Table Of Content

Author Index of Volume 15, 2006 547 Elder, John, see Jin, Hyun J. and Koo, Won W. Jin, Jang C., Can Openness be an Engine of Sustained High Growth Rates and Inflation? Esteve, Vicente, A Note on Nonlinear Dynamics Evidence from Japan and Korea, Volume 15, in the Spanish Term Structure of Interest Number 2, pages 228-240. Rates, Volume 15, Number 3, pages 316-323. Kaketsis, Asimakis, see Sarantis, Nicholas. Faff, Robert and Nguyen, Hoa, Foreign Debt and Financial Hedging: Evidence from Australia, Kandil, Magda, Variation in the Effects of Volume 15, Number 2, pages 184-201. Government Spending Shocks with Methods of Financing: Evidence from the U.S., Volume Fanelli, Luca, Cavaliere, Giuseppe and Gardini, 15, Number 4, pages 463-486. Attilio, Regional Consumption Dynamics and Risk Sharing in Italy, Volume 15, Number 4, Kim, In Joon, see Park, Gun Youb. pages 525-542. Koo, Won W., see Jin, Hyun J. and Elder, John. Firoozi, Fathali, On the Martingale Property of Economic and Financial Instruments, Volume Labidi, Chiraz, see Ané, Thierry. 15, Number 1, pages 87-96. Lahiri, Sajal and Mesa, Fernando, Local Con- tent Requirement on Foreign Direct Invest- Gardini, Attilio, see Fanelli, Luca and Cavaliere, ment Under Exchange Rate Volatility, Giuseppe. Volume 15, Number 3, pages 346-363. Ho, Keng-Yu and Abhyankar, Abhay, Long-Run Lee, Jim, The Impact of Federal Funds Target Abnormal Performance Following Converti- Changes on Interest Rate Volatility, Volume ble Preference Share and Convertible Bond 15, Number 2, pages 241-259. Issues: New Evidence from the United King- dom, Volume 15, Number 1, pages 97-119. Lien, Donald, A Note on Beneficial Emigration, Volume 15, Number 2, pages 260-262. Hui, Eddie Chi-man, An Enhanced Implied Tree Model for Option Pricing: A Study on Hong Lien, Donald and Tse, Yiu Kuen, A Survey on Kong Property Stock Options, Volume 15, Physical Delivery Versus Cash Settlement in Number 3, pages 324-345. Futures Contracts, Volume 15, Number 1, pages 15-29. Isagawa, Nobuyuki, Lender’s Risk Incentive and Debt Concession, Volume 15, Number 2, Lin, Anchor Y., Has the Asian Crisis pages 141-150. Changed the Role of Foreign Investors in Emerging Equity Markets: Taiwan’s Jin, Hyun J., Elder, John and Koo, Won W., A Experience, Volume 15, Number 3, pages Reexamination of Fractional Integrating 364-382. Dynamics in Foreign Currency Markets, Volume 15, Number 1, pages 120-135. Mesa, Fernando, see Lahiri, Sajal. 548 Author Index of Volume 15, 2006 Nguyen, Hoa, see Faff, Robert. Tse, Y.K. and Yip, Paul S.L., Exchange-Rate Systems and Interest-Rate Behaviour: The Park, Gun Youb and Kim, In Joon, An Empirical Experience of Hong Kong and Singapore, Comparison of Implied Tree Models for Volume 15, Number 2, pages 212-227. KOSPI 200 Index Options, Volume 15, Number 1, pages 52-71. Wong, Kit Pong, The Effects of Abandonment Options on Operating Leverage and For- Racine, Marie D., see Domian, Dale L. ward Hedging, Volume 15, Number 1, pages 72-86. Roy, Malabika, Effect of Subsidy and Entry into the Informal Sector with Interlinkage, Tse, Yiu Kuen, see Lien, Donald. Volume 15, Number 3, pages 383-397. Yao, S.T., see Yip, Paul S.L. Sandholm, William H., Evolutionary Dynamics and Extensive Form Games, Volume 15, Yip, Paul S.L. and Yao, S.T., Removing Foreign Number |, pages 136-140. Direct Investment’s Exchange Rate Risk in Developing Economies: The Case for a Sarantis, Nicholas and Kaketsis, Asimakis, The Foreign Exchange Custodian Board, Volume Effects of Monetary Policy Changes on Market 15, Number 3, pages 294-315. Interest Rates in Greece: An Event Study Approach, Volume 15, Number 4, pages 487-504. Yip, Paul S.L., see Tse, Y.K. Sekioua, Sofiane H., Nonlinear Adjustment in the Zhang, Yanchun, The Household Preference Forward Premium: Evidence from a Threshold Structure and Pricing-to-Market in the New Unit Root Test, Volume 15, Number 2, pages Open Economy Macroeconomics Models, 164-183. Volume 15, Number 4, pages 505-524. TITLES Lien, Donald, A Note on Beneficial Emigration, Lien, Donald and Tse, Yiu Kuen, A Survey on Volume 15, Number 2, pages 260-262. Physical Delivery Versus Cash Settlement in Futures Contracts, Volume 15, Number 1, Esteve, Vicente, A Note on Nonlinear pages 15-29. Dynamics in the Spanish Term Structure of Interest Rates, Volume 15, Number 3, Domian, Dale L. and Racine, Marie D., An pages 316-323. Empirical Analysis of Margin Debt, Volume 15, Number 2, pages 151-163. Jin, Hyun J., Elder, John and Koo, Won W., A Reexamination of Fractional Inte- Park, Gun Youb and Kim, In Joon, An Empirical grating Dynamics in Foreign Currency Comparison of Implied Tree Models for Markets, Volume 15, Number 1, pages KOSPI 200 Index Options, Volume 15, 120-135. Number 1, pages 52—71.Hui, Eddie Chi-man, Author Index of Volume 15, 2006 549 An Enhanced Implied Tree Model for Option Agénor, Pierre-Richard and Aizenman Joshua, Pricing: A Study on Hong Kong Property Investment and Deposit Contracts Under Stock Options, Volume 15, Number 3, pages Costly Intermediation and Aggregate Volatil- 324-345. ity, Volume 15, Number 3, pages 263-275. Jin, Jang C., Can Openness be an Engine of Isagawa, Nobuyuki, Lender’s Risk Incentive and Sustained High Growth Rates and Inflation? Debt Concession, Volume 15, Number 2, Evidence from Japan and Korea, Volume 15, pages 141-150. Number 2, pages 228-240. Lahiri, Sajal and Mesa Fernando, Local Content Acharyya, Rajat and Bandyopadhyay Swapnendu, Requirement on Foreign Direct Investment Does Input Sector Liberalization Promote Under Exchange Rate Volatility, Volume 15, Quality Innovation and Exports?, Volume 15, Number 3, pages 346-363. Number 4, pages 443-462. Ho, Keng-Yu and Abhyankar Abhay, Long- Roy, Malabika, Effect of Subsidy and Entry Run Abnormal Performance Following Con- into the Informal Sector with Interlinkage, vertible Preference Share and Convertible Volume 15, Number 3, pages 383-397. Bond Issues: New Evidence from the United Kingdom, Volume 15, Number 1, Sandholm, William H., Evolutionary Dynamics pages 97-119. and Extensive Form Games, Volume 15, Number 1, pages 136-140. Sekioua, Sofiane H., Nonlinear Adjustment in the Forward Premium: Evidence from a Threshold Tse, Y.K. and Yip Paul S.L., Exchange-Rate Unit Root Test, Volume 15, Number 2, pages Systems and Interest-Rate Behaviour: The 164-183. Experience of Hong Kong and Singapore, Volume 15, Number 2, pages 212-227. Bellalah, Mondher, On Derivatives and Informa- tion Costs, Volume 15, Number |, pages 30-51. Faff, Robert and Nguyen Hoa, Foreign Debt Firoozi, Fathali, On the Martingale Property of and Financial Hedging: Evidence from Economic and Financial Instruments, Volume Australia, Volume 15, Number 2, pages 15, Number 1, pages 87—96. 184-201. Fanelli, Luca, Cavaliere Giuseppe, and Gardini Lin, Anchor Y., Has the Asian Crisis Changed Attilio, Regional Consumption Dynamics and the Role of Foreign Investors in Emerging Risk Sharing in Italy, Volume 15, Number 4, Equity Markets: Taiwan’s Experience, Volume pages 525-542. 15, Number 3, pages 364—382. Yip, Paul S.L. and Yao S.T., Removing Foreign Berger, Wolfram, International Interdependence Direct Investment’s Exchange Rate Risk in and the Welfare Effects of Monetary Developing Economies: The Case for a Policy, Volume 15, Number 4, pages Foreign Exchange Custodian Board, Volume 399-416. 15, Number 3, pages 294-315. 550 Author Index of Volume 15, 2006 Ané, Theirry and Chiraz Labidi, Spillover Effects Zhang, Yanchun, The Household Preference and Conditional Dependence, Volume 15, Structure and Pricing-to-Market in the New Number 4, pages 417-442. Open Economy Macroeconomics Models, Volume 15, Number 4, pages 505-524. Capuano, Christian, Strategic Noise Traders and Liquidity Pressure With a Physically Deliver- Lee, Jim, The Impact of Federal Funds Target able Futures Contract, Volume 15, Number 1, Changes on Interest Rate Volatility, Volume pages 1—14.Charupat, Narat, The Effect of 15, Number 2, pages 241-259. Derivative Trading on the Underlying Mar- kets: Evidence from Canadian Instalment Ahtiala, Pekka, The Optimal Pricing of Com- Receipts Trading, Volume 15, Number 3, puter Software and Other Products with High pages 276-293. Switching Costs, Volume 15, Number 2, pages 202-211. Wong, Kit Pong, The Effects of Abandonment Options on Operating Leverage and Forward Anderton, Charles H., The Political Economy Hedging, Volume 15, Number 1, pages 72-86. of Terrorism, Volume 15, Number 4, pages 543-545. Sarantis, Nicholas and Asimakis Kaketsis, The Kandil, Magda, Variation in the Effects of Effects of Monetary Policy Changes on Government Spending Shocks with Methods Market Interest Rates in Greece: An Event of Financing: Evidence from the U.S., Volume Study Approach, Volume 15, Number 4, 15, Number 4, pages 463-486. pages 487-504.