Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

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Volume 30, issue 8, 2011

Nonlinear trends in real exchange rates: A panel unit root test approach pp. 1619-1637

David Cushman and Nils Michael

The timeless perspective vs. discretion: Theory and monetary policy implications for an open economy pp. 1638-1658

Alfred Guender

Capital market imperfections and the theory of optimum currency areas pp. 1659-1675

Pierre-Richard Agénor and Joshua Aizenman

Current account imbalances and financial integration in the euro area pp. 1676-1695

Birgit Schmitz and Jürgen von Hagen

Price discovery in currency markets pp. 1696-1718

Carol L. Osler, Alexander Mende and Lukas Menkhoff

Inventories and optimal monetary policy in a small open economy pp. 1719-1748

Wing Leong Teo

Emerging markets and portfolio foreign exchange risk: An empirical investigation using a value-at-risk decomposition technique pp. 1749-1772

Gordon Sirr, John Garvey and Liam Gallagher

On the determinants of credit rationing: Firm-level evidence from transition countries pp. 1773-1790

Konstantinos Drakos and Nicholas Giannakopoulos

The international transmission of monetary shocks across developed countries: The role of imported raw materials pp. 1791-1813

Juan A. Garcia-Cebro and Ramón Varela-Santamaría

The puzzling peso pp. 1814-1835

Carlos Arteta, Steven B. Kamin and Justin Vitanza

Volume 30, issue 7, 2011

The relationship between investment and large exchange rate depreciations in dollarized economies pp. 1265-1279

Luis Carranza, Jose Galdon-Sanchez and Javier Gomez-Biscarri

Financial integration and business cycles in a small open economy pp. 1280-1302

S. Meral Cakici

Real exchange rate dynamics: The role of elastic labor supply pp. 1303-1322

Akm Morshed and Stephen J Turnovsky

The optimal currency basket under vertical trade pp. 1323-1340

Juanyi Xu

U.S. and Latin American stock market linkages pp. 1341-1357

Abdelmounaim Lahrech and Kevin Sylwester

Monetary policy and the exchange rate: Evaluation of VAR models pp. 1358-1374

Jarkko P. Jääskelä and David Jennings

Monetary policy implementation and overnight rate persistence pp. 1375-1386

Dieter Nautz and Jan Scheithauer

Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management pp. 1387-1405

Mohamed Arouri, Jamel Jouini and Duc Khuong Nguyen

Credit crunch in a small open economy pp. 1406-1428

Michal Brzoza-Brzezina and Krzysztof Makarski

Do the ASEAN countries and Taiwan form a common currency area? pp. 1429-1435

Jane Binner, Shu-Heng Chen, Ke-Hung Lai, Andrew Mullineux and James L. Swofford

Regime switches in exchange rate volatility and uncovered interest parity pp. 1436-1450

Hibiki Ichiue and Kentaro Koyama

The going public decision and the structure of equity markets pp. 1451-1470

Alfonso Astudillo, Matias Braun and Pablo Castaneda

International comovements in inflation rates and country characteristics pp. 1471-1490

Christopher Neely and David E. Rapach

The risk adjusted uncovered equity parity pp. 1491-1505

Heeho Kim

Regional capital mobility in China: 1978–2006 pp. 1506-1515

Kenneth Chan, Vinh Q.T. Dang, Jennifer Lai and Isabel K.M. Yan

Funded pensions and intergenerational and international risk sharing in general equilibrium pp. 1516-1534

Roel Beetsma, Lans Bovenberg and Ward Romp

Measuring financial market integration over the long run: Is there a U-shape? pp. 1535-1561

Vadym Volosovych

Real exchange rate dynamics revisited: A case with financial market imperfections pp. 1562-1589

Ippei Fujiwara and Yuki Teranishi

How much should inflation targeters care about the exchange rate? pp. 1590-1617

Carlos García, Jorge E. Restrepo and Scott Roger

Volume 30, issue 6, 2011

Is it punishment? Sovereign defaults and the decline in trade pp. 909-930

Jose Vicente Martinez and Guido Sandleris

A structural threshold model of the exchange rate under optimal intervention pp. 931-946

Hsiu-Yun Lee and Hung-pin Lai

Finance and consumption volatility: Evidence from India pp. 947-964

James Ang

The changing relation between the Canadian and U.S. yield curves pp. 965-981

Edwin Wong, Kathlyn Lucia, Stephanie Price and Richard Startz

Immigration and equity home bias pp. 982-998

Hisham Foad

World betas, consumption growth, and financial integration pp. 999-1018

Borja Larrain

Financial integration in the pacific basin region: RIP by PANIC attack? pp. 1019-1033

Somchai Amornthum and Carl Bonham

Consolidation in banking and the lending channel of monetary transmission: Evidence from Asia and Latin America pp. 1034-1054

Maria Olivero, Yuan Li and Bang Jeon

Uninsurable risk and financial market puzzles pp. 1055-1089

Parantap Basu, Andrei Semenov and Kenji Wada

Capital account liberalization, financial development and industry growth: A synthetic view pp. 1090-1106

Barry Eichengreen, Rachita Gullapalli and Ugo Panizza

Optimal reserve composition in the presence of sudden stops pp. 1107-1127

Roland Beck and Ebrahim Rahbari

Foreign bank penetration and the lending channel in emerging economies: Evidence from bank-level panel data pp. 1128-1156

Ji Wu, Alina C. Luca and Bang Jeon

Real exchange rates and time-varying trade costs pp. 1157-1179

Efthymios Pavlidis, Ivan Paya and David Peel

The economic effects of foreign bank presence: Evidence from the Philippines pp. 1180-1194

Maria Chelo V. Manlagñit

External balance adjustment: An intra-national and international comparison pp. 1195-1213

Constance Smith

Banks' Net Interest Margin in the 2000s: A Macro-Accounting international perspective pp. 1214-1233

Germán López-Espinosa, Antonio Moreno and Fernando Pérez de Gracia

What drives international equity correlations? Volatility or market direction? pp. 1234-1263

Khaled Amira, Abderrahim Taamouti and Georges Tsafack

Volume 30, issue 5, 2011

Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America pp. 709-723

Guglielmo Maria Caporale, Davide Ciferri and Alessandro Girardi

An alternative measure of the "world market portfolio": Determinants, efficiency, and information content pp. 724-748

Ephraim Clark and Konstantinos Kassimatis

Price level convergence and regional Phillips curves in the US and EMU pp. 749-763

Jan Marc Berk and Job Swank

Demand for international reserves in developing nations: A quantile regression approach pp. 764-777

Ozan Sula

Information transmission in informationally linked markets: Evidence from US and Chinese commodity futures markets pp. 778-795

Qingfu Liu and Yunbi An

The effects of asymmetric information between borrowers and lenders in an open economy pp. 796-816

Iris Claus

Temporal aggregation and purchasing power parity persistence pp. 817-830

Yamin Ahmad and William Craighead

Regionality revisited: An examination of the direction of spread of currency crises pp. 831-848

Amil Dasgupta, Roberto Leon-Gonzalez and Anja Shortland

Sources of exchange rate fluctuations: Are they real or nominal? pp. 849-876

Luciana Juvenal

Nonlinear exchange rate predictability pp. 877-895

Carlos Felipe López-Suárez and Antonio Rodriguez-Lopez

Exchange rate dynamics under state-contingent stochastic process switching pp. 896-908

Anna Naszodi

Volume 30, issue 4, 2011

Time-variation in term premia: International survey-based evidence pp. 605-622

Ron Jongen, Willem Verschoor and Christian Wolff

How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options pp. 623-640

George Chalamandaris and Andrianos Tsekrekos

The role of financial development in exchange rate regime choices pp. 641-659

Shu Lin and Haichun Ye

Labour market rigidities and international risk sharing across OECD countries pp. 660-677

Jarko Fidrmuc, Neil Foster-McGregor and Johann Scharler

The impact of the financial system's structure on firms' financial constraints pp. 678-691

Christopher Baum, Dorothea Schäfer and Oleksandr Talavera

Analysis of the intraday effects of economic releases on the currency market pp. 692-707

Edward Sun, Omid Rezania, Svetlozar T. Rachev and Frank Fabozzi

Volume 30, issue 3, 2011

Designing domestic institutions for international monetary policy cooperation: A Utopia? pp. 393-409

Florin Bilbiie

Does the worldwide shift of FDI from manufacturing to services accelerate economic growth? A GMM estimation study pp. 410-427

Nadia Doytch and Merih Uctum

Revisiting the consumption-real exchange rate anomaly in a model with non-traded goods pp. 428-447

Phacharaphot Nuntramas

Uncovered interest-rate parity over the past two centuries pp. 448-473

James Lothian and Liuren Wu

Confidence building on Euro convergence: Evidence from currency options pp. 474-491

Joost Driessen and Enrico Perotti

Inequality and the US import demand function pp. 492-506

Margarita Katsimi and Thomas Moutos

International diversification and Microfinance pp. 507-515

Rients Galema, Robert Lensink and Laura Spierdijk

A further contribution towards explaining why disinflation through currency pegging may cause a boom pp. 516-536

John Fender and Neil Rankin

Have domestic or foreign factors driven European external imbalances? pp. 537-546

Anthony Makin and Paresh Narayan

Global asset prices and FOMC announcements pp. 547-571

Joshua Hausman and Jon Wongswan

A re-examination on dissecting the purchasing power parity puzzle pp. 572-586

Jyh-Lin Wu, Chingnun Lee and Tzu-Wei Wang

Real exchange rate, productivity and labor market frictions pp. 587-603

Yu Sheng and Xinpeng Xu

Volume 30, issue 2, 2011

International portfolio diversification is better than you think pp. 289-308

Nicolas Coeurdacier and Stéphane Guibaud

The open economy consequences of U.S. monetary policy pp. 309-336

John Bluedorn and Christopher Bowdler

Deregulation, liberalization and consolidation of the Mexican banking system: Effects on competition pp. 337-353

Joaquin Maudos and Liliana Solís

Anatomy of banking crises in developing and emerging market countries pp. 354-376

Rupa Duttagupta and Paul Cashin

Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market pp. 377-392

Ian Marsh

Volume 30, issue 1, 2011

Bank lending and commercial property cycles: Some cross-country evidence pp. 1-21

E Davis and Haibin Zhu

Risk contagion among international stock markets pp. 22-38

Hossein Asgharian and Marcus Nossman

What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries pp. 39-61

Nikolaos Giannellis and Athanasios Papadopoulos

Currency bid-ask spread dynamics and the Asian crisis: Evidence across currency regimes pp. 62-73

Gregory Koutmos and Anna D. Martin

Definition-consistent measurement of exchange market pressure pp. 74-95

Franc Klaassen and Henk Jager

Stock market synchronization and monetary integration pp. 96-110

Sébastien Wälti

The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation pp. 111-129

Fabio Milani

Assessing long-term fiscal developments: A new approach pp. 130-146

Antonio Afonso, Luca Agnello, Davide Furceri and Ricardo Sousa

Thresholds in the process of international financial integration pp. 147-179

Ayhan Kose, Eswar Prasad and Ashley Taylor

The 52-week high momentum strategy in international stock markets pp. 180-204

Ming Liu, Qianqiu Liu and Tongshu Ma

Current accounts in the euro area: An intertemporal approach pp. 205-228

Jose Campa and Angel Gavilan

Monetary policy and macroeconomic stability in Latin America: The cases of Brazil, Chile, Colombia and Mexico pp. 229-245

Luiz de Mello and Diego Moccero

Why panel tests of purchasing power parity should allow for heterogeneous mean reversion pp. 246-267

Kees G. Koedijk, Ben Tims and Mathijs van Dijk

International trade and finance: Complementaries in the United Kingdom 1870-1913 and the United States 1920-1930 pp. 268-288

Alan Taylor and Janine Wilson