Journal of International Money and Finance

1982 - 2025

Current editor(s): J. R. Lothian

From Elsevier
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Volume 19, issue 6, 2000

The timing of exchange rate collapse pp. 765-784

Betty Daniel

Cointegration and forward and spot exchange rate regressions pp. 785-812

Eric Zivot

The determinants of bank interest rate margins: an international study pp. 813-832

Anthony Saunders and Liliana Schumacher

How does a devaluation affect the current account? pp. 833-851

Michael Devereux

Multinational capital structure and financial flexibility pp. 853-884

Kuljot Singh and James E. Hodder

Reading the smile: the message conveyed by methods which infer risk neutral densities pp. 885-915

Eric Jondeau and Michael Rockinger

The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma pp. 917-941

Panayiotis F. Diamandis, Dimitris Georgoutsos and Georgios Kouretas

Volume 19, issue 5, 2000

The effect of monetary policy actions on exchange rates under interest-rate targeting pp. 601-631

Catherine Bonser-Neal, V. Vance Roley and Gordon H. Sellon

Tariffs and exchange rate dynamics redux pp. 633-655

John Fender and Chong Yip

Testing for asymmetry in the link between the yield spread and output in the G-7 countries pp. 657-672

John Galbraith and Greg Tkacz

On empirical exchange rate models: what does a rejection of the symmetry restriction on short-run interest rates mean? pp. 673-688

Michael D. Goldberg

Speculative noise trading and manipulation in the foreign exchange market pp. 689-712

Paolo Vitale

Testing the expectations hypothesis in Eurodeposits pp. 713-736

Emilio Domínguez Irastorza and Alfonso Novales

Internalization and stock price clustering: Finnish evidence pp. 737-751

G. Geoffrey Booth, Juha-Pekka Kallunki, Ji-Chai Lin and Teppo Martikainen

Purchasing power parity over two centuries? pp. 753-757

John Cuddington and Hong Liang

Purchasing power parity over two centuries: strengthening the case for real exchange rate stability: A reply to Cuddington and Liang pp. 759-764

James Lothian and Mark Taylor

Volume 19, issue 4, 2000

The forward premium anomaly is not as bad as you think pp. 471-488

Richard Baillie and Tim Bollerslev

Panel unit root tests of purchasing power parity for price indices pp. 489-506

Adrian R. Fleissig and Jack Strauss

International capital mobility: evidence from panel data pp. 507-511

W. Jos Jansen

International investment positions: a cross-sectional analysis pp. 513-534

Philip Lane

The saving retention coefficient in the long run and in the short run: evidence from panel data pp. 535-548

Martin Coiteux and Simon Olivier

Hedging price risk when real wealth matters pp. 549-560

Axel F. A. Adam-Muller

Estimation and simulation of risk premia in equity and foreign exchange markets pp. 561-582

Inbae Kim and Michael K. Salemi

Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence pp. 583-600

Mark A. Hooker

Volume 19, issue 3, 2000

Partially segmented international capital markets and international capital budgeting pp. 309-329

Ian A. Cooper and Evi Kaplanis

A rational explanation for home country bias pp. 331-361

Iftekhar Hasan and Yusif Simaan

Is there excess comovement of bond yields between countries? pp. 363-376

Gregory D. Sutton

A multi-country study of power ARCH models and national stock market returns pp. 377-397

Robert Brooks, Robert Faff, Michael D. McKenzie and Heather Mitchell

On the determinants and resilience of bond flows to LDCs, 1990-1995 pp. 399-418

Angelos Antzoulatos

European Monetary Union: a cointegration analysis pp. 419-432

Alfred Haug, James MacKinnon and Leo Michelis

Exchange rate and foreign inflation risk premiums in global equity returns pp. 433-470

Maria Vassalou

Volume 19, issue 2, 2000

Politics, economics and investment:: Explaining plant and equipment spending by US direct investors in Argentina, Brazil and Mexico pp. 153-183

Guy V. G. Stevens

Endogenous real exchange rate fluctuations in an optimizing open economy model pp. 185-205

Shikuan Chen

Volatility spillover effects from Japan and the US to the Pacific-Basin pp. 207-233

Angela Ng

Causes of capital flows in developing countries pp. 235-253

Yoonbai Kim

Current account dynamics and expected future budget deficits: some international evidence pp. 255-271

Giovanni Piersanti

Stationary time-varying risk premia in forward foreign exchange rates pp. 273-288

Philip A. Shively

The relationship between interest rate differentials and macroeconomic variables: a panel data study for European countries pp. 289-308

Tom Bernhardsen

Volume 19, issue 1, 2000

Regularities in volatility and the price of risk following large stock market movements in the US and Japan pp. 1-32

Alex Kane, Bruce N. Lehmann and Robert R. Trippi

Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals pp. 33-53

Mark Taylor and David Peel

Trade in nominal assets and net international capital flows pp. 55-72

Philippe Bacchetta and Eric van Wincoop

Capital flight and political risk pp. 73-92

Robert Lensink, Niels Hermes and Victor Murinde

The performance of initial public offerings in the Mexican stock market, 1987-1993 pp. 93-116

Douglas A. Hensler, Martin J. Herrera and Larry J. Lockwood

Exchange rate movements and the profitability of U.S. multinationals pp. 117-134

Ting Gao

Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM pp. 135-152

Yue Ma and Angelos Kanas

Volume 18, issue 6, 1999

Uncovered interest parity, monetary policy and time-varying risk premia pp. 835-851

Peter Anker

Capturing downside risk in financial markets: the case of the Asian Crisis pp. 853-870

Rachel Pownall and Kees G. Koedijk

Asset pricing in open economies with incomplete markets: implications for foreign currency returns pp. 871-890

Latha Ramchand

Tax reform and external balance pp. 891-909

Shuanglin Lin

Beyond the purchasing power parity: testing for cointegration and causality between exchange rates, prices, and interest rates pp. 911-924

Benjamin S. Cheng

Monetary shocks, the exchange rate, and the trade balance pp. 925-940

Faik Koray and W. McMillin

Volume 18, issue 5, 1999

The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates pp. 725-750

Eric Jondeau and Roland Ricart

Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity pp. 751-768

Sarah E. Culver and David Papell

European integration and asymmetry in the EMS pp. 769-798

Merih Uctum

Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis pp. 799-816

Stephen Leybourne and Paul Mizen

The term structure of interest rates in a sticky-price target zone model pp. 817-834

Bernd Kempa, Michael Nelles and Christian Pierdzioch

Volume 18, issue 4, 1999

The current international financial crisis:: how much is new? pp. 501-514

Steven B. Kamin

Was China the first domino? Assessing links between China and other Asian economies pp. 515-535

John Fernald, Hali Edison and Prakash Loungani

What triggers market jitters?: A chronicle of the Asian crisis pp. 537-560

Graciela Kaminsky and Sergio Schmukler

Predicting currency crises:: The indicators approach and an alternative pp. 561-586

Andrew Berg and Catherine Pattillo

Contagion:: macroeconomic models with multiple equilibria pp. 587-602

Paul Masson

Contagion and trade: Why are currency crises regional? pp. 603-617

Reuven Glick and Andrew Rose

Do capital controls and macroeconomic policies influence the volume and composition of capital flows? Evidence from the 1990s pp. 619-635

Peter Montiel and Carmen Reinhart

Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests pp. 637-657

Lucio Sarno and Mark Taylor

Latin America and East Asia in the context of an insurance model of currency crises pp. 659-681

Menzie Chinn, Michael Dooley and Sona Shrestha

Under what circumstances, past and present, have international rescues of countries in financial distress been successful? pp. 683-708

Michael Bordo and Anna Schwartz

Lessons from the Asian crisis pp. 709-723

Frederic Mishkin

Volume 18, issue 3, 1999

Terms-of-trade shocks and optimal investment: another look at the Laursen-Metzler effect pp. 337-365

Luis Servén

International capital mobility in developing countries: theory and evidence pp. 367-381

Khaled A. Hussein and Luiz de Mello

Productivity differentials, the relative price of non-tradables and real exchange rates pp. 383-409

Jack Strauss

The width of the band and exchange rate mean-reversion: some further ERM-based results pp. 411-428

Myrvin Anthony and Ronald MacDonald

Technical trading rules in the European Monetary System pp. 429-458

Christopher Neely and Paul A. Weller

The timing and size of bank-financed speculative attacks pp. 459-470

Victoria Miller

Exchange rate variation, commodity price variation and the implications for international trade pp. 471-491

Constance Smith

Volume 18, issue 2, 1999

What causes the failure of inflation stabilization plans? pp. 169-194

Francisco Veiga

Price dynamics under stochastic process switching: some extensions and an application to EMU1 pp. 195-224

Paul De Grauwe, Hans Dewachter and Dirk Veestraeten

Re-examining long-run purchasing power parity pp. 251-266

Biing-Shen Kuo and Anne Mikkola

Capital market integration in the Pacific Basin region: an impulse response analysis pp. 267-287

Kate Phylaktis

A characterization of the price behavior of international dual stocks: an error correction approach pp. 289-304

Offer Lieberman, Uri Ben-Zion and Shmuel Hauser

Spreading currency forwards: why and how? pp. 305-317

Abraham Lioui

A re-examination of the exchange rate-interest differential relationship: evidence from Germany and Japan pp. 319-336

Jyh-Lin Wu

Volume 18, issue 1, 1999

Consumption smoothing and the current account: evidence for France, 1970-1996 pp. 1-12

Pierre-Richard Agénor, Claude Bismut, Paul Cashin and Christopher McDermott

Openness and the effects of monetary policy pp. 13-26

Georgios Karras

Modeling non-linearities in real effective exchange rates pp. 27-45

Nicholas Sarantis

Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited pp. 47-73

Christis Hassapis, Nikitas Pittis and Kyprianos Prodromidis

How integrated are the money market and the bank loans market within the European Union? pp. 75-106

Mário Centeno and Antonio S. Mello

Applying the seasonal error correction model to the demand for international reserves in Taiwan pp. 107-131

Tai-Hsin Huang and Chung-Hua Shen

Exchange rate regime, volatility and international correlations on bond and stock markets pp. 133-151

Vincent Bodart and Paul Reding

The extension of international credit by US banks: a disaggregated analysis, 1988-1994 pp. 153-167

Drew Dahl and Ronald Shrieves