Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

From Elsevier
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Volume 26, issue 8, 2007

Extreme interdependence and extreme contagion between emerging markets pp. 1261-1291

Giorgio Fazio

Regional vulnerability: The case of East Asia pp. 1292-1310

Ashoka Mody and Mark Taylor

Financial integration and the price of world covariance risk: Large- vs. small-cap stocks pp. 1311-1337

Wei Huang

Varying the VaR for unconditional and conditional environments pp. 1338-1354

John Cotter

Accounting for real exchange rate changes in East Asia pp. 1355-1377

David Parsley

The spirit of capitalism, asset pricing and growth in a small open economy pp. 1378-1402

Turalay Kenc and Selahattin Dibooglu

Macroeconomic shocks, structural change and real exchange rates: Evidence from historical data pp. 1403-1423

Vito Muscatelli, Franco Spinelli and Carmine Trecroci

GDP growth and currency valuation: The case of the dollar pp. 1424-1449

Peter Vlaar

Volume 26, issue 7, 2007

The choice of exchange rate regimes in developing countries: A multinomial panel analysis pp. 1071-1094

Juergen von Hagen and Jizhong Zhou

Exchange-rate-based stabilization: Imperfect competition and supply-side effects pp. 1095-1112

Hyuk-jae Rhee

Inflation targeting and exchange rate pass-through pp. 1113-1150

Alessandro Flamini

Solvency vs competition: Hobson's choice for the Fed pp. 1151-1173

Lester G. Telser

Why U.S. money does not cause U.S. output, but does cause Hong Kong output pp. 1174-1186

Gabriel Rodríguez and Nicholas Rowe

Currency and credit markets pp. 1187-1205

John Bilson and Deborah Cernauskas

Dynamic correlation analysis of financial contagion: Evidence from Asian markets pp. 1206-1228

Thomas Chiang, Bang Jeon and Huimin Li

Is there really a "border effect"? pp. 1229-1238

Akm Morshed

Revisiting the home bias puzzle: Downside equity risk pp. 1239-1260

Rachel A. Campbell and Roman Kräussl

Volume 26, issue 6, 2007

Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy? pp. 865-886

Guay Lim and Paul McNelis

Empirical analysis of the exchange rate channel in Japan pp. 887-904

Jun Nagayasu

The impact of discount rate changes on market interest rates: Evidence from three European countries and Japan pp. 905-923

Anoop Rai, Rama Seth and Sunil K. Mohanty

Declining exchange rate pass-through to U.S. import prices: The potential role of global factors pp. 924-947

Mario Marazzi and Nathan Sheets

On the returns generating process and the profitability of trading rules in emerging capital markets pp. 948-973

John Hatgioannides and Spyros Mesomeris

Market impact costs of institutional equity trades pp. 974-1000

Jacob Bikker, Laura Spierdijk and Pieter van der Sluis

The Harberger-Laursen-Metzler effect under capital market imperfections pp. 1001-1015

Kevin Huang and Qinglai Meng

Linear and nonlinear exchange rate exposure pp. 1016-1037

Richard Priestley and Bernt Ødegaard

Uncovered interest rate parity and the term structure pp. 1038-1069

Geert Bekaert, Min Wei and Yuhang Xing

Volume 26, issue 5, 2007

Overview of conference volume "Financial and Commercial Integrations" pp. 657-662

Joshua Aizenman, James Lothian and Brian Pinto

A stable international monetary system emerges: Inflation targeting is Bretton Woods, reversed pp. 663-681

Andrew Rose

Sources for financing domestic capital - Is foreign saving a viable option for developing countries? pp. 682-702

Joshua Aizenman, Brian Pinto and Artur Radziwill

Global price dispersion: Are prices converging or diverging? pp. 703-729

Paul Bergin and Reuven Glick

Trade liberalization, capital account liberalization and the real effects of financial development pp. 730-761

Matias Braun and Claudio Raddatz

The overvaluation of Renminbi undervaluation pp. 762-785

Yin-Wong Cheung, Menzie Chinn and Eiji Fujii

Comment on Cheung, Chinn and Fujii, "The Overvaluation of Renminbi Undervaluation" pp. 786-787

Barry Eichengreen

International financial integration through equity markets: Which firms from which countries go global? pp. 788-813

Stijn Claessens and Sergio Schmukler

Capital controls, capital flow contractions, and macroeconomic vulnerability pp. 814-840

Sebastian Edwards

Collateral damage: Exchange controls and international trade pp. 841-863

Shang-Jin Wei and Zhiwei Zhang

Volume 26, issue 4, 2007

Financial globalization and integration pp. 495-499

Marcel Fratzscher and Philipp Hartmann

Explaining the global pattern of current account imbalances pp. 500-522

Joseph Gruber and Steven B. Kamin

US imbalances: The role of technology and policy pp. 523-545

Rudolfs Bems, Luca Dedola and Frank Smets

Current account balances, financial development and institutions: Assaying the world "saving glut" pp. 546-569

Menzie Chinn and Hiro Ito

Currency appreciation and current account adjustment pp. 570-586

Michael Devereux and Hans Genberg

Home bias and international risk sharing: Twin puzzles separated at birth pp. 587-605

Bent Sorensen, Yi-Tsung Wu, Oved Yosha and Yu Zhu

Model uncertainty, financial market integration and the home bias puzzle pp. 606-630

Lieven Baele, Crina Pungulescu and Jenke ter Horst

Home bias in global bond and equity markets: The role of real exchange rate volatility pp. 631-655

Michael Fidora, Marcel Fratzscher and Christian Thimann

Volume 26, issue 3, 2007

Volatility spillovers across international swap markets: The US, Japan, and the UK pp. 329-341

Francis In

Long memory and structural changes in the forward discount: An empirical investigation pp. 342-363

Kyongwook Choi and Eric Zivot

Does the real interest parity hypothesis hold? Evidence for developed and emerging markets pp. 364-382

Alex Ferreira and Miguel Leon-Ledesma

The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna pp. 383-402

Piti Disyatat and Gabriele Galati

Informational contagion of bank runs in a third-generation crisis model pp. 403-429

Victor Vaugirard

Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness pp. 430-453

Aamir Hashmi and Anthony S Tay

Currency preferences and the Australian dollar pp. 454-467

Geoffrey Kingston and Martin Melecký

Incomplete exchange rate pass-through and simple monetary policy rules pp. 468-494

Malin Adolfson

Volume 26, issue 2, 2007

Fed intervention, dollar appreciation, and systematic risk pp. 167-192

Richard J. Sweeney

What prompts Japan to intervene in the Forex market? A new approach to a reaction function pp. 193-212

Takatoshi Ito and Tomoyoshi Yabu

Evaluating the impacts of foreign direct investment, aid and saving in developing countries pp. 213-228

Hidefumi Kasuga

Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7 pp. 229-250

Stilianos Fountas and Menelaos Karanasos

"Optimal" inflation under dollarization pp. 251-264

Kazutaka Kurasawa and Alvin L. Marty

An empirical assessment of currency devaluation in East Asian countries pp. 265-283

Yoonbai Kim and Yung-Hsiang Ying

Why common factors in international bond returns are not so common pp. 284-304

Christophe Perignon, Daniel Smith and Christophe Villa

The impact of EMU on the equity cost of capital pp. 305-327

Gikas Hardouvelis, Dimitrios Malliaropulos and Richard Priestley

Volume 26, issue 1, 2007

Investment restrictions and the cross-border flow of information: Some empirical evidence pp. 1-25

Warren Bailey, Connie X. Mao and Kulpatra Sirodom

Integration and competition in the European financial markets pp. 26-45

Juan Fernandez de Guevara, Joaquin Maudos and Francisco Perez

Where does price discovery occur for stocks traded in multiple markets? Evidence from Hong Kong and London pp. 46-63

Sumit Agarwal, Chunlin Liu and S. Ghon Rhee

Asymmetry in business fluctuations: International evidence on Friedman's plucking model pp. 64-85

Francisco Nadal De Simone and Sean Clarke

Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests pp. 86-103

Zijun Wang, Jian Yang and Qi Li

The cyclical nature of North-South FDI flows pp. 104-130

Eduardo Levy Yeyati, Ugo Panizza and Ernesto Stein

A Cardan's discriminant approach to predicting currency crashes pp. 131-148

Seng Kee Koh, Wai Mun Fong and Fabrice Chan

A cross-country financial accelerator: Evidence from North America and Europe pp. 149-165

Ashoka Mody, Lucio Sarno and Mark Taylor