Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

From Elsevier
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Volume 31, issue 8, 2012

Overview of the special issue on “Policy Implications of and Lessons from the Global Financial Crisis” pp. 1971-1975

Joshua Aizenman, Robert Dekle and James Lothian

The dollar and its discontents pp. 1976-1989

Olivier Jeanne

Adjustment patterns to commodity terms of trade shocks: The role of exchange rate and international reserves policies pp. 1990-2016

Joshua Aizenman, Sebastian Edwards and Daniel Riera-Crichton

Foreign reserve management during the global financial crisis pp. 2017-2037

Kathryn Dominguez

Too big to fail: Some empirical evidence on the causes and consequences of public banking interventions in the UK pp. 2038-2051

Andrew Rose and Tomasz Wieladek

How resilient and countercyclical were emerging economies during the global financial crisis? pp. 2052-2077

Tatiana Didier, Constantino Hevia and Sergio Schmukler

Central bank announcements of asset purchases and the impact on global financial and commodity markets pp. 2078-2101

Reuven Glick and Sylvain Leduc

Emerging economies in the 2000s: Real decoupling and financial recoupling pp. 2102-2126

Eduardo Levy Yeyati and Tomas Williams

Are Chinese trade flows different? pp. 2127-2146

Yin-Wong Cheung, Menzie Chinn and Xingwang Qian

Does inequality lead to a financial crisis? pp. 2147-2161

Michael Bordo and Christopher Meissner

Volume 31, issue 7, 2012

Are REITs real estate? Evidence from international sector level data pp. 1823-1850

Martin Hoesli and Elias Oikarinen

International diversification with securitized real estate and the veiling glare from currency risk pp. 1851-1866

Tim Kroencke and Felix Schindler

Shareholder composition, share turnover, and returns in volatile markets: The case of international REITs pp. 1867-1889

Dirk Brounen, Nils Kok and David Ling

Liquidity dynamics across public and private markets pp. 1890-1910

Shaun A. Bond and Qingqing Chang

Portfolio greenness and the financial performance of REITs pp. 1911-1929

Piet Eichholtz, Nils Kok and Erkan Yonder

Information, uncertainty, and behavioral effects: Evidence from abnormal returns around real estate investment trust earnings announcements pp. 1930-1952

Frank Gyamfi-Yeboah, David Ling and Andy Naranjo

Do REITs use cash reserves efficiently? Evidence from corporate acquisitions pp. 1953-1970

Chinmoy Ghosh, Milena Petrova and Yihong Xiao

Volume 31, issue 6, 2012

Thousands of models, one story: Current account imbalances in the global economy pp. 1319-1338

Ca’ Zorzi, Michele, Alexander Chudik and Alistair Dieppe

“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads pp. 1339-1357

Eric Olson, Scott Miller and Mark Wohar

A new perspective on the Gold Standard: Inflation as a population phenomenon pp. 1358-1370

Joao Faria and Peter McAdam

Survey forecasts in Brazil: A prismatic assessment of epidemiology, performance, and determinants pp. 1371-1391

Fabia Carvalho and André Minella

Unemployment and debt dynamics in a highly indebted small open economy pp. 1392-1413

Burkhard Heer and Stefan Schubert

Predicting corporate governance in emerging markets pp. 1414-1439

Marcus V. Braga-Alves and Matthew Morey

Convergence of Euro area inflation rates pp. 1440-1458

Claude Lopez and David Papell

Destructive effects of constructive ambiguity in risky times pp. 1459-1481

Dmitri Vinogradov

Real exchanges rates in commodity producing countries: A reappraisal pp. 1482-1502

Vincent Bodart, Bertrand Candelon and Jean-François Carpantier

International financial integration and national price levels: The role of the exchange rate regime pp. 1503-1528

Mathias Hoffmann and Peter Tillmann

Mean reversion in long-horizon real exchange rates: Evidence from Latin America pp. 1529-1550

Pablo Astorga

Has the euro affected the choice of invoicing currency? pp. 1551-1573

Jenny Ligthart and Sebastian E.V. Werner

Foreign exchange market efficiency under recent crises: Asia-Pacific focus pp. 1574-1592

Rubi Ahmad, S. Ghon Rhee and Yuen Meng Wong

Ratings assignments: Lessons from international banks pp. 1593-1606

Guglielmo Maria Caporale, Roman Matousek and Chris Stewart

Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates pp. 1607-1626

Amelie Charles, Olivier Darné and Jae Kim

Identifying sources of macroeconomic and exchange rate fluctuations in the UK pp. 1627-1648

James Cover and Sushanta Mallick

Who benefits from capital account liberalization? Evidence from firm-level credit ratings data pp. 1649-1673

Alessandro Prati, Martin Schindler and Patricio Valenzuela

When does leverage hurt productivity growth? A firm-level analysis pp. 1674-1694

Fabrizio Coricelli, Nigel Driffield, Sarmistha Pal and Isabelle Roland

Financial dollarization and systemic risks: New empirical evidence pp. 1695-1714

Fabrício Vieira, Márcio Holland and Marco Flávio Resende

The impact of international portfolio composition on consumption risk sharing pp. 1715-1728

Nils Holinski, Clemens Kool and Joan Muysken

No contagion, only globalization and flight to quality pp. 1729-1744

Marie Brière, Ariane Chapelle and Ariane Szafarz

Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful pp. 1745-1776

Francesco Vallascas and Kevin Keasey

What lures cross-border venture capital inflows? pp. 1777-1799

Andrea Schertler and Tereza Tykvova

Do external political pressures affect the Renminbi exchange rate? pp. 1800-1818

Li-Gang Liu and Laurent Pauwels

Volume 31, issue 5, 2012

Corruption, soundness of the banking sector, and economic growth: A cross-country study pp. 907-929

Junghee Park

Credit conditions and recoveries from financial crises pp. 930-947

Prakash Kannan

Currency crises and monetary policy: A study on advanced and emerging economies pp. 948-974

Sylvester Eijffinger and Bilge Karataş

Sovereign risk premiums in the European government bond market pp. 975-995

Kerstin Bernoth, Juergen von Hagen and Ludger Schuknecht

Globalization, exports, and effective exchange rate indices pp. 996-1007

Lok Ho

Equity home bias and corporate disclosure pp. 1008-1032

Stefan Eichler

Exchange rate bubbles: Fundamental value estimation and rational expectations test pp. 1033-1059

Wilfredo Maldonado, Octavio Augusto Tourinho and Marcos Valli

Taylor rules and the Canadian–US equilibrium exchange rate pp. 1060-1075

Tino Berger and Bernd Kempa

Exchange market pressure and absorption by international reserves: Emerging markets and fear of reserve loss during the 2008–2009 crisis pp. 1076-1091

Joshua Aizenman and Michael Hutchison

Inflation targeting makes the difference: Novel evidence on inflation stabilization pp. 1092-1105

Dirk Bleich, Ralf Fendel and Jan-Christoph Rülke

The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis pp. 1106-1125

Francis In, Jin Cui and Elizabeth Maharaj

Does government ideology matter in monetary policy? A panel data analysis for OECD countries pp. 1126-1139

Ansgar Belke and Niklas Potrafke

Overreaction in capital flows to emerging markets: Booms and sudden stops pp. 1140-1155

Manuel Agosin and Franklin Huaita

The effect of a common currency on the volatility of the extensive margin of trade pp. 1156-1179

Stéphane Auray, Aurélien Eyquem and Jean-Christophe Poutineau

Can enforcement constraints explain the patterns of capital flows after financial liberalizations? pp. 1180-1194

Julian Diaz

Risk-premia, carry-trade dynamics, and economic value of currency speculation pp. 1195-1219

Christian Wagner

The use of blanket guarantees in banking crises pp. 1220-1248

Luc Laeven and Fabian Valencia

International portfolio diversification: Currency, industry and country effects revisited pp. 1249-1278

Esther Eiling, Bruno Gerard, Pierre Hillion and Frans A. de Roon

Short-selling constraints as cause for price distortions: An experimental study pp. 1279-1298

Florian Hauser and Jürgen Huber

How the Subprime Crisis went global: Evidence from bank credit default swap spreads pp. 1299-1318

Barry Eichengreen, Ashoka Mody, Milan Nedeljkovic and Lucio Sarno

Volume 31, issue 4, 2012

Chronicle of currency collapses: Re examining the effects on output pp. 680-708

Matthieu Bussiere, Sweta Saxena and Camilo Tovar

The effect of IMF lending on the probability of sovereign debt crises pp. 709-725

Markus Jorra

How costly are debt crises? pp. 726-742

Davide Furceri and Aleksandra Zdzienicka

Stock returns’ sensitivities to crisis shocks: Evidence from developed and emerging markets pp. 743-765

Charles Calomiris, Inessa Love and Maria Martinez Peria

Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets pp. 766-792

Söhnke Bartram and Gordon Bodnar

What determines mutual fund trading in foreign stocks? pp. 793-817

Kalok Chan and Vicentiu Covrig

Exchange rate pass-through into import prices revisited: What drives it? pp. 818-844

Raphael Brun-Aguerre, Ana-Maria Fuertes and Kate Phylaktis

Foreign exchange market reactions to sovereign credit news pp. 845-864

Rasha Alsakka and Owain ap Gwilym

When does uncovered interest parity hold? pp. 865-879

Michael Moore and Maurice Roche

Financial development, government ownership of banks and firm innovation pp. 880-906

Sheng Xiao and Shan Zhao

Volume 31, issue 3, 2012

Financial flows, financial crises, and global imbalances pp. 469-480

Maurice Obstfeld

Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis? pp. 481-497

Anne-Laure Delatte, Mathieu Gex and Antonia López-Villavicencio

The Greek financial crisis: Growing imbalances and sovereign spreads pp. 498-516

Heather Gibson, Stephen Hall and George Tavlas

Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates pp. 517-533

Theoharry Grammatikos and Robert Vermeulen

The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk pp. 534-551

John Beirne

Does the ECB act as a lender of last resort during the subprime lending crisis?: Evidence from monetary policy reaction models pp. 552-568

Stefan Eichler and Kai Hielscher

Loan supply shocks during the financial crisis: Evidence for the Euro area pp. 569-592

Nikolay Hristov, Oliver Hülsewig and Timo Wollmershäuser

Trust no more? The impact of the crisis on citizens’ trust in central banks pp. 593-605

Sébastien Wälti

Sovereign credit ratings and financial markets linkages: Application to European data pp. 606-638

Antonio Afonso, Davide Furceri and Pedro Gomes

Sovereign bond yield spreads: A time-varying coefficient approach pp. 639-656

Kerstin Bernoth and Burcu Erdogan

Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach pp. 657-672

Dominik Maltritz

Volume 31, issue 2, 2012

A corporate governance explanation of the A-B share discount in China pp. 125-147

Wilson H.S. Tong and Wayne W. Yu

Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms pp. 148-169

R. Jongen, A. Muller and Willem Verschoor

Bidding behavior in the SNB’s repo auctions pp. 170-188

Sébastien Kraenzlin and Martin Schlegel

Country-specific equity market characteristics and foreign equity portfolio allocation pp. 189-211

Chandra Thapa and Sunil S. Poshakwale

Financial friction in an emerging economy pp. 212-227

Yu-Ning Hwang

Mean reversion in international stock markets: An empirical analysis of the 20th century pp. 228-249

Laura Spierdijk, Jacob Bikker and Pieter van den Hoek

Sovereign debt disputes: A database on government coerciveness during debt crises pp. 250-266

Henrik Enderlein, Christoph Trebesch and Laura von Daniels

Global liquidity risk in the foreign exchange market pp. 267-291

Chiara Banti, Kate Phylaktis and Lucio Sarno

The Feldstein-Horioka Puzzle and Spurious Ratio Correlation pp. 292-309

Kam Hon Chu

Pricing to market with trade liberalization: The role of market heterogeneity and product differentiation in India’s exports pp. 310-336

Sushanta Mallick and Helena Marques

Price adjustment to news with uncertain precision pp. 337-355

Nikolaus Hautsch, Dieter Hess and Christoph Müller

International welfare effects of monetary policy pp. 356-376

Juha Tervala

Short-run forecasting of the euro-dollar exchange rate with economic fundamentals pp. 377-396

Marcos Dal Bianco, Maximo Camacho and Gabriel Perez Quiros

A general theory of controllability and expectations anchoring for small-open economies pp. 397-411

Andrew Hughes Hallett, Giovanni Di Bartolomeo and Nicola Acocella

The dampening effect of bank foreign liabilities on monetary policy: Revisiting monetary cooperation in East Asia pp. 412-427

Xiaofen Chen

Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries pp. 428-444

Juan Carlos Berganza and Carmen Broto

Investor yield and gross underwriting spread comparisons among U.S. dollar domestic, Yankee, Eurodollar, and global bonds pp. 445-463

Bruce Resnick

Volume 31, issue 1, 2012

International and historical dimensions of the financial crisis of 2007 and 2008 pp. 1-9

Gerald Dwyer and James Lothian

How did a domestic housing slump turn into a global financial crisis? pp. 10-41

Steven B. Kamin and Laurie Pounder DeMarco

The global financial crisis: Explaining cross-country differences in the output impact pp. 42-59

S. Pelin Berkmen, R. Gaston Gelos, Robert Rennhack and James P. Walsh

The U.S. and Irish credit crises: Their distinctive differences and common features pp. 60-79

Gregory Connor, Thomas Flavin and O’Kelly, Brian

Securitization, risk-transferring and financial instability: The case of Spain pp. 80-101

Santiago Carbó-Valverde, David Marques-Ibanez and Francisco Rodríguez-Fernández

How the UK economy weathered the financial storm pp. 102-123

Andrew Sentance, Mark Taylor and Tomasz Wieladek