Journal of Money, Investment and Banking

Issue I
January, 2008

Distributions of the Weights of Sample Optimal Portfolios in
Multivariate Conditionally Heteroscedastic Elliptical Models
Taras Bodnar and Taras Zabolotskyy

Stock Market Volatility in US Bull and Bear Markets
J. Cuñado, L. A. Gil-Alana and F. Perez de Gracia

On the Validity of Long-Run Purchasing Power Parity: A look at
Two Selected Caribbean Economies Exchange Rate
Everton Dockery and Karl Taylor

Determinants of the Components of the Bid-Ask Spreads on the
London Stock Exchange: The Case of Changes in Trading Regimes
Evangelos Giouvris and George Philippatos

Effects of the Target and Unexpected Overnight Rates on the Yield Curve in Canada
Yu Hsing

On the Determinants of Financial Development and Stock Returns
Vally Koubi