Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

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Microstructural dynamics in a foreign exchange electronic broking system pp. 829-852: Charles A. E. Goodhart and Richard Payne
Central bank intervention and the volatility of foreign exchange rates: evidence from the options market pp. 853-878: Catherine Bonser-Neal and Glenn Tanner
The price of gold and the exchange rate pp. 879-897: Larry Sjaastad and Fabio Scacciavillani
Post Bretton Woods deviations from purchasing power parity in G7 exchange rates--an empirical exploration pp. 899-924: Mack Ott
Explaining exchange rate volatility: an empirical analysis of 'the holy trinity' of monetary independence, fixed exchange rates, and capital mobility pp. 925-945: Andrew Rose
Exchange rate mean reversion from real shocks within an intertemporal equilibrium model pp. 947-967: George Davis and Norman C. Miller
Stock market volatility and the crash of 1987: evidence from six emerging markets pp. 969-981: Taufiq Choudhry

Currency forecasters are heterogeneous: confirmation and consequences pp. 665-685: Ronald MacDonald and Ian Marsh
Optimal government finance policy and exchange rate management in a stochastically growing open economy pp. 687-716: Stephen J Turnovsky and Earl Grinols
Using option prices to estimate realignment probabilities in the European Monetary System: the case of sterling-mark pp. 717-748: Allan M. Malz
Estimating saving-investment correlations: evidence for OECD countries based on an error correction model pp. 749-781: W. Jos Jansen
Testing for absolute purchasing power parity pp. 783-796: Collin Crownover, John Pippenger and Douglas Steigerwald
Consumer durables, permanent terms of trade shocks, and the recent US trade deficits pp. 797-811: Joyce C. Sadka and Kei-Mu Yi
A comparison of alternative covariance matrices for models with over-lapping observations pp. 813-823: Jeremy Smith and Sanjay Yadav
International capital mobility--a note pp. 825-828: Christian Bellak

GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets pp. 497-521: Jesper Lund and Tom Engsted
Stabilization under capital controls pp. 523-533: Michael Ellis and Leonardo Auernheimer
Mean reversion in real exchange rates: evidence and implications for forecasting pp. 535-550: Philippe Jorion and Richard J. Sweeney
The international convergence of inflation rates during fixed and floating exchange rate regimes pp. 551-575: William Crowder
The determination of foreign banking location pp. 577-597: R. A. Brealey and E. C. Kaplanis
Hyperinflation, the exchange rate and endogenous money: post-World War I Germany revisited pp. 599-621: Richard Burdekin and Paul Burkett
Industrial structure in the Eurocredit underwriting market pp. 623-636: Arie Melnik and Steven Plaut
Exchange rate crises with domestic bank runs: evidence from the 1980s pp. 637-656: Victoria Miller
A note on cointegration and international capital market efficiency pp. 657-660: Charles Engel
A note on cointegration and international capital market efficiency: A reply pp. 661-664: William Crowder

Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countries pp. 337-368: David Cushman, Sang Sub Lee and Thorsteinn Thorgeirsson
Interest rate parity and foreign exchange risk premia in the ERM pp. 369-382: Juan Ayuso and Fernando Restoy
Speculative currency attacks with endogenously induced commercial bank crises pp. 383-403: Victoria Miller
Purchasing power parity and unit root tests using panel data pp. 405-418: Keun-Yeob Oh
A reexamination of the uncovered interest rate parity hypothesis pp. 419-437: Antoine Frachot
The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis pp. 447-465: Yiuman Tse, Tae Hwy Lee and G. Geoffrey Booth
International capital mobility: evidence from panel data pp. 467-474: Robert Krol
The debt-adjusted real exchange rate pp. 475-484: Raul Fabella
Asymmetric adjustment of commercial bank interest rates: evidence from Malaysia and Singapore pp. 485-496: Barry Scholnick

Persistence in foreign exchange rates pp. 191-220: Linda M. van de Gucht, Marnik Dekimpe and Chuck C. Y. Kwok
Animal spirits, investment and international capital movements pp. 221-237: Andres Velasco
Domestic and international financial market responses to Federal deficit announcements pp. 239-254: John Kitchen
Private and government consumption with liquidity constraints pp. 255-266: Paul Evans and Georgios Karras
Exogeneity and forward rate unbiasedness pp. 267-274: Stefan Norrbin and Kevin Reffett
Why empirical international portfolio models fail: evidence that model misspecification creates home asset bias pp. 275-312: Debra A. Glassman and Leigh A. Riddick
Real exchange rates and the pattern of trade: comparative dynamics for north and south pp. 313-336: Hamid Faruqee

Real stock prices and the long-run money demand function: evidence from Canada and the USA pp. 1-17: Taufiq Choudhry
An examination of dynamic hedging pp. 19-35: Wilson H. S. Tong
The impact of the listing of options in the foreign exchange market pp. 37-64: Kuldeep Shastri, Jahangir Sultan and Kishore Tandon
Dollar jump fears, 1984-1992: distributional abnormalities implicit in currency futures options pp. 65-93: David S. Bates
Monetary policy targets and the stabilization objective: a source of tension in the EMS pp. 95-116: Volker Wieland
An arbitrage free trilateral target zone model pp. 117-134: Bjørn Jørgensen and Hans Ole ae Mikkelsen
Intertemporal price speculation and the optimal current-account deficit: a comment pp. 135-139: Amartya Lahiri
Intertemporal price speculation and the optimal current-account deficit: reply and clarification pp. 141-147: Maurice Obstfeld
Unconventional preferences: do they explain foreign exchange risk premia? pp. 149-165: Anne Sibert