Table of contents
The long memory of time‐varying beta: examination of three emerging Asian stock markets
Taufiq ChoudhryReviews previous research on the nature of beta and investigates the stochastic structure of time‐varying beta in Hong Kong, Malaysia and Singapore using the bi‐variate…
An investigation of the linkages between European Union equity markets and emerging capital markets: the East European connection
E. Dockery, F. VergariOutlines previous research on cointegration between capital markets and assesses the degree of cointegration between liberalized Eastern European markets (the Czech Republic…
Further evidence on the forecasting performance of two factor continuous time interest rate models in international and Asia‐Pacific financial markets
S.L. Byers, K. Ben NowmanRefers to previous research on the empirical testing of continuous time, two factor short rate interest models by Chan, Karolyi, Longstaff and Sanders (1992), Vasicek (1997) and…
Taking stock at the new millennium: a study of twelve stock markets
Ser‐Huang Poon, Han LinIllustrates the impact of major events on UK share prices/returns in the last 35 years and the time series trends of Asian stock markets. Looks at the impact of the 1997 Asian…
Explaining the behaviour of stock prices in an emerging market: an empirical analysis of the Greek stock market
E. Dockery, D. Vergari, F. VergariOutlines research on the factors which reduce stock market efficiency and the particular characteristics of the Athens stock exchange (Greece). Uses 1988‐1994 Greek monthly…
An international comparison of pricing callable and puttable bonds in international financial markets
K.B. Nowman, G. SorwarOutlines recent research on short term interest rate models and applies Baron‐Adesi et al’s (1999) Box method to value default free bonds and contingent claims. Uses Episcopo’s…
The East Asian financial crisis: getting to the heart of the issues
K. PilbeamGives and overview of the East Asian financial crisis, focusing on the seven countries most directly involved, and the underlying reasons for its magnitude. Examines the 1991‐1999…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson