Journal of International Money and Finance

1982 - 2025

Current editor(s): J. R. Lothian

From Elsevier
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Volume 104, issue C, 2020

Exchange rate forecasting on a napkin

Zorzi, Michele Ca’ and Michał Rubaszek

Does central bank communication signal future monetary policy in a (post)-crisis era? The case of the ECB

Hamza Bennani, Nicolas Fanta, Pavel Gertler and Roman Horvath

Variable export price elasticity, product quality, and credit constraints: Theory and evidence from Greek firms

Elias Dinopoulos, Sarantis Kalyvitis and Margarita Katsimi

How post-crisis regulation has affected bank CEO compensation

Vittoria Cerasi, Sebastian M. Deininger, Leonardo Gambacorta and Tommaso Oliviero

US stock prices and recency-biased learning in the run-up to the Global Financial Crisis and its aftermath

Pauline Gandré

What drives the FOMC’s dot plots?

Stefan Gerlach and Rebecca Stuart

Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss

Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch

Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach

Julio Carrillo, Rocio Elizondo and Luis G. Hernández-Román

Fiscal deficits as a source of boom and bust under a common currency

Giovanni Ganelli and Neil Rankin

Do fixers perform worse than non-fixers during global recessions and recoveries?

Marco Terrones

Loan supply and bank capital: A micro-macro linkage

Thomas Kick, Swetlana Malinkovich and Christian Merkl

Money stock versus monetary base in time–frequency exchange rate determination

Yoshito Funashima

Credit constraints, currency depreciation and international trade

Jie Li, Liping Lan and Zhigang Ouyang

Optimal reserves in financially closed economies

Olivier Jeanne and Damiano Sandri

Disguised carry trade and the transmission of global liquidity shocks: Evidence from China’s goods trade data

Shu Lin, Jinchuan Xiao and Haichun Ye

The impact of regional financial depth on outbound cross-border mergers and acquisitions

Yichuan Hu, Chang Li and Cong Qin

Volume 103, issue C, 2020

Cross-country spillovers from macroprudential regulation: Reciprocity and leakage

Margarita Rubio

Does publication of interest rate paths provide guidance?

Gisle Natvik, Dagfinn Rime and Olav Syrstad

Revisiting the persistence of real exchange rates

Show-Lin Chen and Jyh-Lin Wu

US monetary policy and global banking flows

Seungyoon Lee and Christopher Bowdler

Spread the Word: International spillovers from central bank communication

Hanna Armelius, Christoph Bertsch, Isaiah Hull and Xin Zhang

Sovereign risk evaluation for European Union countries

Christos Agiakloglou and Emmanouil Deligiannakis

Domestically formed international diversification

Qinye Lu and Andrew Vivian

The currency composition of international portfolio assets

Vahagn Galstyan, Caroline Mehigan and Rogelio Mercado

Volume 102, issue C, 2020

Capital flight to Germany: Two alternative measures

Yin-Wong Cheung, Sven Steinkamp and Frank Westermann

The risk-taking channel of international financial flows

Pietro Cova and Filippo Natoli

Accumulation of foreign currency reserves and risk-taking

Rasmus Fatum and James Yetman

The currency composition of international reserves, demand for international reserves, and global safe assets

Joshua Aizenman, Yin-Wong Cheung and Xingwang Qian

International bank lending channel of monetary policy

Silvia Albrizio, Sangyup Choi, Davide Furceri and Chansik Yoon

Facing the Quadrilemma: Taylor rules, intervention policy and capital controls in large emerging markets

Fernando Chertman, Michael Hutchison and David Zink

The fundamentals of safe assets

Maurizio Michael Habib, Livio Stracca and Fabrizio Venditti

Safe U.S. Assets and U.S. Capital Flows

Charles Engel

Overview: Global safe assets, international reserves, and capital flow

Joshua Aizenman and Yin-Wong Cheung

Currency composition of foreign exchange reserves

Hiro Ito and Robert McCauley

On the effects of the ECB’s funding policies on bank lending

Heather Gibson, Stephen Hall, Pavlos Petroulas and George Tavlas

r* and the global economy

Reuven Glick

Volume 101, issue C, 2020

Explosive dynamics in house prices? An exploration of financial market spillovers in housing markets around the world

Enrique Martínez-García and Valerie Grossman

Does sovereign risk in local and foreign currency differ?

Marlene Amstad, Frank Packer and Jimmy Shek

National culture and the choice of exchange rate regime

Zhongyu Cao, Sadok El Ghoul, Omrane Guedhami and Chuck Kwok

Granger predictability of oil prices after the Great Recession

Szilard Benk and Max Gillman

Capital controls and foreign exchange market intervention

Jae Hoon Choi

An exorbitant privilege in the first age of international financial integration?

Carlos Eduardo van Hombeeck

The impact of China’s fiscal and monetary policy responses to the great recession: An analysis of firm-level Chinese data

Wenjun Xue, Hakan Yilmazkuday and Jason E. Taylor

Volume 100, issue C, 2020

Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states

Nidhaleddine Ben Cheikh and Younes Ben Zaied

Financial development and innovation-led growth: Is too much finance better?

Xiaoyang Zhu, Stylianos Asimakopoulos and Jaebeom Kim

Borrowing costs and the role of multilateral development banks: Evidence from cross-border syndicated bank lending

Daniel Gurara, Andrea Presbitero and Miguel Sarmiento

Financial cycles: Characterisation and real-time measurement

Yves Schüler, Paul P. Hiebert and Tuomas A. Peltonen

The role of intermediate goods in international monetary cooperation

Tian Xia

Volume 99, issue C, 2019

Why is contagion asymmetric during the European sovereign crisis?

Andrea Beltratti and René Stulz

Reserve requirements and capital flows in Latin America

Michael Brei and Ramon Moreno

Do institutional factors influence cross-border portfolio equity flows? New evidence from emerging markets

Stefano Alderighi, Siobhan Cleary and Padmasai Varanasi

The effectiveness of quantitative easing: Evidence from Japan

Roman Matousek, Stephanos Papadamou, Aleksandar Šević and Nickolaos G. Tzeremes

The response of equity prices to monetary policy announcements: Decomposing the announcement day return into cash-flow news, interest rate news, and risk premium news

Olaf Stotz

What do we know about the global financial safety net? A new comprehensive data set

Beatrice Scheubel and Livio Stracca

Liquidity and shadow banking

Zary Aftab and Simone Varotto