Journal of International Money and Finance

1982 - 2025

Current editor(s): J. R. Lothian

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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 24, issue 8, 2005

'Some contagion, some interdependence': More pitfalls in tests of financial contagion pp. 1177-1199

Giancarlo Corsetti, Marcello Pericoli and Massimo Sbracia

Pricing default swaps: Empirical evidence pp. 1200-1225

Patrick Houweling and Ton Vorst

Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly pp. 1226-1236

Ryan Chong, Robert Hudson, Kevin Keasey and Kevin Littler

What UIP tests on extreme samples reveal about the missing variable pp. 1237-1260

Piet Sercu and Martina Vandebroek

Credit constraints and the current account: A test for the Japanese economy pp. 1261-1277

Takuma Kunieda and Akihisa Shibata

Current account adjustment in industrial countries pp. 1278-1298

Caroline Freund

Explaining co-movements between stock markets: The case of US and Germany pp. 1299-1316

Alessandra Bonfiglioli and Carlo Favero

Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion pp. 1317-1334

Bertrand Candelon, Alain Hecq and Willem Verschoor

Volume 24, issue 7, 2005

Stock prices and exchange rate dynamics pp. 1031-1053

Kate Phylaktis and Fabiola Ravazzolo

Treasury bill auction procedures: Empirical perspectives from French market bid functions pp. 1054-1072

Raphaële Préget and Patrick Waelbroeck

The credit-spread puzzle pp. 1073-1089

Chikashi Tsuji

Intra-industry trade in financial services pp. 1090-1107

Fariborz Moshirian, Donghui Li and Ah-Boon Sim

News announcements, market activity and volatility in the euro/dollar foreign exchange market pp. 1108-1125

Luc Bauwens, Walid Ben Omrane and Pierre Giot

IMF-related news and emerging financial markets pp. 1126-1142

Bernd Hayo and Ali Kutan

The Feldstein-Horioka puzzle revisited: A Monte Carlo study pp. 1143-1149

Guglielmo Maria Caporale, Ekaterini Panopoulou and Nikitas Pittis

Empirical exchange rate models of the nineties: Are any fit to survive? pp. 1150-1175

Yin-Wong Cheung, Menzie Chinn and Antonio Garcia Pascual

Volume 24, issue 6, 2005

Larry Sjaastad, The Last Chicagoan pp. 859-872

Kenneth Clements

Cointegration, market integration, and market efficiency pp. 873-890

Sergio Lence and Barry Falk

Financial development and stock returns: A cross-country analysis pp. 891-912

Harris Dellas and Martin Hess

Foreign direct investment: The human dimension pp. 913-934

Michael A. Goldberg, Robert L. Heinkel and Maurice Levi

Dollarization and trade pp. 935-943

Michael Klein

An evaluation framework for alternative VaR-models pp. 944-958

Dennis Bams, Thorsten Lehnert and Christian Wolff

Testing long-run purchasing power parity under exchange rate targeting pp. 959-981

Sophocles Brissimis, Dimitrios Sideris and Fragiska K. Voumvaki

Foreign exchange market intervention and expectations: The yen/dollar exchange rate pp. 982-1011

Gabriele Galati, Will Melick and Marian Micu

Predicting currency fluctuations and crises: Do resident firms have an informational advantage? pp. 1012-1029

Daniel Kaufmann, Gil Mehrez and Sergio Schmukler

Volume 24, issue 5, 2005

The impact of macroeconomic surprises on spot and forward foreign exchange markets pp. 693-718

Marc W. Simpson, Sanjay Ramchander and Mukesh Chaudhry

Anticipated policy and endogenous growth in a small open monetary economy pp. 719-743

Ming-Fu Shaw, Ching-chong Lai and Wen-Ya Chang

Financial openness and business cycle volatility pp. 744-765

Claudia Buch, Joerg Doepke and Christian Pierdzioch

Forecasting the comovements of spot interest rates pp. 766-792

Miguel Ferreira

Equity market linkage and multinational trade accords: The case of NAFTA pp. 793-817

Ali F. Darrat and Maosen Zhong

Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets pp. 818-831

Patricia Chelley-Steeley

Comovement in international equity markets: A sectoral view pp. 832-857

Robert-Paul Berben and W. Jos Jansen

Volume 24, issue 4, 2005

Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite? pp. 533-548

In-Mee Baek, Arindam Bandopadhyaya and Chan Du

Observed and "fundamental" price-earning ratios: A comparative analysis of high-tech stock evaluation in the US and in Europe pp. 549-581

Michele Bagella, Leonardo Becchetti and Fabrizio Adriani

Nonlinearity in the stock price-dividend relation pp. 583-606

Angelos Kanas

The Asian financial crisis: The role of derivative securities trading and foreign investors in Korea pp. 607-630

Eric Ghysels and Junghoon Seon

The sovereign ceiling and emerging market corporate bond spreads pp. 631-649

Erik Durbin and David Ng

Financial development, financial structure, and domestic investment: International evidence pp. 651-673

Leonce Ndikumana

Aftermath of banking crises: Effects on real and monetary variables pp. 675-691

Poonam Gupta

Volume 24, issue 3, 2005

Capital controls and exchange rate instability in developing economies pp. 387-412

Reuven Glick and Michael Hutchison

Volatility linkages across three major equity markets: A financial arbitrage approach pp. 413-439

Giulio Cifarelli and Giovanna Paladino

Fiscal policy, expenditure composition, and growth in low-income countries pp. 441-463

Sanjeev Gupta, Benedict Clements, Emanuele Baldacci and Carlos Mulas-Granados

Can exchange rate variations or trade policy alter the equilibrium current account? pp. 465-480

Norman C. Miller

Simple monetary policy rules and exchange rate uncertainty pp. 481-507

Kai Leitemo and Ulf Söderström

Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS pp. 509-531

Katarina Juselius and Juan Toro

Volume 24, issue 2, 2005

Overview of the special issue on exchange-rate economics pp. 169-174

Georgios Kouretas and Athanasios Papadopoulos

Liquidity provision in the overnight foreign exchange market pp. 175-196

Geir Bjønnes, Dagfinn Rime and Haakon O.Aa. Solheim

Do currency markets absorb news quickly? pp. 197-217

Martin Evans and Richard Lyons

Stop-loss orders and price cascades in currency markets pp. 219-241

Carol Osler

The global implications of regional exchange rate regimes pp. 243-255

Harris Dellas and George Tavlas

Regime linkages in the US/UK real exchange rate-real interest differential relation pp. 257-274

Angelos Kanas

Macroeconomic effects of nominal exchange rate regimes: new insights into the role of price dynamics pp. 275-292

Robert Kollmann

Purchasing power parity and the theory of general relativity: the first tests pp. 293-316

Jerry Coakley, Robert Flood, Ana-Maria Fuertes and Mark Taylor

Exchange rates and fundamentals: new evidence from real-time data pp. 317-341

Michael Ehrmann and Marcel Fratzscher

Talking heads: the effects of ECB statements on the euro-dollar exchange rate pp. 343-361

David-Jan Jansen and Jakob de Haan

Empirical exchange rate models and currency risk: some evidence from density forecasts pp. 363-385

Lucio Sarno and Giorgio Valente

Volume 24, issue 1, 2005

Intertemporal budget policies and macroeconomic adjustment in a small open economy pp. 1-17

Marcelo Bianconi and Walter Fisher

Long-run money demand revisited: evidence from a non-linear approach pp. 19-37

Show-Lin Chen and Jyh-Lin Wu

Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity pp. 39-53

Guglielmo Maria Caporale, Andrea Cipollini and Panicos Demetriades

Multiscale systematic risk pp. 55-70

Ramazan Gencay, Faruk Selcuk and Brandon Whitcher

Panel cointegration results on international capital mobility in Asian economies pp. 71-82

Hongkee Kim, Keun-Yeob Oh and Chan-Woo Jeong

Consumption growth as a risk factor? Evidence from Canadian financial markets pp. 83-101

Carmich[ae]l, Benoit and Lucie Samson

The Fisher hypothesis and the interaction between share returns, inflation and supply shocks pp. 103-120

Jakob Madsen

Real exchange rates and switching regimes pp. 121-138

U. Michael Bergman and Jesper Hansson

Monetary and fiscal policy dynamics in an asymmetric monetary union pp. 139-167

Volker Clausen and Hans-Werner Wohltmann