Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

From Elsevier
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Volume 80, issue C, 2018

Income inequality, equities, household debt, and interest rates: Evidence from a century of data pp. 1-14

Edmond Berisha, John Meszaros and Eric Olson

Liquidity provision as a monetary policy tool: The ECB’s non-standard measures after the financial crisis pp. 15-34

Dominic Quint and Oreste Tristani

Reduced cross-border lending and financing costs of SMEs pp. 35-58

Franziska Bremus and Katja Neugebauer

Information demand and stock return predictability pp. 59-74

Dimitris K. Chronopoulos, Fotios I. Papadimitriou and Nikolaos Vlastakis

Did the reform fix the London fix problem? pp. 75-95

Takatoshi Ito and Masahiro Yamada

Volume 79, issue C, 2017

The role of jumps and leverage in forecasting volatility in international equity markets pp. 1-19

Daniel Buncic and Katja I.M. Gisler

Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter? pp. 20-38

Antonia López-Villavicencio and Valérie Mignon

Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone pp. 39-71

Periklis Boumparis, Costas Milas and Theodore Panagiotidis

Determinants of sub-sovereign bond yield spreads – The role of fiscal fundamentals and federal bailout expectations pp. 72-98

Roland Beck, Gianluigi Ferrucci, Arno Hantzsche and Matthias Rau-Göhring

Are supply shocks important for real exchange rates? A fresh view from the frequency-domain pp. 99-114

Britta Gehrke and Fang Yao

Exploring international differences in inflation dynamics pp. 115-135

Yamin Ahmad and Staveley-O’Carroll, Olena M.

Words are not all created equal: A new measure of ECB communication pp. 136-156

Matthieu Picault and Thomas Renault

The drivers of foreign bank lending in Central and Eastern Europe: The roles of parent, subsidiary and host market traits pp. 157-173

Judit Temesvary and Adam Banai

Sovereign tail risk pp. 174-188

Germán López-Espinosa, Antonio Moreno, Antonio Rubia and Laura Valderrama

Is the Renminbi a safe haven? pp. 189-202

Rasmus Fatum, Yohei Yamamoto and Guozhong Zhu

The intrinsic value of gold: An exchange rate-free price index pp. 203-217

Richard Harris and Jian Shen

Impact of interest rate surprises on Islamic and conventional stocks and bonds pp. 218-231

Shumi Akhtar, Farida Akhtar, Maria Jahromi and Kose John

Macroeconomic announcements and price discovery in the foreign exchange market pp. 232-254

Yin-Feng Gau and Zhen-Xing Wu

Volume 78, issue C, 2017

Carry trade strategies based on option-implied information: Evidence from a cross-section of funding currencies pp. 1-20

Shu-Hsiu Chen

The effectiveness of the ECB’s unconventional monetary policy: Comparative evidence from crisis and non-crisis Euro-area countries pp. 21-43

Jannik Jäger and Theocharis Grigoriadis

Credit market imperfections, labor markets, and leverage dynamics in emerging economies pp. 44-63

Alan Finkelstein Shapiro and Andres Gonzalez

Does institutional ownership matter for international stock return comovement? pp. 64-83

Jose Faias and Miguel Ferreira

Volume 77, issue C, 2017

Option-implied expectations in commodity markets and monetary policy pp. 1-17

Athanasios Triantafyllou and George Dotsis

The PPP approach revisited: A study of RMB valuation against the USD pp. 18-38

Ingvild Almås, Mandeep Grewal, Marielle Hvide and Serhat Ugurlu

Asymmetric volatility connectedness on the forex market pp. 39-56

Jozef Baruník, Evžen Kočenda and Lukas Vacha

The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities pp. 57-76

Axel Grossmann, Chris Paul and Marc W. Simpson

Credit cycle coherence in the eurozone: Was there a euro effect? pp. 77-98

Anna Samarina, Lu Zhang and Dirk Bezemer

Forecast uncertainty and the Taylor rule pp. 99-116

Christian Bauer and Matthias Neuenkirch

Capital inflows, monetary policy, and financial imbalances pp. 117-142

Ouarda Merrouche and Erlend Nier

Exchange rate regimes and FDI in developing countries: A propensity score matching approach pp. 143-163

David Cushman and Glauco De Vita

Taking gravity online: The role of virtual proximity in international finance pp. 164-179

Christiane Hellmanzik and Martin Schmitz

Do political factors affect stock returns during presidential elections? pp. 180-198

Chung-Hua Shen, Dien Giau Bui and Chih-Yung Lin

Order flow and exchange rate comovement pp. 199-215

Vincent M. Kleinbrod and Xiao-Ming Li

Aid econometrics: Lessons from a stochastic growth model pp. 216-232

Patrick Carter

Volume 76, issue C, 2017

International portfolio flows and exchange rate volatility in emerging Asian markets pp. 1-15

Guglielmo Maria Caporale, Faek Menla Ali, Fabio Spagnolo and Nicola Spagnolo

Industrialization and the demand for mineral commodities pp. 16-27

Martin Stuermer

Forecasting oil price realized volatility using information channels from other asset classes pp. 28-49

Stavros Degiannakis and George Filis

Economic uncertainty and the influence of monetary policy pp. 50-67

Knut Are Aastveit, Gisle Natvik and Sergio Sola

Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition pp. 68-87

Nicolas Debarsy, Jean-Yves Gnabo and Malik Kerkour

Global and country-specific movements in real effective exchange rates: Implications for external competitiveness pp. 88-105

Jun Nagayasu

Comovement or safe haven? The effect of corruption on the market risk of sovereign bonds of emerging economies during financial crises pp. 106-132

Michal Paserman

International financial spillovers to emerging market economies: How important are economic fundamentals? pp. 133-152

Shaghil Ahmed, Brahima Coulibaly and Andrei Zlate

Volume 75, issue C, 2017

Mundell’s trilemma: Policy trade-offs within the middle ground pp. 1-13

Helmut Herwartz and Jan Roestel

Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme pp. 14-31

Roel Beetsma, Frank de Jong, Massimo Giuliodori and Daniel Widijanto

A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data pp. 32-46

Yoshihiro Kitamura

Macroprudential policies, capital flows, and the structure of the banking sector pp. 47-68

John Beirne and Christian Friedrich

The real exchange rate in the long run: Balassa-Samuelson effects reconsidered pp. 69-92

Michael D. Bordo, Ehsan Choudhri, Giorgio Fazio and Ronald MacDonald

Exchange rate and utilization of free trade agreements: Focus on rules of origin pp. 93-108

Kazunobu Hayakawa, Han-Sung Kim and Taiyo Yoshimi

Cross-border spillover effects of unconventional monetary policies on Swiss asset prices pp. 109-127

Severin Bernhard and Till Ebner

Volume 74, issue C, 2017

Central bank transparency and cross-border banking pp. 1-30

Stefan Eichler, Helge C.N. Littke and Lena Tonzer

Deconstructing credibility: The breaking of monetary policy rules in Brazil pp. 31-52

Gustavo Cortes and Claudio Paiva

Economic evaluation of asymmetric and price range information in gold and general financial markets pp. 53-68

Chih-Chiang Wu and Junmao Chiu

Stock splits to profit insider trading: Lessons from an emerging market pp. 69-87

Vinh Nguyen, Anh Tran and Richard Zeckhauser

International house price cycles, monetary policy and credit pp. 88-114

Gregory Bauer

Monetary policy and financial spillovers: Losing traction? pp. 115-136

Piti Disyatat and Phurichai Rungcharoenkitkul

The effects of oil price shocks on U.S. stock order flow imbalances and stock returns pp. 137-146

Neophytos Lambertides, Christos Savva and Dimitris Tsouknidis

Is fiscal consolidation self-defeating? A panel-VAR analysis for the Euro area countries pp. 147-164

Maria Grazia Attinasi and Luca Metelli

The interest rate effects of government bond purchases away from the lower bound pp. 165-186

Rafael B. De Rezende

Systematic consumption risk in currency returns pp. 187-208

Mathias Hoffmann and Rahel Studer-Suter

Pulling up the tarnished anchor: The end of silver as a global unit of account pp. 209-228

Ricardo Fernholz, Kris James Mitchener and Marc Weidenmier

A new financial order in Asia: Will a RMB bloc emerge? pp. 232-257

Takatoshi Ito

Balance sheet effects on monetary and financial spillovers: The East Asian crisis plus 20 pp. 258-282

Joshua Aizenman, Menzie Chinn and Hiro Ito

Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven pp. 283-300

Joscha Beckmann and Robert Czudaj

Monetary policy and covered interest parity in the post GFC period: Evidence from the Australian dollar and the NZ dollar pp. 301-317

Shin-ichi Fukuda and Mariko Tanaka

The shortage of safe assets in the US investment portfolio: Some international evidence pp. 318-336

Florian Huber and Maria Teresa Punzi

The first arrow hitting the currency target: A long-run risk perspective pp. 337-352

Takashi Kano and Kenji Wada

Measuring the effects of dollar appreciation on Asia: A FAVAR approach pp. 353-370

Zheng Liu, Mark Spiegel and Andrew Tai

International reserves and global interest rates pp. 371-385

Goncalo Pina