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publications

(150)   

• Interest rate hedging and equity duration: Australian evidence
  Mary Elizabeth Sweeney International Review of Financial Analysis7(3):277--298(1998)
  to Hedging Rate Interest by smicha on Apr 29, 2008, 8:06 AM
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• Domestic variance and international comovement bonds tests of interest rates
  H. J. Smoluk International Review of Financial Analysis8(3):247--267Mar1999.
  to rates structure interest Term of by smicha on Apr 29, 2008, 8:06 AM
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• A nonparametric approach to model the term structure of interest rates: The case of Chile
  Viviana Fernandez International Review of Financial Analysis10(2):99--122002001.
  to structure interest rates of Term by smicha on Apr 29, 2008, 8:06 AM
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• Continuous time and nonparametric modelling of U.S. interest rate models
  K. Ben Nowman and Burak Saltoglu International Review of Financial Analysis12(1):25--34(2003)
  to Interest rates by smicha on Apr 29, 2008, 8:06 AM
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• Long memory in the U.S. interest rate
  Luis A. Gil-Alana International Review of Financial Analysis13(3):265--276002004.
  to rates Interest by smicha on Apr 29, 2008, 8:06 AM
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• The impact of interest rate reset period on the bid-offer rates in an interest rate swap contract -- an empirical investigation
  D. K. Malhotra Journal of Multinational Financial Management8(1):79--88Jan1998.
  to swap rate Interest by smicha on Apr 29, 2008, 8:06 AM
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• Cointegration of term structure premiums across countries
  J. Madura and M. K. Wiley and E. R. Zarruk Journal of Multinational Financial Management8(4):393--412Nov1998.
  to of interest rates Determination by smicha on Apr 29, 2008, 8:06 AM
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• Fitting the term structure of interest rates for Taiwanese government bonds
  Bing-Huei Lin Journal of Multinational Financial Management9(3-4):331--352Nov1999.
  to interest Term structure rates of by smicha on Apr 29, 2008, 8:06 AM
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• The relationship between nominal interest rates and inflation: international evidence
  G. Geoffrey Booth and Cetin Ciner Journal of Multinational Financial Management11(3):269--280Jul2001.
  to rates Interest by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates
  Snorre Lindset Journal of Multinational Financial Management15(2):137--153Apr2005.
  to Morton of and term Heath, structure rates interest Jarrow, by smicha on Apr 29, 2008, 8:06 AM
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• Fin de Si\`ecle real interest parity
  Eiji Fujii and Menzie Chinn Journal of International Financial Markets,Institutions and Money11(3-4):289--308002001.
  to interest Real parity by smicha on Apr 29, 2008, 8:06 AM
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• On the linkage of real interest rates between the US and Canada: some additional empirical evidence
  Hiroshi Yamada Journal of International Financial Markets, Institutions and Money12(3):279--289Jul2002.
  to linkage interest rate Real by smicha on Apr 29, 2008, 8:06 AM
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• The term structure of deviations from the interest parity
  Konstantinos Drakos Journal of International Financial Markets, Institutions and Money13(1):57--67Feb2003.
  to parity rate Interest by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Monetary policy implications of comovements among long-term interest rates
  Nikiforos T. Laopodis Journal of International Financial Markets, Institutions and Money14(2):135--164Apr2004.
  to rates Interest by smicha on Apr 29, 2008, 8:06 AM
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• Valuation of financial versus non-financial firms: a global perspective
  Stephen R. Foerster and Stephen G. Sapp Journal of International Financial Markets, Institutions and Money15(1):1--20Jan2005.
  to rates Interest by smicha on Apr 29, 2008, 8:06 AM
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• Are international real interest rate linkages characterized by asymmetric adjustments?
  Mark J. Holmes and Nabil Maghrebi Journal of International Financial Markets, Institutions and Money16(4):384--396Oct2006.
  to parity interest Real by smicha on Apr 29, 2008, 8:06 AM
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• Interest rate pass-through in central and Eastern Europe: Reborn from ashes merely to pass away?
  Bal'azs 'Egert and Jes'us Crespo-Cuaresma and Thomas Reininger Journal of Policy Modeling29(2):209--225002007.
  to pass-through rate Interest by smicha on Apr 28, 2008, 2:02 PM
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• Interest rates, inflation, and stock prices: the case of the Athens Stock Exchange
  Nicholas Apergis and Sophia Eleftheriou Journal of Policy Modeling24(3):231--236Jun2002.
  to rates Interest by smicha on Apr 28, 2008, 2:02 PM
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• Interest rate determination in India: domestic and external factors
  Pami Dua and B. L. Pandit Journal of Policy Modeling24(9):853--875Dec2002.
  to rates Interest by smicha on Apr 28, 2008, 2:02 PM
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• On the predictive power of the term structure of interest rates for future inflation changes in the presence of political instability: the Turkish economy
  Erdinc Telatar and Funda Telatar and Ronald A. Ratti Journal of Policy Modeling25(9):931--946Dec2003.
  to rates interest of Term structure by smicha on Apr 28, 2008, 2:02 PM
  URL | BibTeX