EconPapers    
Economics at your fingertips  
 

Journal of International Money and Finance

1982 - 2025

Current editor(s): J. R. Lothian

From Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 26, issue 8, 2007

Extreme interdependence and extreme contagion between emerging markets pp. 1261-1291 Downloads
Giorgio Fazio
Regional vulnerability: The case of East Asia pp. 1292-1310 Downloads
Ashoka Mody and Mark Taylor
Financial integration and the price of world covariance risk: Large- vs. small-cap stocks pp. 1311-1337 Downloads
Wei Huang
Varying the VaR for unconditional and conditional environments pp. 1338-1354 Downloads
John Cotter
Accounting for real exchange rate changes in East Asia pp. 1355-1377 Downloads
David Parsley
The spirit of capitalism, asset pricing and growth in a small open economy pp. 1378-1402 Downloads
Turalay Kenc and Selahattin Dibooglu
Macroeconomic shocks, structural change and real exchange rates: Evidence from historical data pp. 1403-1423 Downloads
Vito Muscatelli, Franco Spinelli and Carmine Trecroci
GDP growth and currency valuation: The case of the dollar pp. 1424-1449 Downloads
Peter Vlaar

Volume 26, issue 7, 2007

The choice of exchange rate regimes in developing countries: A multinomial panel analysis pp. 1071-1094 Downloads
Juergen von Hagen and Jizhong Zhou
Exchange-rate-based stabilization: Imperfect competition and supply-side effects pp. 1095-1112 Downloads
Hyuk-jae Rhee
Inflation targeting and exchange rate pass-through pp. 1113-1150 Downloads
Alessandro Flamini
Solvency vs competition: Hobson's choice for the Fed pp. 1151-1173 Downloads
Lester G. Telser
Why U.S. money does not cause U.S. output, but does cause Hong Kong output pp. 1174-1186 Downloads
Gabriel Rodríguez and Nicholas Rowe
Currency and credit markets pp. 1187-1205 Downloads
John Bilson and Deborah Cernauskas
Dynamic correlation analysis of financial contagion: Evidence from Asian markets pp. 1206-1228 Downloads
Thomas Chiang, Bang Jeon and Huimin Li
Is there really a "border effect"? pp. 1229-1238 Downloads
Akm Morshed
Revisiting the home bias puzzle: Downside equity risk pp. 1239-1260 Downloads
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 Downloads
Guay Lim and Paul McNelis
Empirical analysis of the exchange rate channel in Japan pp. 887-904 Downloads
Jun Nagayasu
The impact of discount rate changes on market interest rates: Evidence from three European countries and Japan pp. 905-923 Downloads
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 Downloads
Mario Marazzi and Nathan Sheets
On the returns generating process and the profitability of trading rules in emerging capital markets pp. 948-973 Downloads
John Hatgioannides and Spyros Mesomeris
Market impact costs of institutional equity trades pp. 974-1000 Downloads
Jacob Bikker, Laura Spierdijk and Pieter van der Sluis
The Harberger-Laursen-Metzler effect under capital market imperfections pp. 1001-1015 Downloads
Kevin Huang and Qinglai Meng
Linear and nonlinear exchange rate exposure pp. 1016-1037 Downloads
Richard Priestley and Bernt Ødegaard
Uncovered interest rate parity and the term structure pp. 1038-1069 Downloads
Geert Bekaert, Min Wei and Yuhang Xing

Volume 26, issue 5, 2007

Overview of conference volume "Financial and Commercial Integrations" pp. 657-662 Downloads
Joshua Aizenman, James Lothian and Brian Pinto
A stable international monetary system emerges: Inflation targeting is Bretton Woods, reversed pp. 663-681 Downloads
Andrew Rose
Sources for financing domestic capital - Is foreign saving a viable option for developing countries? pp. 682-702 Downloads
Joshua Aizenman, Brian Pinto and Artur Radziwill
Global price dispersion: Are prices converging or diverging? pp. 703-729 Downloads
Paul Bergin and Reuven Glick
Trade liberalization, capital account liberalization and the real effects of financial development pp. 730-761 Downloads
Matias Braun and Claudio Raddatz
The overvaluation of Renminbi undervaluation pp. 762-785 Downloads
Yin-Wong Cheung, Menzie Chinn and Eiji Fujii
Comment on Cheung, Chinn and Fujii, "The Overvaluation of Renminbi Undervaluation" pp. 786-787 Downloads
Barry Eichengreen
International financial integration through equity markets: Which firms from which countries go global? pp. 788-813 Downloads
Stijn Claessens and Sergio Schmukler
Capital controls, capital flow contractions, and macroeconomic vulnerability pp. 814-840 Downloads
Sebastian Edwards
Collateral damage: Exchange controls and international trade pp. 841-863 Downloads
Shang-Jin Wei and Zhiwei Zhang

Volume 26, issue 4, 2007

Financial globalization and integration pp. 495-499 Downloads
Marcel Fratzscher and Philipp Hartmann
Explaining the global pattern of current account imbalances pp. 500-522 Downloads
Joseph Gruber and Steven B. Kamin
US imbalances: The role of technology and policy pp. 523-545 Downloads
Rudolfs Bems, Luca Dedola and Frank Smets
Current account balances, financial development and institutions: Assaying the world "saving glut" pp. 546-569 Downloads
Menzie Chinn and Hiro Ito
Currency appreciation and current account adjustment pp. 570-586 Downloads
Michael Devereux and Hans Genberg
Home bias and international risk sharing: Twin puzzles separated at birth pp. 587-605 Downloads
Bent Sorensen, Yi-Tsung Wu, Oved Yosha and Yu Zhu
Model uncertainty, financial market integration and the home bias puzzle pp. 606-630 Downloads
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 Downloads
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 Downloads
Francis In
Long memory and structural changes in the forward discount: An empirical investigation pp. 342-363 Downloads
Kyongwook Choi and Eric Zivot
Does the real interest parity hypothesis hold? Evidence for developed and emerging markets pp. 364-382 Downloads
Alex Ferreira and Miguel Leon-Ledesma
The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna pp. 383-402 Downloads
Piti Disyatat and Gabriele Galati
Informational contagion of bank runs in a third-generation crisis model pp. 403-429 Downloads
Victor Vaugirard
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness pp. 430-453 Downloads
Aamir Hashmi and Anthony S Tay
Currency preferences and the Australian dollar pp. 454-467 Downloads
Geoffrey Kingston and Martin Melecký
Incomplete exchange rate pass-through and simple monetary policy rules pp. 468-494 Downloads
Malin Adolfson

Volume 26, issue 2, 2007

Fed intervention, dollar appreciation, and systematic risk pp. 167-192 Downloads
Richard J. Sweeney
What prompts Japan to intervene in the Forex market? A new approach to a reaction function pp. 193-212 Downloads
Takatoshi Ito and Tomoyoshi Yabu
Evaluating the impacts of foreign direct investment, aid and saving in developing countries pp. 213-228 Downloads
Hidefumi Kasuga
Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7 pp. 229-250 Downloads
Stilianos Fountas and Menelaos Karanasos
"Optimal" inflation under dollarization pp. 251-264 Downloads
Kazutaka Kurasawa and Alvin L. Marty
An empirical assessment of currency devaluation in East Asian countries pp. 265-283 Downloads
Yoonbai Kim and Yung-Hsiang Ying
Why common factors in international bond returns are not so common pp. 284-304 Downloads
Christophe Perignon, Daniel Smith and Christophe Villa
The impact of EMU on the equity cost of capital pp. 305-327 Downloads
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 Downloads
Warren Bailey, Connie X. Mao and Kulpatra Sirodom
Integration and competition in the European financial markets pp. 26-45 Downloads
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 Downloads
Sumit Agarwal, Chunlin Liu and S. Ghon Rhee
Asymmetry in business fluctuations: International evidence on Friedman's plucking model pp. 64-85 Downloads
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 Downloads
Zijun Wang, Jian Yang and Qi Li
The cyclical nature of North-South FDI flows pp. 104-130 Downloads
Eduardo Levy Yeyati, Ugo Panizza and Ernesto Stein
A Cardan's discriminant approach to predicting currency crashes pp. 131-148 Downloads
Seng Kee Koh, Wai Mun Fong and Fabrice Chan
A cross-country financial accelerator: Evidence from North America and Europe pp. 149-165 Downloads
Ashoka Mody, Lucio Sarno and Mark Taylor
Page updated 2025-01-04