Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

From Elsevier
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Volume 14, issue 6, 1995

Asymmetric volatility transmission in international stock markets pp. 747-762

Gregory Koutmos and G Geoffrey Booth

Domestic macroeconomic news and foreign interest rates pp. 763-783

Kent G Becker, Joseph E Finnerty and Kenneth J Kopecky

Capital income taxation and welfare in a small open economy pp. 785-800

Cem Karayalcin

Who drives real interest rates around the Pacific Rim: the USA or Japan? pp. 801-821

Menzie Chinn and Jeffrey Frankel

The profitability of US intervention in the foreign exchange markets pp. 823-844

Michael P Leahy

Is there a world real interest rate? pp. 845-855

Joseph Gagnon and Mark D Unferth

The unbiased forward rate hypothesis re-examined pp. 857-867

Atsuyuki Naka and Gerald Whitney

Volume 14, issue 5, 1995

Output, inflation and stabilization: a counterfactual analysis pp. 619-640

James S. Fackler and John Rogers

Target zone models with stochastic realignments: an econometric evaluation pp. 641-657

Bruce Mizrach

Exchange-rate discounting pp. 659-666

Gregor Smith

Indirect hedging of exchange rate risk pp. 667-678

Udo Broll, Jack E. Wahl and Itzhak Zilcha

Inflationary finance and currency substitution in a public finance framework pp. 679-693

Carlos Vegh

Exchange rate dynamics and speculator horizons pp. 695-719

Carol Osler

Some international evidence on the stochastic behavior of interest rates pp. 721-738

Y. K. Tse

Volume 14, issue 4, 1995

Home bias and high turnover pp. 467-492

Linda Tesar and Ingrid M. Werner

Exchange rates, financial innovation and divisia money: the sterling/dollar rate 1972-1990 pp. 493-513

K. Alec Chrystal and Ronald MacDonald

Foreign exchange controls and liquidity pp. 515-538

Wai-Ming Ho

Real exchange rates under the gold standard: can they be explained by the trend break model? pp. 539-548

Sarah E. Culver and David Papell

Intertemporal solvency and indexed debt: evidence from Brazil, 1976-1991 pp. 549-573

Evan Tanner

Exchange rates, interest rates and current account news: some evidence from Australia pp. 575-595

Costas Karfakis and Suk-Joong Kim

A search for long memory in international stock market returns pp. 597-615

Yin-Wong Cheung and Kon S. Lai

Volume 14, issue 3, 1995

Price and trade effects of exchange rate fluctuations and the design of policy coordination pp. 331-347

Daniel Cohen and Charles Wyplosz

The gold standard: Perfectly integrated world markets or slow adjustment of prices and interest rates? pp. 349-371

Myles S Wallace and Taufiq Choudhry

Misspecification and the pricing and hedging of long-term foreign currency options pp. 373-393

Angelo Melino and Stuart M. Turnbull

Nominal exchange rate regimes and the stochastic behavior of real variables pp. 395-415

Guglielmo Maria Caporale and Nikitas Pittis

Real effects of exchange rate volatility pp. 417-426

Manfred Neumann

Other people's money: Cash-in-advance microfoundations for optimal currency areas pp. 427-440

A. Patrick Minford

Exchange rate shocks, currency options and the Siegel paradox pp. 441-458

Indrajit Bardhan

Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan pp. 459-460

Bernard Dumas, Peter Jennergren and Bertil Naslund

Volume 14, issue 2, 1995

Exchange rate dynamics and international effects of monetary shocks in monetary, equilibrium models pp. 155-177

Don Schlagenhauf and Jeffrey Wrase

Purchasing power parity under the European Monetary System pp. 179-189

Yin-Wong Cheung, Hung-Gay Fung, Kon S. Lai and Wai-Chung Lo

Consumption, real exchange rates and the structure of international asset markets pp. 191-211

Robert Kollmann

Siegel's paradox and the pricing of currency options pp. 213-223

Bernard Dumas, Peter Jennergren and Bertil Naslund

Towards a loanable funds/amended-liquidity preference theory of the exchange rate and interest rate pp. 225-245

Norman C. Miller

Measurement of the unexpected US trade deficit pp. 247-273

Marlene K. Puffer

Monetary policies in interdependent economies: an open economy explanation for base drift and price-level non-trend-stationarities pp. 275-287

Joseph Daniels and David VanHoose

Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports pp. 289-310

Joseph Gagnon and Michael M. Knetter

EMS exchange rate bands: a Monte Carlo investigation of three target zone models pp. 311-328

Roel Beetsma

Volume 14, issue 1, 1995

Is the correlation in international equity returns constant: 1960-1990? pp. 3-26

Francois Longin and Bruno Solnik

Are there rational bubbles in foreign exchange markets? Evidence from an alternative test pp. 27-46

Yangru Wu

International trade in banking services pp. 47-64

Jan Wengel

Exchange rate risk and internationally diversified portfolios pp. 65-81

Brigitte J. Ziobrowski and Alan J. Ziobrowski

Terms of trade and real exchange rates: the Canadian evidence pp. 83-104

Robert Amano and Simon van Norden

An optimizing analysis of the effects of world interest disturbances on the open economy term structure of interest rates pp. 105-126

Walter Fisher

Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output pp. 127-147

Lance A. Fisher, Paul Fackler and David Orden

Volume 13, issue 6, 1994

Forward exchange rates and expectations during the 1920s: A re-examination of the evidence pp. 627-636

James W McFarland, Patrick C McMahon and Yerima Ngama

Purchasing power parity yet again: evidence from spatially separated commodity markets pp. 637-657

Panos Michael, Bob Nobay and David Peel

The income and terms of trade effects: a permanent versus transitory decomposition in US trade pp. 658-678

Yoonbai Kim

Money and output under alternative exchange rate regimes in the USA pp. 679-697

Joseph Joyce and Linda Kamas

Stochastic trends and jumps in EMS exchange rates pp. 699-727

Frederick G M C Nieuwland, Willem Verschoor and Christian Wolff

What explains the risk premium in foreign exchange returns? pp. 729-738

Timothy C Gokey

Volume 13, issue 5, 1994

External markets, exchange rate dynamics and the impact of monetary disturbances pp. 499-515

Christos Papazoglou and Stephen J Turnovsky

The pricing of dollar-denominated yen/DM warrants pp. 517-536

Ajay Dravid, Matthew Richardson and Tong-Sheng Sun

Variation in the real exchange rate as a source of currency substitution pp. 537-550

Ronald Ratti and Byung Woo Jeong

Foreign exchange market efficiency and common stochastic trends pp. 551-564

William Crowder

The long memory of the forward premium pp. 565-571

Richard Baillie and Tim Bollerslev

Monetary policy and country size pp. 573-586

Philippe Martin

The interaction between trading volume of stocks and options: Some statistical evidence pp. 587-601

Martin M.G. Fase

Relative PPP in the medium run pp. 602-622

Prakash Apte, Marian Kane and Piet Sercu

Volume 13, issue 4, 1994

Hysteresis in international trade: a general equilibrium analysis pp. 387-399

Lars Ljungqvist

Sovereign risk exposure with potential liquidation: the performance of alternative forms of external finance pp. 400-414

Mark Spiegel

An assessment of the United Nations scale of assessments from a developing-country standpoint pp. 415-428

Lawrence Officer

The international transmission of economic shocks in a three-country world under mixed exchange rates pp. 429-446

Nikolaus K. A. Laufer and Srinivasa Sundararajan

On sluggish output adjustment and exchange rate dynamics pp. 447-458

Jay H. Levin

A non-parametric analysis of covered interest parity in long-date capital markets pp. 459-475

Donna J. Fletcher and Larry W. Taylor

Does the real exchange rate follow a random walk? The Pacific Basin perspective pp. 476-495

Kate Phylaktis and Yiannis Kassimatis

Volume 13, issue 3, 1994

Specification of policy rules and performance measures in multicountry simulation studies pp. 259-275

Bennett McCallum

The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk pp. 276-290

Ronald MacDonald and Mark Taylor

Are Japanese interest rates too stable? pp. 291-318

Catherine Bonser-Neal and V. Vance Roley

Volatility in the terms of trade with non-identical preferences pp. 319-341

May Hagiwara

Estimation of foreign exchange exposure: an application to mining companies in Australia pp. 342-363

Andrew Khoo

Policy inconsistency and external debt service pp. 364-374

Michael Dooley and Lars Svensson

Spread and volatility in spot and forward exchange rates pp. 375-383

Tae Hwy Lee

Volume 13, issue 2, 1994

Market structure and inefficiency in the foreign exchange market pp. 131-158

Mark Flood

Forward exchange bias, hedging and the gains from international diversification of investment portfolios pp. 159-170

Haim Levy and Kok Chew Lim

Heterogeneity and intertemporal trade: finding support for international credit contracts pp. 171-189

Barbara J. Craig

Macroeconomic effects of budget deficits: further international evidence pp. 190-210

Georgios Karras

Stock returns and the transfer of information between the New York and Tokyo stock exchanges pp. 211-222

Sie Ting Lau and J. David Diltz

The use of the exchange rate for stabilization: a real interest arbitrage model applied to Argentina pp. 223-231

Michael Connolly, Alvaro Rodriguez and William G. Tyler

On the desirability of insulation: a counterexample pp. 232-238

John Fender

Mexico's investment collapse: debt or oil? pp. 239-256

Andrew Warner

Volume 13, issue 1, 1994

Hourly volatility spillovers between international equity markets pp. 3-25

Raul Susmel and Robert Engle

Net foreign assets and international adjustment: The United States, Japan and Germany pp. 27-40

Paul Masson, Jeroen Kremers and Jocelyn Horne

Capital controls, collection costs and domestic public debt pp. 41-54

Joshua Aizenman and Pablo Guidotti

Is export price adjustment asymmetric?: evaluating the market share and marketing bottlenecks hypotheses pp. 55-70

Michael M. Knetter

The relationship between bilateral and multilateral models of exchange rates pp. 71-82

Stephen E. Haynes and Joe Stone

Anomalies or illusions? Evidence from stock markets in eighteen countries pp. 83-106

Anup Agrawal and Kishore Tandon

Real interest rate equalization and the integration of international financial markets pp. 107-124

Barry Goodwin and Thomas Grennes