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Journal of International Money and Finance

1982 - 2013

Edited by J. R. Lothian

from Elsevier
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Volume 35, issue C, 2013

Leading indicators of crisis incidence: Evidence from developed countries pp. 1-19 Downloads
Jan Babecký, Tomáš Havránek, Jakub Matějů, Marek Rusnák, Kateřina Šmídková and Bořek Vašíček
Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market pp. 20-35 Downloads
Yuliya Lovcha and Alejandro Perez-Laborda
Are capital controls in the foreign exchange market effective? pp. 36-53 Downloads
Stefan T.M. Straetmans, Roald J. Versteeg and Christian C.P. Wolff
Combined use of foreign debt and currency derivatives under the threat of currency crises: The case of Latin American firms pp. 54-75 Downloads
Georgios Gatopoulos and Henri Loubergé
Predicting financial crises: The (statistical) significance of the signals approach pp. 76-103 Downloads
M. El-Shagi, T. Knedlik and G. von Schweinitz
International diversification during the financial crisis: A blessing for equity investors? pp. 104-123 Downloads
Robert Vermeulen
Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis pp. 124-145 Downloads
Oscar Arce, Sergio Mayordomo and Juan Ignacio Peña
Equity issue-specific versus broad regulatory protections against expropriation risk: International evidence from SEOs pp. 146-166 Downloads
Manu Gupta, Puneet Prakash and Nanda K. Rangan
Central bank swap line effectiveness during the euro area sovereign debt crisis pp. 167-178 Downloads
Richhild Moessner and William A. Allen
“Leaning against the wind” and the timing of monetary policy pp. 179-194 Downloads
Itai Agur and Maria Demertzis

Volume 34, issue C, 2013

The known unknowns and unknown unknowns of European Monetary Union pp. 6-14 Downloads
Jean Pisani-Ferry
Self-fulfilling crises in the Eurozone: An empirical test pp. 15-36 Downloads
Paul De Grauwe and Yuemei Ji
What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk pp. 37-59 Downloads
Joshua Aizenman, Michael Mercier Hutchison and Yothin Jinjarak
The pricing of sovereign risk and contagion during the European sovereign debt crisis pp. 60-82 Downloads
John Beirne and Marcel Fratzscher
Spread the news: The impact of news on the European sovereign bond markets during the crisis pp. 83-101 Downloads
Roel Beetsma, Massimo Giuliodori, Frank de Jong and Daniel Widijanto
Contagion during the Greek sovereign debt crisis pp. 102-113 Downloads
Mark Mink and Jakob de Haan
Fiscal policy targeting under imperfect information pp. 114-130 Downloads
Torben M. Andersen
Fiscal space and sovereign risk pricing in a currency union pp. 131-163 Downloads
Atish Ghosh, Jonathan David Ostry and Mahvash S. Qureshi
Fiscal cyclicality and EMU pp. 164-176 Downloads
Agustín S. Bénétrix and Philip Lane
A role model for the conduct of fiscal policy? Experiences from Sweden pp. 177-197 Downloads
Martin Flodén

Volume 33, issue C, 2013

The role of relative price volatility in the efficiency of investment allocation pp. 1-18 Downloads
Eduardo Cavallo, Arturo Galindo, Alejandro Izquierdo and John Jairo León Díaz
How do bank competition, regulation, and institutions shape the real effect of banking crises? International evidence pp. 19-40 Downloads
Ana . Fernández, Francisco González and Nuria Suárez
Footprints in the market: Hedge funds and the carry trade pp. 41-59 Downloads
Wai Mun Fong
Credit reporting, financial intermediation and identification systems: International evidence pp. 60-80 Downloads
Caterina Giannetti and Nicola Jentzsch
Exchange rate pass-through and the effects of tariffs on economic performance and welfare pp. 81-102 Downloads
Yu-Ning Hwang and Stephen J. Turnovsky
The intraday effects of central bank intervention on exchange rate spreads pp. 103-117 Downloads
Rasmus Fatum, Jesper Pedersen and Peter Norman Sørensen
Money growth and inflation: A regime switching approach pp. 118-145 Downloads
Gianni Amisano and Gabriel Fagan
Post-Keynesian money endogeneity evidence in G-7 economies pp. 146-162 Downloads
Z.E. Badarudin, M. Ariff and A.M. Khalid
Rare event risk and emerging market debt with heterogeneous beliefs pp. 163-187 Downloads
Stephan Dieckmann and Michael F. Gallmeyer
Two fiscal policy puzzles revisited: New evidence and an explanation pp. 188-207 Downloads
Yasuharu Iwata
How central banks prepare for financial crises – An empirical analysis of the effects of crises and globalisation on international reserves pp. 208-234 Downloads
Andreas Steiner
Inflation illusion and the US dividend yield: Some further evidence pp. 235-254 Downloads
Daniella Acker and Nigel W. Duck
Financial liberalization and economic growth: A meta-analysis pp. 255-281 Downloads
Silke Bumann, Niels Hermes and Robert Lensink
The multiscale causal dynamics of foreign exchange markets pp. 282-305 Downloads
Stelios Bekiros and Massimiliano Marcellino
Reassessing the link between the Japanese yen and emerging Asian currencies pp. 306-326 Downloads
Bong-Han Kim, Hyeongwoo Kim and Hong-Ghi Min
Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan pp. 327-357 Downloads
Heike Schenkelberg and Sebastian Watzka
Asymmetries in an open economy model pp. 358-380 Downloads
Teresa Vasconcelos e Sousa
Monetary policy and stock market dynamics across monetary regimes pp. 381-406 Downloads
Nikiforos T. Laopodis
Carry trades and the performance of currency hedge funds pp. 407-425 Downloads
Federico Nucera and Giorgio Valente

Volume 32, issue C, 2013

The impact of banking sector stability on the real economy pp. 1-16 Downloads
Terhi Jokipii and Pierre Monnin
Private sector share of external debt and financial stability: Evidence from bank loans pp. 17-41 Downloads
Issam Hallak
Learning to forecast the exchange rate: Two competing approaches pp. 42-76 Downloads
Paul De Grauwe and Agnieszka Markiewicz
External and budget deficits in some developing countries pp. 77-98 Downloads
Foued Chihi and Michel Normandin
Sudden stops and financial frictions: Evidence from industry-level data pp. 99-128 Downloads
Kevin N. Cowan and Claudio Raddatz
The smallest firm effect: An international study pp. 129-155 Downloads
Lieven De Moor and Piet Sercu
The relationship between the Renminbi future spot return and the forward discount rate pp. 156-168 Downloads
Yanping Zhao, Jakob de Haan, Bert Scholtens and Haizhen Yang
Home bias and cross border taxation pp. 169-193 Downloads
Anil V. Mishra and Ronald A. Ratti
Factor decomposition and diversification in European corporate bond markets pp. 194-213 Downloads
Mary Pieterse-Bloem and Ronald Mahieu
Are fiscal deficits inflationary? pp. 214-233 Downloads
Hsin-Yi Lin and Hao-Pang Chu
Real asset returns, inflation and activity in a small, open, Cash-in-Advance economy pp. 234-250 Downloads
Arman Mansoorian and Mohammed Mohsin
The impact of bank capital on profitability and risk in Asian banking pp. 251-281 Downloads
Chien-Chiang Lee and Meng-Fen Hsieh
Monetary policy shocks and financial conditions: A Monte Carlo experiment pp. 282-303 Downloads
Efrem Castelnuovo
Nonlinear relationship between the real exchange rate and economic fundamentals: Evidence from China and Korea pp. 304-323 Downloads
Xiaolei Tang and Jizhong Zhou
Financial integration, capital misallocation and global imbalances pp. 324-340 Downloads
Kenza Benhima
Habit formation, adjustment costs, and international transmission of fiscal policy pp. 341-359 Downloads
Ramon A. Gonzalez-Hernandez and Cem Karayalcin
Strategic monetary policy in interdependent economies: Gains from coordination reconsidered pp. 360-376 Downloads
Michael Paul Evers
Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability pp. 377-404 Downloads
Roberto A. De Santis, Carlo Favero and Barbara Roffia
The link between life insurance activities and economic growth: Some new evidence pp. 405-427 Downloads
Chien-Chiang Lee, Chi-Chuan Lee and Yi-Bin Chiu
The great intervention and massive money injection: The Japanese experience 2003–2004 pp. 428-443 Downloads
Tsutomu Watanabe and Tomoyoshi Yabu
What determines Euro area bank CDS spreads? pp. 444-461 Downloads
Jan Annaert, Marc De Ceuster, Patrick Van Roy and Cristina Vespro
Competitive depreciation and the role of distorting taxes in an interdependent economy pp. 462-477 Downloads
Satoko Takamatsu
Grand corruption instead of commitment? Reconsidering time-inconsistency of monetary policy pp. 478-490 Downloads
Frank Bohn
The “forward premium puzzle” and the sovereign default risk pp. 491-511 Downloads
Virginie Coudert and Valérie Mignon
Exchange rate pass-through and inflation: A nonlinear time series analysis pp. 512-527 Downloads
Mototsugu Shintani, Akiko Terada- Hagiwara and Tomoyoshi Yabu
The cyclical properties of disaggregated capital flows pp. 528-555 Downloads
Silvio Contessi, Pierangelo De Pace and Johanna L. Francis
The real effects of banking shocks: Evidence from OECD countries pp. 556-578 Downloads
Oren Levintal
Shadow banking and financial stability: European money market funds in the global financial crisis pp. 579-594 Downloads
Elias Bengtsson
A positive theory of fixed-rate funds-supplying operations in an accommodative financial environment pp. 595-610 Downloads
Junnosuke Shino
Exchange rates and individual good's price misalignment: Evidence of long-horizon predictability pp. 611-636 Downloads
Wei Dong and Deokwoo Nam
Government intervention and firm investment: Evidence from international micro-data pp. 637-653 Downloads
Chen Lin and Sonia Man-lai Wong
A new approach to tests of pricing-to-market pp. 654-667 Downloads
Joseph P. Byrne, Ekaterina Kortava and Ronald MacDonald
How smooth is price discovery? Evidence from cross-listed stock trading pp. 668-699 Downloads
Haiqiang Chen, Paul Moon Sub Choi and Yongmiao Hong
Does the euro dominate Central and Eastern European money markets? pp. 700-718 Downloads
Alexander Kadow, Mario Cerrato, Ronald MacDonald and Stefan Straetmans
Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach pp. 719-738 Downloads
Riadh Aloui, Mohamed Safouane BEN AISSA and Duc Khuong Nguyen
What factors cause foreign banks to stay in London? pp. 739-761 Downloads
Andrew Clare, Mohamed Azzim Gulamhussen and Carlos Pinheiro
On the solvency of nations: Cross-country evidence on the dynamics of external adjustment pp. 762-780 Downloads
C. Bora Durdu, Enrique G. Mendoza and Marco E. Terrones
Unconditional and conditional exchange rate exposure pp. 781-808 Downloads
Ines Chaieb and Stefano Mazzotta
Debt and growth: New evidence for the euro area pp. 809-821 Downloads
Anja Baum, Cristina Checherita-Westphal and Philipp Rother
Exchange rate volatility and the time-varying effects of aggregate shocks pp. 822-843 Downloads
Valcarcel, Victor (Vic) J.
Real exchange rate fluctuations and the relative importance of nontradables pp. 844-855 Downloads
Alice Y. Ouyang and Ramkishen S. Rajan
What drives China's current account? pp. 856-883 Downloads
Mathias Hoffmann
Financial crises and cross-border banking: New evidence pp. 884-915 Downloads
Stefanie Kleimeier, Harald Sander and Sylvia Heuchemer
Foreign institutional investment: Is governance quality at home important? pp. 916-940 Downloads
Nida Abdioglu, Arif Khurshed and Konstantinos Stathopoulos
Oil shocks and the zero bound on nominal interest rates pp. 941-967 Downloads
Martin Bodenstein, Luca Guerrieri and Christopher J. Gust
Does the exchange rate regime make a difference in inflation performance in developing and emerging countries?: The role of inflation targeting pp. 968-989 Downloads
Hiroyuki Yamada
Marking-to-market government guarantees to financial systems – Theory and evidence for Europe pp. 990-1007 Downloads
Angelo Baglioni and Umberto Cherubini
Taylor rules and exchange rate predictability in emerging economies pp. 1008-1031 Downloads
Jaqueson Kingeski Galimberti and Marcelo L. Moura
Predicting severe simultaneous recessions using yield spreads as leading indicators pp. 1032-1043 Downloads
Charlotte Christiansen
Hoarding of international reserves in China: Mercantilism, domestic consumption and US monetary policy pp. 1044-1078 Downloads
Luigi Bonatti and Andrea Fracasso
Can cross-country portfolio rebalancing give rise to forward bias in FX markets? pp. 1079-1096 Downloads
Sanders S. Chang
Financial frictions and the strength of monetary transmission pp. 1097-1119 Downloads
Uluc Aysun, Ryan R. Brady and Adam Honig
Foreign holdings of U.S. Treasuries and U.S. Treasury yields pp. 1120-1143 Downloads
Daniel O. Beltran, Maxwell Kretchmer, Jaime Marquez and Charles P. Thomas
Page updated 2013-06-18