Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

From Elsevier
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Volume 60, issue C, 2016

Emerging markets finance: Issues of international capital flows, Overview of the special issue pp. 1-7

Matthieu Bussiere and Kate Phylaktis

Global financial shocks and foreign asset repatriation: Do local investors play a stabilizing role? pp. 8-28

Gustavo Adler, Marie-Louise Djigbenou and Sebastian Sosa

Hot money in bank credit flows to emerging markets during the banking globalization era pp. 29-52

Ana-Maria Fuertes, Kate Phylaktis and Cheng Yan

What drives international portfolio flows? pp. 53-72

Lucio Sarno, Ilias Tsiakas and Barbara Ulloa

Mutual funds flows and the geography of contagion pp. 73-93

Damien Puy

What moves international stock and bond markets? pp. 94-113

Gino Cenedese and Enrico Mallucci

Global corporate bond issuance: What role for US quantitative easing? pp. 114-150

Marco Lo Duca, Giulio Nicoletti and Ariadna Vidal Martínez

International reserves and gross capital flows dynamics pp. 151-171

Enrique Alberola, Aitor Erce and Jose Maria Serena Garralda

Two targets, two instruments: Monetary and exchange rate policies in emerging market economies pp. 172-196

Atish Ghosh, Jonathan Ostry and Marcos Chamon

Sovereign defaults by currency denomination pp. 197-222

Alexandre Jeanneret and Slim Souissi

Market frictions and the pricing of sovereign credit default swaps pp. 223-252

Antonio Rubia, Lidia Sanchis-Marco and Pedro Serrano

Terrorism and its impact on the cost of debt pp. 253-266

William J. Procasky and Nacasius U. Ujah

Forecasting exchange rates under parameter and model uncertainty pp. 267-288

Joscha Beckmann and Rainer Schüssler

Firm-level effects of asymmetric intervention in foreign exchange markets: Evidence from the Swiss currency floor pp. 289-312

Daniel Streit

Heterogeneous agents, the financial crisis and exchange rate predictability pp. 313-359

Daniel Buncic and Gion Donat Piras

Credit booms, banking crises, and the current account pp. 360-377

Jonathan Davis, Adrienne Mack, Wesley Phoa and Anne Vandenabeele

Why firms favour the AIM when they can list on main market? pp. 378-404

John A. Doukas and Hafiz Hoque

Volume 59, issue C, 2015

Are individual or institutional investors the agents of bubbles? pp. 1-22

Jongmoo Jay Choi, Haim Kedar-Levy and Sean Sehyun Yoo

Cost of borrowing shocks and fiscal adjustment pp. 23-48

Oliver de Groot, Fédéric Holm-Hadulla and Nadine Leiner-Killinger

Strategic interactions of fiscal policies in Europe: A global VAR perspective pp. 49-76

Catalin Dragomirescu-Gaina and Dionisis Philippas

Democracy, political risks and stock market performance pp. 77-99

Heikki Lehkonen and Kari Heimonen

What do Chinese macro announcements tell us about the world economy? pp. 100-122

Christopher Baum, Alexander Kurov and Marketa Wolfe

The tail risk premia of the carry trades pp. 123-145

Philippe Dupuy

Balance sheet effects, foreign reserves and public policies pp. 146-165

Gong Cheng

Central bank communication in the financial crisis: Evidence from a survey of financial market participants pp. 166-181

Bernd Hayo and Matthias Neuenkirch

Carry funding and safe haven currencies: A threshold regression approach pp. 185-202

Oliver Hossfeld and Ronald MacDonald

Emerging market local currency bond yields and foreign holdings – A fortune or misfortune? pp. 203-219

Christian Hubert Ebeke and Yinqiu Lu

Do capital controls make gross equity flows to emerging markets less volatile? pp. 220-244

Jie Li and Ramkishen S. Rajan

Assessing the CNH–CNY pricing differential: Role of fundamentals, contagion and policy pp. 245-262

Michael Funke, Chang Shu, Xiaoqiang Cheng and Sercan Eraslan

What measures Chinese monetary policy? pp. 263-286

Rongrong Sun

Trade openness, financial openness, and financial development in China pp. 287-309

Chengsi Zhang, Yueteng Zhu and Zhe Lu

Volume 58, issue C, 2015

Emerging market economies and the world interest rate pp. 1-28

Berrak Bahadir and William Lastrapes

FDI, debt and capital controls pp. 29-50

Salvatore Dell'Erba and Dennis Reinhardt

International financial shocks in emerging markets pp. 51-74

Michael Brei and Almira Buzaushina

The world market risk premium and U.S. macroeconomic announcements pp. 75-97

Ding Du and Ou Hu

Trends and cycles in historical gold and silver prices pp. 98-109

Luis Gil-Alana, Goodness C. Aye and Rangan Gupta

On the impact of volatility on the real exchange rate – terms of trade nexus: Revisiting commodity currencies pp. 110-127

Virginie Coudert, Cécile Couharde and Valérie Mignon

Pricing-to-market, currency invoicing and exchange rate pass-through to producer prices pp. 128-149

Shutao Cao, Wei Dong and Ben Tomlin

Noisy news and exchange rates: A SVAR approach pp. 150-171

Chris Redl

The recent growth of international reserves in developing economies: A monetary perspective pp. 172-190

Goncalo Pina

Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis pp. 191-223

Stefan Straetmans and Sajid M. Chaudhry

Volume 57, issue C, 2015

Does the US dollar confer an exorbitant privilege? pp. 1-14

Robert McCauley

Quantitative easing and bank lending: Evidence from Japan pp. 15-30

David Bowman, Fang Cai, Sally Davies and Steven Kamin

Macroeconomic effects of fiscal adjustment: A tale of two approaches pp. 31-60

Weonho Yang, Jan Fidrmuc and Sugata Ghosh

US monetary policy and sectoral commodity prices pp. 61-85

Shawkat Hammoudeh, Duc Khuong Nguyen and Ricardo Sousa

The valuation channel of external adjustment pp. 86-114

Fabio Ghironi, Jaewoo Lee and Alessandro Rebucci

The impact of yuan internationalization on the stability of the international monetary system pp. 115-135

Agnès Benassy-Quere and Yeganeh Forouheshfar

Regional integration of the East Asian stock markets: An empirical assessment pp. 136-160

Salem Boubakri and Cyriac Guillaumin

Bank risk behavior and connectedness in EMU countries pp. 161-184

Manish Singh, Marta Gómez-Puig and Simon Sosvilla-Rivero

Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all? pp. 185-199

Rasmus Fatum