Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

From Elsevier
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Volume 36, issue C, 2013

On returns differentials pp. 1-25

Stephanie E. Curcuru, Charles Thomas and Francis Warnock

The consumption-real exchange rate anomaly with extensive margins pp. 26-46

Masashige Hamano

Time consistency of optimal monetary and fiscal policy in a small open economy pp. 47-67

Xuan Liu

Insurance demand and country risks: A nonlinear panel data analysis pp. 68-85

Chien-Chiang Lee, Yi-Bin Chiu and Chi-Hung Chang

What drives currency predictability? pp. 86-106

Valerio Potì and Akhtar Siddique

Investment allocation decisions, home bias and the mandatory IFRS adoption pp. 107-130

Mattias Hamberg, Taylan Mavruk and Stefan Sjögren

Exchange-rate pass through, openness, and the sacrifice ratio pp. 131-150

Joseph Daniels and David VanHoose

Early warning systems for currency crises: A multivariate extreme value approach pp. 151-171

Phornchanok Cumperayot and Roy Kouwenberg

The performance of NDF carry trades pp. 172-190

John A. Doukas and Hao Zhang

The extreme value in crude oil and US dollar markets pp. 191-210

Wei-Peng Chen, Taufiq Choudhry and Chih-Chiang Wu

Large foreign ownership and stock price informativeness around the world pp. 211-230

Wen He, Donghui Li, Jianfeng Shen and Bohui Zhang

Volume 35, issue C, 2013

Leading indicators of crisis incidence: Evidence from developed countries pp. 1-19

Jan Babecký, Tomas Havranek, Jakub Matějů, Marek Rusnák, Katerina Smidkova and Bořek Vašíček

Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market pp. 20-35

Yuliya Lovcha and Alejandro Perez-Laborda

Are capital controls in the foreign exchange market effective? pp. 36-53

Stefan Straetmans, Roald Versteeg and Christian Wolff

Combined use of foreign debt and currency derivatives under the threat of currency crises: The case of Latin American firms pp. 54-75

Georgios Gatopoulos and Henri Loubergé

Predicting financial crises: The (statistical) significance of the signals approach pp. 76-103

Makram El-Shagi, Tobias Knedlik and Gregor von Schweinitz

International diversification during the financial crisis: A blessing for equity investors? pp. 104-123

Robert Vermeulen

Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis pp. 124-145

Oscar Arce, Sergio Mayordomo and Juan Ignacio Peña

Equity issue-specific versus broad regulatory protections against expropriation risk: International evidence from SEOs pp. 146-166

Manu Gupta, Puneet Prakash and Nanda K. Rangan

Central bank swap line effectiveness during the euro area sovereign debt crisis pp. 167-178

Richhild Moessner and William Allen

“Leaning against the wind” and the timing of monetary policy pp. 179-194

Itai Agur and Maria Demertzis

Volume 34, issue C, 2013

The known unknowns and unknown unknowns of European Monetary Union pp. 6-14

Jean Pisani-Ferry

Self-fulfilling crises in the Eurozone: An empirical test pp. 15-36

Paul De Grauwe and Yuemei Ji

What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk pp. 37-59

Joshua Aizenman, Michael Hutchison and Yothin Jinjarak

The pricing of sovereign risk and contagion during the European sovereign debt crisis pp. 60-82

John Beirne and Marcel Fratzscher

Spread the news: The impact of news on the European sovereign bond markets during the crisis pp. 83-101

Roel Beetsma, Massimo Giuliodori, Frank de Jong and Daniel Widijanto

Contagion during the Greek sovereign debt crisis pp. 102-113

Mark Mink and Jakob de Haan

Fiscal policy targeting under imperfect information pp. 114-130

Torben M. Andersen

Fiscal space and sovereign risk pricing in a currency union pp. 131-163

Atish Ghosh, Jonathan Ostry and Mahvash Qureshi

Fiscal cyclicality and EMU pp. 164-176

Agustín Bénétrix and Philip Lane

A role model for the conduct of fiscal policy? Experiences from Sweden pp. 177-197

Martin Flodén

Volume 33, issue C, 2013

The role of relative price volatility in the efficiency of investment allocation pp. 1-18

Eduardo Cavallo, Arturo Galindo, Alejandro Izquierdo and John León-Díaz

How do bank competition, regulation, and institutions shape the real effect of banking crises? International evidence pp. 19-40

Ana I. Fernández, Francisco González and Nuria Suárez

Footprints in the market: Hedge funds and the carry trade pp. 41-59

Wai Mun Fong

Credit reporting, financial intermediation and identification systems: International evidence pp. 60-80

Caterina Giannetti and Nicola Jentzsch

Exchange rate pass-through and the effects of tariffs on economic performance and welfare pp. 81-102

Yu-Ning Hwang and Stephen J Turnovsky

The intraday effects of central bank intervention on exchange rate spreads pp. 103-117

Rasmus Fatum, Jesper Pedersen and Peter Sørensen

Money growth and inflation: A regime switching approach pp. 118-145

Gianni Amisano and Gabriel Fagan

Post-Keynesian money endogeneity evidence in G-7 economies pp. 146-162

Z.E. Badarudin, Mohamed Ariff and Ahmed Khalid

Rare event risk and emerging market debt with heterogeneous beliefs pp. 163-187

Stephan Dieckmann and Michael Gallmeyer

Two fiscal policy puzzles revisited: New evidence and an explanation pp. 188-207

Yasuharu Iwata

How central banks prepare for financial crises – An empirical analysis of the effects of crises and globalisation on international reserves pp. 208-234

Andreas Steiner

Inflation illusion and the US dividend yield: Some further evidence pp. 235-254

Daniella Acker and Nigel W. Duck

Financial liberalization and economic growth: A meta-analysis pp. 255-281

Silke Bumann, Niels Hermes and Robert Lensink

The multiscale causal dynamics of foreign exchange markets pp. 282-305

Stelios Bekiros and Massimiliano Marcellino

Reassessing the link between the Japanese yen and emerging Asian currencies pp. 306-326

Bong-Han Kim, Hyeongwoo Kim and Hong-Ghi Min

Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan pp. 327-357

Heike Schenkelberg and Sebastian Watzka

Asymmetries in an open economy model pp. 358-380

Teresa Vasconcelos e Sousa

Monetary policy and stock market dynamics across monetary regimes pp. 381-406

Nikiforos Laopodis

Carry trades and the performance of currency hedge funds pp. 407-425

Federico Calogero Nucera and Giorgio Valente