Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

From Elsevier
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Volume 25, issue 8, 2006

On the distributional effects of exchange rate fluctuations pp. 1207-1225

Cédric Tille

On the inadequacy of newswire reports for empirical research on foreign exchange interventions pp. 1226-1240

Andreas Fischer

The accuracy of reports of foreign exchange intervention by the Bank of Japan: Does Tokyo know more? pp. 1241-1256

Yuanchen Chang

How can IMF policy eliminate country moral hazard and account for externalities? pp. 1257-1276

Thomas Weithoner

Consumption-smoothing in a small, cyclically volatile open economy: Evidence from New Zealand pp. 1277-1295

Kunhong Kim, Viv Hall and Robert Buckle

Size matters: The impact of financial liberalization on individual firms pp. 1296-1318

Peter Christoffersen, Hyunchul Chung and Vihang Errunza

Optimal liberalization of financial markets pp. 1319-1335

Khang Min Lee and Nathalie Moyen

Openness, the sacrifice ratio, and inflation: Is there a puzzle? pp. 1336-1347

Joseph Daniels and David VanHoose

Volume 25, issue 7, 2006

Market timing by global fund managers pp. 1029-1050

Debra A. Glassman and Leigh A. Riddick

When do central bank interventions influence intra-daily and longer-term exchange rate movements? pp. 1051-1071

Kathryn Dominguez

The cost of technical trading rules in the Forex market: A utility-based evaluation pp. 1072-1089

Hans Dewachter and Marco Lyrio

One minute in the life of the DM/US$: Public news in an electronic market pp. 1090-1102

John Carlson and Melody Lo

Inflation shoe leather costs and average inflation rates across countries pp. 1103-1129

Turan G. Bali and Thom Thurston

Stock markets and the real exchange rate: An intertemporal approach pp. 1130-1145

Benoit Mercereau

Financial intermediary development and growth volatility: Do intermediaries dampen or magnify shocks? pp. 1146-1167

Thorsten Beck, Mattias Lundberg and Giovanni Majnoni

Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations pp. 1168-1186

Nicholas Sarantis

Testing for multiple regimes in the tail behavior of emerging currency returns pp. 1187-1205

Bertrand Candelon and Stefan Straetmans

Volume 25, issue 6, 2006

Policy instrument choice and non-coordinated monetary policy in interdependent economies pp. 855-873

Giovanni Lombardo and Alan Sutherland

The exchange rate - A shock-absorber or source of shocks? A study of four open economies pp. 874-893

Michael Artis and Michael Ehrmann

A currency union for Hong Kong and Mainland China? pp. 894-911

Xinpeng Xu

Target zones for exchange rates and policy changes pp. 912-931

Edward Driffill and Martin Sola

The determinants of financing obstacles pp. 932-952

Thorsten Beck, Asli Demirguc-Kunt, Luc Laeven and Vojislav Maksimovic

Towards a new early warning system of financial crises pp. 953-973

Matthieu Bussiere and Marcel Fratzscher

Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets pp. 974-991

Richard Gerlach, Patrick Wilson and Ralf Zurbruegg

Exchange rate pegs and foreign exchange exposure in East and South East Asia pp. 992-1009

David Parsley and Helen Popper

The effects of capital controls on international capital flows in the presence of asymmetric information pp. 1010-1027

Rebecca Neumann

Volume 25, issue 5, 2006

How well can the New Open Economy Macroeconomics explain the exchange rate and current account? pp. 675-701

Paul Bergin

Inside the crisis: An empirical analysis of banking systems in distress pp. 702-718

Asli Demirguc-Kunt, Enrica Detragiache and Poonam Gupta

Volatility impulse responses for multivariate GARCH models: An exchange rate illustration pp. 719-740

Christian Hafner and Helmut Herwartz

Are our FEERs justified? pp. 741-759

Giacomo Barisone, Rebecca Driver and Simon Wren-Lewis

Y2K fears and safe haven trading of the U.S. dollar pp. 760-779

Aditya Kaul and Stephen Sapp

Institutional uncertainty and the maturity of international loans pp. 780-794

Neven Valev

The evolution of stock market integration in the post-liberalization period - A look at Latin America pp. 795-826

Delroy M. Hunter

The Copula-GARCH model of conditional dependencies: An international stock market application pp. 827-853

Eric Jondeau and Michael Rockinger

Volume 25, issue 4, 2006

Fixed versus flexible: Lessons from EMS order flow pp. 551-579

William P. Killeen, Richard Lyons and Michael Moore

The effectiveness of central bank intervention in the EMS: The post 1993 experience pp. 580-597

Peter Brandner, Harald Grech and Helmut Stix

Return and volatility linkages between the US and the German stock market pp. 598-613

Dirk Baur and Robert Jung

Exchange rate pass-through to domestic prices: Does the inflationary environment matter? pp. 614-639

Ehsan Choudhri and Dalia Hakura

Creditor moral hazard in stock markets: Empirical evidence from Indonesia and Korea pp. 640-654

Ayse Y. Evrensel and Ali Kutan

Globalization and changing patterns in the international transmission of shocks in financial markets pp. 655-674

Michael Bordo and Antu Murshid

Volume 25, issue 3, 2006

Emerging markets finance: Overview of the special issue pp. 349-357

Kate Phylaktis

Institutions, capital flows and financial integration pp. 358-369

James Lothian

Growth volatility and financial liberalization pp. 370-403

Geert Bekaert, Campbell R. Harvey and Christian Lundblad

Stock market liberalization and the information environment pp. 404-428

Kee-Hong Bae, Warren Bailey and Connie X. Mao

Corporate governance provisions and firm ownership: Firm-level evidence from Eastern Europe pp. 429-444

Leora Klapper, Luc Laeven and Inessa Love

Can you teach old dogs new tricks? On complementarity of human capital and incentives pp. 445-458

Jana P. Fidrmuc and Jan Fidrmuc

Sources of firms' industry and country effects in emerging markets pp. 459-475

Kate Phylaktis and Lichuan Xia

What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements pp. 476-502

Diana Diaz Weigel and Gordon Gemmill

Currency crises: Are they all the same? pp. 503-527

Graciela Kaminsky

Linkages between extreme stock market and currency returns pp. 528-550

Phornchanok Cumperayot, Tjeert Keijzer and Roy Kouwenberg

Volume 25, issue 2, 2006

Effectiveness of official daily foreign exchange market intervention operations in Japan pp. 199-219

Rasmus Fatum and Michael Hutchison

Offshore hedging strategy of Japan-based wheat traders under multiple sources of risk and hedging costs pp. 220-236

Hyun Jin and Won W. Koo

Exchange rates and investment good prices: A cross-industry comparison pp. 237-256

Stuart Landon and Constance Smith

Current account and real exchange rate dynamics in the G7 countries pp. 257-274

Jaewoo Lee and Menzie Chinn

Specification tests of international asset pricing models pp. 275-307

Xiaoyan Zhang

Political risk and capital flight pp. 308-329

Quan Vu Le and Paul J. Zak

Money, inflation and output in Romania, 1992-2000 pp. 330-347

Nina Budina, Wojciech Maliszewski, George de Menil and Geomina Turlea

Volume 25, issue 1, 2006

Foreign exchange markets: Overview of the special issue pp. 1-6

Kees G. Koedijk, James Lothian and Mathijs van Dijk

The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets pp. 7-21

Menzie Chinn

Do asymmetric and nonlinear adjustments explain the forward premium anomaly? pp. 22-47

Richard Baillie and Rehim Kilic

The forward premium in a model with heterogeneous prior beliefs pp. 48-70

Eric Fisher

Asset price based estimates of sterling exchange rate risk premia pp. 71-92

Jan Groen and Ravi Balakrishnan

The long-run volatility puzzle of the real exchange rate pp. 93-124

Ricardo Hausmann, Ugo Panizza and Roberto Rigobon

Currency crises and institutions pp. 125-145

Pattama L. Shimpalee and Janice Boucher Breuer

On the long-term effectiveness of exchange rate communication and interventions pp. 146-167

Marcel Fratzscher

What defines `news' in foreign exchange markets? pp. 168-198

Kathryn Dominguez and Freyan Panthaki