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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 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 Yuliya Lovcha and Alejandro Perez-Laborda Are capital controls in the foreign exchange market effective? pp. 36-53 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 Georgios Gatopoulos and Henri Loubergé Predicting financial crises: The (statistical) significance of the signals approach pp. 76-103 M. El-Shagi , T. Knedlik and G. von Schweinitz International diversification during the financial crisis: A blessing for equity investors? pp. 104-123 Robert Vermeulen Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis pp. 124-145 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 Manu Gupta , Puneet Prakash and Nanda K. Rangan Central bank swap line effectiveness during the euro area sovereign debt crisis pp. 167-178 Richhild Moessner and William A. Allen “Leaning against the wind” and the timing of monetary policy pp. 179-194 Itai Agur and Maria Demertzis Volume 34, issue C , 2013
The known unknowns and unknown unknowns of European Monetary Union pp. 6-14 Jean Pisani-Ferry Self-fulfilling crises in the Eurozone: An empirical test pp. 15-36 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 Joshua Aizenman , Michael Mercier Hutchison and Yothin Jinjarak The pricing of sovereign risk and contagion during the European sovereign debt crisis pp. 60-82 John Beirne and Marcel Fratzscher Spread the news: The impact of news on the European sovereign bond markets during the crisis pp. 83-101 Roel Beetsma , Massimo Giuliodori , Frank de Jong and Daniel Widijanto Contagion during the Greek sovereign debt crisis pp. 102-113 Mark Mink and Jakob de Haan Fiscal policy targeting under imperfect information pp. 114-130 Torben M. Andersen Fiscal space and sovereign risk pricing in a currency union pp. 131-163 Atish Ghosh , Jonathan David Ostry and Mahvash S. Qureshi Fiscal cyclicality and EMU pp. 164-176 Agustín S. Bénétrix and Philip Lane A role model for the conduct of fiscal policy? Experiences from Sweden pp. 177-197 Martin Flodén Volume 33, issue C , 2013
The role of relative price volatility in the efficiency of investment allocation pp. 1-18 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 Ana . Fernández , Francisco González and Nuria Suárez Footprints in the market: Hedge funds and the carry trade pp. 41-59 Wai Mun Fong Credit reporting, financial intermediation and identification systems: International evidence pp. 60-80 Caterina Giannetti and Nicola Jentzsch Exchange rate pass-through and the effects of tariffs on economic performance and welfare pp. 81-102 Yu-Ning Hwang and Stephen J. Turnovsky The intraday effects of central bank intervention on exchange rate spreads pp. 103-117 Rasmus Fatum , Jesper Pedersen and Peter Norman Sørensen Money growth and inflation: A regime switching approach pp. 118-145 Gianni Amisano and Gabriel Fagan Post-Keynesian money endogeneity evidence in G-7 economies pp. 146-162 Z.E. Badarudin , M. Ariff and A.M. Khalid Rare event risk and emerging market debt with heterogeneous beliefs pp. 163-187 Stephan Dieckmann and Michael F. Gallmeyer Two fiscal policy puzzles revisited: New evidence and an explanation pp. 188-207 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 Andreas Steiner Inflation illusion and the US dividend yield: Some further evidence pp. 235-254 Daniella Acker and Nigel W. Duck Financial liberalization and economic growth: A meta-analysis pp. 255-281 Silke Bumann , Niels Hermes and Robert Lensink The multiscale causal dynamics of foreign exchange markets pp. 282-305 Stelios Bekiros and Massimiliano Marcellino Reassessing the link between the Japanese yen and emerging Asian currencies pp. 306-326 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 Heike Schenkelberg and Sebastian Watzka Asymmetries in an open economy model pp. 358-380 Teresa Vasconcelos e Sousa Monetary policy and stock market dynamics across monetary regimes pp. 381-406 Nikiforos T. Laopodis Carry trades and the performance of currency hedge funds pp. 407-425 Federico Nucera and Giorgio Valente Volume 32, issue C , 2013
The impact of banking sector stability on the real economy pp. 1-16 Terhi Jokipii and Pierre Monnin Private sector share of external debt and financial stability: Evidence from bank loans pp. 17-41 Issam Hallak Learning to forecast the exchange rate: Two competing approaches pp. 42-76 Paul De Grauwe and Agnieszka Markiewicz External and budget deficits in some developing countries pp. 77-98 Foued Chihi and Michel Normandin Sudden stops and financial frictions: Evidence from industry-level data pp. 99-128 Kevin N. Cowan and Claudio Raddatz The smallest firm effect: An international study pp. 129-155 Lieven De Moor and Piet Sercu The relationship between the Renminbi future spot return and the forward discount rate pp. 156-168 Yanping Zhao , Jakob de Haan , Bert Scholtens and Haizhen Yang Home bias and cross border taxation pp. 169-193 Anil V. Mishra and Ronald A. Ratti Factor decomposition and diversification in European corporate bond markets pp. 194-213 Mary Pieterse-Bloem and Ronald Mahieu Are fiscal deficits inflationary? pp. 214-233 Hsin-Yi Lin and Hao-Pang Chu Real asset returns, inflation and activity in a small, open, Cash-in-Advance economy pp. 234-250 Arman Mansoorian and Mohammed Mohsin The impact of bank capital on profitability and risk in Asian banking pp. 251-281 Chien-Chiang Lee and Meng-Fen Hsieh Monetary policy shocks and financial conditions: A Monte Carlo experiment pp. 282-303 Efrem Castelnuovo Nonlinear relationship between the real exchange rate and economic fundamentals: Evidence from China and Korea pp. 304-323 Xiaolei Tang and Jizhong Zhou Financial integration, capital misallocation and global imbalances pp. 324-340 Kenza Benhima Habit formation, adjustment costs, and international transmission of fiscal policy pp. 341-359 Ramon A. Gonzalez-Hernandez and Cem Karayalcin Strategic monetary policy in interdependent economies: Gains from coordination reconsidered pp. 360-376 Michael Paul Evers Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability pp. 377-404 Roberto A. De Santis , Carlo Favero and Barbara Roffia The link between life insurance activities and economic growth: Some new evidence pp. 405-427 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 Tsutomu Watanabe and Tomoyoshi Yabu What determines Euro area bank CDS spreads? pp. 444-461 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 Satoko Takamatsu Grand corruption instead of commitment? Reconsidering time-inconsistency of monetary policy pp. 478-490 Frank Bohn The “forward premium puzzle” and the sovereign default risk pp. 491-511 Virginie Coudert and Valérie Mignon Exchange rate pass-through and inflation: A nonlinear time series analysis pp. 512-527 Mototsugu Shintani , Akiko Terada- Hagiwara and Tomoyoshi Yabu The cyclical properties of disaggregated capital flows pp. 528-555 Silvio Contessi , Pierangelo De Pace and Johanna L. Francis The real effects of banking shocks: Evidence from OECD countries pp. 556-578 Oren Levintal Shadow banking and financial stability: European money market funds in the global financial crisis pp. 579-594 Elias Bengtsson A positive theory of fixed-rate funds-supplying operations in an accommodative financial environment pp. 595-610 Junnosuke Shino Exchange rates and individual good's price misalignment: Evidence of long-horizon predictability pp. 611-636 Wei Dong and Deokwoo Nam Government intervention and firm investment: Evidence from international micro-data pp. 637-653 Chen Lin and Sonia Man-lai Wong A new approach to tests of pricing-to-market pp. 654-667 Joseph P. Byrne , Ekaterina Kortava and Ronald MacDonald How smooth is price discovery? Evidence from cross-listed stock trading pp. 668-699 Haiqiang Chen , Paul Moon Sub Choi and Yongmiao Hong Does the euro dominate Central and Eastern European money markets? pp. 700-718 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 Riadh Aloui , Mohamed Safouane BEN AISSA and Duc Khuong Nguyen What factors cause foreign banks to stay in London? pp. 739-761 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 C. Bora Durdu , Enrique G. Mendoza and Marco E. Terrones Unconditional and conditional exchange rate exposure pp. 781-808 Ines Chaieb and Stefano Mazzotta Debt and growth: New evidence for the euro area pp. 809-821 Anja Baum , Cristina Checherita-Westphal and Philipp Rother Exchange rate volatility and the time-varying effects of aggregate shocks pp. 822-843 Valcarcel, Victor (Vic) J. Real exchange rate fluctuations and the relative importance of nontradables pp. 844-855 Alice Y. Ouyang and Ramkishen S. Rajan What drives China's current account? pp. 856-883 Mathias Hoffmann Financial crises and cross-border banking: New evidence pp. 884-915 Stefanie Kleimeier , Harald Sander and Sylvia Heuchemer Foreign institutional investment: Is governance quality at home important? pp. 916-940 Nida Abdioglu , Arif Khurshed and Konstantinos Stathopoulos Oil shocks and the zero bound on nominal interest rates pp. 941-967 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 Hiroyuki Yamada Marking-to-market government guarantees to financial systems – Theory and evidence for Europe pp. 990-1007 Angelo Baglioni and Umberto Cherubini Taylor rules and exchange rate predictability in emerging economies pp. 1008-1031 Jaqueson Kingeski Galimberti and Marcelo L. Moura Predicting severe simultaneous recessions using yield spreads as leading indicators pp. 1032-1043 Charlotte Christiansen Hoarding of international reserves in China: Mercantilism, domestic consumption and US monetary policy pp. 1044-1078 Luigi Bonatti and Andrea Fracasso Can cross-country portfolio rebalancing give rise to forward bias in FX markets? pp. 1079-1096 Sanders S. Chang Financial frictions and the strength of monetary transmission pp. 1097-1119 Uluc Aysun , Ryan R. Brady and Adam Honig Foreign holdings of U.S. Treasuries and U.S. Treasury yields pp. 1120-1143 Daniel O. Beltran , Maxwell Kretchmer , Jaime Marquez and Charles P. Thomas
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