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
5-23

Stock Market Volatility in US Bull and Bear Markets
J. Cuñado, L. A. Gil-Alana and F. Perez de Gracia
24-32

On the Validity of Long-Run Purchasing Power Parity: A look at
Two Selected Caribbean Economies Exchange Rate
Everton Dockery and Karl Taylor
33-48

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
49-61

Effects of the Target and Unexpected Overnight Rates on the Yield Curve in Canada
Yu Hsing
62-68

On the Determinants of Financial Development and Stock Returns
Vally Koubi
69-76