International Research Journal of Finance and Economics
 Issue 18
 August, 2008
 
An Empirical Analysis of the Effect of China Interest Rate to Industrial Production and Stock Markets Index by Using the DCC-MEGARCH Model (SEM)
7-17
Ching-Chun Wei
Volatility, Time Varying Correlation and International Portfolio Diversification: An Empirical Study of Australia and Emerging Markets
18-37
Gupta. R and Mollik. A. T.
 
 
Debt Implications in Durable Goods Monopolists
38-52
Paulo Maçãs Nunes and Zélia Serrasqueiro
 
 
The Relative Efficiency of Commercial Banks in Thailand: DEA Approach
53-68
Supachet Chansarn
 
Liberalization and Efficiency in an Emerging Foreign Exchange Market
69-84
Kyong Shik Eom, Sang Buhm Hahn and Sangyong Joo
 
 
CDO Parameters Estimation using Market Prices
85-95
Fathi Abid and Nader Naifar
 
Treatment Incompatible with Human Dignity: An Application of Private Sector
96-107
Halil ELİBOL, Ismail GÖKDENİZ and Tuğba GÜNGÖR
 
 
An Empirical Analysis of Implied Volatility in Indian Options Market
108-126
Malabika Deo, K. Devanadhen and K. Srinivasan
 
 
 
Time-Varying Correlations and Optimal Allocation in Emerging Market Equities for Australian Investors: A Study using East European Depositary Receipts
127-141
Rakesh Gupta and Thadavillil Jithendranathan
 
 
 
Pecking Order and Timing Effects on Aftermarket Performance of Ipos: Evidence from Turkey
142-150
Göknur Umutlu
 
 
Relationship between Debt and Market Power: Empirical Evidence Using Panel Data Models
151-158
Zélia Serrasqueiro
 
 
 
Factors Affecting the Probability of Credit Card Default and the Intention of Card Use in Turkey
159-171
Cumhur Erdem
 
 
 
Managing the Dynamics of Technological Creativity and Innovation: An Analysis of the Experience of European Union Mediterranean Partners
172-181
Konstantinos J. Hazakis
 
 
 
Forecasting Volatility: Evidence from the Macedonian Stock Exchange
182-212
Zlatko J. Kovačić
 
 
 
Long Memory Persistence in the Factor of Implied Volatility Dynamics
213-230
Wolfgang Karl Härdle and Julius Mungo