Journal of International Money and Finance

1982 - 2009

Edited by J. R. Lothian

from Elsevier
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International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore pp. 920-940: Giorgio Valente
The time-varying cost channel of monetary transmission pp. 941-953: Peter Tillmann
The Euro and inflation uncertainty in the European Monetary Union pp. 954-971: Guglielmo Maria Caporale and Alexandros Kontonikas
Macroeconomic uncertainty and performance in the European Union pp. 972-986: Don Bredin and Stilianos Fountas
Public sector layoffs, severance pay, and inflation in the small open economy pp. 987-1005: Edward F. Buffie
Ready for capital account convertibility? pp. 1006-1021: Purba Mukerji
Identifying the effects of an exchange rate depreciation on country risk: Evidence from a natural experiment pp. 1022-1044: Michael D. Bordo, Christopher M. Meissner and Marc D. Weidenmier
New evidence on nominal exchange rate predictability pp. 1045-1063: Wu, Jyh-Lin and Hu, Yu-Hau
Speculative attacks: A laboratory study in continuous time pp. 1064-1082: Cheung, Yin-Wong and Daniel Friedman

Communicating policy options at the zero bound pp. 742-754: Lukas Burkhard and Andreas Fischer
Foreign exchange intervention and the political business cycle: A panel data analysis pp. 755-775: Axel Dreher and Roland Vaubel
Should central bankers talk to the foreign exchange markets? pp. 776-803: Michel Beine, Gust Janssen and Christelle Lecourt
A note on estimating realignment probabilities - A first-passage-time approach pp. 804-812: C.H. Hui and C.F. Lo
Investment and the exchange rate: Short run and long run aggregate and sector-level estimates pp. 813-835: Stuart Landon and Constance Smith
Commodity currencies and equity flows pp. 836-852: Maxym Chaban
Efficiency wages, financial market integration, and the fiscal multiplier pp. 853-867: M. Alper Çenesiz and Christian Pierdzioch
Using extraneous information to analyze monetary policy in transition economies pp. 868-879: William Thomas Gavin and David M. Kemme
On the determinants of net international portfolio flows: A global perspective pp. 880-901: Roberto A. De Santis and Melanie Lührmann

Emerging-Markets Finance: Overview of the special issue pp. 549-553: Kate Phylaktis
Does openness to international financial flows raise productivity growth? pp. 554-580: M. Ayhan Kose, Eswar S. Prasad and Marco E. Terrones
The economic value of fundamental and technical information in emerging currency markets pp. 581-604: Gerben de Zwart, Thijs Markwat, Laurens A. P. Swinkels and Dick van Dijk
Corruption and cross-border investment in emerging markets: Firm-level evidence pp. 605-624: Beata Smarzynska Javorcik and Wei, Shang-Jin
How attractive is central Eastern Europe for risk capital investors? pp. 625-647: Alexander Peter Groh and Heinrich von Liechtenstein
Can investor heterogeneity be used to explain the cross-section of average stock returns in emerging markets? pp. 648-670: Chan Shik Jung, Dong Wook Lee and Kyung Suh Park
A model of asset pricing under country risk pp. 671-695: Sandro C. Andrade
Political connections and the process of going public: Evidence from China pp. 696-719: Bill B. Francis, Iftekhar Hasan and Xian Sun
Does bank ownership increase firm value? Evidence from China pp. 720-737: Xiaochi Lin, Yi Zhang and Ning Zhu

Institutions and the external capital structure of countries pp. 367-391: Andre Faria and Paolo Mauro
Does globalisation discipline monetary policymakers? pp. 392-405: Paul Cavelaars
Predictability in financial markets: What do survey expectations tell us? pp. 406-426: Philippe Bacchetta, Elmar Mertens and Eric van Wincoop
Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence pp. 427-453: David E. Rapach and Mark Wohar
Effects of financial autarky and integration: The case of the South Africa embargo pp. 454-478: Brahima Coulibaly
Canaries and vultures: A quantitative history of monetary mismanagement in Brazil pp. 479-495: Pedro H. Albuquerque and Solange Gouvea
Domestic monetary transfers and the inland bill of exchange markets in Spain (1775-1885) pp. 496-521: J. Carles Maixé-Altés and Emma M. Iglesias
Why do countries peg the way they peg? The determinants of anchor currency choice pp. 522-547: Christopher M. Meissner and Nienke Oomes

Dollarization, exchange rate regimes and government quality pp. 198-214: Adam Honig
Does exchange rate risk affect exports asymmetrically? Asian evidence pp. 215-239: WenShwo Fang, YiHao Lai and Stephen M. Miller
Volatility regime-switching in European exchange rates prior to monetary unification pp. 240-270: Bernd Wilfling
Portfolio flows, volatility and growth pp. 271-292: Miguel A. Ferreira and Paul A. Laux
Market liberalizations at the firm level: Spillovers fromADRs and implications for local markets pp. 293-321: Nuno Fernandes
Inter-regional and region-specific transmission of international stock market returns: The role of foreign information pp. 322-343: Boulis Maher Ibrahim and Janusz J. Brzeszczynski
The response of global equity indexes to U.S. monetary policy announcements pp. 344-365: Jon Wongswan

Asset prices and twin crises pp. 26-55: Rajesh Singh
Financial development and economic growth: Convergence or divergence? pp. 56-67: Michael K. Fung
Determinants of exchange rate regime switching pp. 68-98: Norbert Fiess and Rashmi Shankar
Admissible monetary aggregates for the euro area pp. 99-114: Jane M. Binner, Rakesh K. Bissoondeeal, Thomas Elger, Barry Edward Jones and Andrew W. Mullineux
Cross-country comparisons of competition and pricing power in European banking pp. 115-134: Santiago Carbo, David Humphrey, Joaquin Maudos and Philip Molyneux
Real rigidities and real exchange rate volatility pp. 135-147: William D. Craighead
Openness, exchange rate regimes and the Phillips curve pp. 148-160: Christopher Bowdler
Currency crashes and bond yields in industrial countries pp. 161-181: Joseph E. Gagnon