Journal of International Money and Finance

1982 - 2025

Current editor(s): J. R. Lothian

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 51, issue C, 2015

The exchange rate pass-through to import and export prices: The role of nominal rigidities and currency choice pp. 1-25

Ehsan Choudhri and Dalia S. Hakura

Input substitution, export pricing, and exchange rate policy pp. 26-46

Kang Shi, Juanyi Xu and Xiaopeng Yin

A new taxonomy of Sudden Stops: Which Sudden Stops should countries be most concerned about? pp. 47-70

Eduardo Cavallo, Andrew Powell, Mathieu Pedemonte and Pilar Tavella

Foreign exchange risk and the term-structure of industry costs of equity pp. 71-88

Alain Krapl and Carmelo Giaccotto

Intranational risk sharing and its determinants pp. 89-113

Chun-Yu Ho, Wai-Yip Alex Ho and Dan Li

Home bias, risk differential, and cultural spatial spillover effects pp. 114-136

Heeho Kim, Seong-Hoon Cho and Yongku Kim

Macroprudential policy and imbalances in the euro area pp. 137-154

Michal Brzoza-Brzezina, Marcin Kolasa and Krzysztof Makarski

Out-of-sample bond risk premium predictions: A global common factor pp. 155-173

Xiaoneng Zhu

A variance spillover analysis without covariances: What do we miss? pp. 174-195

Matthias Fengler and Katja I.M. Gisler

Pressure or prudence? Tales of market pressure and fiscal adjustment pp. 196-213

Salvatore Dell' Erba, Todd Mattina and Agustin Roitman

Systemic risk in European sovereign debt markets: A CoVaR-copula approach pp. 214-244

Juan Reboredo and Andrea Ugolini

Orthogonalized regressors and spurious precision, with an application to currency exposures pp. 245-263

Fang Liu, Piet Sercu and Martina Vandebroek

Real exchanges rates, commodity prices and structural factors in developing countries pp. 264-284

Vincent Bodart, Bertrand Candelon and Jean-François Carpantier

Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle pp. 285-302

Ming Chien Lo and James Morley

The side effects of quantitative easing: Evidence from the UK bond market pp. 303-336

James Steeley

Endogenous debt crises pp. 337-369

Daniel Cohen and Sébastien Villemot

Empirical evidence on the currency carry trade, 1900–2012 pp. 370-389

Nikolay Doskov and Laurens Swinkels

Valuation effects and long-run real exchange rate dynamics pp. 390-408

Mariya Mileva

Monetary policy options for mitigating the impact of the global financial crisis on emerging market economies pp. 409-431

Marek Dąbrowski, Sławomir Śmiech and Monika Papież

To intervene, or not to intervene: Monetary policy and the costs of currency crises pp. 432-456

Alexander Erler, Christian Bauer and Bernhard Herz

Volume 50, issue C, 2015

Stock market volatility and international business cycle dynamics: Evidence from OECD economies pp. 1-15

Nam Vu

Do foreign bank affiliates cut their lending more than the domestic banks in a financial crisis? pp. 16-32

Robert Dekle and Mihye Lee

Assessing the anchoring of inflation expectations pp. 33-48

Till Strohsal and Lars Winkelmann

Asset pledgeability and international transmission of financial shocks pp. 49-77

Tommaso Trani

How past market movements affect correlation and volatility pp. 78-107

Christoph Becker and Wolfgang M. Schmidt

Asymmetries in the response of economic activity to oil price increases and decreases? pp. 108-133

Ana María Herrera, Latika Gupta Lagalo and Tatsuma Wada

Global policy at the zero lower bound in a large-scale DSGE model pp. 134-153

Sandra Gomes, Pascal Jacquinot, Ricardo Mestre and João Sousa

Volume 49, issue PB, 2014

Monetary policy and the twin crises pp. 197-210

James Lothian

Testing the fire-sale FDI hypothesis for the European financial crisis pp. 211-234

Utz Weitzel, Gerhard Kling and Dirk Gerritsen

The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis pp. 235-257

Rasha Alsakka, Owain ap Gwilym and Tuyet Nhung Vu

‘Too systemically important to fail’ in banking – Evidence from bank mergers and acquisitions pp. 258-282

Philip Molyneux, Klaus Schaeck and Tim Zhou

Monetary policy and bank lending in the Euro area: Is there a stock market channel or an interest rate channel? pp. 283-298

Robert E. Krainer

Market efficiency during the global financial crisis: Empirical evidence from European banks pp. 299-318

Taufiq Choudhry and Ranadeva Jayasekera

The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune? pp. 319-339

Michael Ehrmann, Chiara Osbat, Jan Stráský and Lenno Uusküla

A state space approach to measuring the impact of sovereign and credit risk on interest rate convergence in the euro area pp. 340-357

Ivo Arnold and Saskia de Vries-van Ewijk

What do equity issuances signal? A study of equity issuances in the UK before and during the financial crisis pp. 358-385

Gishan Dissanaike, Jonathan Faasse and Ranadeva Jayasekera

Cross-hedging strategies between CDS spreads and option volatility during crises pp. 386-400

José Da Fonseca and Katrin Gottschalk

Investor induced contagion during the banking and European sovereign debt crisis of 2007–2012: Wealth effect or portfolio rebalancing? pp. 401-424

Dimitris Petmezas and Daniel Santamaria

Impacts of the financial crisis on eurozone sovereign CDS spreads pp. 425-442

Yalin Gündüz and Orcun Kaya

Enhanced Debt Management: Solving the eurozone crisis by linking debt management with fiscal and monetary policy pp. 443-469

Richard Werner

Does the stock market reward innovation? European stock index reaction to negative news during the global financial crisis pp. 470-491

Christopher Adcock, Xiuping Hua, Khelifa Mazouz and Shuxing Yin

Volume 49, issue PA, 2014

Surprising similarities: Recent monetary regimes of small economies pp. 5-27

Andrew Rose

Living with the trilemma constraint: Relative trilemma policy divergence, crises, and output losses for developing countries pp. 28-51

Joshua Aizenman and Hiro Ito

Accounting for emerging market countries' international reserves: Are Pacific Rim countries different? pp. 52-82

Atish Ghosh, Jonathan Ostry and Charalambos Tsangarides

Monetary policy effectiveness in China: Evidence from a FAVAR model pp. 83-103

John Fernald, Mark Spiegel and Eric Swanson

Globalisation, pass-through and the optimal policy response to exchange rates pp. 104-128

Michael Devereux and James Yetman

Trade linkages and the globalisation of inflation in Asia and the Pacific pp. 129-151

Raphael Auer and Aaron Mehrotra

A consistent set of multilateral productivity approach-based indicators of price competitiveness – Results for Pacific Rim economies pp. 152-169

Christoph Fischer and Oliver Hossfeld

The offshore renminbi exchange rate: Microstructure and links to the onshore market pp. 170-189

Yin-Wong Cheung and Dagfinn Rime

Volume 48, issue PB, 2014

Capital flows to emerging market economies: A brave new world? pp. 221-248

Shaghil Ahmed and Andrei Zlate

Real estate valuation, current account and credit growth patterns, before and after the 2008–9 crisis pp. 249-270

Joshua Aizenman and Yothin Jinjarak

External balances, trade flows and financial conditions pp. 271-290

Martin Evans

Current accounts and financial flows in the euro area pp. 291-313

Alexandr Hobza and Stefan Zeugner

International capital flows and the boom-bust cycle in Spain pp. 314-335

Jan in 't Veld, Robert Kollmann, Beatrice Pataracchia, Marco Ratto and Werner Roeger

Euro area external imbalances and the burden of adjustment pp. 336-356

Filippo di Mauro and Francesco Pappadà

Sovereign default risk and state-dependent twin deficits pp. 357-382

Patrick Hürtgen and Ronald Rühmkorf

Volume 48, issue PA, 2014

Capital Controls in the 21st Century pp. 1-16

Barry Eichengreen and Andrew Rose

Bank bailouts and bank-sovereign risk contagion channels pp. 17-40

Irina M. Stângă

International (spillovers in) macrofinancial linkages and the decoupling phenomenon pp. 41-67

Antonio Pesce

Sudden floods, macroprudential regulation and stability in an open economy pp. 68-100

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

The dynamics of international capital flows: Results from a dynamic hierarchical factor model pp. 101-124

Marcel Förster, Markus Jorra and Peter Tillmann

A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis pp. 125-146

Alexander Ludwig

System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies pp. 147-174

Jean-Yves Gnabo, Lyudmyla Hvozdyk and Jérôme Lahaye

Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test pp. 175-201

Mohammed Alzahrani, Abul Masih and Omar Al-Titi

The interbank market risk premium, central bank interventions, and measures of market liquidity pp. 202-217

Annika Alexius, Helene Birenstam and Johanna Eklund