Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

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Volume 98, issue C, 2019

Economic policy uncertainty and dollar-pound exchange rate return volatility pp. -

Zachary Bartsch

Global downside risk and equity returns pp. -

Yigit Atilgan, Turan G. Bali, K. Ozgur Demirtas and A. Doruk Gunaydin

A country specific point of view on international diversification pp. -

Ralf Kellner and Daniel Rösch

The economic drivers of commodity market volatility pp. -

Marcel Prokopczuk, Andrei Stancu and Lazaros Symeonidis

Uncovered equity “disparity” in emerging markets pp. -

Ana-Maria Fuertes, Kate Phylaktis and Cheng Yan

Demographic structures, savings, and international capital flows pp. -

Stephen J Turnovsky

Volume 97, issue C, 2019

The effect of inflation targeting and financial openness on currency composition of sovereign international debt pp. 1-18

Olena Ogrokhina and Cesar Rodriguez

International spillovers of U.S. financial volatility pp. 19-34

Kimberly Berg and Nam Vu

Real exchange rate persistence and country characteristics: A global analysis pp. 35-56

Michael Curran and Adnan Velic

What drives European Union stock market co-movements? pp. 57-69

Mihai Niţoi and Maria Miruna Pochea

Stress testing the equity home bias: A turnover analysis of Eurozone markets pp. 70-85

Manuela Geranio and Valter Lazzari

Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply pp. 86-92

Marc Gronwald

Return asymmetry and the cross section of stock returns pp. 93-110

Zhongxiang Xu, Thanaset Chevapatrakul and Xiafei Li

Global value chain participation and current account imbalances pp. 111-124

Johannes Brumm, Georgios Georgiadis, Johannes Gräb and Fabian Trottner

Volume 96, issue C, 2019

Contagion across US and European financial markets: Evidence from the CDS markets pp. 1-12

Nicholas Apergis, Christina Christou and Iason Kynigakis

Pricing corporate financial distress: Empirical evidence from the French stock market pp. 13-27

Nada Mselmi, Taher Hamza, Amine Lahiani and Muhammad Shahbaz

Sudden stops of capital flows: Do foreign assets behave differently from foreign liabilities? pp. 28-36

Manuel Agosin, Juan D. Díaz and Mohit Karnani

Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures pp. 37-48

Shu-Mei Chiang, Chun-Da Chen and Chien-Ming Huang

How effective are sovereign bond-backed securities as a spillover prevention device? pp. 49-66

David Cronin and Peter Dunne

Revisiting external imbalances: Insights from sectoral accounts pp. 67-101

Cian Allen

Inflation targeting and output-inflation tradeoffs pp. 102-120

Ho-Chuan Huang, Chih-Chuan Yeh and Xiuhua Wang

Carry trades and commodity risk factors pp. 121-129

Joseph Byrne, Boulis Maher Ibrahim and Ryuta Sakemoto

Effectiveness of developed and emerging market FX options in active currency risk management pp. 130-146

Suprita Vohra and Frank Fabozzi

Macro-prudential policies, the global financial cycle and the real exchange rate pp. 147-167

Alice Y. Ouyang and Shen Guo

Institutional quality and capital inflows: Theory and evidence pp. 168-191

Edouard Challe, Jose Lopez and Eric Mengus

Monetary and macroprudential policy coordination among multiple equilibria pp. 192-209

Itai Agur

The world predictive power of U.S. equity market skewness risk pp. 210-227

Jian Chen, Fuwei Jiang, Shuyu Xue and Jiaquan Yao

Exchange rate effects of financial regulations pp. 228-245

David Perez-Reyna and Mauricio Villamizar-Villegas

The role of financial factors for European corporate investment pp. 246-258

Andrea Mercatanti, Taneli Mäkinen and Andrea Silvestrini

Macro policy responses to natural resource windfalls and the crash in commodity prices pp. 263-282

Frederick (Rick) van der Ploeg

Business cycles in an oil economy pp. 283-303

Drago Bergholt, Vegard Larsen and Martin Seneca

Commodity price risk management and fiscal policy in a sovereign default model pp. 304-323

Bernabe Lopez-Martin, Julio Leal and André Martínez Fritscher

The dynamics of investment projects: Evidence from Peru pp. 324-340

Rocio Gondo Mori and Marco Vega

Volatility risk premia and future commodity returns pp. 341-360

Jose Ornelas and Roberto Mauad

Volume 95, issue C, 2019

Price discovery in commodity futures and cash markets with heterogeneous agents pp. 1-13

Sophie van Huellen

The effect of bank bail-outs in the EU pp. 14-26

Emilio Barucci, Tommaso Colozza and Carlo Milani

Stocks and bonds: Flight-to-safety for ever? pp. 27-43

Christophe Boucher and Sessi Tokpavi

Expectation errors in the foreign exchange market pp. 44-51

Alex Ferreira, Michael Moore and Satrajit Mukherjee

The macroeconomic effects of trade tariffs: Revisiting the Lerner symmetry result pp. 52-69

Jesper Lindé and Andrea Pescatori

Foreign banks, financial crises and economic growth in Europe pp. 70-94

Isabel Schnabel and Christian Seckinger

Does anyone listen when politicians talk? The effect of political commentaries on policy rate decisions and expectations pp. 95-111

Selva Demiralp, Sharmila King and Chiara Scotti

A random walk through Mayfair: Art as a luxury good and evidence from dynamic models pp. 112-127

Rachel A.J. Pownall, Stephen Satchell and Nandini Srivastava

Bank lending technologies and credit availability in Europe: What can we learn from the crisis? pp. 128-148

Giovanni Ferri, Pierluigi Murro, Valentina Peruzzi and Zeno Rotondi

Benchmarks for net international investment positions pp. 149-164

Alessandro Turrini and Stefan Zeugner

The effect of central bank transparency on exchange rate volatility pp. 165-181

Christoph Weber

J.C. Williams, When the United States Sneezes… pp. 185-188

John Williams

Evaluating the role of capital controls and monetary policy in emerging market crises pp. 189-211

Michael Devereux and Changhua Yu

Home country interest rates and international investment in U.S. bonds pp. 212-227

John Ammer, Stijn Claessens, Alexandra Tabova and Caleb Wroblewski

The future of the zero lower bound problem pp. 228-231

Narayana Kocherlakota

Foreign effects of higher U.S. interest rates pp. 232-250

Matteo Iacoviello and Gaston Navarro

U.S. monetary policy and fluctuations of international bank lending pp. 251-268

Stefan Avdjiev and Galina Hale

Concluding remarks pp. 269-271

Barry Eichengreen

The curious case of the missing defaults pp. 272-280

Carmen Reinhart

Comments on Foreign Effects of Higher US Interest Rates by Iacoviello and Navarro pp. 281-283

Andrew Rose

Comment on “U.S. monetary policy and fluctuations of international bank lending” by Stefan Avdjiev and Galina Hale pp. 284-287

Jonathan Ostry

Comments on “U.S. monetary policy and fluctuations of international bank lending” pp. 288-289

Sebnem Kalemli-Ozcan

Comments on “Foreign Effects of Higher U.S. Interest Rates” by Matteo Iacoviello and Gaston Navarro pp. 290-293

James Hamilton

Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium pp. 297-316

Kimberly Berg and Nelson Mark

The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules pp. 317-331

Charles Engel, Dohyeon Lee, Chang Liu, Chenxin Liu and Steve Pak Yeung Wu

Exchange rate prediction redux: New models, new data, new currencies pp. 332-362

Yin-Wong Cheung, Menzie Chinn, Antonio Garcia Pascual and Yi Zhang

Dealer activity and macro fundamentals – New evidence from hybrid exchange rate models pp. 363-378

Ingomar Krohn and Michael Moore

The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement pp. 379-401

Shuo Cao, Huichou Huang, Ruirui Liu and Ronald MacDonald

Unconventional policies and exchange rate dynamics pp. 402-423

Gustavo Adler, Ruy Lama and Juan Medina

The exchange rate effects of macro news after the global Financial Crisis pp. 424-443

Yin-Wong Cheung, Rasmus Fatum and Yohei Yamamoto

Recent renminbi policy and currency co-movements pp. 444-456

Robert McCauley and Chang Shu