A new measure of cross-sectional risk and its empirical implications for portfolio risk management Fulltext Access 22 Pages 2006
Credit channel, trade credit channel, and inventory investment: Evidence from a panel of UK firms Fulltext Access 22 Pages 2006
A moment computation algorithm for the error in discrete dynamic hedging Fulltext Access 22 Pages 2006
Why firm access to the bond market differs over the business cycle: A theory and some evidence Fulltext Access 22 Pages 2006
Payout policy, taxes, and the relation between returns and the bid-ask spread Fulltext Access 22 Pages 2006
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration Fulltext Access 22 Pages 2006
On the long-term effectiveness of exchange rate communication and interventions Fulltext Access 22 Pages 2006
Gains from structured product markets: The case of reverse-exchangeable securities (RES) Fulltext Access 22 Pages 2006
Financial intermediary development and growth volatility: Do intermediaries dampen or magnify shocks? Fulltext Access 22 Pages 2006
Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986–2003 Fulltext Access 22 Pages 2006
The effect of agency costs on the value of single-segment and multi-segment firms Fulltext Access 22 Pages 2006
Divergence of opinion and equity returns under different states of earnings expectations Fulltext Access 22 Pages 2006
Lending relationships in line-of-credit and nonline-of-credit loans: Evidence from collateral use in small business Fulltext Access 22 Pages 2006
Disparity in factor contributions between coastal and inner provinces in post-reform China Fulltext Access 22 Pages 2006
Competition on the Nasdaq and the growth of electronic communication networks Fulltext Access 23 Pages 2006
Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? Fulltext Access 23 Pages 2006
Spatial agglomeration, FDI, and regional growth in China: Locality of local and foreign manufacturing investments Fulltext Access 23 Pages 2006
The economics and politics of rice export taxation in Thailand: A historical simulation analysis, 1950-1985 Fulltext Access 23 Pages 2006
Collateral value, firm borrowing, and forbearance lending: an empirical study of Taiwan Fulltext Access 23 Pages 2006
Structural and cyclical movements of the current account in Japan: An alternative measure Fulltext Access 23 Pages 2006
Victim or injurer, small car or SUV: Tort liability rules under role-type uncertainty Fulltext Access 23 Pages 2006
Long-run abnormal performance following convertible preference share and convertible bond issues: New evidence from the United Kingdom Fulltext Access 23 Pages 2006
On the short-term predictability of exchange rates: A BVAR time-varying parameters approach Fulltext Access 23 Pages 2006
Asset and liability management for insurance products with minimum guarantees: The UK case Fulltext Access 23 Pages 2006
Persistence in forecasting performance and conditional combination strategies Fulltext Access 23 Pages 2006
GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model Fulltext Access 23 Pages 2006
VARs, common factors and the empirical validation of equilibrium business cycle models Fulltext Access 23 Pages 2006
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity Fulltext Access 23 Pages 2006
Time series decomposition and measurement of business cycles, trends and growth cycles Fulltext Access 23 Pages 2006
Connecting two views on financial globalization: Can we make further progress? Fulltext Access 23 Pages 2006
Size matters: The impact of financial liberalization on individual firms Fulltext Access 23 Pages 2006
Trade liberalization and the evolution of skill earnings differentials in Brazil Fulltext Access 23 Pages 2006
Procyclicality in Basel II: Can we treat the disease without killing the patient? Fulltext Access 23 Pages 2006
Stock market liberalization and operating performance at the firm level Fulltext Access 23 Pages 2006
Estimation of continuous-time models with an application to equity volatility dynamics Fulltext Access 23 Pages 2006
Behavior of GCC stock markets and impacts of US oil and financial markets Fulltext Access 23 Pages 2006
Perpetuating traditional influences: Voluntary disclosure in Malaysia following the economic crisis Fulltext Access 23 Pages 2006
The erosion of stable shareholder practice in Japan (“Anteikabunushi Kosaku”) Fulltext Access 23 Pages 2006
The impact of operational structure, lateral integrative mechanisms and control mechanisms on intra-MNE knowledge transfer Fulltext Access 23 Pages 2006
Measuring financial stress in a developed country: An application to Canada Fulltext Access 23 Pages 2006
Costs of financial instability, household-sector balance sheets and consumption Fulltext Access 23 Pages 2006
When continuous trading becomes continuous: The impact of institutional trading on the continuous trading system of the Warsaw Stock Exchange Fulltext Access 23 Pages 2006
Agglomeration and welfare: The core–periphery model in the light of Bentham, Kaldor, and Rawls Fulltext Access 23 Pages 2006
The Congressional budget process, aggregate spending, and statutory budget rules Fulltext Access 23 Pages 2006
Optimal tax treatment of private contributions for public goods with and without warm glow preferences Fulltext Access 23 Pages 2006
Are policy platforms capitalized into equity prices? Evidence from the Bush/Gore 2000 Presidential Election Fulltext Access 23 Pages 2006