ontents of IREF: Volume 6
ontents of IREF: Volume 6
A Two-Region Model with Endogenous Capital and Knowledge - Locational Amenities
and Preferences
Wei-Bin Zhang
The Performance of International Bond Funds
Peggy E. Swanson, John G. Gallo, and Larry J. Lockwood The Long-Run Behaviour of Exchange Rates in Brazil, Chile and Argentina: A Cointegration Analysis
L. R. de Mello, Jnr., and F. G. Carneiro
Information Shares in International Oil Futures Markets
Yiuman Tse and G. Geoffrey Booth
What is the Optimal Size of a Monetary Union?
Cynthia Royal Tori
International Interest Rate Transmission and Volatility Spillover
Hung-Gay Fung, Hoyoon Jang, and Wai Lee
The Information Content of Dividend Hypotheses: A Permanent Income Approach
Kenneth Daniels, Tai S. Shin, and Cheng F. Lee
Further Implications of Tariffs in the Mobile Capital Harris-Todaro Model
Jai-Young Choi, Donald I. Price, and Larry C. Allen
Long-Term Equilibria of Yields on Taxable and Tax-Exempt Bonds
Lawrence Kryzanowski and Kuan Xu
On the Appropriate Specification of the Life Cycle Savings Rate Model: The Roles of
Sectoral Shares, Financial Intermediation, and Foreign Capital
C. J. Cook
A Threshold Autoregressive Analysis of Stock Returns and Real Economic
Activity
David A. Louton and Dale L. Domian
Free Trade and Income Redistribution Across Labor Groups: Comparative Statics for the
U.S. Economy
Henry Thompson
Are Stock and Bond Prices Collinear in the Long Run?
Kam C. Chan, Stefan C. Norrbin, and Pikki Lai
Unemployment, Real Exchange Rate and Welfare in a Model with Specific Factors and
Non-Traded Goods
Bharat R. Hazari and Yves Fluckiger
Fiscal Policy in an Asymmetric Exchange Rate Union
Switgard Feuerstein
Estimation of Empirical Pricing Equations for Foreign-Currency Options: Econometric
Models
VS. Arbitrage-free Models
Derming Lieu
Equity Control of Multinational Firms in an Economic Growth Model with Urban
Unemployment
Michael Ka-yiu Fung and Jinli Zeng
Productivity Shocks and Capital Asset Pricing
Yajun Peng and Hany Shawky
Forecasting Bank Failures and Deposit Insurance Premium
Dar-Yeh Hwang, Cheng F. Lee, and K. Thomas Liaw
Intermarket Spread Opportunities Between Canadian and American Agricultural Futures
Said Elfakhani
Ritchie J. Wionzek
International Capital and Nontraded Goods in the Long Run
Henry Thompson
Forecasting the S&P 500 Index Volatility
An-Sing Chen
Uncertainty and the Comparative Dynamics of Stock Price
L. Dwayne Barney, Jr.
Branch Banking, Entry Deterrence, and Technology Decisions
Jyh-Horng Lin
