Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

From Elsevier
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Volume 27, issue 8, 2008

Informational linkages across trading regions: Evidence from foreign exchange markets pp. 1215-1243

Fang Cai, Edward Howorka and Jon Wongswan

Zooming out: The trade effect of the euro in historical perspective pp. 1244-1260

Helge Berger and Volker Nitsch

Productivity and equity market fundamentals: 80 years of evidence for 11 OECD countries pp. 1261-1283

E Davis and Jakob Madsen

Is the forward bias economically small? Evidence from European rates pp. 1284-1302

Piet Sercu, Martina Vandebroek and Xueping Wu

Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests pp. 1303-1324

Brian Lucey and Svitlana Voronkova

Global monetary conditions versus country-specific factors in the determination of emerging market debt spreads pp. 1325-1336

Mansoor Dailami, Paul Masson and Jean Jose Padou

Net foreign asset positions and consumption dynamics in the international economy pp. 1337-1359

Fabio Ghironi, Talan Iscan and Alessandro Rebucci

The welfare implications of foreign exchange intervention pp. 1360-1382

Wai-Ming Ho

Local information in foreign exchange markets pp. 1383-1406

Lukas Menkhoff and Maik Schmeling

Asymmetric information and rational expectations: When is it right to be "wrong"? pp. 1407-1419

Maria Demertzis and Andrew Hughes Hallett

Assessing the importance of global shocks versus country-specific shocks pp. 1420-1429

Kaouthar Souki and Walter Enders

Does openness to trade make countries more vulnerable to sudden stops, or less? Using gravity to establish causality pp. 1430-1452

Eduardo Cavallo and Jeffrey Frankel

Volume 27, issue 7, 2008

The submission of limit orders or market orders: The role of timing and information in the Reuters D2000-2 system pp. 1056-1073

Ingrid Lo and Stephen G. Sapp

Foreign exchange risk and the cross-section of stock returns pp. 1074-1097

James W. Kolari, Ted Moorman and Sorin M. Sorescu

A new approach to modeling early warning systems for currency crises: Can a machine-learning fuzzy expert system predict the currency crises effectively? pp. 1098-1121

Chin-Shien Lin, Haider Khan, Ruei-Yuan Chang and Ying-Chieh Wang

Diversification in euro area stock markets: Country versus industry pp. 1122-1134

Gerard A. Moerman

Exchange rate pass-through and relative prices: An industry-level empirical investigation pp. 1135-1160

Prasad Bhattacharya, Cem Karayalcin and Dimitrios Thomakos

Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model pp. 1161-1176

Aaron Smallwood

Exploring different views of exchange rate regime choice pp. 1177-1197

Fabrizio Carmignani, Emilio Colombo and Patrizio Tirelli

Volume 27, issue 6, 2008

Dynamic effects of terms of trade shocks: The impact on debt and growth pp. 876-896

Theo Eicher, Stefan Schubert and Stephen J Turnovsky

Productivity shocks and the current account: An alternative perspective of capital market integration pp. 897-914

Jörg Decressin and Piti Disyatat

Some pitfalls in testing the law of one price in commodity markets pp. 915-925

John Pippenger and Llad Phillips

Consumption and real exchange rates with incomplete markets and non-traded goods pp. 926-948

Gianluca Benigno and Christoph Thoenissen

Monetary policy in the open economy revisited: The case for exchange-rate flexibility restored pp. 949-957

Margarida Duarte and Maurice Obstfeld

Is there a connection between monetary unification and real economic integration? Evidence from regime-switching stationarity tests pp. 958-970

Mark Holmes and Nabil Maghrebi

Exchange rate determination under interest rate rules pp. 971-993

Gianluca Benigno and Pierpaolo Benigno

Order flows, news, and exchange rate volatility pp. 994-1012

Michael Frömmel, Alexander Mende and Lukas Menkhoff

Cross-border listings, capital controls, and equity flows to emerging markets pp. 1013-1027

Hali Edison and Francis Warnock

Volume 27, issue 5, 2008

Applying regret theory to investment choices: Currency hedging decisions pp. 677-694

Sébastien Michenaud and Bruno Solnik

A model of the interactions between banking crises and currency crises pp. 695-706

Michael Bleaney, Spiros Bougheas and Ilias Skamnelos

Bank incentives, economic specialization, and financial crises in emerging economies pp. 707-732

Amar Gande, Kose John and Lemma W. Senbet

Closing international real business cycle models with restricted financial markets pp. 733-756

Martin Boileau and Michel Normandin

A structural VAR approach to the intertemporal model of the current account pp. 757-779

Takashi Kano

Haircuts: Estimating investor losses in sovereign debt restructurings, 1998-2005 pp. 780-805

Federico Sturzenegger and Jeromin Zettelmeyer

Capital mobility in saving and investment: A time-varying coefficients approach pp. 806-815

Paul Evans, Bong-Han Kim and Keun-Yeob Oh

IMF bailouts and moral hazard pp. 816-830

Jong-Wha Lee and Kwanho Shin

Forward-rate target zones and exchange rate dynamics pp. 831-846

Hwan Lin

What has driven Chinese monetary policy since 1990? Investigating the People's bank's policy rule pp. 847-859

Richard Burdekin and Pierre Siklos

Volume 27, issue 4, 2008

U.S. dollar real exchange rates: Nonlinearity revisited pp. 516-528

Robert Sollis

Is foreign exchange intervention effective? Some microanalytical evidence from the Czech Republic pp. 529-546

Antonio Scalia

The effect of intervention frequency on the foreign exchange market: The Japanese experience pp. 547-559

Takeshi Hoshikawa

A new look at pass-through pp. 560-591

Jay Shambaugh

Term structure anomalies: Term premium or peso-problem? pp. 592-608

Caroline Jardet

Dynamic IS curves with and without money: An international comparison pp. 609-616

Rik Hafer and Garett Jones

Endogenous asymmetric information and international equity home bias: The effects of portfolio size and information costs pp. 617-635

John Barron and Jinlan Ni

Information flows during the Asian crisis: Evidence from closed-end funds pp. 636-653

Benjamin Cohen and Eli Remolona

Financial integration, economic instability and trade structure in emerging markets pp. 654-675

Anthony Chambet and Rajna Gibson

Volume 27, issue 3, 2008

Understanding the dynamic effects of government spending on foreign trade pp. 345-371

Gernot Müller

On the hidden links between financial and trade opening pp. 372-386

Joshua Aizenman

Credit, cronyism, and control: Evidence from the Americas pp. 387-410

Michael S. Pagano

The macroeconomic policy mix in a monetary union with flexible inflation targeting pp. 411-437

Torben M. Andersen

Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data pp. 438-454

Rasmus Fatum

Monetary integration and the cost of borrowing pp. 455-479

Marta Gómez-Puig

Politically generated uncertainty and currency crises: Theory, tests, and forecasts pp. 480-497

David Leblang and Shanker Satyanath

Volume 27, issue 2, 2008

Overview of the special issue on Euro area expansion: Current state and future prospects pp. 165-168

Angelos Kanas and Georgios Kouretas

EMU enlargement, stabilization costs and insurance mechanisms pp. 169-187

Antonio Afonso and Davide Furceri

The trade and FDI effects of EMU enlargement pp. 188-208

Jelle Brouwer, Richard Paap and Jean-Marie Viaene

Optimal monetary policy in the euro area in the presence of heterogeneity pp. 209-226

Sophocles Brissimis and Ifigeneia Skotida

How is real convergence driving nominal convergence in the new EU Member States? pp. 227-248

Sarah Lein, Miguel Leon-Ledesma and Carolin Nerlich

The speed of euro adoption pp. 249-259

Francesco Columba

In search of a euro effect: Big lessons from a Big Mac Meal? pp. 260-276

David Parsley and Shang-Jin Wei

Gains from financial integration in the European Union: Evidence for new and old members pp. 277-294

Yuliya Demyanyk and Vadym Volosovych

Non-linear growth effects of financial development: Does financial integration matter? pp. 295-313

Arjana Brezigar Masten, Fabrizio Coricelli and Igor Masten

Portfolio performance and the Euro: Prospects for new potential EMU members pp. 314-330

Rainer Haselmann and Helmut Herwartz

Volume 27, issue 1, 2008

Central bank authorities' beliefs about foreign exchange intervention pp. 1-25

Christopher Neely

Macroeconomic volatility, debt dynamics, and sovereign interest rate spreads pp. 26-39

Hans Genberg and Astrit Sulstarova

Regime shifts and the stability of backward-looking Phillips curves in open economies pp. 40-53

Efrem Castelnuovo

Interest-rate rules and transitional dynamics in an endogenously growing open economy pp. 54-75

Shu-hua Chen, Ming-Fu Shaw, Ching-chong Lai and Juin-jen Chang

Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-life pp. 76-101

Sofiane H. Sekioua

Corporate international diversification and the cost of equity: European evidence pp. 102-123

Robert Joliet and Georges Hübner

When is a lower exchange rate pass-through associated with greater exchange rate exposure pp. 124-139

Martin Flodén, Witness Simbanegavi and Fredrik Wilander

The puzzling unit root in the real interest rate and its inconsistency with intertemporal consumption behavior pp. 140-155

Kon S. Lai

Evidence of purchasing power parity for the floating regime period pp. 156-164

Claude Lopez