Journal of International Money and Finance

1982 - 2025

Current editor(s): J. R. Lothian

From Elsevier
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Overview of conference volume "Regional and International Implications of the Financial Instability in Latin America" pp. 887-893: Joshua Aizenman and James Lothian
Macroeconomic policies and performance in Latin America pp. 895-923: Cesar Calderon and Klaus Schmidt-Hebbel
Stock market cycles, financial liberalization and volatility pp. 925-955: Sebastian Edwards, Javier Gómez Biscarri and Fernando Pérez de Gracia
On the determinants of Original Sin: an empirical investigation pp. 957-990: Ricardo Hausmann and Ugo Panizza
Macroeconomic effects of IMF-sponsored programs in Latin America: output costs, program recidivism and the vicious cycle of failed stabilizations pp. 991-1014: Michael Hutchison and Ilan Noy
Inflation targeting in Brazil: constructing credibility under exchange rate volatility pp. 1015-1040: André Minella, Paulo Springer de Freitas, Ilan Goldfajn and Marcelo Kfoury Muinhos
Liquidity protection versus moral hazard: the role of the IMF pp. 1041-1063: Andrew Powell and Leandro Arozamena
Currency boards, dollarized liabilities, and monetary policy credibility pp. 1065-1087: Mark Spiegel and Diego Valderrama
Three generations of crises, three generations of crisis models pp. 1089-1094: Barry Eichengreen
Financial instability in Latin America pp. 1095-1106: Sebastian Edwards

The determinants of nominal income, output and the price level: A synthesis of the Keynesian and neo-classical views pp. 747-772: Ruben D. Almonacid
Ruben Almonacid: an appreciation pp. 773-775: Arnold Harberger and Larry Sjaastad
Are correlations of stock returns justified by subsequent changes in national outputs? pp. 777-811: Bernard Dumas, Campbell Harvey and Pierre Ruiz
Estimating the liquidity effect in post-reform Chile: do inflationary expectations matter? pp. 813-833: Claudia Halabi and William Lastrapes
Gross capital flows and asymmetric information pp. 835-864: Tomas Dvorak
An empirical analysis of the structure of credit risk premiums in the Eurobond market pp. 865-885: Austin Murphy

Editorial pp. 611-611: James Lothian and Michael T. Melvin
PPP and structural breaks. The peseta-sterling rate, 50 years of a floating regime pp. 613-627: Marcela Sabate, María Gadea and José Serrano Sanz
Common factors in international bond returns pp. 629-656: Joost Driessen, Bertrand Melenberg and Theo Nijman
Volatility and financial intermediation pp. 657-679: Joshua Aizenman and Andrew Powell
Multiple equilibria and currency crisis: evidence for Korea pp. 681-696: Ronald Ratti and Jeonghee Seo
Devaluation (levels vs. rates) and balance of payments in a cash-in-advance economy pp. 697-707: Alberto Petrucci
A multi-factor, credit migration model for sovereign and corporate debts pp. 709-735: Jason Z. Wei
Can short-term capital controls promote capital inflows? pp. 737-745: Tito Cordella

Misspecification versus bubbles in hyperinflation data: comment pp. 441-451: Tom Engsted
Misspecification and bubbles in hyperinflation data: reply to Engsted1 pp. 453-458: Mark A. Hooker
International institutional lending arrangements to sovereign borrowers pp. 459-481: Steven Plaut and Arie Melnik
Spillovers through banking centers: a panel data analysis of bank flows pp. 483-509: Caroline Van Rijckeghem and Beatrice Weder di Mauro
Implied volatility dynamics in the foreign exchange markets pp. 511-528: Minho Kim and Minchoul Kim
Intertemporal substitution, risk aversion, and economic performance in a stochastically growing open economy pp. 529-556: Paola Giuliano and Stephen J Turnovsky
Testing present value models of the current account: a cautionary note pp. 557-569: Kenneth Kasa
Interest rate linkages within the European Monetary System: new evidence incorporating long-run trends pp. 571-590: Su Zhou
Statistical distributions and the identification of currency crises pp. 591-609: Susan Pozo and Catalina Amuedo-Dorantes

Shock effects on stocks, bonds, and exchange rates pp. 307-341: Ray Fair
Exchange rate dynamics and the welfare effects of monetary policy in a two-country model with home-product bias pp. 343-363: Francis Warnock
Asymmetric exchange rate exposure: theory and evidence pp. 365-383: Gregory Koutmos and Anna D. Martin
Bank runs and currency peg credibility pp. 385-392: Victoria Miller
Foreign exchange market intervention in two small open economies: the Canadian and Australian experience pp. 393-416: J. M. Rogers and Pierre Siklos
Structural convergence under reversible and irreversible monetary unification pp. 417-439: Roel Beetsma and Henrik Jensen

Terms of trade shocks and the balance of trade: there is a Harberger-Laursen-Metzler effect pp. 155-184: G. Otto
Dollarization in post-hyperinflationary Argentina pp. 185-211: Steven B. Kamin and Neil Ericsson
What can US city price data tell us about purchasing power parity? pp. 213-222: L. L. Chen and J. Devereux
Intraday technical trading in the foreign exchange market pp. 223-237: Christopher Neely and P. A. Weller
Habit persistence and welfare gains from international asset trade pp. 239-260: Egil Matsen
The structure of interdependence in international stock markets pp. 261-287: David Bessler and Jian Yang
Exchange rate intervention with options pp. 289-306: Fernando Zapatero and Luis F. Reverter

The inter-war gold exchange standard: credibility and monetary independence pp. 1-32: Michael Bordo and Ronald MacDonald
The performance of alternative valuation models in the OTC currency options market pp. 33-64: Nicolas P. B Bollen and Emma Rasiel
Can sticky prices account for the variations and persistence in real exchange rates? pp. 65-85: Serena Ng
Useful government spending, direct crowding-out and fiscal policy interdependence pp. 87-103: Giovanni Ganelli
Purchasing power parity, price indices, and exchange rate forcasts pp. 105-130: Zhenhui Xu
Mexican investment after the Tequila crisis: basic economics, "confidence" effects or market imperfections? pp. 131-151: Daniel Lederman, Ana Maria Menendez, Guillermo Perry and Joseph Stiglitz