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publications

(811)   

• Domestic variance and international comovement bonds tests of interest rates
  H. J. Smoluk International Review of Financial Analysis8(3):247--267Mar1999.
  to interest structure of Term rates by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Empirical tests of the Dogs of the Dow strategy in Latin American stock markets
  Andr'e L. C. Da Silva International Review of Financial Analysis10(2):187--199002001.
  to Dogs of the Dow by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• 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 interest Term structure rates of by smicha on Apr 29, 2008, 8:06 AM
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• Why does book-to-market value of equity forecast cross-section stock returns?
  George Bulkley and Richard D. F. Harris and Renata Herrerias International Review of Financial Analysis13(2):153--160002004.
  to Book-to-market equity of value by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications
  Ilhan Meric and Mitchell Ratner and Gulser Meric International Review of Financial Analysis17(1):156--177(2008)
  to of Co-movements sector returns index by smicha on Apr 29, 2008, 8:06 AM
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• Real-time macroeconomic data and ex ante stock return predictability
  Jörg Döpke and Daniel Hartmann and Christian Pierdzioch International Review of Financial Analysis17(2):274--290(2008)
  to of ante Ex stock predictability returns 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 rates Determination of interest 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 structure rates of Term interest by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• A stochastic volatility model specification with diagnostics for thinly traded equity markets
  Per Bjarte Solibakke Journal of Multinational Financial Management11(4-5):385--406Dec2001.
  to method Efficient moments of by smicha on Apr 29, 2008, 8:06 AM
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• Foreign versus domestic banks in Germany and the US: a tale of two markets?
  Claudia M. Buch and Stefan M. Golder Journal of Multinational Financial Management11(4-5):341--361Dec2001.
  to markets banking Integration of by smicha on Apr 29, 2008, 8:06 AM
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• Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates
  Snorre Lindset Journal of Multinational Financial Management15(2):137--153Apr2005.
  to interest and Jarrow, structure Morton rates term Heath, of by smicha on Apr 29, 2008, 8:06 AM
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• International business: determinants of interbank activities
  Fariborz Moshirian and Robert Bishop Journal of International Financial Markets, Institutions and Money7(4):329--349Dec1997.
  to capital Cost of by smicha on Apr 29, 2008, 8:06 AM
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• Banks recapitalization policies in Japan and their impact on the market
  Satoshi Daigo and Tatsuya Yonetani and Kouhei Marumo Journal of International Financial Markets, Institutions and Money9(3):223--246Aug1999.
  to property Reevaluation of assets by smicha on Apr 29, 2008, 8:06 AM
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• A structural time series test of the monetary model of exchange rates under the German hyperinflation
  Imad A. Moosa Journal of International Financial Markets, Institutions and Money10(2):213--223Jun2000.
  to rates of Monetary exchange model by smicha on Apr 29, 2008, 8:06 AM
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• Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market
  Martin K. Hess Journal of International Financial Markets, Institutions and Money14(5):455--471Dec2004.
  to transmission of economic shocks International by smicha on Apr 29, 2008, 8:06 AM
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• The performance and diversification benefits of funds of hedge funds
  Emily Denvir and Elaine Hutson Journal of International Financial Markets, Institutions and Money16(1):4--22Feb2006.
  to hedge of Fund funds by smicha on Apr 29, 2008, 8:06 AM
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• Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan
  Suk-Joong Kim Journal of International Financial Markets, Institutions and Money17(4):341--360Oct2007.
  to Bank of Japan by smicha on Apr 29, 2008, 8:06 AM
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• On income distribution and growth
  William J. Baumol Journal of Policy Modeling29(4):545--548002007.
  to inequality of Sources by smicha and 1 other person on Apr 28, 2008, 2:02 PM
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• Impact of household size and family composition on poverty in rural India
  J. V. Meenakshi and Ranjan Ray Journal of Policy Modeling24(6):539--559Oct2002.
  to Economies size of household by smicha on Apr 28, 2008, 2:02 PM
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• The long-run effect of a wage policy on employment
  Tapan Biswas and Jolian P. McHardy Journal of Policy Modeling25(3):267--273Apr2003.
  to Elasticity demand of for labour by smicha on Apr 28, 2008, 2:02 PM
  URL | BibTeX