IRJFE Issue 18

IRJFE Issue 18

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