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Journal of International Money and Finance

1982 - 2018

Current editor(s): J. R. Lothian

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

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Volume 88, issue C, 2018

Fundamentals and exchange rate forecastability with simple machine learning methods pp. 1-24 Downloads
Christophe Amat, Tomasz Michalski and Gilles Stoltz
Non-standard monetary policy, asset prices and macroprudential policy in a monetary union pp. 25-53 Downloads
Lorenzo Burlon, A. Gerali, Alessandro Notarpietro and Massimiliano Pisani
Modeling fluctuations in the global demand for commodities pp. 54-78 Downloads
Lutz Kilian and Xiaoqing Zhou
Gradual learning about shocks and the forward premium puzzle pp. 79-100 Downloads
Kevin Moran and Simplice Aimé Nono
Sterilized interventions and capital controls pp. 101-121 Downloads
Nalini Prasad
Market power, inflation targeting, and commodity currencies pp. 122-139 Downloads
Yu-chin Chen and Dongwon Lee
On the predictability of emerging market sovereign credit spreads pp. 140-157 Downloads
Alena Audzeyeva and Ana-Maria Fuertes
The impact of surges in net private capital inflows on manufacturing, investment, and unemployment pp. 158-170 Downloads
Sheida Teimouri and Joachim Zietz
Does transparency pay? Evidence from IMF data transparency policy reforms and emerging market sovereign bond spreads pp. 171-190 Downloads
Sangyup Choi and Yuko Hashimoto
Fiscal crises pp. 191-207 Downloads
Paulo Medas, Tigran Poghosyan, Yizhi Xu, Farah-Yacoub, Juan and Kerstin Gerling
Measures of global uncertainty and carry-trade excess returns pp. 212-227 Downloads
Kimberly Berg and Nelson C. Mark
Uncertainty, currency excess returns, and risk reversals pp. 228-241 Downloads
Lucas Husted, John Rogers and Bo Sun
Uncertainty and deviations from uncovered interest rate parity pp. 242-259 Downloads
Adilzhan Ismailov and Barbara Rossi
Uncertainty, capital flows, and maturity mismatch pp. 260-275 Downloads
Nathan Converse
Measuring global and country-specific uncertainty pp. 276-295 Downloads
Ezgi O. Ozturk and Xuguang Simon Sheng
Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis pp. 296-313 Downloads
Klodiana Istrefi and Sarah Mouabbi
Aggregate uncertainty and sectoral productivity growth: The role of credit constraints pp. 314-330 Downloads
Sangyup Choi, Davide Furceri, Yi Huang and Prakash Loungani

Volume 87, issue C, 2018

Fickle capital flows and retrenchment: Evidence from bilateral banking data pp. 1-21 Downloads
Yabin Wang
Current account dynamics and the housing cycle in Spain pp. 22-43 Downloads
Daniel Maas, Eric Mayer and Sebastian Rüth
Exchange rate regimes and the international transmission of business cycles: Capital account openness matters pp. 44-61 Downloads
Kyunghun Kim and Ju Hyun Pyun
Fiscal devaluation in the Euro area: The role of rigidities, non-tradables, and social security contributions pp. 62-81 Downloads
Annika Ivens
Quality of government institutions and spreads on sovereign credit default swaps pp. 82-95 Downloads
Hsien-Yi Chen and Sheng-Syan Chen
The impact of uncertainty shocks on the volatility of commodity prices pp. 96-111 Downloads
Dimitrios Bakas and Athanasios Triantafyllou
Regional pull vs global push factors: China and US influence on Asian financial markets pp. 112-132 Downloads
Chang Shu, Dong He, Jinyue Dong and Honglin Wang
Debt and growth: Is there a constant tipping point? pp. 133-143 Downloads
Lixiong Yang and Jen-Je Su
Sudden stops, financial frictions, and the banking sector pp. 144-154 Downloads
Jinyue Li
Credit-supply shocks and firm productivity in Italy pp. 155-171 Downloads
Sebastian Doerr, Mehdi Raissi and Anke Weber

Volume 86, issue C, 2018

“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects pp. 1-30 Downloads
Antonio Afonso, Michael Arghyrou, María Dolores Gadea and Alexandros Kontonikas
Chinese outwards mercantilism – The art and practice of bundling pp. 31-49 Downloads
Joshua Aizenman, Yothin Jinjarak and Huanhuan Zheng
Are the Fama-French factors really compensation for distress risk? pp. 50-69 Downloads
Wilma de Groot and Joop Huij
The eurozone (expected) inflation: An option's eyes view pp. 70-92 Downloads
Ricardo Gimeno and Alfredo Ibáñez
Dynamics and factors of inflation convergence in the European union pp. 93-111 Downloads
Václav Brož and Evžen Kočenda
Corporate debt and investment: A firm-level analysis for stressed euro area countries pp. 112-130 Downloads
Stefan Gebauer, Ralph Setzer and Andreas Westphal
CEO risk preferences and hedging decisions: A multiyear analysis pp. 131-153 Downloads
John A. Doukas and Sonik Mandal
Monetary facts revisited pp. 154-170 Downloads
Pavel Gertler and Boris Hofmann
The reality of stock market jumps diversification pp. 171-188 Downloads
Ke Chen, Luiz Vitiello, Stuart Hyde and Ser-Huang Poon
Cross-border asset holdings and comovements in sovereign bond markets pp. 189-206 Downloads
Hossein Asgharian, Lu Liu and Marcus Larsson
Why do firms default on their foreign currency loans? The case of Hungary pp. 207-222 Downloads
Dzsamila Vonnák
The RMB central parity formation mechanism: August 2015 to December 2016 pp. 223-243 Downloads
Yin-Wong Cheung, Cho-Hoi Hui and Andrew Tsang
Does a flexible exchange rate regime increase inflation persistence? pp. 244-263 Downloads
Jo-Wei Wu and Jyh-Lin Wu
The impact of oil-market shocks on stock returns in major oil-exporting countries pp. 264-280 Downloads
Syed Basher, Alfred Haug and Perry Sadorsky

Volume 85, issue C, 2018

Conditioning carry trades: Less risk, more return pp. 1-19 Downloads
Arjen Mulder and Ben Tims
Trilemma, dilemma and global players pp. 20-39 Downloads
Samuel Ligonnière
The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions pp. 40-57 Downloads
Pilar Abad, Rasha Alsakka and Owain ap Gwilym
Do credit rating agencies provide valuable information in market evaluation of sovereign default Risk? pp. 58-75 Downloads
Mahir Binici and Michael Hutchison
Is individual trading priced in stocks? pp. 76-92 Downloads
Paul Moon Sub Choi and Joung Hwa Choi
How does financial liberalisation affect the influence of monetary policy on the current account? pp. 93-123 Downloads
Ida Hjortsoe, Martin Weale and Tomasz Wieladek
U.S. corporate investment and foreign penetration: Imports and inward foreign direct investment pp. 124-144 Downloads
Rui Li, Chi Wan and Mengying Wang
Market standards in financial contracting: The Euro’s effect on debt securities pp. 145-162 Downloads
Andreas Engert and Lars Hornuf
The effects of monetary policy shocks on inequality pp. 168-186 Downloads
Davide Furceri, Prakash Loungani and Aleksandra Zdzienicka
Conventional and unconventional monetary policy vs. households income distribution: An empirical analysis for the Euro Area pp. 187-214 Downloads
Chiara Guerello
A “reverse Robin Hood”? The distributional implications of non-standard monetary policy for Italian households pp. 215-235 Downloads
Marco Casiraghi, Eugenio Gaiotti, Lisa Rodano and Alessandro Secchi
The impact of inequality on the transmission of monetary policy pp. 236-250 Downloads
L. Voinea, H. Lovin and A. Cojocaru
Effectiveness of macroprudential policies under borrower heterogeneity pp. 251-261 Downloads
Maria Teresa Punzi and Katrin Rabitsch
Macroprudential policy and household wealth inequality pp. 262-277 Downloads
Jean-Francois Carpantier, Javier Olivera and Philippe Van Kerm
Macroprudential policy and income inequality pp. 278-290 Downloads
Jon Frost and René van Stralen
Page updated 2018-12-13