Issue Information

• Date: 01 July 2019
• DOI: http://doi.org/10.1002/ijfe.1626
• Published date: 01 July 2019

12.2

Volume 24, Number 3 International Journal of Finance & Economics July 2019

ISSN 1076–9307

24(3) 1045– 1404 (2019)

View this journal online at wileyonlinelibrary.com

wileyonlinelibrary.com/journal/ijfe

1047 On the time-varying links between oil and gold: New insights from the rolling and recursive

rolling approaches

M. Balcilar, Z. A. Ozdemir and M. Shahbaz

1066 Financial liberalization, exchange-rate regime, and banking crisis likelihood

G. M. Richey

1079 Effects of information sharing on banking credit and economic growth in developing countries:

Evidence from the West African Economic and Monetary Union

S. Loaba and P. Zahonogo

1091 Banking efficiency in emerging economies: Does foreign banks entry matter in the Ghanaian

context?

D. Ofori-Sasu, L. Mensah, J. K. Akuma and I. Doku

1109 L atin A merican stock market dynamics and comovement

S. Coleman, V. Leone and O. R. de Medeiros

1130 Circuit breakers as market stability levers: A survey of research, praxis, and challenges

I. M. Sifat and A. Mohamad

1170 Does one model fit all in global equity markets? Some insight into market factor based

strategies in enhancing alpha

S. S. Mohanty

1192 Investigating the relationship between high-yield bonds and equities and its implications

for strategic asset allocation during the Great Recession

G. Menounos, C. Alexiou and S. Vogiazas

1209 Unconventional monetary policies and bank credit in the Eurozone: An events study approach

L. F. Martins, J. Batista and A. Ferreira-Lopes

1224 The impact of global financial crisis on conventional and Islamic banks in the GCC countries

A. Salih, M. A. Ghecham and S. Al-Barghouthi

1238 The international diversification benefits of U.S.-traded equity products

M. O'Hagan-Luff and J. Berrill

1254 Alarm index for institutional bank runs

J. H. Wosnitza

1271 The size premium and macrovolatility risks: Evidence from U.S. and U.K. equity markets

S. Cho

1287 To profit or not to profit? Assessing financial sustainability outcomes of microfinance

institutions

R. d. O. Leite, L. d. S. Mendes and L. C. Sacramento

1300 An early warning indicator for liquidity shortages in the interbank market

A. Eross, A. Urquhart and S. Wolfe

1313 The spillover effects of U . S . monetary policy on emerging market economies

P. Tillmann, G.-Y. Kim and H. Park

1333 Securitization as a response to monetary policy

J. Zhang and X. Xu

1345 Linking social and economic responsibilities and financial performance: The assisting role

of innovation for an oil engineering and development company

Z. H. Oskouei

1355 Forecasting the volatility of the A ustralian dollar using high-frequency data: D oes estimator

accuracy improve forecast evaluation?

G. Bailey and J. M. Steeley

1390 Do U.S. investors worry about fear in international equity markets? Empirical evidence

on dynamic panel data

M. Cheuathonghua and C. Padungsaksawasdi

Contents

Volume 24 Number 3 July 2019