Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

From Elsevier
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Volume 73, issue PB, 2017

Rethinking monetary policy after the crisis pp. 252-274

Frederic Mishkin

Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows pp. 275-295

Pablo Anaya, Michael Hachula and Christian Offermanns

The impact of uncertainty on professional exchange rate forecasts pp. 296-316

Joscha Beckmann and Robert Czudaj

Black swan events and safe havens: The role of gold in globally integrated emerging markets pp. 317-334

Stelios Bekiros, Sabri Boubaker, Duc Khuong Nguyen and Gazi Uddin

The effectiveness of the Fed’s quantitative easing policy: New evidence based on international interest rate differentials pp. 335-349

Ansgar Belke, Daniel Gros and Thomas Osowski

Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU pp. 350-370

Mariarosaria Comunale

Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis pp. 371-385

Heather Gibson, Stephen Hall and George Tavlas

The real exchange rate and economic growth: Revisiting the case using external instruments pp. 386-398

Maurizio Michael Habib, Elitza Mileva and Livio Stracca

International reserves and the maturity of external debt pp. 399-418

Xingwang Qian and Andreas Steiner

Economic costs of alternative monetary policy responses to speculative currency attacks pp. 419-434

Sheida Teimouri and Joachim Zietz

Asymmetric credit growth and current account imbalances in the euro area pp. 435-451

Robert Unger

Volume 73, issue PA, 2017

The political determinants of government bond holdings pp. 1-21

Stefan Eichler and Timo Plaga

System stress testing of bank liquidity risk pp. 22-40

Spyros Pagratis, Nikolas Topaloglou and Mike Tsionas

Re-examining the middle-income trap hypothesis (MITH): What to reject and what to revive? pp. 41-61

Xuehui Han and Shang-Jin Wei

An exchange market pressure measure for cross country analysis pp. 62-77

Ila Patnaik, Joshua Felman and Ajay Shah

“Conditional PPP” and real exchange rate convergence in the euro area pp. 78-92

Paul Bergin, Reuven Glick and Jyh-Lin Wu

Flooded with debt pp. 93-103

Jeroen Klomp

Risk assessment on euro area government bond markets – The role of governance pp. 104-117

Jens Boysen-Hogrefe

The G7 business cycle in a globalized world pp. 134-161

Kai Carstensen and L. Salzmann

Violations of uncovered interest rate parity and international exchange rate dependences pp. 162-187

Matthew Ames, Guillaume Bagnarosa and Gareth W. Peters

The great moderation in international capital flows: A global phenomenon? pp. 188-212

Peter McQuade and Martin Schmitz

The impact of sovereign rating changes on European syndicated loan spreads: The role of the rating-based regulation pp. 213-231

Danilo Drago and Raffaele Gallo

Risk sharing and real exchange rates: The role of non-tradable sector and trend shocks pp. 232-248

Huseyin Akkoyun, Yavuz Arslan and Mustafa Kilinc

Volume 72, issue C, 2017

Inattentive consumers and international business cycles pp. 1-27

Mehmet Ekinci

Inflation responses to commodity price shocks – How and why do countries differ? pp. 28-47

R. Gaston Gelos and Yulia Ustyugova

Short-term safety or long-term failure? Empirical evidence of the impact of securitization on bank risk pp. 48-74

Zhizhen Chen, Frank Hong Liu, Kwaku Opong and Mingming Zhou

Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR pp. 93-117

Michael Ellington, Chris Florackis and Costas Milas

Does US monetary policy respond to oil and food prices? pp. 118-126

Engin Kara

Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach pp. 127-147

Galina Potjagailo

Exchange rate undervaluation and R&D activity pp. 148-160

Shiu-Sheng Chen

Volume 71, issue C, 2017

Banking business models and the nature of financial crisis pp. 1-24

Aneta Hryckiewicz and Łukasz Kozłowski

Following the leader? The relevance of the Fed funds rate for inflation targeting countries pp. 25-52

Rodrigo Caputo and Luis Oscar Herrera

European equity market integration and joint relationship of conditional volatility and correlations pp. 53-77

Nader Virk and Farrukh Javed

Dynamic information spillovers in intraregionally-focused spot and forward currency markets pp. 78-110

Xi Wang, Jiao-Hui Yang, Kai-Li Wang and Chris Fawson

Financial education, investor protection and international portfolio diversification pp. 111-139

Maela Giofre'

Volume 70, issue C, 2017

International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe pp. 1-25

Ludmila Fadejeva, Martin Feldkircher and Thomas Reininger

Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis pp. 26-44

Michael Ehrmann and Marcel Fratzscher

Do financial reforms help stabilize inequality? pp. 45-61

Dimitris Christopoulos and Peter McAdam

Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations pp. 62-87

Kevin Lansing and Jun Ma

Competition and financial constraints: A two-sided story pp. 88-109

Michele Bernini and Alberto Montagnoli

The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan pp. 110-134

Max Hanisch

International capital market frictions and spillovers from quantitative easing pp. 135-156

Margaux MacDonald

Joining the club? Procyclicality of private capital inflows in lower income developing economies pp. 157-182

Juliana D. Araujo, Antonio David, Carlos Eduardo van Hombeeck and Chris Papageorgiou

International volatility risk and Chinese stock return predictability pp. 183-203

Jian Chen, Fuwei Jiang, Yangshu Liu and Jun Tu

Are there differences in the effectiveness of quantitative easing at the zero-lower-bound in Japan over time? pp. 204-233

Henrike Michaelis and Sebastian Watzka

Speculative attacks in a two-peg model pp. 234-256

Carlos Felipe López-Suárez and Raul Razo-Garcia

What explains the speed of recovery from banking crises? pp. 257-287

Christian Ambrosius

Cross-border mergers and acquisitions: The importance of local credit and source country finance pp. 288-318

Ivan Kandilov, Asli Leblebicioglu and Neviana Petkova

Sovereign bond market reactions to no-bailout clauses and fiscal rules – The Swiss experience pp. 319-343

Lars Feld, Alexander Kalb, Marc-Daniel Moessinger and Steffen Osterloh

Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations pp. 344-359

Wensheng Kang, Fernando Pérez de Gracia and Ronald Ratti

Sovereign debt risk in emerging market economies: Does inflation targeting adoption make any difference? pp. 360-377

Hippolyte Balima, Jean-Louis Combes and Alexandru Minea

Changing risk exposures of cross-listed firms and market integration pp. 378-405

Karen Lewis

The diffusion of corporate governance to emerging markets: Evaluating two dimensions of investor heterogeneity pp. 406-432

Woochan Kim, Taeyoon Sung and Shang-Jin Wei

Sector heterogeneity and credit market imperfections in emerging markets pp. 433-451

Liliana Varela

Debt thresholds and real exchange rates: An emerging markets perspective pp. 452-470

Vahagn Galstyan and Adnan Velic

Welfare implications when closing small open economy models pp. 471-493

Hüseyin Özbilgin