Journal of International Money and Finance

1982 - 2024

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 23, issue 7-8, 2004

Overview of the special issue on the euro five years on pp. 971-975

Iftekhar Hasan and James Lothian

Rethinking the role of NCBs in the EMU pp. 977-996

Russell Boyer

Learning and the monetary policy strategy of the European Central Bank pp. 997-1010

Guay Lim and Paul McNelis

The impact of the euro on risk exposure of the world's major banking industries pp. 1011-1042

Bill B. Francis and Delroy M. Hunter

The impact of European Central Bank Governing Council announcements on the foreign exchange market: a microstructural analysis pp. 1043-1051

Michael Sager and Mark Taylor

The anticipated and concurring effects of the EMU: exchange rate volatility, institutions and growth pp. 1053-1080

Michele Bagella, Leonardo Becchetti and Iftekhar Hasan

Purchasing power parity and the euro area pp. 1081-1107

Kees G. Koedijk, Ben Tims and Mathijs van Dijk

The European Union currencies and the US dollar: from post-Bretton-Woods to the Euro pp. 1109-1136

María Gadea, Antonio Montañés and Marcelo Reyes

The effect of the Euro on country versus industry portfolio diversification pp. 1137-1158

Thomas Flavin

Searching for evidence of long-run PPP from a post-Bretton Woods panel: separating the wheat from the chaff pp. 1159-1186

Chi-Young Choi

Financing decisions of firms and central bank policy pp. 1187-1207

Ai Ting Goh and Jacques Olivier

Sterilization of short-term capital inflows--through lower interest rates? pp. 1209-1221

Michael Kumhof

Volume 23, issue 6, 2004

A model of the joint distribution of banking and currency crises pp. 841-865

Robert Flood and Nancy Marion

Testing the monetary model of exchange rate determination: a closer look at panels pp. 867-895

David E. Rapach and Mark Wohar

Sterilization costs and exchange rate targeting pp. 897-915

Kenneth Kletzer and Mark Spiegel

The price of democracy: sovereign risk ratings, bond spreads and political business cycles in developing countries pp. 917-946

Steven Block and Paul Vaaler

An analysis of the use of derivatives by the Canadian mutual fund industry pp. 947-970

Lewis D. Johnson and Wayne W. Yu

Volume 23, issue 5, 2004

Global transmission of interest rates: monetary independence and currency regime pp. 701-733

Jeffrey Frankel, Sergio Schmukler and Luis Servén

Does the dynamic time consistency model of inflation explain cross-country differences in inflations dynamics? pp. 735-759

John F. Boschen and Charles Weise

Measuring monetary policy interdependence pp. 761-783

Paul Bergin and Oscar Jorda

Optimal bidding and hedging in international markets pp. 785-798

Donald Lien and Kit Pong Wong

Explaining currency crises: a duration model approach pp. 799-816

Merxe Tudela

Why is it so difficult to find an effect of exchange rate risk on trade? pp. 817-839

Franc Klaassen

Volume 23, issue 4, 2004

The exchange rate and purchasing power parity: extending the theory and tests pp. 553-571

Prakash Apte, Piet Sercu and Raman Uppal

The use of flow analysis in foreign exchange: exploratory evidence pp. 573-594

Thomas Gehrig and Lukas Menkhoff

Economic fundamentals and self-fulfilling crises: further evidence from Mexico pp. 595-613

George Bratsiotis and Wayne Robinson

Overshooting and the exchange rate disconnect puzzle: a reappraisal pp. 615-643

Jean-Olivier Hairault, Lise Patureau and Thepthida Sopraseuth

International business cycles: the quantitative role of transportation costs pp. 645-671

Morten Ravn and Elisabetta Mazzenga

Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations pp. 673-699

Söhnke Bartram

Volume 23, issue 3, 2004

Overview of the special issue on banking, development and structural change pp. 305-310

Iftekhar Hasan, James Lothian and Juha Tarkka

Does opening a stock exchange increase economic growth? pp. 311-331

Scott Baier, Gerald Dwyer and Robert Tamura

Exporting financial institutions management via foreign direct investment mergers and acquisitions pp. 333-366

Allen Berger, Claudia Buch, Gayle DeLong and Robert DeYoung

Commercial bank underwriting of credit-enhanced bonds: are there certification benefits to the issuer? pp. 367-384

Anthony Saunders and Roger D. Stover

Financial system design and liquidity provision by banks and markets in a dynamic economy pp. 385-403

Yiming Qian, Kose John and Teresa A. John

Measurement of contagion in banks' equity prices pp. 405-459

Reint Gropp and Gerard Moerman

Convergence in euro-zone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration pp. 461-492

Harald Sander and Stefanie Kleimeier

Banks' buffer capital: how important is risk pp. 493-513

Kjersti-Gro Lindquist

Who pays for bank insolvency? pp. 515-551

David Mayes

Volume 23, issue 2, 2004

On the performance of nominal income targeting as a strategy for monetary policy in a small open economy pp. 143-163

Alfred Guender and Julie Tam

High public debt in currency crises: fundamentals versus signaling effects pp. 165-188

Pierpaolo Benigno and Alessandro Missale

The international CAPM when expected returns are time-varying pp. 189-230

David Ng

Many happy returns? Recidivism and the IMF pp. 231-251

Graham Bird, Mumtaz Hussain and Joseph Joyce

The impact of IMF programs on asset values pp. 253-270

R. A. Brealey and E. Kaplanis

More evidence on the dollar risk premium in the foreign exchange market pp. 271-282

Dennis Bams, Kim Walkowiak and Christian Wolff

Exchange rate expectations: controlled experiments with artificial traders pp. 283-304

Philip Marey

Volume 23, issue 1, 2004

Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study pp. 1-25

Lucio Sarno, Mark Taylor and Ibrahim Chowdhury

The credit crunch in East Asia: what can bank excess liquid assets tell us? pp. 27-49

Pierre-Richard Agénor, Joshua Aizenman and Alexander Hoffmaister

International financial contagion in currency crises pp. 51-70

Francesco Caramazza, Luca Ricci and Ranil Salgado

Expected returns, risk and the integration of international bond markets pp. 71-97

David Barr and Richard Priestley

Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen pp. 99-111

Ronald MacDonald and Ian Marsh

International capital mobility in the long run and the short run: can we still learn from saving-investment data? pp. 113-131

Mathias Hoffmann

The dynamics of inflation and currency substitution in a small open economy pp. 133-142

Miguel de Freitas