Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

From Elsevier
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Volume 47, issue C, 2014

Sovereign risk and the bank lending channel in Europe pp. 1-20

Maria Cantero-Saiz, Sergio Sanfilippo-Azofra, Begoña Torre-Olmo and Carlos López-Gutiérrez

International transmission of financial shocks in an estimated DSGE model pp. 21-55

Sami Alpanda and Uluc Aysun

Short-sellers: Informed but restricted pp. 56-70

Fernando Chague, Rodrigo De-Losso, Alan De Genaro and Bruno Giovannetti

Transmission of government default risk in the eurozone pp. 71-85

Anssi Kohonen

Uncovered Equity Parity and rebalancing in international portfolios pp. 86-99

Stephanie E. Curcuru, Charles Thomas, Francis Warnock and Jon Wongswan

Financial nexus: Efficiency and soundness in banking and capital markets pp. 100-124

Bogdan Dima, Marius Sorin Dincă and Cristi Spulbar

Exchange rate effect on carbon credit price via energy markets pp. 145-161

Jongmin Yu and Mindy Mallory

Does the bonding effect matter in a more integrated capital market world? pp. 162-184

John A. Doukas and Liu Wang

Current accounts and oil price fluctuations in oil-exporting countries: The role of financial development pp. 185-201

Jean-Pierre Allegret, Cécile Couharde, Dramane Coulibaly and Valérie Mignon

Official FX interventions through derivatives pp. 202-216

Emanuel Kohlscheen and Sandro C. Andrade

Stocks for the long run? Evidence from emerging markets pp. 217-238

Laura Spierdijk and Zaghum Umar

Are European sovereign bonds fairly priced? The role of modelling uncertainty pp. 239-267

Leo de Haan, Jeroen Hessel and Jan Willem End

Currency excess returns and global downside market risk pp. 268-285

Victoria Atanasov and Thomas Nitschka

The German public and its trust in the ECB: The role of knowledge and information search pp. 286-303

Bernd Hayo and Edith Neuenkirch

The exchange rate effect of multi-currency risk arbitrage pp. 304-331

Harald Hau

Volume 46, issue C, 2014

The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR pp. 1-15

Philip Liu, Haroon Mumtaz and Angeliki Theophilopoulou

Model uncertainty and the Forward Premium Puzzle pp. 16-40

Edouard Djeutem

Do more competitive banks have less market power? The evidence from Central and Eastern Europe pp. 41-60

Ion Lapteacru

Granular institutional investors and global market interdependence pp. 61-81

Yothin Jinjarak and Huanhuan Zheng

The political determinants of sovereign bond yield spreads pp. 82-103

Stefan Eichler

History, gravity and international finance pp. 104-129

Livia Chitu, Barry Eichengreen and Arnaud Mehl

Volume 45, issue C, 2014

Competition and financial stability in European cooperative banks pp. 1-16

Franco Fiordelisi and Davide Salvatore Mare

Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions pp. 17-37

Christian Proaño, Christian Schoder and Willi Semmler

Is there momentum or reversal in weekly currency returns? pp. 38-60

Ahmad Raza, Ben Marshall and Nuttawat Visaltanachoti

The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions pp. 61-73

Nicholas Apergis

Fiscal consolidations and bank balance sheets pp. 74-90

Jacopo Cimadomo, Sebastian Hauptmeier and Tom Zimmermann

An analysis of eurobonds pp. 91-111

Roel Beetsma and Kostas(Konstantinos) Mavromatis

Volume 44, issue C, 2014

The determinants of the volatility of returns on cross-border asset holdings pp. 1-23

Faruk Balli, Syed Basher and Faisal Rana

International channels of the Fed's unconventional monetary policy pp. 24-46

Michael Bauer and Christopher Neely

Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period pp. 47-68

Tengdong Liu, Shawkat Hammoudeh and Paulo Araújo Santos

The impact of monetary policy on the exchange rate: A high frequency exchange rate puzzle in emerging economies pp. 69-96

Emanuel Kohlscheen

Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis pp. 97-117

Chris Florackis, Alexandros Kontonikas and Alexandros Kostakis

The impact of central bank independence on the performance of inflation targeting regimes pp. 118-135

Sami Alpanda and Adam Honig

Demand collapse or credit crunch to firms? Evidence from the World Bank's financial crisis survey in Eastern Europe pp. 125-144

Ha Nguyen and Rong Qian

Are consistent pegs really more prone to currency crises? pp. 136-163

Taro Esaka

Co-dependence of extreme events in high frequency FX returns pp. 164-178

Arnold Polanski and Evarist Stoja

Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures pp. 179-209

Nusret Cakici and Sinan Tan

On stock market illiquidity and real-time GDP growth pp. 210-229

Chris Florackis, Gianluigi Giorgioni, Alexandros Kostakis and Costas Milas

Generating currency trading rules from the term structure of forward foreign exchange premia pp. 230-250

Michael Sager and Mark Taylor

Volume 43, issue C, 2014

Forecasting exchange rates out-of-sample with panel methods and real-time data pp. 1-18

Onur Ince

The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk pp. 19-49

Martin Feldkircher

Washington meets Wall Street: A closer examination of the presidential cycle puzzle pp. 50-69

Roman Kräussl, Andre Lucas, David R. Rijsbergen, Pieter van der Sluis and Evert B. Vrugt

Emerging market bond spreads: The role of global and domestic factors from 2002 to 2011 pp. 70-87

Mike Kennedy and Angel Palerm

Net foreign asset (com)position: Does financial development matter? pp. 88-106

Robert Vermeulen and Jakob de Haan

Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books pp. 107-130

Gordon Alexander, Alexandre Baptista and Shu Yan

The intra-day impact of communication on euro-dollar volatility and jumps pp. 131-154

Hans Dewachter, Deniz Erdemlioglu, Jean-Yves Gnabo and Christelle Lecourt

Gauging exchange rate targeting pp. 155-166

David Parsley and Helen Popper

Volume 42, issue C, 2014

Risk premia in crude oil futures prices pp. 9-37

James Hamilton and Jing Cynthia Wu

Speculators, commodities and cross-market linkages pp. 38-70

Bahattin Buyuksahin and Michel Robe

Quantifying the speculative component in the real price of oil: The role of global oil inventories pp. 71-87

Lutz Kilian and Thomas K. Lee

Effects of speculation and interest rates in a “carry trade” model of commodity prices pp. 88-112

Jeffrey Frankel

Demand effects and speculation in oil markets: Theory and evidence pp. 113-128

Eyal Dvir and Kenneth Rogoff

Bubbles in food commodity markets: Four decades of evidence pp. 129-155

Xiaoli Etienne, Scott Irwin and Philip Garcia

The response of U.S. natural gas futures and spot prices to storage change surprises: Fundamental information and the effect of escalating physical gas production pp. 156-173

Song-Zan Chiou-Wei, Scott Linn and Zhen Zhu

Quantification of the high level of endogeneity and of structural regime shifts in commodity markets pp. 174-192

Vladimir Filimonov, David Bicchetti, Nicolas Maystre and Didier Sornette

When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices pp. 193-207

Hiroshi Yamada and Gawon Yoon

Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks pp. 208-223

Rabah Arezki, Kaddour Hadri, Prakash Loungani and Yao Rao

Variable long-term trends in mineral prices: The ongoing tug-of-war between exploration, depletion, and technological change pp. 224-252

John Cuddington and Grant Nülle

Do oil prices drive food prices? The tale of a structural break pp. 253-271

Fernando Avalos

Implications of domestic price insulation for global food price behavior pp. 272-288

Maros Ivanic and Will Martin

A factor model for co-movements of commodity prices pp. 289-309

Kenneth West and Ka-Fu Wong

Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons pp. 310-335

João Issler, Claudia Rodrigues and Rafael Burjack