Basudeb Biswas

Exchange rates, exchange risk, and Asian export revenue (Abstract)
WenShwo Fant, YiHao Lai and Henry Thompson

Reassessing the evidence of an emerging yen block in North and Southeast Asia (Abstract)
Colm Kearney and Cal Muckley

Asymmetric volatility of stock returns during the Asian crisis: Evidence from Indonesia (Abstract)
Gareth Leeves

Empirical factor abundance with many factors and countries (Abstract)
Myeongjoo Kang, Mostafa Malki, Farhad Rassekh and Henry Thompson

 


Volume 16, Number 3



Articles

Market structure and insider trading
Wassim Daher and Leonard J. Mirman

Extreme observations and non-normality in ARCH and GARCH
Rakesh Bali and Hany Guirguis

North-South trade and income inequality
E. Kwan Choi

Shock and volatility transmission in the oil, US and Gulf equity markets
Farooq Malik and Shawkat Hammoudeh

A cost-based analysis of scale economies in the French auto industry
Lila J. Truett and Dale B. Truett

Analyst earnings forecast revisions and the persistence of antidumping relief
Mohammad Basyah and James C. Hartigan

The determinants of capital structure in transitional economies
Natalya Delcoure

China financial research:  A review and synthesis
Kam C. Chan, Hung-Gay Fung and Samanta Thapa

Earnings management behaviors under different economic environments:  Evidence from Japanese banks
Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu and S. Ghon Rhee

Was the Argentine corralito an effective measure?:  A note
Margarita Samartin, Clara Cardone and Rodrigo Bustamante

Book Review

The Central and Eastern European Countries and the European Union.  Edited by:  Michael Artis, Anindya Banerjee, and Massimiliano Marcellino.
Reviewed by M. Kandil


Volume 16, Number 4



Articles

Operational and financial hedging for exporting firms
Kit Pong Wong

Trade liberalization, foreign ownership, and the environment in a small open economy
Chi-Chur Chao and Eden S.H. Yu

Market power in input purchase and trade
Stephen Devadoss

A comparison of variance ratio tests of random walk:  A case of Asian emerging stock markets
Hafiz A.A.B. Hoque, Jae H. Kim and Chong Soo Pyun

Dynamic linkages between exchange rates and stock prices:  Evidence from East Asian markets
Ming-Shiun Pan, Robert Chi-Wing Fok and Y. Angela Liu

To outsource or not to outsource in an integrated world
E. Kwan Choi

Growth dynamics in a model of endogenous time preference
Jayanta Sarkar

Sustaining multilateral cooperation among asymmetric countries:  Does MFN help?
Kamal Saggi, Faruk Sengul and Halis Murat Yildiz

Exchange rate exposure, foreign currency derivatives and the introduction of the euro:  French evidence
Hoa Nguyen, Robert Faff and Andrew Marshall

Strategic use of futures and options by commodity processors
David W. Bullock, William W. Wilson and Bruce L. Dahl

Economic liberalization and wage inequality in the presence of labour market imperfection
Sarbajit Chaudhuri and Shigemi Yabuuchi

Book Review

Economic Turbulence:  Is a Volatile Economy Good for America?
Edward M. Gramlich