Journal of International Money and Finance

1982 - 2025

Current editor(s): J. R. Lothian

From Elsevier
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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

Antonio Afonso, Michael Arghyrou, María Gadea and Alexandros Kontonikas

Chinese outwards mercantilism – The art and practice of bundling pp. 31-49

Joshua Aizenman, Yothin Jinjarak and Huanhuan Zheng

Are the Fama-French factors really compensation for distress risk? pp. 50-69

Wilma de Groot and Joop Huij

The eurozone (expected) inflation: An option's eyes view pp. 70-92

Ricardo Gimeno and Alfredo Ibáñez

Dynamics and factors of inflation convergence in the European union pp. 93-111

Václav Brož and Evžen Kočenda

Corporate debt and investment: A firm-level analysis for stressed euro area countries pp. 112-130

Stefan Gebauer, Ralph Setzer and Andreas Westphal

CEO risk preferences and hedging decisions: A multiyear analysis pp. 131-153

John A. Doukas and Sonik Mandal

Monetary facts revisited pp. 154-170

Pavel Gertler and Boris Hofmann

The reality of stock market jumps diversification pp. 171-188

Ke Chen, Luiz Vitiello, Stuart Hyde and Ser-Huang Poon

Cross-border asset holdings and comovements in sovereign bond markets pp. 189-206

Hossein Asgharian, Lu Liu and Marcus Larsson

Why do firms default on their foreign currency loans? The case of Hungary pp. 207-222

Dzsamila Vonnák

The RMB central parity formation mechanism: August 2015 to December 2016 pp. 223-243

Yin-Wong Cheung, Cho-Hoi Hui and Andrew Tsang

Does a flexible exchange rate regime increase inflation persistence? pp. 244-263

Jo-Wei Wu and Jyh-Lin Wu

The impact of oil-market shocks on stock returns in major oil-exporting countries pp. 264-280

Syed Abul Basher, Alfred Haug and Perry Sadorsky

Volume 85, issue C, 2018

Conditioning carry trades: Less risk, more return pp. 1-19

Arjen Mulder and Ben Tims

Trilemma, dilemma and global players pp. 20-39

Samuel Ligonnière

The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions pp. 40-57

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

Mahir Binici and Michael Hutchison

Is individual trading priced in stocks? pp. 76-92

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

Ida Hjortsoe, Martin Weale and Tomasz Wieladek

U.S. corporate investment and foreign penetration: Imports and inward foreign direct investment pp. 124-144

Rui Li, Chi Wan and Mengying Wang

Market standards in financial contracting: The Euro’s effect on debt securities pp. 145-162

Andreas Engert and Lars Hornuf

The effects of monetary policy shocks on inequality pp. 168-186

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

Chiara Guerello

A “reverse Robin Hood”? The distributional implications of non-standard monetary policy for Italian households pp. 215-235

Marco Casiraghi, Eugenio Gaiotti, Lisa Rodano and Alessandro Secchi

The impact of inequality on the transmission of monetary policy pp. 236-250

L. Voinea, H. Lovin and A. Cojocaru

Effectiveness of macroprudential policies under borrower heterogeneity pp. 251-261

Maria Teresa Punzi and Katrin Rabitsch

Macroprudential policy and household wealth inequality pp. 262-277

Jean-François Carpantier, Javier Olivera and Philippe Van Kerm

Macroprudential policy and income inequality pp. 278-290

Jon Frost and René van Stralen

Volume 84, issue C, 2018

Liquidity in the repo market pp. 1-22

Lucas Fuhrer

Regulation and pension fund risk-taking pp. 23-41

L.N. Boon, M. Brière and S. Rigot

Regional business cycle synchronization in emerging and developing countries: Regional or global integration? Trade or financial integration? pp. 42-57

Chi Gong and Soyoung Kim

Volume 83, issue C, 2018

Government debt and growth: The role of liquidity pp. 1-22

Mathieu Grobéty

External shocks, financial volatility and reserve requirements in an open economy pp. 23-43

Pierre-Richard Agénor, Koray Alper and Luiz Awazu Pereira da Silva

Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy pp. 44-54

Thomas Nitschka

Revisiting the bi-directional causality between debt and growth: Evidence from linear and nonlinear tests pp. 55-74

Glauco De Vita, Emmanouil Trachanas and Yun Luo

Friends without benefits? New EMU members and the “Euro Effect” on trade pp. 75-92

Alina Mika and Robert Zymek

Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market pp. 93-105

Katarina Juselius and Josh Stillwagon

Volume 82, issue C, 2018

Unobservable country bond premia and fragmentation pp. 1-25

Roberto De Santis

International risk sharing and financial shocks pp. 26-44

Jean-François Rouillard

Systemic risk and bank size pp. 45-70

Simone Varotto and Lei Zhao

Oil prices and inflation dynamics: Evidence from advanced and developing economies pp. 71-96

Sangyup Choi, Davide Furceri, Prakash Loungani, Saurabh Mishra and Marcos Poplawski-Ribeiro

Surges of international fund flows pp. 97-119

Suxiao Li, Jakob de Haan and Bert Scholtens

International money supply and real estate risk premium: The case of the London office market pp. 120-140

Alain Coën, Benoit Lefebvre and Arnaud Simon

Volume 81, issue C, 2018

Anticipated versus unanticipated terms of trade shocks and the J-curve phenomenon pp. 1-19

Syed Ali and Sajid Anwar

Measuring the international dimension of output volatility pp. 20-39

Gerdie Everaert and Martin Iseringhausen

Private information, capital flows, and exchange rates pp. 40-55

Jacob Gyntelberg, Mico Loretan and Tientip Subhanij

Factors of the term structure of sovereign yield spreads pp. 56-75

Dennis Wellmann and Stefan Trück

Do European banks with a covered bond program issue asset-backed securities for funding? pp. 76-87

Nils Boesel, Clemens Kool and Stefano Lugo

Transition and capital misallocation: the Chinese case pp. 88-115

Damien Cubizol

The distance effect in banking and trade pp. 116-137

Michael Brei and Goetz von Peter

Big fish in small banking ponds? Cost advantage and foreign affiliate presence pp. 138-158

R. Galema and Michael Koetter

Inflation targeting and exchange rate management in less developed countries pp. 159-184

Edward F. Buffie, M. Airaudo and Felipe Zanna

Margins of imports, forward-looking firms, and exchange rate movements pp. 185-202

Haichao Fan, Yao Li and Chen Carol Zhao

Macroprudential policy and bank risk pp. 203-220

Yener Altunbas, Mahir Binici and Leonardo Gambacorta

Writing off sovereign debt: Default and recovery rates over the cycle pp. 221-241

Laura Sunder-Plassmann

Assessing the predictive ability of sovereign default risk on exchange rate returns pp. 242-264

Claudia Foroni, Francesco Ravazzolo and Barbara Sadaba