Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

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Volume 29, issue 8, 2010

Larger crises cost more: Impact of banking sector instability on output growth pp. 1463-1481

Dobromił Serwa

Optimal central bank transparency pp. 1482-1507

Carin Cruijsen, Sylvester Eijffinger and Lex H. Hoogduin

The macroeconomic effects of monetary and fiscal policy in a small open economy: Does the exchange rate regime matter? pp. 1508-1528

Reginald Darius

Finance and growth in a bank-based economy: Is it quantity or quality that matters? pp. 1529-1545

Michael Koetter and Michael Wedow

Does better information about foreign shocks improve monetary policy? pp. 1546-1561

Kang Yong Tan and Misa Tanaka

Productivity shocks, budget deficits and the current account pp. 1562-1579

Matthieu Bussiere, Marcel Fratzscher and Gernot Müller

Emerging floaters: Pass-throughs and (some) new commodity currencies pp. 1580-1595

Emanuel Kohlscheen

Dollarization persistence and individual heterogeneity pp. 1596-1618

Diego Winkelried and Paul Castillo

Foreign exchange exposure of "domestic" corporations pp. 1619-1636

Raj Aggarwal and Joel T. Harper

Exchange rate pass-through to bilateral import prices pp. 1637-1651

Janet Ceglowski

Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS pp. 1652-1669

Eelke de Jong, Willem Verschoor and Remco Zwinkels

The role of exchange rates in intertemporal risk-return relations pp. 1670-1686

Turan G. Bali and Liuren Wu

Modeling exchange rate dependence dynamics at different time horizons pp. 1687-1705

Alexandra Dias and Paul Embrechts

Nominal versus indexed debt: A quantitative horse race pp. 1706-1726

Laura Alfaro and Fabio Kanczuk

International money and stock market contingent claims pp. 1727-1751

Christian Gourieroux, Alain Monfort and R. Sufana

Trades of the living dead: Style differences, style persistence and performance of currency fund managers pp. 1752-1775

Momtchil Pojarliev and Richard M. Levich

Volume 29, issue 7, 2010

Observing bailout expectations during a total eclipse of the sun pp. 1193-1205

Oscar Bernal, Kim Oosterlinck and Ariane Szafarz

Incentive problems and the pattern of international risk sharing pp. 1206-1225

Sylvester Eijffinger and Wolf Wagner

The size of banking crises in credible fixed exchange rate regimes pp. 1226-1236

Victoria Miller and Luc Vallée

Habit formation, surplus consumption and return predictability: International evidence pp. 1237-1255

Tom Engsted, Stuart Hyde and Stig V. Møller

International stock return predictability under model uncertainty pp. 1256-1282

Andreas Schrimpf

Trader see, trader do: How do (small) FX traders react to large counterparties' trades? pp. 1283-1302

Lukas Menkhoff and Maik Schmeling

Loss aversion, asymmetric market comovements, and the home bias pp. 1303-1320

Kevin Amonlirdviman and Carlos Carvalho

Financial liberalization, bureaucratic corruption and economic development pp. 1321-1339

Keith Blackburn and Gonzalo Forgues-Puccio

Tracking U.S. inflation expectations with domestic and global indicators pp. 1340-1356

Efrem Castelnuovo

Inflation targeting: An indirect approach to assess the direct impact pp. 1357-1368

Taner Yigit

Cagan's paradox and money demand in hyperinflation: Revisited at daily frequency pp. 1369-1384

Zorica Mladenovic and Pavle Petrovic

Estimation of the equilibrium exchange rate: The CHEER approach pp. 1385-1397

Piotr Keblowski and Aleksander Welfe

A century of purchasing power parity confirmed: The role of nonlinearity pp. 1398-1405

Hyeongwoo Kim and Young-Kyu Moh

Cashflow news, the value premium and an asset pricing view on European stock market integration pp. 1406-1423

Thomas Nitschka

A new approach to forecasting exchange rates pp. 1424-1437

Kenneth Clements and Yihui Lan

A multinomial logit approach to exchange rate policy classification with an application to growth pp. 1438-1462

Justin Dubas, Byung-Joo Lee and Nelson Mark

Volume 29, issue 6, 2010

Fiscal and monetary policies and the cost of sudden stops pp. 973-987

Michael Hutchison, Ilan Noy and Lidan Wang

Monetary policy surprises and international bond markets pp. 988-1002

Don Bredin, Stuart Hyde and Gerard O'Reilly

Political monetary cycles and a de facto ranking of central bank independence pp. 1003-1023

Sami Alpanda and Adam Honig

On the role and effects of IMF seniority pp. 1024-1044

Diego Saravia

Central bank intervention and the intraday process of price formation in the currency markets pp. 1045-1061

Paolo Pasquariello

A Markov switching analysis of contagion in the EMS pp. 1062-1075

Alex (Alexandros) Mandilaras and Graham Bird

Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates pp. 1076-1093

Dimitris Christopoulos and Miguel Leon-Ledesma

Information footholds: Isolating local presence as a factor in analyst performance and trading pp. 1094-1107

Charles Chang

Can trade costs in goods explain home bias in assets? pp. 1108-1123

Eric van Wincoop and Francis Warnock

Dollarization does promote trade pp. 1124-1130

Shu Lin and Haichun Ye

Can a real business cycle model without price and wage stickiness explain UK real exchange rate behaviour? pp. 1131-1150

David Meenagh, A. Patrick Minford, Eric Nowell and Prakriti Sofat

Solving exchange rate puzzles with neither sticky prices nor trade costs pp. 1151-1170

Michael Moore and Maurice Roche

Going multinational under exchange rate uncertainty pp. 1171-1191

Henry Aray and Javier Gardeazabal

Volume 29, issue 5, 2010

Dependence structure between the equity market and the foreign exchange market-A copula approach pp. 743-759

Cathy Ning

Does the currency regime shape unhedged currency exposure? pp. 760-769

Ila Patnaik and Ajay Shah

Investigating nonlinearities in real exchange rate adjustment: Threshold cointegration and the dynamics of exchange rates and relative prices pp. 770-790

Hironobu Nakagawa

Time-varying integration, interdependence and contagion pp. 791-818

Lieven Baele and Koen Inghelbrecht

A happy "half way-house"? Medium term inflation targeting in New Zealand pp. 819-839

Kirdan Lees and Sam Warburton

Nominal exchange rate volatility, relative price volatility, and the real exchange rate pp. 840-856

Srideep Ganguly and Janice Boucher Breuer

Long memory versus structural breaks in modeling and forecasting realized volatility pp. 857-875

Kyongwook Choi, Wei-Choun Yu and Eric Zivot

The impact of monetary policy shocks on stock prices: Evidence from Canada and the United States pp. 876-896

Yun Daisy Li, Talan Iscan and Kuan Xu

Testing conditional asset pricing models: An emerging market perspective pp. 897-918

Javed Iqbal, Robert Brooks and Don Galagedera

How well does nonlinear mean reversion solve the PPP puzzle? pp. 919-937

Stephen Norman

Do high interest rates deter speculative attacks? - Evidence and some theory pp. 938-950

Kevin Grier and Shu Lin

China as a reserve sink: The evidence from offset and sterilization coefficients pp. 951-972

Alice Ouyang, Ramkishen Rajan and Thomas D. Willett

Volume 29, issue 4, 2010

The emerging global financial architecture: What's new and what's old? pp. 599-602

Joshua Aizenman, Reuven Glick and James Lothian

The immoderate world economy pp. 603-614

Maurice Obstfeld

The emerging global financial architecture: Tracing and evaluating new patterns of the trilemma configuration pp. 615-641

Joshua Aizenman, Menzie Chinn and Hiro Ito

Foreign currency debt, financial crises and economic growth: A long-run view pp. 642-665

Michael Bordo, Christopher Meissner and David Stuckler

Controlling capital? Legal restrictions and the asset composition of international financial flows pp. 666-684

Mahir Binici, Michael Hutchison and Martin Schindler

The international transmission of interest rate shocks: The Federal Reserve and emerging markets in Latin America and Asia pp. 685-703

Sebastian Edwards

Inflation targeting and business cycle synchronization pp. 704-727

Robert P. Flood and Andrew Rose

Does the global fireman inadvertently add fuel to the fire? New evidence from institutional investors' response to IMF program announcements pp. 728-741

Shang-Jin Wei, Zhiwei Zhang and Qingyuan Du

Volume 29, issue 3, 2010

Why does sovereign risk differ for domestic and external debt? Evidence from Scandinavia, 1938-1948 pp. 387-402

Daniel Waldenström

Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan pp. 403-422

Anthony Garratt and Kevin Lee

Trading the forward bias: Are there limits to speculation? pp. 423-441

Markus Hochradl and Christian Wagner

Current account sustainability in the US: What did we really know about it? pp. 442-459

Dimitris Christopoulos and Miguel Leon-Ledesma

Should inflation-targeting central banks respond to exchange rate movements? pp. 460-485

Robert Pavasuthipaisit

The reaction of asset markets to Swiss National Bank communication pp. 486-503

Angelo Ranaldo and Enzo Rossi

An empirical study of portfolio-balance and information effects of order flow on exchange rates pp. 504-524

Francis Breedon and Paolo Vitale

Comovements in volatility in the euro money market pp. 525-539

Nuno Cassola and Claudio Morana

New evidence on the monetary approach of exchange rate determination in Mexico 1994-2007: A cointegrated SVAR model pp. 540-554

Eduardo Loría, Armando Sánchez and Uberto Salgado

Local persistence and the PPP hypothesis pp. 555-569

Soyoung Kim and Luiz Lima

Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects pp. 570-584

Rasmus Fatum and Michael Hutchison

The forward market in emerging currencies: Less biased than in major currencies pp. 585-598

Jeffrey Frankel and Jumana Poonawala

Volume 29, issue 2, 2010

Foreign debt supply in an imperfect international capital market: Theory and evidence pp. 201-223

Keunsuk Chung and Stephen J Turnovsky

The hysteresis of currency substitution: Currency risk vs. network externalities pp. 224-235

Neven T. Valev

Interest rate pass-through, monetary policy rules and macroeconomic stability pp. 236-251

Claudia Kwapil and Johann Scharler

Deposit insurance coverage, ownership, and banks' risk-taking in emerging markets pp. 252-274

Apanard Angkinand Prabha and Clas Wihlborg

Risk factor and industry effects in the cross-country comovement of momentum returns pp. 275-299

Andy Naranjo and Burt Porter

Financial development and household portfolios - Evidence from Spain, the U.K. and the U.S pp. 300-314

Angelos Antzoulatos and Chris Tsoumas

A two-country NATREX model for the euro/dollar pp. 315-335

Marianna Belloc and Daniela Federici

Noise traders, exchange rate disconnect puzzle, and the Tobin tax pp. 336-357

Juanyi Xu

International order flows: Explaining equity and exchange rate returns pp. 358-386

Peter Dunne, Harald Hau and Michael Moore

Volume 29, issue 1, 2010

Risky public domestic debt composition in emerging economies pp. 1-18

Arnaud Mehl and Julien Reynaud

Supersanctions and sovereign debt repayment pp. 19-36

Kris James Mitchener and Marc D. Weidenmier

A functional coefficient model view of the Feldstein-Horioka puzzle pp. 37-54

H. Herwartz and Fang Xu

Home bias, exchange rate disconnect, and optimal exchange rate policy pp. 55-78

Jian Wang

On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty pp. 79-93

Christopher Baum and Mustafa Caglayan

The introduction of the Euro and its effects on portfolio decisions pp. 94-110

Rainer Haselmann and Helmut Herwartz

Investigating M3 money demand in the euro area pp. 111-122

Christian Dreger and Juergen Wolters

Coordination between monetary policy and fiscal policy for an inflation targeting emerging market pp. 123-138

Zelal Aktas, Neslihan Kaya and Ümit Özlale

Structural breaks in volatility: Evidence for the OECD and non-OECD real exchange rates pp. 139-168

Amalia Morales-Zumaquero and Simon Sosvilla-Rivero

Understanding the Backus-Smith puzzle: It's the (nominal) exchange rate, stupid pp. 169-180

Gregory Hess and Kwanho Shin

Price adjustment and exchange rate pass-through pp. 181-200

Michael Devereux and James Yetman