Contents
Editorial

The Long Memory of Time-Varying Beta:
Examination of Three Emerging Asian Stock Markets
by Taufiq Choudhry

An Investigation of the Linkages Between European Union Equity Markets and Emerging Capital Markets:
The East European Connection
by E. Dockery and F. Vergari

Further Evidence on the Forecasting Performance of Two Factor Continuous Time Interest Rate Models in International and Asia-Pacific Financial Markets
by S. L. Byers and K. Ben Nowman

Taking Stock at the New Millennium: A Study of Twelve Stock Markets
by Ser-Huang Poon and Han Lin

Explaining the Behaviour of Stock Prices in an Emerging Market:
An Empirical Analysis of the Greek Stock Market
by E. Dockery, F. Vergari and D. Vergari

An International Comparison of Pricing Callable and Puttable Bonds
by K. Ben Nowman and Ghulam Sorwar

The East Asian Financial Crisis: Getting to the Heart of the Issues
by K. Pilbeam