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Journal of International Money and Finance
1982 - 2011
Edited by J. R. Lothian
from Elsevier Series data maintained by Jeroen Loos ().
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Volume 30, issue 6 , 2011
Is it punishment? Sovereign defaults and the decline in trade pp. 909-930
Jose Vicente Martinez and Guido Sandleris
A structural threshold model of the exchange rate under optimal intervention pp. 931-946
Hsiu-Yun Lee and Hung-pin Lai
Finance and consumption volatility: Evidence from India pp. 947-964
James B. Ang
The changing relation between the Canadian and U.S. yield curves pp. 965-981
Edwin Wong , Kathlyn Lucia , Stephanie Price and Richard Startz
Immigration and equity home bias pp. 982-998
Hisham Salem Foad
World betas, consumption growth, and financial integration pp. 999-1018
Borja Larrain
Financial integration in the pacific basin region: RIP by PANIC attack? pp. 1019-1033
Somchai Amornthum and Carl S Bonham
Consolidation in banking and the lending channel of monetary transmission: Evidence from Asia and Latin America pp. 1034-1054
Maria Pia Olivero , Yuan Li and Bang Nam Jeon
Uninsurable risk and financial market puzzles pp. 1055-1089
Parantap Basu , Andrei Semenov and Kenji Wada
Capital account liberalization, financial development and industry growth: A synthetic view pp. 1090-1106
Barry Julian Eichengreen , Rachita Gullapalli and Ugo Panizza
Optimal reserve composition in the presence of sudden stops pp. 1107-1127
Roland Beck and Ebrahim Rahbari
Foreign bank penetration and the lending channel in emerging economies: Evidence from bank-level panel data pp. 1128-1156
Ji Wu , Alina C. Luca and Bang Nam Jeon
Real exchange rates and time-varying trade costs pp. 1157-1179
Efthymios G. Pavlidis , Ivan Paya and David A. Peel
The economic effects of foreign bank presence: Evidence from the Philippines pp. 1180-1194
Maria Chelo V. Manlagñit
External balance adjustment: An intra-national and international comparison pp. 1195-1213
Constance Smith
Banks' Net Interest Margin in the 2000s: A Macro-Accounting international perspective pp. 1214-1233
Germán López-Espinosa , Antonio Moreno and Fernando Pérez de Gracia
What drives international equity correlations? Volatility or market direction? pp. 1234-1263
Khaled Amira , Abderrahim Taamouti and Georges Tsafack
Volume 30, issue 5 , 2011
Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America pp. 709-723
Guglielmo Maria Caporale , Davide Ciferri and Alessandro Girardi
An alternative measure of the "world market portfolio": Determinants, efficiency, and information content pp. 724-748
Ephraim Clark and Konstantinos Kassimatis
Price level convergence and regional Phillips curves in the US and EMU pp. 749-763
Jan Marc Berk and Job Swank
Demand for international reserves in developing nations: A quantile regression approach pp. 764-777
Ozan Sula
Information transmission in informationally linked markets: Evidence from US and Chinese commodity futures markets pp. 778-795
Qingfu Liu and Yunbi An
The effects of asymmetric information between borrowers and lenders in an open economy pp. 796-816
Iris Claus
Temporal aggregation and purchasing power parity persistence pp. 817-830
Yamin S Ahmad and William D. Craighead
Regionality revisited: An examination of the direction of spread of currency crises pp. 831-848
Amil Dasgupta , Roberto Leon-Gonzalez and Anja K. Shortland
Sources of exchange rate fluctuations: Are they real or nominal? pp. 849-876
Luciana Juvenal
Nonlinear exchange rate predictability pp. 877-895
Carlos Felipe López-Suárez and Jose Antonio Rodriguez-Lopez
Exchange rate dynamics under state-contingent stochastic process switching pp. 896-908
Anna Naszodi
Volume 30, issue 4 , 2011
Time-variation in term premia: International survey-based evidence pp. 605-622
Ron Jongen , Willem F.C. Verschoor and Christian Wolff
How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options pp. 623-640
George Chalamandaris and Andrianos E. Tsekrekos
The role of financial development in exchange rate regime choices pp. 641-659
Shu Lin and Haichun Ye
Labour market rigidities and international risk sharing across OECD countries pp. 660-677
Jarko Fidrmuc , Neil Foster and Johann Scharler
The impact of the financial system's structure on firms' financial constraints pp. 678-691
Christopher F Baum , Dorothea Schäfer and Oleksandr Talavera
Analysis of the intraday effects of economic releases on the currency market pp. 692-707
Edward W. Sun , Omid Rezania , Svetlozar T. Rachev and Frank J. Fabozzi
Volume 30, issue 3 , 2011
Designing domestic institutions for international monetary policy cooperation: A Utopia? pp. 393-409
Florin O. Bilbiie
Does the worldwide shift of FDI from manufacturing to services accelerate economic growth? A GMM estimation study pp. 410-427
Nadia Doytch and Merih A. Uctum
Revisiting the consumption-real exchange rate anomaly in a model with non-traded goods pp. 428-447
Phacharaphot Nuntramas
Uncovered interest-rate parity over the past two centuries pp. 448-473
James R. Lothian and Liuren Wu
Confidence building on Euro convergence: Evidence from currency options pp. 474-491
Joost Driessen and Enrico Perotti
Inequality and the US import demand function pp. 492-506
Margarita Katsimi and Thomas Moutos
International diversification and Microfinance pp. 507-515
Rients Galema , Robert Lensink and Laura Spierdijk
A further contribution towards explaining why disinflation through currency pegging may cause a boom pp. 516-536
John Fender and Neil Rankin
Have domestic or foreign factors driven European external imbalances? pp. 537-546
Anthony J. Makin and Paresh Kumar Narayan
Global asset prices and FOMC announcements pp. 547-571
Joshua Hausman and Jon Wongswan
A re-examination on dissecting the purchasing power parity puzzle pp. 572-586
Jyh-lin Wu , Chingnun Lee and Tzu-Wei Wang
Real exchange rate, productivity and labor market frictions pp. 587-603
Yu Sheng and Xinpeng Xu
Volume 30, issue 2 , 2011
International portfolio diversification is better than you think pp. 289-308
Nicolas Coeurdacier and Stéphane Guibaud
The open economy consequences of U.S. monetary policy pp. 309-336
John Bluedorn and Christopher Bowdler
Deregulation, liberalization and consolidation of the Mexican banking system: Effects on competition pp. 337-353
Joaquin Maudos and Liliana Solís
Anatomy of banking crises in developing and emerging market countries pp. 354-376
Rupa Duttagupta and Paul Cashin
Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market pp. 377-392
Ian W Marsh
Volume 30, issue 1 , 2011
Bank lending and commercial property cycles: Some cross-country evidence pp. 1-21
E Philip Davis and Haibin Zhu
Risk contagion among international stock markets pp. 22-38
Hossein Asgharian and Marcus Nossman
What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries pp. 39-61
Nikolaos Giannellis and Athanasios P Papadopoulos
Currency bid-ask spread dynamics and the Asian crisis: Evidence across currency regimes pp. 62-73
Gregory Koutmos and Anna D. Martin
Definition-consistent measurement of exchange market pressure pp. 74-95
Franc Klaassen and Henk Jager
Stock market synchronization and monetary integration pp. 96-110
Sébastien Wälti
The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation pp. 111-129
Fabio Milani
Assessing long-term fiscal developments: A new approach pp. 130-146
Antonio Afonso , Luca Agnello , Davide Furceri and Ricardo Magalhães Sousa
Thresholds in the process of international financial integration pp. 147-179
Ayhan Kose , Eswar Prasad and Ashley D. Taylor
The 52-week high momentum strategy in international stock markets pp. 180-204
Ming Liu , Qianqiu Liu and Tongshu Ma
Current accounts in the euro area: An intertemporal approach pp. 205-228
Jose Manuel Campa and Angel Gavilan
Monetary policy and macroeconomic stability in Latin America: The cases of Brazil, Chile, Colombia and Mexico pp. 229-245
Luiz de Mello and Diego Nicolas Moccero
Why panel tests of purchasing power parity should allow for heterogeneous mean reversion pp. 246-267
Kees G. Koedijk , Ben Tims and Mathijs A. van Dijk
International trade and finance: Complementaries in the United Kingdom 1870-1913 and the United States 1920-1930 pp. 268-288
Alan M. Taylor and Janine L.F. Wilson